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USD/TRY Blows Up The World: Contagion Risk Spurs Massive Volatility Spasm

Published 10/08/2018, 09:57
Updated 09/07/2023, 11:31
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Market Drivers August 10, 2018
  • EM jitters send EUR/USD below 1.1500
  • DXY nears 96.00
  • Nikkei -1.33% Dax -1.70%
  • Oil $67.16/bbl
  • Gold $1218/oz.
  • Bitcoin $6355

Europe and Asia
GBP: UK GDP

North America
CAD: Labor Data 8:30
USD: CPI 8:30

A massive spasm of volatility rolled over the FX market in Asian and early European trade as the collapse of the Turkish lira sent tremors through the currency market on fears that further damage in EM economies could spill over into financial crisis in the developed world.

USD/TRY hit a high above the 6.0000 figure in a wild, volatile session that saw the unit decline by as much as 13% against the buck before finding some buyers. President Erdogan was expected to speak at 1100 GMT to quell market fears, but unless he institutes capital controls, the rout in Turkish lira could continue as the combination of tariffs from US and his own iron-fisted rule have created a capital flight condition.

The EUR/USD was most affected by the lira moves as investors feared European banks exposure to the lira. The single currency broke below the key 1.1500 support mark for the first time in more than a year. The fears also rippled to cable which took out the 1.2750 barrier in early London dealing.

The near-term focus of FX now moves squarely to politics rather than economics as the emerging EM crisis, the slow motion boil of the trade war and the side skirmishes between Russia and US and Canada and Saudi Arabia could all contribute to a huge rise in volatility and correlation with majors trading on risk on/risk off flows rather than any idiosyncratic stories.

With key levels broken in many majors and with DXY rising above the key resistance of 95.50 the flight to the dollar as a safe haven magnet could continue for the near term horizon and that in turn could hurt US growth as trade exports – already under pressure from tariffs – would suffer further damage from currency appreciation. Therefore, the Trump Administration’s policy of better growth through trade and greater stimulus through currency devaluation would turn into a vicious cycle loop of just the opposite.

The new dynamic in FX could also undermine BOJ’s efforts at any policy normalization especially if USD/JPY drops below the 110.00 barrier bringing fresh deflationary forces into the economy. Last night’s strong Japanese GDP growth of 0.5% has already been long forgotten as the pair trades under the 111.00 figure.

In the UK the data was generally positive with Industrial Production rising to 1.1 versus 0.7 eyed, but the GDP data printed just in line at 0.4% versus 0.2%. The rise showed the pickup in Q2 activity and was welcome news to cable bulls, but the lack of upside surprise caused only a muted reaction in cable as it remained mired near session lows of 1.2760.

With risk aversion, the dominant theme of the day, all other economic data on the calendar will likely be dismissed in similar fashion as all eyes will focus on President Erdogan today and perhaps the Turkish central bank as traders anticipate a policy response. If all they get is rhetoric in return the end of the week exit from risk could turn into a stampede sending all the majors to fresh lows as the day proceeds.

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