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4 minutes to read by  BlueBay Fixed Income team Mar 6, 2026

February Review:

  • Emerging markets continued to perform well in February despite mixed showing from wider risk markets, as AI-related concerns created ongoing churn in equity markets and revealed significant weakness in the software sector and certain tech stocks. Private credit markets also faced pressure, shown by underperformance in Business Development Companies (BDCs), which carry outsized software exposure and limited valuation transparency. In EM-specific news, the Middle East experienced a dramatic escalation following a joint US-Israeli military operation on February 28 targeting Iran's nuclear and missile programs. The strikes killed Supreme Leader Ayatollah Ali Khamenei and senior officials, prompting Iran to launch extensive retaliatory missile and drone attacks across the region, hitting Israeli, US, and Gulf Arab targets. Escalating geopolitical tensions drove oil prices higher, while gold continued its upward move, closing the month well above $5,000/oz.

  • Looking to EM, credit markets saw gains of +0.91% in corporates and +1.39% in sovereigns, predominantly driven by high yield assets. Spreads widened by 19bps for corporates and 14bps for sovereigns. Within corporates, the Real Estate, Oil & Gas and Diversified sectors outperformed, with no detractors over the period. In sovereigns, Latin America and Europe were the top-performing regions. Local markets also delivered positive returns, with the index up by +1.29% for the month. This was driven by strong performance in both FX and Rates, which returned +0.57% and +0.72% respectively. At the country level, Dominican Republic, Thailand and Brazil contributed to the positive strength. However, Colombia, Chile and Turkey detracted from returns over the period.

Looking to Emerging Market News:

  • Major escalation in the Middle East as Iran conflict intensified, with coordinated US–Israeli air strikes targeting Iranian military and leadership infrastructure on 28 February, including the killing of Supreme Leader Ayatollah Ali Khamenei, prompting widespread Iranian retaliation via missile and drone attacks on Israeli, US, and allied bases across the region; the crisis drew global diplomatic reactions and heightened risk premia in energy, FX and geopolitical risk assets. 

  • Sharp escalation along the Pakistan–Afghanistan border as Pakistan conducted multiple airstrikes inside Afghan territory targeting Tehrik-e-Taliban Pakistan (TTP) and militant camps, and declared a state of “open war” with the Taliban-led Afghan government. International calls for de-escalation mounted as hostilities extended into a multi-day phase, with the EU and UN among those urging urgent action.

  • In Colombia, President Gustavo Petro reported escaping an assassination attempt on his helicopter while traveling along the Caribbean coast, citing concerns that armed groups were targeting his aircraft. The incident underscores heightened security tensions ahead of March congressional elections, where left-wing and centrist coalitions are intensifying campaigns to consolidate support amid party fragmentation. The vote is widely viewed as a barometer for political momentum heading into the 2026 presidential cycle.

  • Thailand’s general election and constitutional referendum on 8th February delivered a surprise victory for conservatives, with the Bhumjaithai party winning big and voters also backing a charter rewrite process, signalling a nationalist tilt and potential policy continuity on security and economic priorities. 

  • South Africa’s Budget Statement surprised modestly to the upside, with National Treasury signalling a firmer commitment to fiscal consolidation and SOE reform. SAGB yields declined and the rand strengthened on improved credibility around debt stabilisation.

Outlook

Geopolitics has moved back to the forefront for markets with the conflict in the Middle East pushing oil prices higher and fuelling concerns about inflation and the ability of central banks to deliver on easing cycles. The immediate market reaction has been a stronger US dollar, with previously popular trades in EM equities and EM FX coming under some pressure as investors unwind positions. However, the moves have been relatively muted and appear to reflect profit-taking in some of the best-performing trades of the past year rather than a broader shift in risk sentiment. At the same time, private credit concerns continue to linger in the background and remain a potential risk factor, alongside the ongoing AI disruption theme, which could continue to drive volatility and sector rotation in equity markets.

Looking ahead, much will depend on the duration of the conflict and any resulting supply disruptions in oil and gas markets, both of which remain difficult to forecast at this stage. While recent US communication has suggested a campaign lasting roughly 4–8 weeks, the situation remains highly uncertain. Against this backdrop, investors may look to modestly reduce risk in the near term given the difficulty of assessing the potential impact on oil prices, inflation, and the US dollar. Our base case remains that EM fixed income is well positioned over the medium term, though maintaining a slightly lower risk stance in the short term appears prudent given elevated uncertainty.

1Source: JPMorgan EMBI Global Diversified Index, JPMorgan GBI-EM Global Diversified Index, JPMorgan CEMBI Diversified Index, ICE BofA Diversified Local EM Non-Sovereign Index JPMorgan EMBI Global Diversified Investment Grade Index, JPMorgan EMBI Global Diversified High Yield Index.

1Source: JPMorgan EMBI Global Diversified Index, JPMorgan GBI-EM Global Diversified Index, JPMorgan CEMBI Diversified Index, ICE BofA Diversified Local EM Non-Sovereign Index JPMorgan EMBI Global Diversified Investment Grade Index, JPMorgan EMBI Global Diversified High Yield Index.

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