Treasury Secretary Paulson’s Strategic Timing

From 1990 to 1997, Kevin Haggerty served as Senior Vice President for Equity Trading at Fidelity Capital Markets, Boston, a division of Fidelity Investments. He was responsible for all U.S. institutional Listed, OTC and Option trading in addition to all major Exchange Floor Executions. For a free trial to Kevin’s Daily Trading Report, please click here.

In the previous commentary I said that “September is a very erratic trading month at best, and this year we have a presidential election, so the PPT (plunge protection team) probably has marching orders to prevent any lasting significant declines in front of the election, so there will most likely be some good short term bounces after any quick down drafts in the major indexes” I also said that nothing of consequence happens in the market until the SPX resolved that 1305.32-1266.07 closing basis trading range since the first week in August.

The range was resolved last Thursday as the SPX closed at 1236.83 in front of McCain’s big speech that night. The next morning, the SPX traded down to 1217.24, and it looked like the SPX was ready to take out the 7/15/07 1200.44 low, just as the $NYA (NY Composite) had already done. However, like “magic”, the SPX reversed just before noon and traded up to 1245, before closing at 1242.31 After all, the PPT can’t have the market making new bear market lows the day after McCain’s speech.

Fast forward to the weekend, and Treasury Secretary Henry Paulson made an overt announcement that the government would take over Fannie Mae
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and Freddie Mac
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, both of which owned 50% of the $12 trillion mortgage debt outstanding, and now that debt would carry a government guarantee, which would obviously add liquidity to the credit markets, and bring back the big debt buyers to these markets, and hopefully restore some confidence in the housing market.

As of now it is not a permanent thing, but I will give you 2-1 that it will be, especially if the Democrats control Congress, and have their own socialist president. They couldn’t even run their $18 million cafeteria profitably and recently had to outsource it to a catering firm, so why should we expect them to manage the Mortgage market, if that happens in November. It is also even money that the Republicans will do the same thing if they regain power.

After Paulson’s announcement on Sunday the SPX futures were +40 points prior to the 9:30AM opening on Mon, which resulted in a vertical gap opening across the board. For example, the SPY closed at 124.42 on Friday and opened on Monday at 128.05 (+2.9), and made the intraday high on the opening bar at 128.24. Overt news or not, this was a bonus short situation for members of the trading service that knew that the +3.0 VB was 128.68, which meant that it was a 99% probability that price would be contained below that +3.0 VB level, because “when markets get extended to extremes due to the herd mentality and crowd psychology” that Volatility will revert to the mean. That is exactly what happened in this case as the SPY traded down to 125.10 on the 12:10PM bar before reversing up to the 127 close (+2.1).

NYSE volume expanded to 1.8 billion shares, with the volume ratio 61 and breadth a disappointing +797, relative to the SPX +2.1, and INDU +2.6 on the day. The financials were the obvious leaders on the news, especially the Banks with the BKX at +6.9, which included significant short covering, and also the Homebuilders. However, the euphoria was not across the board as the Tech sector had a negative divergence, and the QQQQ finished -0.3 The $US Dollar continued it rally, and the $DXY finished at 79.62 (+0.9) which is +12.6 from the 70.70 low (3/17/07), when the SPX made the initial 1270 low.

Paulson’s timing of this announcement was strategic, following McCain’s speech, and the threat of new bear market lows on Friday below SPX 1200.44. There are many “what if” critics of the takeover that predict dire consequences, and the “nothing has changed” Bear crowd is rationalizing its position, but the bottom line is that if it provides liquidity short term to the credit markets, and also restores some confidence to the housing market, it has to be considered equity market positive, especially in light of Paulson’s timing.

The next commentary is 9/10/08.

Have a good trading day!

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