Saturday, October 04, 2008

Deal is passed. Nothing changed. Last bullet fired?

Super mega US$700b "Lets buy crap we can't value via reverse auction" plan passed in the House of Representative today.

The whole point of the plan is so that institutions of all kinds will start lending to each other.

The best measure of the willingness to lend between banking institution is the TED spread.

What is the TED spread? From wikipedia...

The TED spread is the difference between the interest rates on inter-bank loans and short-term U.S. government debt ("T-bills").


Anyhow, with the US$700b bill finally passing you would expect the TED spread to decrease. The difference between interbank loans interest rate and T Bill rate to narrow...

Nope. From Bloomberg...



As of 3pm US Eastern Daylight-savings Time (EDT), The TED spread is still at a record high of 3.8%.

I don't know where the US markets will close today.

All I can say is this.

1. The deal passed
2. The deal is the one final epic bullet the US government can fire.
3. It is having NO EFFECT.

My friends, next week. I believe we will see a crash.

16 comments:

  1. can't agree more this time

    when all good news come out ... it will be the disaster coming up ...

    well ... we still need to be aware of rate cut / Chinese version of bailout ...

    yes ... I am still holding put option since mid Autumn ... October expiry one ...

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  2. May be its time to re-consider our Linked Exchange Rate System to US$ at 7.8 because US has been handling the burst badly.

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  3. 14 minutes to go and Dow is down 150 pts

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  4. and we are only a SMALL OPEN Economy, we are not able to suffer crisis happening in US.

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  5. hahaha ... for the Linked System ... I would wonder who will have the guts to make such proposal ... even those "Opposite" parties ...

    also ... after removal ... what is next step ? peg to RMB ? ... RMB itself is linked to a basket of foreign currencies (mainly USD i guess ~~) ... no way out for HKD ...

    i know i know ... pakman must say we could peg to Gold / Silver ... hahahah

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  6. Dow is popular but it contains only a small number of companies. Watch OEX or SPX.

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  7. opps ... i got it wrongly ... if you say we should raise the rate ... then it would be another disaster as you should know that HK ppl are holding huge amount of USD assets (including HKMA itself !!) ... the raise of the rate will mean the decrease of our asset value in term of HKD ...

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  8. Ok ~~ .. let's watch S&P 500 then ... fair enough ?

    it is down 1.29% ~~

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  9. NO....just remove the link to US$.

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  10. Dow down 1.55%
    OEX down 1.36%
    SPX down 1.32%

    Futures still have 15 mins to go.

    NEW LOW of this BEAR TREND!!!!!!!!

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  11. so ironic ...

    btw pakman,

    do you think Paulson could finally take a break this weekend ? ...

    he is so busy every weekend since bailout of FNM and FRE (it should be more than one month ago) ...

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  12. ok, i got an analogy for this pathetic so-called "bailout plan" that came out from somebodies' asses:

    we all know that cows are one of the greatest contributors to carbons emission. and this "bailout plan" is like encouraging people to eat more beef to kill the cows so we have less greenhouse gas.

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  13. I did not change on my investment position even this deal is passed.

    Problems of excess housing supply and craps are still there, this bill does not change the root of problem. I don't believe it is a magic that can "cure" the problem straight away.

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  14. It's time to sell short!!!!!!
    However, newspaper said government would have restrictions on selling short later........

    This is post-97 positive non-intervention policy, right?

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  15. It will be interesting to see how Paulson uses the this epic bullet in solving the crisis.

    I wrote a new post of analysis.

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  16. The trust between banks cannot be restored immediately. The program is not going to buy troubled assets today or tomorrow. It may be weeks before the first bank sell it's toxic assets to Treasury.

    Even after the banks obtained the cash they get from Treasury, would they lend to each other again? The Fed has already pumped a lot of cash into the market and yet the banks were hoarding cash. The root cause is that the banks feared of not getting back the lent cash. The program cannot solve this confidence crisis immediately and directly.

    There are problems with the price of the assets they are going to buy. I think there are still a large bunch of questions to solve and it may take weeks to prepare, while the economy is already in dire conditions right now.

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