BofA notes Türkiye bond selloff amid FX depreciation

Published 28/03/2025, 12:48
© Reuters.

Bank of America (BofA) highlighted a significant selloff in Türkiye government bonds, correlating with a period of considerable foreign positioning prior to a recent depreciation in the Turkish lira (TRY).

Data indicates an average weekly sell-off of approximately $4 billion in the two weeks before the currency’s decline, a stark contrast to the $0.3 billion weekly average over the preceding 12 months.

The selloff followed political turmoil in the country, which initially triggered a depreciation of over 10% in the TRY and a surge of more than 500 basis points in the compound yield of the 10-year Turkish government bond (TurkGB). The latest weekly reporting data from the government, covering March 19-21, reflects these market movements.

In the aftermath of the currency’s fall, the bond market experienced minimal liquidity and heightened volatility. Investors have been making tactical trades influenced by internal political dynamics, including considerations for the upcoming Eid holiday, which will take place on Monday and Tuesday of the following week.

The broader emerging markets (EM) are undergoing a challenging period, with tight valuations compared to U.S. credit markets and modest dedicated EM inflows. Crossover investors have been active, entering and exiting based on relative value assessments.

Additionally, increased bond issuance, particularly from Eastern Europe, the Middle East, Africa, and Chinese corporations, is expected to leave the rest of the market with a low supply risk.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

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