Thursday, October 23, 2008

10/23/08 (CME Risk? Key Supports!)

Traders,

The market came off hard most of the session yesterday and had broken through many of the those support levels, but going into the close we saw a rally strong rally back up and in most cases they got their head up just above those supports. While that may seem like a bit of relief and it is - in some instances it was just above those levels which are critical - since there is really no supports below. Keep a close eye today - as we need to hold those levels. This could be a hyper move day - either back up off these levels OR if we break we could have a good jolt to the down side.

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Goldman's luster is tarnished


Goldman, which is the gold standard in the financial industry has also been facing issues. From needing capital with Buffets very one-sided investment in Goldman to today's news about big layoffs. Goldman will be cutting up to 10% of its workforce (3200 jobs) - that is alarming as the following quote pretty much says it all.

``When a lean and mean firm starts trimming, they're cutting into muscle. The fact that they are cutting 10 percent is quite indicative of the fact that there are still a lot of problems ahead.'' said Shaun Springer, chief executive officer of Napier Scott Executive Search Ltd. in London in a Bloomberg story this morning.

Citigroup has cut 24,000 jobs (more than any other bank), Lehman cost 14,000 jobs when they went bust, and Merrill Lynch (but not CEO Thain) will be shedding 10,000 jobs after their merger with B of A.

Most certainly jobs are being cut as firm hunker down for the rough road. They need to horde capital and shed expenses. But at some point, as the above quote states, cutting too much means cutting into muscle and that means higher risk of failed services. Service quality - from tech support to customer service will start taking on a bigger load and that WILL feed on itself.

Also - when more cuts are coming - it sure doesn't mean that the credit problems have been solved and it is more indicative of a coming and lengthy recession. If you don't believe we are already in one.

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LIBOR


Well it looks like the 3-month rate has stopped falling and there is still not an increase in capital flows in the over-night or the 3-month. We had a week of promising falling rates in both the over-night and 3-month (regardless of how much capital was available) - but today that 3-month rate has floored (for now?) and the overnight actually went up (after 10-days of falling). 3-month at 3.54% and the over-night climbed 9bps to 1.21%.

This is NOT a good sign that credit is continuing to move through the system. It could be just a pull back on the reigns as more job cuts announced and recent write-downs being reported by several firms. If that is the case - this could be just a pause - and the rates could continue down lower.

It's that 3-month rate that really needs to break down below the 2% level, in fact get closer to the Target, when we will see the money start to flow. Right now it is a catch-up game as the Discount Window has moved from the lender of last resort to the premier lender. This needs to change.

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The CME increases RISK?


They are few names known to those in the industry that carry serious weight, as to their opinion. Most retail investors and those not in the business may not of heard of these people, but take heed - they know their stuff and when they warn about something - it is TIME to take serious note. One of these such people is Tom Peterffy, the brains behind the first massive market-maker arbitrage firm Timberhill, involved in creating and investing in electronic exchanges, owner of Interactive Brokers, and the list his pioneering forays into the financial markets is long and well respected. He knows the exchanges (back-office and the floors), the market makers, how the entire framework fits and works together better than most. I had the pleasure of meeting him on occasion, even dinner back in the day when the PCX was looking to go fully-electronic and I was trying to lead an unsuccessful charge at the time for such an endeavor.

I remember being a market maker on the floor, still using paper and pencil, as these new traders took to the floor in their dark blue and red collar trading coats, they came with first tablet PCs and the swarmed all the exchanges in the U.S. as well as Europe. We had nicknames for them like "Box Boys" and some even called them "Borg" - however with all the frustration of these new unknown traders taking over the floors and Timberhill becoming one of the biggest market making firms on the block, there was a jealous respect for them and their unknown computerized trading system. There is one thing that no one can deny, Timber Hill is big and successful and that was due to Tom's ability of thinking outside the box, leading the way, and KNOWING how everything worked.

One thing he knows probably better than anyone that WORKS for an exchange and most certainly knows more than any politician or "talking head" on CNBC and that is absolute risks in the financial markets. I begin this segment with a little background about him - because most people outside the financial arena, may have never heard of him and while he doesn't make too many public "critical" statements, when he does we need to pay attention.

In a story yesterday - Peterffy comments about the CME (Chicago Mercantile Exchange) plans to clear swaps came under fire.

The CME proposal to use its existing clearinghouse to clear swaps would require exchange members (such as Peterffy's operations) to bail them out. These firms have put up over $100 billion to guarantee the futures and options now cleared by the CME.

"It would be a great mistake, Mixing the two types of fund will jeopardize the entire financial system." states Peterffy to Bloomberg. His concern is that CME's plan to guarantee credit-default swaps (now OTC trades) could put his entire $4 billion firm at risk.

The Federal Reserve is putting the pressure on to create an open market for these OTC credit-default swaps and the CME is in the cross-hairs and has developed such a plan. This OTC market is BIG, in fact it is enormous, and clearly - I think even Peterffy would agree it needs to have a listed auction market - to get better price discovery. The question is do we incorporate it into an existing exchange and ask the members to shoulder and burden a risk of such an enormous and rather unknown endeavor. That is where Peterffy and other respected members in the industry say absolutely NO! Maybe it would be better to create a new exchange and clearing house - rather than muddy the waters and certainly bring more risk to the table of the existing exchanges.

It doesn't take a genius like Peterffy to see the risk of CMEs plan, all you have to do is look at Lehman and how fast that collapsed under the weight of illiquid and non-transparent paper.

Take the time to read the story at Bloomberg, if Peterffy is concerned - we all should be:
http://www.bloomberg.com/apps/news?pid=email_en&refer=conews&sid=a2pK9HrK58_Y

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Futures Pre-market


The futures are getting his some in the pre-market, partly due to the LIBOR not coming off and possibly finding a short-term floor. Additionally, earnings for the most part are not looking great, while some are meeting expectations - companies are reluctant to guide forward and have all been critical of a slowdown. Combine that with the news of more layoffs in the industry - futures are not finding any support. The spreads are fairly narrow and close to fair value (30 mins prior to the opening) - so expect some pressures in the market.

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Support / Resistance


We are now in the key support bands and really need to hold. We could see some volatility down in these ranges - but it's going to be about the close. We saw strength going into the close on the weak session yesterday - can we find the same again today?

INDU 8000-8500 / 9000 (We are right at the 8500 upper support band for the INDU. Closing above this area is key - if we head down and close in the 8000 lower range - it may not look good for Friday. However, if that IS the case those are usually the type of days where Bernanke or Paulson will come out with the New New New Bailout and send the market spiking up again.)

NDX 1200 - 1225 / 1300 (We are right at the edge of that upper support a dip into the high 1100s is not going to be good and could mean a drop. These are key supports - watch the close.)

SPX 900!!!!!! (He we are - at the edge, just below 900 in the S&P. This is either the basing area of a big support to a bottoming area into a future rally or we are seriously looking over the edge. Above 900 close for today and tomorrow could bring the needed "hope" that we need.)

RUT 500 !!!! (The same is true for the broader index. This is it - either we close above 500 and build support into the weekend - or strap on a parachute and get ready. - it is about the CLOSE!)

The KEY regardless of hard deltas is to have your LONG GAMMA ON!!!!

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Conclusion


The economy has a long way to go to solve all its problems from credit problems, capital freezes, consumer spending, and yeah still big RISKS. When Petterffy makes public comments about exchanges taking on more liabilities and risks - that is certainly not a positive sign that things are getting any better - but rather a reshuffling of that risky deck of cards.

These are difficult times and they are going to get more difficult. If you have been reading this preview for some time you should of known this was coming and even if you didn't believe it (or didn't think it was going to be that bad) - you still should of been hedging those positions.


On a side note: I did get my Zimbabwe 100 billion dollar bills. They will soon be going into a frame with a picture of Voltaire and the quote "All paper money returns to its intrinsic value....ZERO!" That will be hanging in my office as a reminder of the FAITH needed in our government's ability to manage debt, budget, and interest to keep a FIAT currency afloat.

Just like the housing problem took time for the bubble to pop - and when it did it was the catalyst to this economic storm, when that FIAT bubble bursts - it is going to make this look like a joke.

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