Chart: Carry Trade Returns Fade as GEM Bonds Yield Drop

Source: DB, ML
| country | Yield |
| Venezuela | 24.35 |
| Hong Kong | 12.70 |
| Angola | 10.95 |
| Iraq | 10.44 |
| Zambia | 9.89 |
| Ecuador | 9.55 |
| Ukraine | 9.51 |
| Luxembourg | 9.49 |
| Ghana | 9.38 |
| Jamaica | 9.10 |
| Gabon | 8.97 |
| Brazil | 8.45 |
| Ethiopia | 8.17 |
| Mongolia | 8.05 |
| Kenya | 7.66 |
| El Salvador | 7.03 |
| Argentina | 6.81 |
| Lebanon | 6.74 |
| Nigeria | 6.53 |
| Tunisia | 6.50 |
| Costa Rica | 6.43 |
| Cote D'Ivoire (Ivory Coast) | 6.40 |
| South Africa | 6.31 |
| United States | 6.30 |
| Turkey | 6.19 |
| Senegal | 6.11 |
| Barbados | 6.06 |
| Dominican Republic | 6.03 |
| Trinidad and Tobago | 6.00 |
| Egypt | 5.98 |
| Paraguay | 5.78 |
| New Zealand | 5.65 |
| Colombia | 5.60 |
| Sri Lanka | 5.51 |
| Mexico | 5.47 |
| Bahrain | 5.45 |
| Kazakhstan | 5.42 |
| Azerbaijan | 5.41 |
| Pakistan | 5.38 |
| Russian Federation | 5.13 |
| Singapore | 5.10 |
| Canada | 5.04 |
| Indonesia | 4.87 |
| Peru | 4.65 |
| Guatemala | 4.49 |
| Oman | 4.48 |
| Uruguay | 4.46 |
| India | 4.16 |
| Morocco | 3.98 |
| Croatia (Hrvatska) | 3.90 |
| Chile | 3.82 |
| Vietnam | 3.76 |
| Serbia | 3.73 |
| China | 3.57 |
| Philippines | 3.51 |
| Malaysia | 3.50 |
| Panama | 3.37 |
| United Arab Emirates | 3.07 |
| United Kingdom | 3.04 |
| Qatar | 2.92 |
| Greece | 2.76 |
| Lithuania | 2.71 |
| Australia | 2.70 |
| Hungary | 2.60 |
| Portugal | 2.57 |
| Romania | 2.57 |
| Poland | 2.57 |
| Norway | 2.52 |
| Thailand | 2.50 |
| Italy | 2.30 |
| Korea (South) | 2.10 |
| Israel | 2.03 |
| Slovak Republic | 2.02 |
| Ireland | 1.83 |
| France | 1.80 |
| Netherlands | 1.77 |
| Spain | 1.61 |
| Germany | 1.40 |
| Sweden | 0.92 |
| Switzerland | 0.57 |
| Denmark | 0.53 |
| Austria | 0.49 |
| Finland | 0.43 |
| Belgium | 0.36 |
| Japan | 0.04 |
| Czech Republic | -0.19 |
Top 20 GEM Sovereign Bonds Yields Climbs Change USD Eurobonds (Losers) Weekly
BondUKRAINE (GOVERNMENT OF) RegS 20UKRAINE (GOVERNMENT OF) RegS 19UKRAINE (GOVERNMENT OF) RegS 21PETROLEOS MEXICANOS MTN 26
Top 20 GEM Sovereign Bonds Yields Drops Week Change USD Eurobonds (Winners)
BondVENEZUELA (BOLVARIAN REPUBLIC OF) RegS 18VENEZUELA (BOLVARIAN REPUBLIC OF) RegS 19VENEZUELA (BOLVARIAN REPUBLIC OF) RegS 20VENEZUELA (BOLVARIAN REPUBLIC OF) RegS 23
Top 10 GEM Corporate Bonds Yields Climbs Week Change USD Eurobonds (Losers)
BondPETROLEOS MEXICANOS 18YPF SA RegS 18PETROLEOS MEXICANOS MTN 26YPF SA RegS 24
Top 10 GEM Corporate Bonds Yields Drops USD Eurobonds (Winners) Weekly
BondPETROLEOS DE VENEZUELA SA MTN RegS 21PETROLEOS DE VENEZUELA SA RegS 22PETROLEOS DE VENEZUELA SA RegS 24PETROLEOS DE VENEZUELA SA RegS 35
Country Average Sovereign Yield Change USD Eurobonds Weekly
CountryUkraineGabonKenyaLithuaniaEl Salvador
Country Average Corporate Yield Change USD Eurobonds Weekly
CountryArgentinaTurkeyMexicoSouth AfricaAzerbaijan
Top 30 GEM Souvereign Eurobonds by Yield
NameVENEZUELA (BOLVARIAN REPUBLIC OF) RegSVENEZUELA (BOLVARIAN REPUBLIC OF) RegSPETROLEOS DE VENEZUELA SA MTN RegS
Top 30 GEM Corporate Eurobonds by Yield
NameODEBRECHT DRILL VIII/IX RegSPETROLEOS DE VENEZUELA SA MTN RegSPETROLEOS DE VENEZUELA SA RegS
Top 30 GEM Local (reasonably rated) Currency Bonds by Yield
NameBRAZIL FEDERATIVE REPUBLIC OF (GOBRAZIL FEDERATIVE REPUBLIC OF (GOVBRAZIL FEDERATIVE REPUBLIC OF
Big Country Table - Stance, Ratings and Datamine
Top 20 Developed Markets Sovereign Bonds Yields Climbs Change USD Eurobonds (Losers) Weekly
BondITALY (REPUBLIC OF) 16DENMARK (KINGDOM OF) 16CANADA (GOVERNMENT OF) 24IRELAND (REPUBLIC OF) RegS 45
Top 20 Developed Markets Sovereign Bonds Yields Drops Change USD Eurobonds (Winners) Weekly
BondSWITZERLAND (CONFEDERATION OF) 17JAPAN (GOVERNMENT OF) 10YR #286 17JAPAN (GOVERNMENT OF) 10YR #287 17JAPAN (GOVERNMENT OF) 10YR #289 17
Top 10 Developed Markets Corporate Bonds Yields Climbs Week Change USD Eurobonds (Losers)
BondCountryYieldYield Change %ptsBLK CSH FND TREASURY SL AGENCY -United States0.540.00
Top 10 Developed Markets Corporate Bonds Yields Drops Week Change USD Eurobonds (Winners)
BondCountryYieldYield Change %ptsBLK CSH FND TREASURY SL AGENCY -United States0.540.00
Top 30 DM Souvereign Eurobonds by Yield
NameISINcountryMaturityCouponYTWPORTUGAL (REPUBLIC OF)PTOTEBOE0020PortugalFeb 15, 20454.103.86PORTUGAL (REPUBLIC OF)PTOTE5OE0007PortugalApr 15, 20374.103.66PORTUGAL (REPUBLIC OF)PTOTETOE0012PortugalJul 21, 20262.883.41
Top 30 DM Corporate Eurobonds by Yield
NameISINcountryMaturityCouponYTWAVAYA INC 144AUS053499AJ89United StatesMar 1, 202110.5051.2CLAIRES STORES INC 144AUS179584AM91United StatesMar 15, 20199.0048.2PACIFIC DRILLING SA 144AUS69419BAA35United StatesJun 1, 20205.3847.1