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ANKARA: Turkey will continue directing its banks to withhold lira liquidity from a key overseas market at least until after Sunday's local elections, three sources familiar with the matter said on Wednesday, intensifying the government's efforts to defend a currency still haunted by last year's crisis.

The government's latest stop-gap measure to restore confidence in the lira helped spike the London overnight swap rate to 700 percent, by far its highest reading on record. That presented a massive hurdle to foreign investors looking to bet against the Turkish currency or hedge positions.

The move prompted another round of calls by investors and economists for longer-lasting reforms to stem a growing tide of Turks losing confidence and turning to foreign cash.

While the lira came under fresh pressure on Wednesday, easing 1.6 percent to 5.4115 against the dollar, steps taken by the central bank in recent days have succeeded in erasing its steep losses on Friday. Last year the lira lost nearly 30 percent of its value.

Piotr Matys, emerging market forex strategist at Rabobank, said the lira rebounded due to the massive squeeze on borrowing but warned that Turkey would not be able to maintain this strategy for much longer.

"When liquidity returns to the market, participants will be able to express their sentiment towards the lira in an unconstrained way," he said. "It is crucial that (Turkey) starts implementing reforms as soon as possible after the local elections to restore confidence in the lira."

Other traders said foreign investors, squeezed out of the FX swap market, were resorting to selling Turkish stocks and bonds to get hold of lira and close out positions.

Turkey's main BIST 100 index tumbled 3.6 percent, with the banking index down 4 percent, after three straight days of losses. The benchmark 10-year bond yield rose to 18.23 percent, its highest since October, after a spike this week.

The London overnight swap rate, at 700 percent, was so high that economists said it was no longer based on actual trading. It was up from 330 percent on Tuesday, and 24 percent last week. The weekly rate jumped to 200 percent from last week's 22 percent, Refinitiv Eikon data showed.

Turkish President Tayyip Erdogan is campaigning hard ahead of nationwide municipal elections set for Sunday in which his AK Party could lose control of Ankara and other big cities.

One of the sources told Reuters the move to direct Turkish banks to withhold lira liquidity in London was only temporary.

"The move to not provide lira to the swap markets isn't a process that can go on for a long time. It will continue until after the elections. The lira is very tight abroad," one of the sources said.

"These sort of steps aren't policies that can be implemented in the long term. They are done for 10-15 days and during speculative attacks," he added.

'DOLLARISATION' RISK

The lira had weakened to 5.8490 on Friday before settling at 5.7625, its lowest closing value since October.

The lira's meltdown on Friday marked its worst performance since August when a full-blown currency crisis took hold and tipped Turkey's economy into a recession that could last deep into this year.

The government has launched investigations into bankers, alarming foreign investors, alongside the central bank's "back door" measures to control liquidity.

Nikolay Markov, a senior economist at Pictet Asset Management, said the overnight swap rate was not an effective interest rate rise but an implied one.

"It reflects the fact the policy the central bank is following is not the right one. The right tool would be to hike rates," he said. "That would be the most urgent action to stop the dollarisation of the economy."

Late on Monday, Turkish banks started to keep lira swap market transactions in London well below a 25-percent limit set by the banking watchdog, four sources told Reuters on Tuesday, causing overnight and weekly swap rates to soar.

Copyright Reuters, 2019

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