USD/TRY to slump to the 7.40 mark on a rate hike of more than 100bps – Credit Suisse

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In Turkey, while investors’ expectations are heavily centred on a 100bp hike on Thursday, economists at Credit Suisse think that a larger rate hike could trigger a drop in USD/TRY below 7.40.

Key quotes

“Analysts’ forecasts for the central bank’s policy rate action tomorrow are heavily concentrated around a hike in the order of 100bps while local rates markets also price in a policy rate increase of similar magnitude. Our Turkey economist – Berna Bayazitoglu – expects a rate hike of 50bps-100bps.”

“A rate hike tomorrow in the order of 100bps would be met with limited relief among investors and would lead to a relatively moderate drop in USD/TRY of up to 1%. By contrast, markets will likely see a larger rate hike, even a moderately higher one of 150bps or 200bps – as a strong hawkish signal. After factoring in the elevated volatility in USD/TRY in the most recent two weeks, we estimate that such over-delivery would take USD/TRY lower by 2% or so. That would mean a drop below the 4 March low (of around 7.40).”

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