Specter of Treasury Rout Comes at Grim Time for EM

  • William Blair sees outflows if yields rise in coming weeks
  • EM economic data starting to disappoint, Citi gauge shows
Photographer: Jeoffrey Guillemard/Bloomberg
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Emerging markets haven’t looked so exposed to climbing U.S. yields for almost half a decade.

The correlation between currencies in the developing world and short-term Treasuries increased to around the strongest level since 2017 last week. It underscores the potential fallout for the asset class if traders continue to price in a faster-than-expected tightening drive by the Federal Reserve.