Tag Archives: Liquidity

Commodity Trading Giants Unleash Liquidity Scramble, Issue Record Amounts Of Secured Debt, by Tyler Durden

One lesson the world will have to relearn from the last financial crisis: liquidity is money or some other easily monetizable and unencumbered asset. Revolving lines of credit, letters of credit, and other bank committments become debt when drawn upon. They have an unfortunate tendency to dry up when the debtor most needs them. Even when they are available to be drawn upon, they have to be paid back. When a company starts talking about all its bank commitments and its confidence in its own liquidity, it’s usually a sign of trouble dead ahead. From Tyler Durden at zerohedge.com:

Earlier today, in its latest attempt to restore confidence in its brand and business model after suffering a historic stock price collapse, Glencore – whose CDS recently blew out to a level implying a 50% probability of default – released a 4 page funding worksheet which was meant to serve as a simplied summary of its balance sheet funding obligations and lending arrangements to equity research analysts who have never opened a bond indenture, and which among other things provided a simplied and watered-down estimate of what could happen if and when the company is downgraded to junk.

Meanwhile, in a furious race to shore up as much liquidity as possible, Glencore – which a month ago announced a dramatic deleveraging plan – and its peers have been quietly scrambling to raise billions in secured funding. Case in point none other than Glencore’s biggest competitor and the largest independent oil trader in the world, Swiss-based, Dutch-owned Vitol Group, whose Swiss unit Vitol SA earlier today raised a record $8 billion in loans.

It is not alone.

As Bloomberg reports, another name profiled previously here, privately-held (but with publicly-traded debt) Trafigura “won improved terms on a $2.2 billion loan refinancing deal on Oct. 1 via a group of 28 banks. Swiss commodity traders Gunvor Group Ltd. and Mercuria Energy Group Ltd. are also marketing credit facilities totaling $2 billion.”

Louis Dreyfus Commodities, the world’s largest raw-cotton and rice trader, said in its interim report last month that it had six revolving credit facilities with staggered maturity dates totaling $3.3 billion. In June, it amended and extended its North American facilities totaling $1.6 billion and in July it refinanced a $400 million Asian lending facility with the company securing an option to request an increase of $100 million.

Noble Agri, the agricultural commodity trader majority owned by China’s Cofco Corp., attracted four new lenders to its $1.58 billion one-year revolving credit facility, people familiar with the matter said this month.

In short – a race against time to pledge as much unencumbered collateral as possible for future funding needs, because as every CEO knows you raise capital when you can, not when you have to. Yet this is odd, because even as the companies hold investor meetings and publicly comfort investors that they are adequatly funded and see no need for a liquidity-raising scramble, that’s precisely what the world’s commodity traders are doing.

Mom And Pop “Will Probably Get Trampled”: Alliance Bernstein Warns On Bond ETF Armageddon, by Tyler Durden

What looks like liquidty may be a mirage, especially when Mr. and Ms. Retail Investor try to hit the bid. From Tyler Durden at zerohedge.com:

Right up until China threw the financial world into a frenzy by devaluing the yuan right smack in the middle of a stock market meltdown that Beijing was struggling to contain, bond market liquidity was all anyone wanted to talk about.

Of course we’ve been talking about it for years (literally), as have a few of the sellside’s sharper strategists, but earlier this year the mainstream financial news media caught on, followed in short order by the rest of the Wall Street penguin brigade, and before you knew it, even the likes of Jamie Dimon were shouting from the rooftops about illiquid corporate credit markets.

The problem, in short, is that the post-crisis regulatory regime has made dealers less willing to warehouse bonds, leading to lower average trade sizes, sharply lower turnover, and a generalized lack of market depth. That in turn, means that trading in size without triggering some kind of dramatic move in prices is more difficult.

But that’s not the end of the story.

Seven years of ZIRP have i) herded yield-starved investors into riskier assets, and ii) encouraged corporates to take advantage of voracious demand and low borrowing costs by issuing more debt. The rapid proliferation of ETFs and esoteric bond funds has encouraged this phenomenon by giving investors easier access to corners of the bond market where they might normally have never dared to tread. These vehicles have also given investors the illusion of liquidity.

Ultimately then, the picture that emerges is of an increasingly crowded theatre (lots of IG and HY supply and plenty of demand) with an ever smaller exit (dealers increasingly unlikely to inventory bonds in a pinch).

To continue reading: Mom and Pop “Will Probably Get Trampled”

He Said That? 8/26/15

Theodore Feight is a Lansing, Michigan-based financial advisor. He had set up an automatic sale, called a stop-loss, at $108.69, which would have been a 14 percent loss for an exchange traded fund he owned. In Monday’s tumultuous early trading, when the Dow opened down over 1000 points, Mr. Feight’s stop-loss was triggered. However, he did not get $108.69, he got $87.32, a 31 percent loss. By noon, Monday, the ETF had bounced back and was trading at $121.18, a 4.3 percent loss. From Mr. Feight:

“I’m really disappointed. They weren’t as liquid as they should have been.”

The Wall Street Journal, “Trading Tumult Exposes Flaws in Modern Markets,” 8/26/15

Liquidity in financial markets is often an illusion, disappearing just when market participants need it the most. That is not, contrary to the title of the WSJ article, a modern phenomenon. As a financial advisor, Mr. Feight should have known that liquidity dries up in crashing markets.

There is a more general lesson here. Countless speculators and investors during bull markets tell themselves that they will outsmart the market, and get out when the market starts to decline in earnest. The problem is, when they recognize that the market has begun to decline in earnest, so has everybody else. There are no bids that are even remotely close to the recent highs; bids often vanish before they’re hit, and even bids that are good are usually for small size. If you think a market is frothy, don’t fool yourself that you’ll sell after it starts down and hang on to almost all your profits. It doesn’t work that way. The time to get out of a frothy market is while it’s still frothy. You will never sell at the top, so you’ll leave some profits on the table, but the old trading adage is sell when you can, not when you have to. Bernard Baruch, who made a shekel or two in financial markets, is reported to have said: “I made my money by selling too soon.”

The other huge mistake that will be made in abundance will be by investors and speculators who belatedly realize the market is not all it is cracked up to be, vow as it crashes to sell on the first rally, and then, when the rally comes, do not sell but rather hope that they can get back to even, or even profit. The aphorism that rising markets climb a wall of worry is well-known. Another aphorism, not as well-known, comes from Robert Prechter: “Falling markets descend a slope of hope.”

There is a huge difference between professional traders who consistently make money in markets and the amateurs who consistently lose money. The pros know how and when to take a loss. As a rule, leave your emotions at the door if you want to have any chance of making money over the long-term.

Collapsing CDS Market Will Lead To Global Bond Market Margin Call, by Daniel Drew

Liquidity: tight bid-asks spreads from multiple market participants, the ability to execute sizable trades without moving the market, in short, the ability to transact when one wants and in the size one wants, is crucial, especially in falling markets, which is when it usually dries up. One little-noted aspect of Quantitative Easing is its effect on liquidity. As central banks have become ever larger participants in bond markets, they’ve driven private participants out, reducing, and in some cases, like Japan, eliminating non-central bank participation and the liquidity it provides. Daniel Drew, at dark-bid.com, via zerohedge.com, analyzes the credit default swaps market and shrinking liquidity in bond markets:

As Zero Hedge previously noted, liquidity is there when you don’t need it, and it promptly disappears once it is in demand. Consider it “cocktease capitalism.” If liquidity lasts longer than 4 hours, call the CFTC because you may be experiencing a spoof. Right now, the ultimate spoof is setting up as the credit default swap market collapses, and a global bond market margin call is just around the corner.

The most serious risk at the moment is the lack of bond market liquidity. This problem was created by the Federal Reserve. By flooding the market with liquidity, the Federal Reserve paradoxically destroyed the liquidity it sought to create. Initially, the Federal Reserve’s actions helped stem the panic selling when it stepped in as the buyer of last resort. However, the Fed is quickly becoming the buyer of first resort. The CME even has a Central Bank Incentive Program to encourage foreign central banks to buy S&P 500 futures. It’s not a stretch of the imagination to presume the Federal Reserve is buying S&P 500 futures alongside the foreign banks.

As the Fed’s balance sheet expanded ever larger, they transformed from being a mere market participant to becoming the market itself. The Federal Reserve, along with the rest of the world’s central banks, are essentially engaging in a multi-year effort to corner the global bond market. As we have seen in every case, no one has ever successfully cornered a market indefinitely. From the Hunt Brothers in the 1980 silver market to the Saudi royal family in the modern fractured oil market to the Duke brothers in the frozen concentrated orange juice market, it simply has not worked. Running a monopoly is an uphill battle that eventually results in a spectacular blowup. Why would the central banks be any different?

As Zero Hedge pointed out recently, the run on the central banks has already begun. For the first time ever, QE failed. The first casualty was the Riksbank in Sweden.

The Swedes have shown there is a limit on how low interest rates can go. The limit may be different for every country, but it does exist. Investors will eventually revolt against the post-crash Bizarro bond markets that dot the global landscape.

The same problem that brought Long-Term Capital Management to its knees is what will bring down the central bankers: liquidity. They seem to have forgotten that without liquidity, there are no markets. You can’t be the only player in the game. It is often said that cash is king, but what that really means is liquidity is king. In the capital markets, investors will pay a premium for liquidity. Right now, liquidity trumps credit ratings in the bond market. As liquidity thins out dramatically, that premium is becoming smaller and smaller. One day, every central bank will have their Riksbank moment when, despite their best efforts, it all blows up.

To continue reading: Global Bond Market Margin Call

The Central Problem with Central Banks: They Become the Greater Fools/Bag-Holders, by Charles Hugh Smith

In the current financial fantasyland, central banks are all seeing, all knowing seers who, even if they can’t get the economy going, can keep asset prices elevated. In real life, based on historical experience, central banks and the governments they are part of are usually the last to get the joke, and end up being the “greater fools/bag-holders” in the title. From Charles Hugh Smith at oftwominds.com:

Those who are confident the central banks can print unlimited money may find there are political and financial consequences to such extremes that cannot be foreseen.

The central problem with central banks is their mandate now includes propping up all asset markets globally. Back in the good old days before the Global Financial Meltdown of 2008-09, central bankers reckoned they could control the “animal spirits” released when the risk-on herd destabilized into a chaotic risk-off stampede.

As former Federal Reserve chairman Alan Greenspan noted in his 2014 Foreign Affairsarticle Why I Didn’t See the Crisis Coming, the models used by central banks and private economists alike presumed the demand for risk-on assets would remain robust even in a downturn:

Almost all market participants were aware of the growing risks, but they also knew that a bubble could keep expanding for years. Financial firms thus feared that should they retrench too soon, they would almost surely lose market share, perhaps irretrievably. In July 2007, the chair and CEO of Citigroup, Charles Prince, expressed that fear in a now-famous remark: “When the music stops, in terms of liquidity, things will be complicated. But as long as the music is playing, you’ve got to get up and dance. We’re still dancing.”

Financial firms accepted the risk that they would be unable to anticipate the onset of a crisis in time to retrench. However, they thought the risk was limited, believing that even if a crisis developed, the seemingly insatiable demand for exotic financial products would dissipate only slowly, allowing them to sell almost all their portfolios without loss.

They were mistaken. They failed to recognize that market liquidity is largely a function of the degree of investors’ risk aversion, the most dominant animal spirit that drives financial markets. Leading up to the onset of the crisis, the decreased risk aversion among investors had produced increasingly narrow credit yield spreads and heavy trading volumes, creating the appearance of liquidity and the illusion that firms could sell almost anything.

But when fear-induced market retrenchment set in, that liquidity disappeared overnight, as buyers pulled back. In fact, in many markets, at the height of the crisis of 2008, bids virtually disappeared.

Translated into plain English, what Greenspan and other conventional economists expected was a deep pool of greater fools would gladly lose money by buying assets that were plunging in value. Greenspan et al. reckoned the seemingly insatiable demand for exotic financial products implied that greater fools would continue to “buy the dips,” enabling Wall Street financiers to unload the near-worthless exotic financial products to those willing to absorb rapidly increasing losses.

http://charleshughsmith.blogspot.com/2015/05/the-central-problem-with-central-banks.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+google%2FRzFQ+%28oftwominds%29

To continue reading: The Central Problem with Central Banks

How the Liquidity “Delusion” Leads to a Crash, by Wolf Richter

“Hit the bid!” is the time-honored instruction screamed when markets are crashing. “What bid?” is invariably the response. Way back in 1987, portfolio managers thought they would be protected from a market crash with “portfolio insurance,” which would employ “dynamic hedging” strategies to buy or sell hedging instruments when a market crash got going in earnest. The strategy failed miserably as the market crashed on October 19, because there was nobody to take the other side of the insurance trade. The hallmark of market crashes is that everybody is trying to get out at the same time. From Wolf Richter, at wolf street.com:

They were just about all there at the Las Vegas SkyBridge Alternatives Conference, or SALT: Daniel Loeb, T. Boone Pickens, and of course George Papandreou, who in March 2011 as Greek prime minister had produced one of the funniest official Eurozone lies ever when he reassured those that were being shanghaied into bailing out Greece: “We will pay back every penny.”

A couple of thousand others were there, including John Paulson, who made billions after betting against bonds backed by subprime mortgages using credit default swaps. “Hedge fund stars,” the New York Times called them. One of these “stars” was Ben Bernanke who, in his function as Fed Chairman, has done more for these hedge funds stars than anyone else, ever, period.

They all have one thing in common: They’re going to ride this Fed-gravy-train all the way to the end. They’re going to max out this rally in stocks and bonds and real estate and what not, though the oil-price crash has knocked a serious dent into their shiny veneer. And they’re going to add to their gains to the very last minute, fully leveraged, fully aware that this won’t last, totally cognizant that this is artificial and that its end is drawing closer. Then, at the first rate increase or whatever other sign they might see that the gravy train starts derailing, they’ll jump off.

That’s the plan. In this overleveraged market, their twitchy fingers are going to hit the sell button all at once, assuming that there will still be buyers out there, that there will be enough liquidity in the markets to where they can get out without having to pay an extraordinary price, and before everyone else is trying to get out.

But market liquidity, when you need it the most, just evaporates. It’s “one of the most under-appreciated risk factors facing most investors today,” Mohamed El-Erian, chief economic advisor at Allianz, told Business Insider. He went on:

Aided and abetted by ultra-loose central bank policies, investors have collectively embraced a liquidity illusion – or, to be more precise, stumbled into a liquidity delusion.

As a group, they believe that, should conditions cause them to change their collective mind, there will be enough liquidity in markets to reposition their portfolios with relative ease and at a relatively low cost. But this belief runs counter to both structural conditions on the ground and recent market signals.

Part of this “delusion” of liquidity is due to the “pronounced decline in the risk absorption appetite of broker-dealers,” he said.

http://wolfstreet.com/2015/05/07/market-liquidity-delusion-leads-to-crash-when-selling-starts-buyers-evaporate/

To continue reading: How the Liquidity “Delusion” Leads to a Crash