HALISTER1: Bet on Steeper Mexico, Colombia Curves, Buy Peru 2055 Debt: BofA

Bet on Steeper Mexico, Colombia Curves, Buy Peru 2055 Debt: BofA

(Bloomberg) -- “Slopes have flattened significantly in Mexico and Colombia, and risks are now biased toward steeper curves,” Bank of America Merrill Lynch strategist Ezequiel Aguirre said in an e-mailed report.
  • Recommends betting on Mexico curve steepening given stretched levels relative vs. US, supply risks, high foreign holdings and budget deficit concerns; buy Mbono 2024s and sell Mbono 2042s targeting 90 bps spread
  • Recommends bond steepeners in Colombia given tightening cycle at or near end; sees stretched levels plus oil price and tax reform risks; buy Coltes 2022s and sell Coltes 2030s targeting 90 bps spread
  • Buy long-term bonds in Peru given declining inflation, strong economic growth and a stable exchange rate; buy Soberano 2055 currency-unhedged, targeting 6%
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Ezequiel Aguirre (Bank of America Corp)

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