Global Macro Trading Journal

Discussion in 'Journals' started by Daal, Feb 25, 2011.

  1. Daal

    Daal

    At what price are they trading?Seems to me that ISDA did a favor to those who bought CDS, had it triggered last year they would have gotten much less
     
    #3091     Mar 9, 2012
  2. jj90

    jj90

    Re: Greece picks.

    Gonna do the research this weekend on Greece, but anyone have any opinions on the other PIIGS nations? Could be some better relative value there, especially Italy that haven't been discussed yet.
     
    #3092     Mar 9, 2012
  3. Last I checked was smth like 17 cents. As to the CDS, how could it have triggered last year? There were no events last year where a mkt participant went to ISDA to request a determination.
     
    #3093     Mar 9, 2012
  4. Daal

    Daal

    #3094     Mar 10, 2012
  5. Yeah, but this wasn't any sort of an official request for determination... It was just the ISDA legal counsel issuing a preliminary opinion. As we have seen, once PSI actually occurs, someone goes to ISDA for an official decision. Moreover, you have to keep in mind that the restructuring event determination only occurred because Greece had to use CACs (which weren't in Greek law bonds until recently) for something like 10% of bonds. Had voluntary participation been 95% instead of 85%, the ruling would have likely been different.
     
    #3095     Mar 10, 2012
  6. Daal

    Daal

    My point was that people ripped ISDA for what they did but it actually helped the people who bought CDS
     
    #3096     Mar 10, 2012
  7. Well, people had all sorts of random reactions to the first ISDA ruling. Some of the stuff written on the subject was downright silly. In the end, I don't think that there was anything particularly unreasonable about the process.
     
    #3097     Mar 10, 2012
  8. Like Greece, it really takes intense research of individual names for Italy. I'm assuming most of the stock index is made up of crappy old companies - imagine an S&P 500 made up of nothing but shitty banks, stodgy (state-run) utilities, GM, a couple of half-assed retailers, and a few (more or less) state-run oil companies and oil services firms. I'm sure there are couple of jewels in there, but the dynamic, fast-growing, profitable companies remain private.

    Overall, Italy is as corrupt and backward as Greece (1/3 of business takes place off the books?). If you take northern Italy out of the equation, it's probably worse than Greece.
     
    #3098     Mar 10, 2012
  9. A bit like the US without New York...:D
     
    #3099     Mar 10, 2012
  10. Specterx

    Specterx

    More on the "cheap money causing bubbles in the Eurozone core" theme:

    http://www.thebubblebubble.com/european-housing-bubble/

    Some of these charts are quite shocking - Austrian home prices for instance are up 60% since 2005, didn't skip a beat in 08-09. The chance of these trends reversing anytime soon appears to be nil; interest rates will be in the basement for the foreseeable future, politicians are screaming for banks to lend more, and if anything a re-ignition of the crisis will just cause even more money to flood the 'core'.

    So long as governments refuse to write off bad debt and abolish the practices which lead to its accumulation, the stock will just keep piling up.
     
    #3100     Mar 10, 2012