Friday, January 18, 2008

MP 1/18/08

Traders,


It would seem that the market is not getting a break at all – which is probably a good thing. The quicker we can find a bottom and shake out all the issues the faster we will be on the road to recovery. One of the problems with the housing crisis and the sub-prime issue is that it moves very slow before we get an accurate picture – this is because of several factors: States require a certain time period to elapse before they can foreclose (3 months on avg), the courts are back-logged (in Florida by 4-6 months), and the process between the courts, banks, and lawyers are takes forever. We are still seeing a rise in foreclosures – so it is still rather cloudy as if we have found the bottom. I also heard (rumor) from a inside source that a public traded bank in Florida has massive amounts of second mortgages on their books that have not really come to the light of day – and they are scrambling to figure out 1-3 year discount payment methods to breath ANY type of life into these 2nd mortgages (which really are probably worth nothing – at current housing prices). Countrywide also admitted to such an issue. The problem seems to be expanding into credit cards, auto loans, and other related loan areas - because if consumers are failing to pay their mortgages you can bet they are failing to pay other loans (would you rather lose your house or default on a credit card?). Now we are also hearing about how the bond insurance is massively failing – Merrill accounted for their insurance failure to the tune of $3 billion. Buffet and Ross are circling the insurance companies (Buffet to build his own and Ross looking to scope in on one that is ready to default). If MBIA fails the problems are going to get seriously worse and fast – being one of the largest insurers. The credit ratings of AAA are suspect and Moody ratings are almost becoming a joke.
So concerns still rest as we may be seeing a bottom if the credit market is able to contain the current issue and the bond insurers don’t fail! Keep an eye on this problem as it could be the second shoe to drop.

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GE Profits


GE came in line with expectations and their diversified portfolio (Network TV, Jet Engines, Trains, Power, etc.) with HUGE oversea sales has help them survive the massive slowdown in the US. GE is getting a boost in some of their vertical sectors by the weak dollar and rising sales in products overseas (an increase of 30%). While the domestic entertainment sector was up – expecting a slow down with the decline in advertising may mean less expansion in that sector.
However, GE does have some credit risk exposure in their finance and insurance section. They managed (unlike others) to dump (sell) what was left of its U.S. subprime mortgages early in the 4th quarter – reducing the need for additional write-downs. Additionally they are exiting their relationship with WMC Mortgage relationship with remaining assets of $1.1 billion sometime in the 2nd quarter – but the figures are undisclosed (or unknown) at this time. This could put a short-term dent on earnings in the 1st and/or 2nd qtr for the company.
There were also questions related to an accounting error regarding profits from long-term service contracts (after an SEC review dating back to 2002) – which means there could be additional reinstatements going forward.

I personally have always been a fan of GE and their many divisions – I think unlike the rest of the companies involved in the credit problems they have managed better than most – it is disconcerting about some of their accounting issues in the past – and if we take them for their word going forward they should be able to weather the storm better than most. Their oversea diversity in several sectors is a good hedge. However –continue to use options as a yield and hedging instrument.

GE is currently giving broader market confidence and we are seeing a boost in the pre-market in all indices across the board.

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Futures Pre-Open

We are getting a strong front run in the futures the cash is lagging about 9 points in the NDX and even more in the INDU. Expect the ARB traders to take short future legs going pre-open and buying pressure on stocks at the opening as program trading kicks in to close the spread. Expect a good jolt to the upside – but how long it last is anyone’s guess.


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Support / Resistance


Support no longer exists – most program trading (Long-Short /Neutral styles) have been pared down significantly. Also the GTC support orders are non-existent. The market is waiting for any type of rally and relief to FIND (create) a support area.

INDU 12000 / 12500 ( I am just guessing now – since we are in unknown waters – it would seem psychologically that 12000 would be a good support – but I doubt there is much of a GTC or program buy systems at that level – why risk it.)

NDX ???? (Who knows)

SPX ???? (Who knows)

RUT ???? (Who knows)

I wish we could have a little clarity – but for now the market is really taking on some unknowns and the big strategy funds are sidelined – no one really wants to risk calling a bottom – unless 100% hedged. We SHOULD get a MASSIVE rally at the rate cut (or a surprise) announcement – which would CREATE new SUPPORT areas.

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Conclusion


The rally in the pre-market is optimism and hope – rather than a fundamental shift that the market has found an economic bottom. The problem is moving like molasses which is too bad – meaning that we may not see a bottom until the 2nd qtr – if lucky. However – I would expect HUGE knee jerk jolts to the upside. Volatility will continue to rule the day – as traders do well and investors continue to scratch their heads.

These are the times were staying in the game is more important than profiting – hedging positions, monitoring risk, avoiding huge deltas and Vega positions. Making sure that going into the close your positions are not exposed to upside or downside pre-open surprises. There is MORE risk overnight than intra-day – as this market is waiting for any news (good or bad) to determine the next step going forward.

Continue to expect surprises – I don’t think we have seen the worse play out yet and the credit disease is spreading to insurance, bonds, credit-cards, auto-loans – etc. The stimulus packages that some of the candidates suggest is a very UNFUNNY joke. $650 is not going to cover anything and if elected some of them will be raising taxes. Great give me $650 dollars and then bump my taxes, you know the $650 will not cover the increase payout to the government. They talk of SPENDING MORE – to what purpose? We DON”T WANT TO EXTEND CREDIT LINES!!! We need this country to STOP spending, start saving, (specially the government – please stop spending, start cutting, start saving) – giving out a check for $650 does nothing! Those Katrina $2500 vultures did what exactly?

I would love to give some of those candidates a swift stimulus kick in the ass!

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