Monday, October 20, 2008

10/20/08 (LIBOR lower? ML jobless! Double Bottom?)

Traders.

We had a volatile expiration cycle - the market rallied and then fell off into the closing session. After hours trading saw several stocks move higher or lower through strikes - making after hours trading and exercise notices a pain in the butt. However, there was some money left on the table and to risk to adjust coming into Monday.
We saw Asian and European markets rally coming into this morning’s opening and the weekend was pretty much without good or bad news for the most part.

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LIBOR down but not enough


LIBOR has been coming off, but not enough. There is a few stories about JP Morgan's adjustment of rates that may have made LIBOR look slightly better and if we take a measurement from the corporate bonds - that really isn't showing relief either. So what is the problem?

It is really hard to put a finger on it. You would think that with all the cash dumping into the system from the FED and global central banks that credit lines would unfreeze and pretty quickly (one would think) from the 100s of billions - in fact trillions injected into the system. But this toilet will not unclog it is jammed up something fierce.

Now we know the game that the banks have played in order to remain solvent has been the stepping of write-downs. See they write-down as much as they can without creating a full balance sheet unwind that would create an implosion, that is why we see it surface every quarter. Lower to a point that we can float, borrow more next quarter, and the cycle continues.

So - is the money being poured into the system still soaking up the write-downs? Or are banks fairly deep in capital and have just locked up their capital because they are unsure of their neighbor? This late in the game it could be a little of both, we saw Citi and Merrill writing down billions more this last quarter - so there is still dead meat on the table. And while Hank is cutting checks he still window shopping for the most toxic paper.

For now LIBOR is coming off - JP Morgan may have helped bring it down a little - but it is still very high. Until we see 3-month get down to 10-25 bps over the Target - money is just not going to flow and the Discount Window will still be the prime attraction for short-term money.

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Merrill to shed 1,000s of jobs in merger

It's amazing that companies replaced CEOs with the likes of Thain (ML) - who promised the public he got a handle on the problems, there would be no more write-downs, and Merrill's balance sheet is strong. Then to see him fold, as more write downs begin to sink his ship and he sells to B of A when the going gets tough. But Thain is no selfless dummy, he quickly secured his nice golden chute to his back - and landed nicely over at B of A - but not without some bad news for others....."it will clearly be thousands of jobs" for devoted ML employees as they merge with B of A.


Being a clearing member of ML - I am already seeing a little pain in the switch from 671 clearing to 551 clearing and the horrible new sheets. Not to mention the possible change in the near future as these two behemoths try to merge technology and back offices. It is already costing clients headaches. Big companies merging is always a slow and painful task for both clients and employees.

However - there is a new hidden concern - B of A is not just a clearing agent, but is deep in other vertical markets - from credit cards, loans, banking, and yeah that ugly giant Countrywide.

What does it mean for B of A's future? Well - more risk that is a guarantee. Sure ML will bring some more capital and better access to markets - but will that suffer as B of A will definitely need to shore up other leaks on this ship.

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Futures Pre-Market



Futures are getting a good pop in the pre-market. Arb traders will probably selling into the futures and buying the basket at the opening. Expect a pop in the market at the opening if the spread remains.

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Support Resistance


The indices are getting wedgy and that means a big bust out move is coming. Yeah it has been volatile - but as ranges tighten a bigger move will come. We could consolidate into the election and then make the violent move later.

INDU 8500/ 9000 (This is the narrow range a break out of this range will mean a faster and bigger move to 10k or 8k. If we stay in this range and tighten down further it will increase the size of the move when the break occurs. Be careful accumulating at these levels.)

NDX 1300 / 1400 (Looks like a double bottom is forming - but in a volatile market it is anyone's guess - there is really no hard technical’s to make that call. A double bottom means a good run to 1400, even 1500.)

SPX 900 / 1000 (A good double bottom? Looks like it and 1k is in the cards and even 1100)

RUT 500 / 600 (Again double bottom? Hmm not that there are any technical’s backing it up - but there is a lot of psychological levels. 550, 600 and yeah even 650 could be the area to hit.)

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Conclusion


Getting a good pop in the market, psychological the market is getting pretty sick of this volatility and really wants a solid rally. Could it be a double bottom - well sure - but as I mention good luck getting any volume, consolidation, market depth, GTC orders, etc to confirm that. However the market really wants to rally out of this whole for no other reason that it is sick of being down here.

Obama is getting good traction with "Hope" and "Change" - and while you might not agree with his politics or his party - there is no denying that he brings an optimistic message to the table and a promise, which is converting the masses. He is leading on the psychological element that the people are sick of it and want "Change" and Obama will bring change - I am fairly sure about that. The question is it the change we want or need, well that is a argument and debate to have with a friend over a beer or a BBQ.

But the message he brings is the similar optimism that market is seeing. Will the market rally (abet short-term) out of this hole? I sure think there is a good chance and we could create a double bottom for no other reason that the psychological reasons that Obama brings to the table .... "Hope"....

However, when the dust settles - even after the rally in the market, just like if and when Obama becomes president - will there REALLY be any change, or are we just left with HOPE. If the later is the case - expect the market to fall off after reaching previous tops.

I would not be surprised to see a big rally out of this hole and for it to continue for some time - only to get seriously kicked in the teeth and possibly go lower in the coming months, maybe January.

My concern is that just like with both candidates we are voting on "Hope" for change - but I don't think DC, Congress, or the Senate will really change. Also - there is that underlying dollar issue - and the printing presses overheating.

I really like Obama and I think he actually believes he can bring change - but change starts at home and that home is Congress and the Senate - my concern is that as much as Obama and McCain may wish to bring hopeful change - we will see little if any and both candidates may bring the change that might seem GOOD today, but will bring bigger problems tomorrow.

Just like knee jerk moves in the market, Politician’s can create knee jerk euphoria to the masses - but at the end of the day reality sets in and we sheeple go back to the daily grind.


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