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FOREX-Dollar cements gains as hedge funds cut short bets; lira slumps

Published 22/03/2021, 10:04
© Reuters.
USD/TRY
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DX
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US10YT=X
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* Graphic: World FX rates https://tmsnrt.rs/2RBWI5E

By Saikat Chatterjee
LONDON, March 22 (Reuters) - The U.S. dollar held near a
four-month high on Monday after Turkey's President Tayyip
Erdogan stunned investors over the weekend by replacing the
hawkish central bank governor, sending shockwaves through global
currency markets.
The lira slid 15% to near its all-time low and bond yields
soared after Turkey's decision sparked fears of a reversal of
recent rate hikes and undermined the bank's credibility.
Turkey's move comes against a backdrop of investors turning
increasingly bullish on the prospects of the greenback in the
short-term following rising U.S. Treasury yields and reinforces
the safe-haven appeal of the greenback.
"Speculators finally capitulated to dollar strength," said
Marshall Gittler, head of investment research at BDSwiss.
Benchmark yields on 10-year U.S. Treasury debt US10YT=RR
has risen for seven consecutive weeks and triggered an unwind of
short dollar positions across the board against every major
currency.
Traders cut their long euro bets to their lowest levels
since June 2020 while net positions against the Japanese yen
flipped into positive territory for the first time in more than
a year, according to latest positioning data.
JP Morgan increased its long U.S. dollar position in its
currency portfolio by shorting the Swedish crown along with
existing shorts of the euro, Swiss franc and the Japanese yen.
Against a basket of its rivals =USD , the dollar was
broadly steady at 92.022 and within sight of a near four-month
high of 92.50 hit earlier this month.
Worries that events in Turkey will ripple over into other
currencies also supported the dollar.
"Other emerging market countries are not in the same
position as Turkey, but there still could be some contagion,"
said Masafumi Yamamoto, chief currency strategist at Mizuho
Securities in Tokyo.
The Turkish lira TRYTOM=D3 stood at 7.9600 per dollar,
down nearly 10% from its close on Friday. At one point the lira
fell by as much as 14.9% to 8.4850, which is close to a record
low of 8.5800.
The euro EUR=EBS fell slightly to $1.1892.
A decline in risk appetite weighed on the Australian dollar
AUD=D3 , which fell 0.3% to $0.7724. The New Zealand dollar
NZD=D3 fell 0.1% to $0.7158.


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World FX rates https://tmsnrt.rs/2RBWI5E
FX positions https://tmsnrt.rs/312oizv
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