The Flip of a Dime

As recently as on January 6th, S&P was pushing above 940 and everything looked hunkydory in the equity land. Just last week the credit markets looked stable. What a difference a week makes!

  • Sterling is losing ground, CDS spreads on UK debt are shooting up (151 bps at the last check – up from under 120 two days ago.] “UK is finished,” said Jim Rogers yesterday. As I mentioned a couple of days ago, the gathering storms from imploding western banking sector – especially from UK  – are proving to be too much for an O-bounce. Click here to see a chart of shrinking market cap of major financial institutions.
  • Markit iTraxx Crossover Europe index was below 1000 on Monday and at the last check it is over 1060. Via FT Alphaville:

The iTraxx main index of European high grade companies edged out to 174bp-179bp on Wednesday, wider than Tuesday’s close at 172bp, and the iTraxx Crossover list of sub-investment grade companies also gapped out to 1062bp-1067bp on Wednesday morning, compared to 1035bp at the close yesterday, according to a trader.

  • Markit CMBX.NA.AAA.5 (index on AAA rated North American CRE debt spreads) appears to be on the verge of exploding.
  • S&P breached a critical support at 817 yesterday. Transports have taken out the Nov lows and I expect them to lead the markets lower.

Looks like a lot has changed on the flip of a dime. I expect a weak bounce and a continuation of the downtrend to new lows.

About Craig

Stubborn Bear from Boston