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Wednesday, March 29, 2023

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Twisted Tuesday – Treasuries are not an Option

Remember Operation Twist?

Last week, Freddie Mac reported record lows on rates, with the 30-year notes at 3.91%.  This has not, of course, encouraged many people to go out and buy homes but it has DISCOURAGED people from putting their money into bonds and ENCOURAGED them to put their money into stocks.  There is, however, a problem with this.  When people put money into Treasuries, it is "locked up" for a period of time but stocks are more liquid so, as soon as rates begin going up (and they will when the panic in Europe subsides despite the Fed’s efforts), then money can come out of stocks as quickly as it went in and move into 5% paper

See, I said 5% paper and you were thinking "Yeah, I’d like some of that."  So are Trillions of Dollars worth of other investors and that means, I am sorry to tell you, that this little Federally-funded rally is full of holes you can drive a truck through.  

The Fed’s stimulus plan is the central bank’s third definitive attempt to aid the U.S.’s patchy economy since 2008. As expectations grew that the Fed would act in the weeks leading up to the bank’s actual announcement, which came Sept. 21, 10-year yields dropped nearly 0.30 percentage point. Since the Fed’s official statement, yields have already risen modestly, to 2.026% on Friday, from 1.95% on Sept. 20.

The program’s final debt purchase of the year was Thursday, when the Fed bought $4.6 billion in long-dated securities. The final sale Wednesday targets $8 billion to $8.75 billion worth of notes due in 2014. It will be a holiday-shortened week: The bond market was shut Monday and will close early, at 2 p.m., on Friday.

The problem is some corners of the market think the Fed’s tools are losing their punch. The financial system is already flush with money from the bank’s previous easing programs, and analysts argue that the Fed’s extra money is increasingly less useful. Borrowing costs, for instance, are at all-time lows and yet many investors aren’t taking advantage.  If Operation Twist isn’t enough to get us through 2012 – what’s going to be left in the Fed’s tool belt once the Global panic into Dollars begins to subside?  

 

You can see, on the above chart, where the Fed announced Operation Twist in September as it allowed the oil crooks to borrow cheaply and jam prices back from $80 to $100 (25%) and that took money OUT of consumers’ pockets into Q4 but at least they were able to increase their debt load as borrowing costs came down so it all works out – for the oil companies…

Banks in Europe paid attention to my cash call this weekend and parked a record $540Bn in the ECB’s overnight deposit facility, up from $500Bn the day before.  The previous record overnight deposits were $501Bn, at the onset of the Greek crisis in June of 2010 so – DESPITE all the nonsense to calm the markets – the European banks are as panicked now as they have ever been and the inter-bank lending system (LIBOR) is less liquid now than it was in the crash of 2008.  

The ECB’s so-called benchmark allotment pointed to a major liquidity overhang in the euro zone’s financial system Tuesday. Benchmark allotment, which is the ECB’s estimate of the liquidity banks need to conduct routine operations, was minus €493 billion. The negative allotment figure indicates the presence of excess liquidity in the financial system.  The ECB further said banks borrowed €6.13 billion from the ECB’s overnight lending facility, compared with €6.34 billion borrowed Thursday.  When markets are functioning properly, banks only use the facility to the tune of a few hundred million euros overnight.

I’m sorry to be a Debbie Downer for the holidays but it’s my job to search the truth and, as I was doing research for this year’s Secret Santa’s Inflation Hedges, I discovered that I can’t advocate any at the moment because the pressure is more deflationary than inflationary and, in fact, I am leaning towards putting up Secret Santa’s Disaster Hedges for 2012 – getting in-line with the Mayans for the moment.  

I’m still gathering my evidence so I don’t want to jump the gun but, as you can see from this post – I’m very much in macro mode at the moment, looking out at the bigger picture as we prepare to re-allocate our capital for 2012.  

Barring some immediate disaster this week (and we are short already), our Secret Santa Hedges for 2011 are 4 for 4 with all 4 of our trades up well over 100% and XLF and XLE both at max returns with DBA just off our $29 target at $28.60 but that only applies to very greedy people who didn’t take this trade off the table in August, when DBA was $34 and we soured on the sector.  I’ll do a full write-up as we officially close out that portfolio this weekend but, as I said, I can’t in good conscience replace it with 4 more bullish positions for 2012 as I’m not finding 4 things to be bullish about.

We’ll see how Europe acts this week but already they are not acting "fixed" and, if a Trillion Dollar commitment can’t cheer them up – what will it take?  

Let’s be careful out there!  

 

Top picture credit: thestreet.com 

Cooling Off chart from the Wall St. Journal

Cartoon credit: Bizarro Comic

151 COMMENTS

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stjeanluc
FAS strangles I like these plays enteres the 71c and run up already a nice profit

 Greanpeace/Phil – I have no idea what the link in your response is supposed to mean. Sarcasm perhaps?

Phil/SCO -,
Jan BCS on SCO?  35/38, 35/40 or 37/42?

Phil, thanks on the BTU play, I do need to learn how to manage spreads and I value your advice.  While we’re at it, what do you think about FCX?  It’s not as cheap as BTU but the technical setup looks like it may break out to the upside…would you suggest a play on them?  Thanks in advance…

Phil/health care data
 
Yup. In France everyone has a thingie like a credit card and when they go into ANY doctor’s office, the doctor swipes their card and their entire medical record pops up on the screen. No need to sign five consent release forms and fax them to another doctor’s office and wait for 100 pages to be faxed back (if lucky). At french pharmacies everything is prepacked in boxes for a week’ supply, month’s supply, or whatever, so no need to count.
 
Some busy medical practices in the US do have their own onsite pharmacies, but it needs quite a bit of infrastructure so that it is set up to do billing through numerous different insurance companies, medicare, medicaid, etc. A cash on the nail pharmacy service would not work in the US. In countries like the UK it is much simpler, because in pharmacies it is all cash and there is no third party billing.  Hospital pharmacies in the UK do not have to handle money at all or bill anyone, so much simpler.
 
There are numerous stupid reasons why these things cannot be rationalized in the US. States can’t even get it together to have a pharmacy database so drug addicts and dealers don’t go from one doctor to another and from one pharmacy to another getting prescriptions for excess drugs to sell to other people like your kids! Basically what it comes down it is it is the CULTURE OF THE USA that is just as irrational as that of Iran, but where people suffer from the unfortunate delusion that their culture is rational.

And all things Euro:

Enjoy Mario Draghi’s Santa Rally while it lasts. The euphoria is likely to dissipate once markets remember the sheer scale of the task at hand.

The banks are under massive pressure to raise their core Tier 1 capital ratios to 9pc by next June. This requires a €2.5 trillion adjustment according to the BIS’s Global Stability Board. Most of that is going to be done by slashing loan books – deleveraging in the jargon – since they cannot raise fresh capital at a viable cost and don’t wish to be nationalised.

So will this extra €200bn be used to buy Italian and Spanish bonds, or instead to plug a frightening number of leaks across the financial system?

"In a deleveraging world, we doubt that this will be used in any meaningful way to buy sovereign bonds… given the amount of scrutiny under which banks are regarding their sovereign exposures," said Nick Matthews from RBS.

"The operation is thus unlikely to have a long lasting confidence boosting impact, in our view."

Eurozone sovereigns must raise €1.6 trillion in 2012, and banks must raise another €700bn.

Here is the redemption calendar for Italian debt, if you like such stuff.

More here !!

Phil, when I lived in San Diego and Cleveland, strangely they both had bus trips to the respective Foreign Country we were closest to, during the week, and these trips would be loaded with seniors off to get their drugs. Everyone knows it goes on but our elected representatives are afraid to take Grandma and Grandpa off to jail.

Burrben/BCS’s on 3x etfs’
 
Like many others, when first using triple levered etfs in a BCS, I did not understand that you needed to be BOTH in the money AND at expiry to get the payoff.  However, the flip side of that disadvantage when trying to close out the spread at max profit is that you can turn that to and advantage when entering the spread. 
For example, and this is not a trade recommendation, look at Apr TZA 40/45 bcs — fully in the money and about $2.80 to enter something that pays $5 if mkts do nothing but go sideways.    And the trade only gets better if you sell an offset.  My two cents worth anyways.

JR/Euro
 
They sure do have a mess over there.

Phil/Surgeries
From what I have read over the past couple of years, the two main hospitals in Thailand and India rate as high in quality of care as the top ten hospitals (ie Mayo etc) .  Two points, the doctors were trained in the USA and nurses are RN’s not lower staff assignments.
Personal note: This past summer I was in Russia (Kaliningrad).  I have an eye condition called Keratoconis from early years.  It is necessary for me to wear "gas permeable hard contacts"). For the past 9 years, my eye doctor in Scottsdale has fitted me with very small lens (due to trijium-muscle growth on right eye) at $500.00 per year (she wants t see me every year).  Sooo, I went to a private clinic in Russia to a well known specialist.  After examining my eyes, they recommended larger contacts, they told me the small lens were ruining my eyes.  They told me to have the trijium removed which was contrary advice from eye doctors in Phoenix.  They spent 9 hours total in fitting me with lenses which are the best I have ever had (presription the same but fit is 1000% better). Their advice, these will last for 5 years if you wash tem EVERYDAY.  Cost in USA for eye exam and 2 pairs of lenses for me.. $1,000.00.  My cost in Russia $175.00.
There is more to this story… but bottom line…. they did not give me a "sales pitch" just sound advice on this and other surgeries I discussed with them (intac implants).   Soon, people similar to Rustles "reaction" will do their homework and figure it out.  From my readings the hospital stays in India and Thailand possibly include time for recover or the cost is not much more than what Phil stated.  Also, they told me most medical advancements and research are happening Brazil not USof A. 

AAPL portfolio:   Sell to close 1/2  (10) of the Jan 390s.   

Phil/BTU spread,
What was your premise for selecting the 30-45 BCS and 30 Put for BTU? Do you look at
1) The price range of BTU for the last year? It has been above $30.
2) Delta of $30 Call and $45 Call to get the desired movement in the spread if BTU moves up. It looks like the 30s are twice the 45s
3) Total position Delta, Gamma and Theta
4) Liquidity at the strike prices and the open interest.
5) Volatility of the stock
Does the longer time period selection is only to help adjust the spread or is there any other purpose?
I am trying to learn to select better spreads and understand your thought process. Thank you!

Analysis for above trade:    Portfolio up considerably.  May get a pullback.  When in doubt sell 1/2.  Can’t remember where I learned that   🙂     It isn’t quite half, but you get the idea.  

Interesting horse game on OXY with TOS sell a Jan14 65p indicated to be working for 8.85 I offer 8.80 down it gows to 8.15 The same selling 70p showing 10.90 I offer 10.60 down it goes to 9.87 Taking the 55p showing 6.20 I offer 6.10 down it goes to 5.45 I put all of them in, nothing buying quite some rip off.

I will research hospitals more but no hospital should be compared to the Mayo Clinic.  I’ve been there and they are second to none.  They are the most efficient hospital on the planet.  I could go into very long detail how they operate but just trust me if you have never been there, you are in awe of how well that hospital is run and the quality of doctors.  They have everything in 7 or 8 languages on the walls there because every country knows about them.

Rustle/Mayo
My neice worked at Mayo in Rochester and now Scottsdale… Yes, they are one of the best…. But, you need to do your research on other world class hospitals… they don’t all exist in the GOOD OLE USA… LOL. We are conditioned to think "no other place can do it better than we can"….. I think we are slipping………

Anyone who signs up for a heart valve replacement in a foreign country, is desperately in need of a Wernicke/Broca area transplant as well.

Here’s one report I found done by an independent research body in Spain ranking the top 2000 hospitals.  The USA has 18 of the top 20, the top 21 out of 25 and top 33 out of 50.
 
http://hospitals.webometrics.info/top2000.asp

lflan – what price did you get for the calls you sold? Thanks. 

FAS / Yodi – Yes, the calls came up winners today! They could have been closed for a 60% win at least. But I’ll ride that strangle until tomorrow. Decay works day and night!

 Hospitals – I find this a fascinating idea to break the health care monopoly in the US.  It is killing our economy as the baby boomers age.  I think the quality of care is quite good around the world and I am interested in research to back this up.  I have certainly heard anecdotal evidence of people with wealth going around the world for certain kinds of procedures.  I’m not sure the web report from Webometrics tells us much, since it is based on the number of research papers put out by the hospitals.  It doesn’t include any patient outcomes or satisfaction data.  I think a go-between medical procedure/travel company is a phenomenal idea.  Why not work with a small health insurance company and subcontract with them as well as looking for individuals?

stjeanluc…..AAPL 390 calls were sold for 22.70.   stj, re your post yesterday about porfolio postings getting lengthy……is there a way to post only the last 2 or 3 trades, plus the summary totals during the week?    Then on the weekend perhaps the entire porfolio histories could land somewhere on the site.  Also, some might be interested in knowing how much capital is tied up in each portfolio.  Thanks again.

List/Phil
When I looked at the top hospital, I knew that list wasn’t that accurate but it was all I could find when I looked.  No one really ranks hopitals worldwide.  Wish US News & World Report did since they are excellent at ranking hospitals in the US.

Phil/Medicine
 
If you read the American Airlines flight magazine, you will find that there is always a section entitled "America’s Best Doctors". America’s best doctors are apparently those who pay to be in a flight magazine and pose either in newly starched white coats with their names embroidered on the breast pocket, or else in suits with designer ties.
 
Regarding hospitals, it is really hard to rate hospitals as many of the most famous are university hospitals with a reputation for research, etc. However any ratings really ought to be based on death rates for comparative conditions, rates of hospital acquired infections, and so on. Hospitals in the US devote a massive amount of their resources to keeping Medicare patients alive for a few more weeks at the end of their lives, and to keeping premature babies alive, so it may be hard to make comparisons with hospitals overseas that have a more laissez faire attitude towards the terminally ill or those with little chance of survival. The "right to life" is very prevalent in the US, though I have ambivalent feelings about keeping very premature babies alive as for every Tim Tebow miracle there are many who survive, but with impaired brain function of some kind or cerebral palsy. There may be a correlation to the huge increase in diagnosis of Attention Deficit Disorder in recent years which was previously known as "Minimal Brain Damage Syndrome."
 
Having worked in some hospitals in the US, it amuses me to sometimes read about how bad things are overseas, where perhaps it is reported that in Russia patients do not eat unless their relatives are there to feed them. It is often the same in the US. On the other hand I would say that staff are usually very well trained and technically competent in US hospitals and they are very well equipped.

I lived in Canada and I’ll tell you that socialized medicine in Canadian version isn’t that great.
waiting times sometimes unreasonable at all.
Yes,
when you are unemployed – it’s better then US (where you’d have nothing)
But when your company in US pays for your health insurance – you are getting much much better service then in Canada.
That’s from personal experience.

jmm1951 – in Russia (I have relatives there) patient often won’t get medication unless their relatives buy and bring it into hospital

Phil – you would be interested in this.
India tycoon’s got tons of cash, nowhere to invest domestically. Like you he seems to think there are better opportunities in the US.
 
A satirical look at the year 2011 in India.

Yodi / OXY
With IB I got filled on the Feb 80-90 BCS for $8.20.  I got filled on the Jan13 67.5 puts for $5.25.  Net $2.95 on the trade.
 
Jercon / BTU
Damn, I thought I finally had a good idea on a stock and there you go, showing me up with BTU and Phil liking it more!  I’ll hopefully get into that tomorrow.
 
Spread Mgmt
So I’m trying some alerting with these trades this time.  For OXY I setup alerts if:
OXY is under $90 (meaning my spread is in danger).  If the BCS is negative 45%, and if the sold puts are negative 45%. Hopefully this will help me remember to roll the options out.   I also set alerts if OXY moves more than 10% in one day.  

no trades today. stayed flat and in cash.

nice map, diamond.

OIL getting to the top of a range from back to Nov 15 where it hit $103 and then sold off to $95 before hitting $101 and $102 again followed by another BIG drop to $93.
 
next, the run back up to $101.70
 
Technical indicators looking O/B

having said that OIL just popped back up to $101.60

Phil- I know, we are probably paying 10k mInimum per person… We do have body armor and other gear we pick up in Bishkek before we head down range but still…
Pstas/nicha- thx for your wishes! On the plane now, next time I check in here it will be from Kabul… Have a happy New Year all!

 Phil,
Refer to the World Health Organizations 2011 published list of health care systems in the world. The list placed the U.S. at  
# 37, with Canada not much better at #30.
For the record, it is quite interesting that we are one of the only G-20 nations without universal health care and one of the only countries that spends more than 16% of our GDP on health care!

sold OIL at $101.50
 
sold NASDAQ at 2290
 
sold Dow at 12, 290

As a Canadian I hate it when our medical system is called socialized medicine. They do their very best to provide the best care they can for everyone. And we have pretty damn good care and it gets better all the time.  I have a number of doctor friends who curse the government sometimes but they do their very best – they are the good guys. I used to make six figures for many years until my career was unexpectedly destroyed by a combination of ridiculous oil prices and the banking crisis in 2008. My age (50s) prevented me from recovering and now I’m in an almost hopeless situation financially (although I’m still on this site). After a lifetime of being very healthy some serious medical conditions have suddenly appeared. I am very glad this happened in Canada. If I was in the US I’m convinced that I would be dead now.

I couldn’t have said it better Phil. A perfect health care system is unattainable but what you describe comes damn close in a free society. I’m no expert but I think the rules here, that vary by province, say that a doctor must perform all his/her services according to the provincial rates. A doctor is free to operate outside the provincial plan but if they do so they cannot claim any money from the government for their services. Obviously these are the doctors who cater to the rich only. I have to say that I am one of the lucky ones as I have a fantastic family doctor who I have been a patient of for a few decades. Sadly, many people,  and my community is a good example, do not have family doctors so they have to go to walk in clinics or the emergency room (but of course there in never any money involved – just flash your provincial health card) . That situation is changing for the better though. As I said, I’m sure glad I’m in this country right now after years of hardly ever seeing a doctor. I now have to see mine at least monthly and I call him Tim, not doctor – LOL.       

BRIC Decade Ends as Growth Peaked: Goldman
In the past decade, mutual funds poured almost $70 billion into Brazil, Russia, India and China, stocks more than quadrupled gains in the Standard & Poor’s 500 Index and the economies grew four times faster than America’s.
Now Goldman Sachs Group Inc. (GS), which coined the term BRIC, says the best is over for the largest emerging markets.
BRIC indexes may fall another 20 percent next year, buffeted by the liquidity squeeze stemming from Europe’s sovereign debt crisis, Arjuna Mahendran, the Singapore-based head of Asia investment strategy at HSBC Private Bank, which oversees about $499 billion, said in an interview. Nations such as Indonesia, Nigeria and Turkey may overshadow the BRICS in the next five years as they expand from lower levels of growth, he said.
http://www.bloomberg.com/news/2011-12-27/bric-decade-ends-with-record-stock-outflows-as-goldman-says-growth-peaked.html

Burrben – LOL, hopefully this kind of competition will make us both wealthy!  I’ve done a lot of stock picking (I’m better at buying than at selling or managing spreads) and I pretty much agree with Phil’s choices when he says to go for the best stock in the sector, such as CHK in nat gas and BTU in coal…and AGNC in REIT’s, etc, etc…so it was sort of a no-brainer…but will love to hear your thoughts today!

PHil – for a spread-challenged guy like me, what kind of EDZ play would you suggest?

@Felipe
When you have a heart valve replaced in a foreign country you can spout off about having it done. Until then you don’t know what the hell can happen when to you.
You might even ask someone who has had a heart valve replacement what their experience was like when they returned home to their country, 5,000 miles away from the cardiologist and surgeons who performed the operation and two months later came down with a FUO. Fever of unknown origin before encouraging people to go anywhere but the closest really good heart valve replacement center in or near their town.  It might save their life insead of forfeiting in ignorance of what is truly involved in post-op care.
Felipe, you DON’T know everything, ESPECiALLY" about health care.
The U.S. is THE place for heart valve replacements.  How likely is it that the top 10 %V are likely to go to Mumbai for it?
How likely is it YOU will go?  I’ll tell you: Nil, nada, nein.
Thanks for the Oil trade, again,  THAT you know someting about.

took the OIL money at $100.75 and a bit of a loss on the equities so up overall, and back in cash as of 05:40

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