Foreign Debt Broker/Dealer?

Discussion in 'Fixed Income' started by kmiklas, Aug 29, 2023.

  1. kmiklas

    kmiklas

    Heya Team,

    Anyone know a broker that specializes in foreign bond offerings?

    For example, see the following Brazilian bond from Fidelity (not offered).

    tyvm <3

    105756BT6._no.png

    105756BT6.png
     
  2. M.W.

    M.W.

    How would you even trade this? The benchmark rate in Brazil is 13.25 percent which you need to pay when you short it against your base currency to hedge fx exposure. Even with the usd rate at above 5% you are still 8% short leaving you with a yield of 5% begging the point of doing all this. You are the basically yielding the same as if you parked your money in treasury bonds but run much higher credit risk and also market exposure unless you hold to maturity. Much better to just buy the usd tbills.

     
    leonel and kmiklas like this.
  3. mervyn

    mervyn

    You need a desk, foreign and illiquid bonds are marked by the sales person, not system, everyone wants to make a spread.
     
    kmiklas likes this.
  4. kmiklas

    kmiklas

    So if I could humbly request that you take a moment to educate me, I don't understand the calculations.

    1. How did you arrive at 5% with higher credit risk? You completely lost me on the math here. In my mind, I can simply buy a Brazilian T bond and collect my almost 11% on a 7-year maturity[1], minus commissions, fees, and Fx risk. I'm taking on the credit risk to receive this higher yield.
    2. How do you know that this is priced in BRL? Can I buy Brazilian bonds priced in USD to avoid the currency risk?

    1. http://www.worldgovernmentbonds.com/country/brazil/
     
  5. M.W.

    M.W.

    IB automates a lot of the foreign bond quotation, your reply is only half true. What you said applies to illiquid bonds. Though ironically, IB does not offer Canadian government bonds as far as I am aware of.

     
  6. M.W.

    M.W.

    What you should first look at is the yield to maturity not just the coupon rate. Inflation in Brazil is sky high and hence central Bank benchmark rates are very high also (13.25% at the moment).

    You can't just ignore fx risk unless you are spending Brazilian real. The fx fluctuations over time are even higher than your entire interest receipts relative to invested notional.

    You can certainly search for Yankee bonds but I assumed your specific bond is priced in BRL. If not pls ignore my comments on fx risk and hedges.

     
    Last edited: Aug 29, 2023
    leonel likes this.
  7. mervyn

    mervyn

    go to bond scanner, select non-us sovereign bonds,
    click on edit, select issuer country to canada
    click search
     
  8. M.W.

    M.W.

    Thanks, would need to check, I assume they are all usd denominated. At least last time I checked a few months ago. I had a chat with @def about this and he said there is not much he can do about it. Management choice.