Turkish Delight: Trading ‘The Great British Selloff’

Ok, so amid the trials and tribulation of the greenback, it’s worth keeping the pound in your thoughts and prayers, because it too is having some trouble.

Right up until the bearish dollar sentiment that accompanied Yellen’s comments in Jackson Hole helped the pound turn things around, sterling was on pace for its fourth straight week of losses against the greenback – that would have been the worst stretch since January of 2015:

GBPUSD1

Against the euro, the pound is the weakest since 2009:

EURGBP

To be sure, not everyone thinks that latter scenario is sustainable.

“The euro’s recent rally against the pound is unlikely to persist [as] the ‘Great British sell-off’ in currency markets isn’t here to stay,” ING Bank’s Viraj Patel wrote in a note out Thursday. “While EUR/GBP has advanced quicker than we had anticipated, the rally is just an overshoot of more fundamentally-justified levels, rather than a sustained trend in EUR/GBP towards parity.”

Maybe. But the specter of Brexit looms large and then there’s the fact that the U.K. is the laggard growth wise in the G7:

GDP

(BBG)

Ok, so this is where we get to bring in something we noted on Friday. Recall this:

Have a look at what the lira did this morning when the dollar fell as Yellen hit the tape:

USDTRY

As an aside, it certainly seems as though the lira might have considerable room to run despite worries about the country rapidly becoming a totalitarian regime. Yes, there are inflation concerns, but the lira’s REER looks like it’s two standard deviations below the 10-year average and Turkish stocks are up 40% YTD:

Turkey

See where we’re going here? Have a look at GBPTRY:

GBPTRY

Kind of seems like this wouldn’t be a terrible time to short that. As it turns out, SocGen agrees.

“We [recently] reiterated our bullish view on EM currencies and revised our forecasts to project continued EM currency strength through the remainder of this year [and] against the forwards to end-2017 and to mid-2018, we are most bullish on TRY among EM currencies, based on the country’s expectations-defying economic growth, continued domestic stimulus measures, and a vigilant central bank,” the bank’s Phoenix Kalen wrote this week, before adding that “over the next few months, GBP is likely to continue trading on the back-foot [as] Brexit negotiations have proven fruitless so far and UK’s growth momentum has slowed amid a real income squeeze on households and an investment freeze among businesses.”

So take that for what it’s worth, but do note that there’s a wild card here

erdogan

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