Monday, April 15, 2013

DAN NORCINI ON TODAY'S MARKETS

http://traderdannorcini.blogspot.com/2013/04/china-boston-derail-equities.html

Moving to the actual performance of the equity markets here in the US, I want to again focus in on the Russell 2000, seeing that it is perhaps the best indicator of equity investors' willingness to assume risk. Here is the final chart for the session. Note that the close was beneath both the previous support level and the 50 day moving average.


Note also the significance of the Fibonacci retracement levels posted. The first retracement level of 25% comes in at the 906 level. The session low was 904.91 with the close being 907.18. It is coincides nicely with the horizontal support line near 910. This market will need to hold here, right now, or it is going down to 880. which would also take it below the 100 day moving average.

Honestly, this scenario that we witnessed today in both equities and in commodities, is eerily similar to what we witnessed in 2008 when the JAPANESE YEN CARRY TRADE began to be unwound. You might recall at that time, the entire world of hedge funds were short the yen by borrowing in yen terms at inordinately low interest rates, and then taking those proceeds and investing them abroad into nearly anything that was not nailed down. Not only that, but then this brainless lemmings leveraged themselves to the gills in their rapacious pursuit of even greater profits to the point that they were all on the same side of the same trade with massive positions all leaning the same direction.


When the news began to surface that Lehman and Sterns were in trouble, there was a mad rush to the exits by these funds and literally no one, and I mean NO ONE, to take the other side of the trade. We saw a virtual meltdown across the markets that collapsed not only the equity world, but the entirety of the commodity world as well.  

Let me explain what I think is now happening - Gold had stabilized near $1360 even as the equities were weaker but when the Boston news hit the wires, the stock market began a sharper selloff with volume picking up. As it dropped through downside support levels, gold began to move sharply lower falling another $25 in literally minutes. It fell as low as $1335 before it bounced some.

While this was occurring, simultaneously, the Japanese yen was experiencing its version of a mini MELT UP. Fundamentally, there is absolutely no reason to buy the Yen, not when it is the express intent of the political and monetary leaders there to deliberately weaken it. Most speculators who have been around for a while in trading the currencies, know that the Bank of Japan is not to be trifled with when it comes to their dearly beloved Yen. If they begin to express displeasure about the level that their currency is trading at, specs had better be careful because they will annihilate anyone who dares to go against their intentions. Nonetheless, the Yen was up nearly 2% against the Dollar alone with a greater increase coming exactly as the stock market fell apart.

In short, the Yen carry trade is being unwound today and just like it crushed the gold price in 2008, it is what it now working against the gold price. The margin related selling then gets amplified as more of these carry trades (one shorts or borrows yen and then buys gold with those proceeds) are reversed. Gold then gets sold, along with the rest of the commodity world, and now, today, the equity world, and the yen gets bought - and this is important - REGARDLESS OF FUNDAMENTALS. Those are meaningless when there are such vast sums of money involved in these one-way highly leveraged bets.

If you want to know why I despise these Central Banks so much and why I detest what they are doing, just look at the results of their handiwork when it all comes apart. These people are the ones that created this environment in which SPECULATORS GONE WILD is the new normal. They prod, cajole, tease and practically entice them into making enormously leveraged bets, particularly on stocks, to give visually proof of the "success" of their bond buying schemes. As long as those speculators oblige, all is well and these masters of the monetary universe go around patting themselves on the back for their keen insight and ability to cure what ails the economy. Meanwhile, when something occurs that then upsets this nicely arranged apple cart, all chaos is unleashed in the markets as these complacent speculators, all belatedly wake up to the fact, they are now on the wrong side of a losing trade with no one to take the other side.

At that point, it becomes a sort of footrace to the exit to see who can dump their entire positions before the next guy can. There is no finesse, no attempt at scaling out, no attempt at subtlety - it is all overboard at once.

I am not sure when this pressure will let up but I am completely confident that if it does not let up soon, the monetary authorities are going to be forced to intervene yet again to come up with some sort of soothing words, vis-à-vis, policy action that they stand ready to enact to grease the tracks of the global economic train tracks. Certainly the Japanese monetary authorities are not going to put up with this again, as they were on the receiving end of an unwind back in 2008 and they did not like it one bit. As a matter of fact, their recent comments have made it evident that they believe as a result of this unwinding that began back then, the Yen remains overvalued in their view and needs to move lower. 

Fortunately, this new yen carry trade has not been taking place for the same length of time as the former one did but nonetheless, we can still see what happens when Central Banks succeed at herding hedge funds all into the same spot at the same time.

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