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Mrs Watanabe abandons Turkish lira after crash

Published 14/08/2018, 07:24 pm
© Reuters.  Mrs Watanabe abandons Turkish lira after crash

* TFX data shows largest daily reduction in lira position on record

* Rand suffers collateral damage as investors cut exposure

By Hideyuki Sano and Shinji Kitamura

TOKYO, Aug 14 (Reuters) - The Turkish lira's colossal sell-off in recent days has forced Japanese retail investors, who have been aggressive buyers of the currency this year, to finally abandon bets on the high-yielding Middle Eastern unit.

Data from Tokyo Financial Exchange (TFX), which operates a margin trading platform, showed net long positions in the Turkish currency were cut by 894 million lira ($137.35 million) on Friday, or 35 percent, the largest daily reduction on record.

While the data does not cover vast volumes of over-the-counter trading on private currency platforms, officials at other margin trading operators say they saw similar changes in positioning in the lira, which plunged more than 13 percent on Friday.

"They had been buying on the lira on dips, but the lira's fall in the past couple of days was too large for them to stomach and has triggered waves of loss-cutting," said Takuya Kanda, senior researcher at Gaitame.com Research.

At Gaitame.com, traders' net buying position in the lira has fallen sharply over the past two days to about a third of the peak marked in the spring, Kanda said.

The lira had been hugely popular with Japanese retail traders, colloquially known as "Mrs Watanabe", because of Turkey's high interest rates.

Turkey's benchmark interest rates stood at 7.25 percent, attractive enough for Japanese investors to look past concerns about creeping inflation and President Tayyip Erdogan's interference in monetary policy.

But many traders have been forced to sell the lira since Friday as the currency dived on an escalating diplomatic feud between Washington and Ankara.

The lira's woes have also hit other emerging currencies and Japanese investors have cut their losses on another of their high-yielding favourites, the South African rand, exacerbating its fall.

The TFX data showed investors' net long positions in the rand had hit a 21-month high of 17.4 billion rand ($1.02 billion) on Friday.

Some of this appears to have been stopped out on Monday, when the rand ZAR=D3 fell more than 10 percent.

"Loss-cutting by Japanese traders on the rand was massive yesterday," said Yukio Ishizuki, senior strategist at Daiwa Securities.

"The market isn't that liquid at that time of day, so when there is big loss-cutting, all the bids will be hit. Those sorts of moves would surely annoy South African policymakers," he added.

Still, margin traders' risk appetite has not been completely wiped out, market participants say.

"Traders still seem to have interest in buying the rand on dips, but at the moment, they seem cautious," said Hiroshi Sudo, managing director at Central Tanshi FX.

Japanese institutional investors, unlike their retail counterparts, have generally shunned Turkish assets, as the country's credit rating falls short of investment grade.

($1 = 6.8180 liras)

($1 = 14.0595 rand)

<^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Mrs Watanabe and the Turkish lira

https://reut.rs/2P7DXWY

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