MF Global Is Coming To Town

Posted by on Dec 16, 2011 in Uncategorized | No Comments

The Santa Claus rally may finally be here. In an ironic twist, as Corzine’s firm is in bankruptcy and he is at personal risk of prosecution, we are rallying because for all intents and purposes, the ECB has allegedly told banks to load up on the MF Global trade.  Banks are supposedly using ECB money […]

Maybe We Have Switched To The Julian Calendar?

Posted by on Dec 15, 2011 in Uncategorized | No Comments

It is looking like yet another failed attempt to spark a Santa Claus rally.  Maybe we should be looking at the Russian Orthodox calendar where Christmas isn’t celebrated until January 7th?  Maybe, with all the anticipation of Chinese money we should focus on their seasonality?  Maybe the seasonality of the countries where the money is, […]

(BN) Germany’s Hidden Risk: Bloomberg Businessweek Opening Remarks

Posted by on Dec 15, 2011 in Uncategorized | No Comments

This is a very interesting article.  Not sure I fully understand it yet, but does help explain why all these national central banks still exist, and how circular everything really is in Europe. +——————————————————————————+ Germany’s Hidden Risk: Bloomberg Businessweek Opening Remarks 2011-12-15 05:00:00.1 GMT By Peter Coy      Dec. 15 (Bloomberg) — Involuntary lending […]

Go Long Europe, Short US?

Posted by on Dec 15, 2011 in Uncategorized | No Comments

The last time that I remember every single analyst talking about going long the US and short Europe was back in May 2010.  I don’t know how to use Google Trends well enough, nor do I have access to a summary of all the research reports then and now to prove it, but that is […]

Let It Snow, Let It Snow, Let It Snow

Posted by on Dec 14, 2011 in Uncategorized | No Comments

It may not be time for the Santa Clause rally but with the capitulation across so many asset classes today, it may be time to turn less bearish if not constructive. Some amount of excess risk and excess hopium has been squeezed out of the system over the past 3 days  A quick hard move […]

(BN) Weidmann Says Loan to IMF Needs Non-Euro Nations to Join In

Posted by on Dec 14, 2011 in Uncategorized | No Comments

How can they host a summit, make a plan, and not have the biggest central bank on board?  I’m not winning any awards for planning and organization, but this seems silly.  They had a summit.  One of the key elements of that was some new way for IMF to funnel money to Europe, and here, […]

Abysmal Liquidity And Other Things To Watch

Posted by on Dec 14, 2011 in Uncategorized | No Comments

Liquidity in credit is hitting an all time low, and is yet another warning sign of how fragile this market is. MAIN, the European Investment Grade CDS Index is being quoted with a bid/offer spread of 1.5 to 2 bps.  Last week it was still being quoted in 1 bp markets, which although wider than […]

Globally Coordinated Nothing

Posted by on Dec 13, 2011 in Uncategorized | No Comments

I can’t get the Amy Winehouse No No No song out of my head. No ECB. No IMF. No Fed. No PSI. No balanced budgets.  No QE. Pretty much everything the rally up to and following the summit was based on is falling apart. So far, No downgrades, but I suspect that is one of […]

(BN) *ITALY SAYS NEW 10-YR BENCHMARK BOND FOR SPREAD CALCULATION

Posted by on Dec 13, 2011 in Uncategorized | No Comments

Italy says they have discovered flaw with yield calculations.  Going forward, all yields calculated on Italian bonds should be adjusted downwards by 50 bps, because it looks so much better. Greece got a lot worse shortly after their finance minister took the time to state that speculators would lose their shirts betting against Greece. This […]

It Is Very Hard To Tell What Is Moving Market

Posted by on Dec 13, 2011 in Uncategorized | No Comments

It is very hard to tell what is moving market, but if Fitch changing the outlook from positive to stable on Bulgaria, Czech, Lativa, and Lithuania can push us down 0.5% then if you are long, you need to be putting on some sort of a hedge.  I’m not a big fan of puts, and maybe […]