Friday, October 10, 2008

10/10/08 (Strap In!)

Traders,

I received a couple of emails about which stocks to buy or if/when there is a bottom. Let me be very clear this is NOT a stock market problem, it is a credit problem. ALL businesses (from small business to large publicly traded companies) - rely on credit for all kinds of reasons (buy equipment and merchandise, payrolls, investments, etc.). Additionally we are seeing an unwind of leverage, banks traditionally only have 5-10% capital - that means it doesn't take to many loans for the bank to need capital. The catalyst was the ramping defaults of consumers that stop paying their mortgages. Instead of trickle down it was trickle up.

The market seemed to hold fairly well in the early session - but in the late session the selling pressure came back on hard and fast as we headed to new lows quickly. When will this end - the answer is simple - when the credit markets unfreeze. Good companies are being sold to raise MUCH NEEDED capital - sure there are value plays but as people are rushing to the door of liquidity in need of capital - they don't care if it is a good company - they just need money. We have seen even commodities getting hit pretty hard as the rush to liquidity ramps.

The global rate cut sure didn't help ease credit and LIBOR (as well as other interbank lending) ramped even higher as they don't have the money to lend. It doesn't matter what rates are if banks don't have money they simply can't lend. There is talk now that the FED may financial back interbank lending. If that is the case what would be the difference between the Discount Window and the Target Rate - I would argue NOTHING. You would be borrowing money from the government either way. We are now sucking on the government nipple for the flow of fiat currency which is just pouring into the toilet. The gears of credit have stopped and so far lubing it with USD has done nothing to get them to start turning.

Could it get worse - most certainly - we are certainly not going to see a bull market anytime soon - we could easily get into a decade long flat stagflation like Japan, and that would be a rather positive outlook.


Russia, Austria, Iceland, Romania , Indonesia halts trading - Japan down 10%
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GE - the good, the bad, the ugly


GE's earnings were not that bad on the surface despite the bad market. The good NBC did rather well, the bad manufacturing saw some slow down, the ugly their credit and commercial debt.


Profits fell 12% (45 cents a share) coming in line with analyst expectations. The ugly is the GE Capital division where profits declined 33% in the third quarter. The expectations coming in line without any surprises may offer some bit of confidence (very little) in a very poor market. The stock is down in the pre-market - but that could be from the need of liquidity rather than anything that has to do with earnings.

I think earnings will not be the focus this quarter and probably not the next.

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Lehman's Shadow


Lehman is gone, but not it's ugly shadow - a credit default auction is being held today and will determine the size of payments buyers of default protection can CLAIM. Lehman's bonds were trading at 13 cents on the dollar yesterday - indicating that credit default swap sellers may have to pay the difference of 87 cents on the dollar. Ouch - like an insurance company after Katrina - it is going to seriously HURT - regardless of how much premiums they had been collecting.

Unlike the listed stock, futures, and options market - many of these OTC (over-the-counter) positions are traded between banks - not in an open outcry auction market. Just like "Naked Short-Sellers and Short-Selling" getting a bad name, so does "Mark-to-Market". The problem is we have two different capital markets - the transparent capital markets (stock market, bonds, futures, stocks) and the non-transparent market (Banks OTC trades, CDO, SIV, etc.). Mark-to-Market works perfectly fine when it is based on an OPEN MARKET - like the stock market, but when you use a Mark-to-Market for illiquid paper and a bank ASSUMES where the current market is you have the problems we are seeing in the write-downs.

Today's auction will be interesting and probably pretty ugly. As you can see the Lehman bonds are trading 13 cents, I would argue that all that clogged paper at the banks should probably be valued at similar levels, but unlike the stock market we have to TRUST and RELY on these firms to MARK these illiquid positions correctly - obviously they have not.

This will certainly not be the last auction of such illiquid paper - my issue with the $700 bailout plan - is at what price does the government decided this illiquid paper is worth. I have a sneaking suspicion that it will not be bought at REAL MARKET value but again some Mark-to-Myth level. That means the government is buying toxic paper above fair value (or the actual value that it would trade if traded in an open market.)

While, true corporate bonds - like the Lehman bonds are more liquid and more transparent than say the more illiquid SIV, CDO, and other paper firms hold - the price discovery is still rather difficult and the value is determine on credit ratings rather than market forces. We all know what credit ratings are worth.

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Futures Pre-Market


Futures are getting hit again, for no other reason than the rush to the exit door to keep capital from eroding. Foreign markets are down sharply and several nations have halted the market all together. I don't think you will see ARB traders take a long shot at the futures pre-market hoping to get a short basket off at the opening to collect the spread. Expect program trading spreads continue to be wide.
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Support / Resistance


Don't look for supports - there are NONE. We need to flush out the bad paper and this needs to work itself out.

INDU 8000 ??? (Don't pick bottoms - just make damn sure you are hedging your long deltas!)

NDX 1200 ??? (Again - let traders play - the investors stay away. Wait till this works itself out.)

SPX 900 ??? (Futures show will we be below that at the opening - the bottom - who knows.)

RUT 450 ???? (Futures are showing a 480 opening.)

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Conclusion


The credit markets are still locked up. Hunker down, make sure your hedged. We could see a 10% down day - but we could also see a massive rally. Short covering will not play a big part - because we don't have enough shorts yet in the market to create a big rally.


Things are going to get tough for all of us. Look locally and don't expect the Federal government to be there for you. If I was a mayor of a town I would have a town hall meeting to plan for the worse - to make sure we have fireman, police, and emergencies services continue to operate without disruption, make sure we can get food to all citizens, keep energy costs in-line, and look to focus on a local level to support ourselves.

Just like hurricane season in Florida - we plan for the worse and hope it doesn't happen. But it is better to be READY - than just HOPE that it will not happen.

We will have food, energy, clothing, and shelter - we have family and friends. In reality we are just talking about money and a fiat money. Things will get difficult - but learn to cut on luxury items and be focused on needs - not wants.

My dad called this morning with a joke - that he wanted me to share.

Do you know the difference between an investor and a pigeon? A pigeon can still make a deposit on a Mercedes.

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