The AFP headline reads Interpol seeks arrest of opposition leader: Venezuela, and the story claims that

Interpol has issued an arrest warrant for Venezuelan opposition leader Manuel Rosales, who faces corruption charges in his country but fled to Peru to seek asylum, police said Thursday.

Venezuela wants Interpol to give Rosales’ case a maximum alert status for police worldwide, senior Venezuelan police official Wilmer Flores told a news conference.

A Venezuelan court on Wednesday issued an arrest warrant for Rosales, who failed to appear at an April 20 hearing on preventive detention pending his trial on graft charges.

However, the Miami Herald story stated,

A Venezuelan court issued an international arrest order for Manuel Rosales, a key Chávez foe who surfaced Tuesday in Peru seeking political asylum there.
…
Venezuelan authorities said they want Interpol to arrest Rosales — the mayor of Maracaibo and Chávez’s opponent in the 2006 presidential election — because he has skipped the country to avoid facing corruption charges.

So the first question is, Is there really an Interpol arrest order for Venezuela’s Rosales?

Indeed, the Interpol website today shows ROSALES GUERRERO, Manuel Antonio in their Wanted page, based on the arrest warrant issued by the Venezuelan court.

Please note that it is a Red Notice,

Red Notice
To seek the arrest or provisional arrest of wanted persons with a view to extradition.

However, Rosales had already formally asked for political asylum in Peru as of last Tuesday.

This raises a legal question: Does Interpol have jurisdiction on a person in the process of procuring political asylum in another country?

Again, the answer is yes. This means that Rosales’s only option at this point is to obtain asylum.

UPDATE
Competing Hypotheses is also blogging on the Red Notice.

Post edited for omitted sections