Emerging Markets Head for Worst Drop Since '97 as Russia Slumps
By Denis Maternovsky

Oct. 6 (Bloomberg) -- Emerging market stocks headed for their biggest
one-day decline since 1997 as the global banking crisis escalated with
European bailouts of Hypo Real Estate Holding AG and Fortis.

Russia's Micex index plunged 16 percent before trading was halted and
Indonesia and Saudi Arabia fell the most in at least six years, as oil
sank below $90 a barrel for the first time since February. The MSCI
Emerging Markets Index slumped 6.2 percent, putting it on course for
the biggest drop since the Asian markets meltdown of October 1997.

Russian authorities grappling with the worst financial turmoil since
the 1998 government default have halted share trading seven times in
the past three weeks and pledged more than $150 billion for banks and
companies through loans and tax benefits. Declines in Russia, China,
and Brazil pushed the MSCI emerging market gauge down 44 percent this
year, the biggest annual retreat in at least two decades.

``Dealing with the crisis will remain out of the hands of the domestic
authorities,'' said Ivailo Vesselinov, a senior economist at Dresdner
Kleinwort in London. ``This just goes to show how fragile sentiment
is.''

Western European leaders meeting in Paris this weekend pledged to bail
out their own nations' banks, while stopping short of a regional
rescue effort. Germany's government, banks and insurers agreed on a 50
billion-euro ($68 billion) rescue package for commercial property
lender Hypo Real Estate. BNP Paribas SA, France's biggest bank, agreed
to take control of Fortis in Belgium and Luxembourg for 14.5 billion
euros ($19.8 billion), completing a breakup of the lender after a
government rescue failed.

Stocks tumbled in Europe and Asia and U.S. index futures dropped,
while Treasuries advanced.

Saudi Stocks

The extra yield investors demand to own developing-nation bonds
instead of U.S. Treasuries widened 8 basis points to 4.48 percentage
points, a four-year high, according to JPMorgan Chase & Co.'s EMBI+
Index.

Saudi Arabia's Tadawul All Share Index, which was closed since Sept.
28, fell the most in at least 14 years, losing 9.8 percent.
Indonesia's Jakarta Composite Index dropped 10 percent to 1,648.74,
the biggest loss since 2002, on the first day of trading after a four-
day holiday.

China's benchmark CSI 300 Index slid 5.1 percent, its biggest one-day
decline since August, after resuming trading today after a week-long
holiday. The index has lost 60 percent this year, the world's second-
worst performer, on concern the global credit crisis and the Chinese
government's measures to tame inflation will slow economic growth.

`Vulnerable'

The Bombay Stock Exchange's Sensitive Index, or Sensex, fell 3.7
percent to 12,065.14, its lowest since September 2006. ICICI Bank
Ltd., India's second-biggest lender, fell 4.7 percent and Bank of
China Ltd., the country's oldest financial institution, dropped 4.9
percent.

``In this environment, no one wants to buy because things are
spiraling downward globally,'' said Ronald Smith, chief strategist at
Alfa Bank in Moscow.

Russia's economy is ``vulnerable'' as the credit crisis worsens, with
retailers and developers the most at risk, said Andrei Sharonov,
managing director at Troika Dialog, Russia's oldest investment bank.

``This problem is not only for financial institutions, but for the
whole of industry, for the whole economy,'' Sharonov, a former deputy
economy minister, said in a Bloomberg Television interview in Moscow
today. ``Many companies feel these problems with debt financing.''

The war in Georgia, falling oil and the seizure in capital markets
triggered almost $60 billion in investor withdrawals from Russia since
Aug. 8, according to BNP Paribas SA.

Government Pledge

The Finance Ministry pledged $44 billion for OAO Sberbank, VTB Group
and OAO Gazprombank, Russia's three biggest banks, on Sept. 17 on the
understanding that the funds would be used to end a seizure in money
markets after rates soared to a record 11.1 percent.

Sberbank, Russia's biggest bank, dropped as much as 22 percent, and
OAO Gazprom, the country's biggest company and its gas export
monopoly, fell 15 percent.

Russia's Micex index was down 15.4 percent at 781.79, its lowest level
since October 2005, before trading was halted for an hour. It dropped
as much as 15.8 percent, the biggest decline since Sept. 16, when a 19
percent decline prompted regulators to suspend trading for two days.

The ruble fell for an eighth day to its weakest level in 18 months
against the dollar at 26.2043.

Crude oil dropped below $90 a barrel in New York for the first time
since February on concern that slowing global economic growth will
reduce demand for fuel.

Default Swaps

The cost of protecting bonds sold by Russia's government jumped the
most in three weeks, rising 26 basis points to 290, according to CMA
Datavision in London. Credit default swaps on Ukrainian government
debt soared 57 basis points to 900, the highest among Europe's
emerging markets, CMA prices show.

Credit-default swaps on Turkey rose 42 basis points to 354, Indonesia
surged 78 basis points to 512 and South Korea rose 37 to 266, CMA
prices show.

Credit-default swaps are financial instruments based on bonds and
loans that are used to speculate on a company's ability to repay debt.
They pay the buyer face value in exchange for the underlying
securities or the cash equivalent should a borrower fail to adhere to
its debt agreements. An increase indicates a deterioration in the
perception of credit quality.

A basis point on a credit-default swap contract protecting $10 million
of debt from default for five years is equivalent to $1,000 a year.

To contact the reporter on this story: Denis Maternovsky in Moscow at
[EMAIL PROTECTED]
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