Another Even More Depressing 7 Days – Week 3

To some people, it seems like the zombie apocalypse which lots of TV shows and movies were based on, is starting to happen. An unseen enemy is lurking amongst us and spreading its tentacles into every corner of the world. Countries are declaring war footing on an unknown foe and scrambling to shore up defences and lockdowns.

This is like a horror movie unwinding. China seems to be nearing the end of the show, Europe is stuck in the middle and USA only at the beginning. Yet there may be a replay of the movie as Asia is beginning to experience a second wave via an increase in imported cases.

Precious time has been lost as the virus travelled West over a period of 3+ months. You can see the storm coming but most choose to ignore it until the facts become undeniable and staring you in the face. I thought I have seen it all, the various crises over my 30 years of financial career. But this one is swiftly becoming the mother of all disaster scenarios. A health crisis is leading to a severe financial crisis.

Unlike previous financial events that may not have affected the common man in the street, this one strikes at the heart of every individual. The sense of fear and panic for each person had heightened the stress level for everyone. The worry about the unknown had increased every day as we see the inevitable country/city lockdowns being declared. We worry for our parents who may have underlying pre-conditions and are the most vulnerable.

Starting from last Sunday, the central banks began to fire off their last rounds of monetary ammunition. The Fed shot a big bazooka on Sunday afternoon but it could not save the Dow from dropping like a brick from the get-go on Monday, shaving almost 3,000 points off, one of the worst black Monday sessions ever. One central bank after another stood up to follow suit over the week by shooting their last bullets in an even bigger scale.

Panic gripped the markets as rumours of large hedge funds and investment houses being in trouble did not help. Mass funds redemptions and margin calls, coupled with algorithmic/black-box trading systems triggering more sell orders compounded the situation. The financial institutions managing the huge ETF bubble, where all outstanding volume is bigger than the underlying, scramble to rebalance their basis risk hedge created an avalanche of red in the equity markets.

Global corporations, clearly understanding that their business is tanking fast, have moved to battle stations to maintain liquidity. It is vital for their survival and they began to draw down all their existing facilities. Most have begun to seek new facilities from their banks and are even willing to pay up to get them at higher rates. Winter is coming and the big boys are planning their worst-case scenarios now, grabbing liquidity at any cost. The big oil battle continues between Saudi and Russia, with American frackers as the casualty as it heads towards $20, halving in value in less than 2 weeks.

It is indeed unusual to see all asset prices dropping at the same time. It feels like asset balloon bubbles from cheap money since the 2008 GFC had all popped at the same time. This lead to the theory that all investors are liquidating at the same time. In order to cash out, they had to sell as much as they can, regardless of the quality of their holdings. If they are stuck with an illiquid portfolio, they will have to sell the more liquid ones that have bid prices. We see wild gyration of US Treasury prices every other day. The 30 and 10 year US Treasuries normally move by only a few basis points per day. Now the daily intraday moves are in excess of 50 bps!

https://www.bloomberg.com/news/articles/2020-03-20/diary-of-a-crisis-inside-wall-street-s-most-volatile-ever-week?sref=TCJIUe33

The coronavirus situation continues to impact the world as we have never seen before. Europe is now the epicentre of the spread. Italy numbers surpassed China and it is still accelerating. My Italian friend in Yangon told me that his parents living in a small town in central Italy have started to see deaths around the village from the virus. China had sent a team to North Italy to assist. Spain, France, Germany and finally the UK succumbed to the lockdown option.

America has seen an almost 10 fold surge in cases to 18k now. Yet it’s testing capabilities remain patchy. The more you test, the higher the number will become. Experts need this information in order to quantify the extent of the problem. Hospitals and first responders are talking about running out of supplies like masks and protective gear. ICU wards are filling up fast. Trump continues to overpromise and under deliver while throwing in a liberal dose of falsehoods into the toxic cocktail.

Next week is likely to be more of the same, except that governments and central banks seemed to have run out of options to use, other than to shut down the world economy. First thing first is to flatten the curve, to prevent a big surge in cases that would overwhelm the hospitals so that lives lost can be minimized. But this strategy means that the whole saga will be prolonged (18 months?) and the impact on the global economy will be disastrous.

Talk about being caught between a rock and a hard place…

Image result for world war 3 on the virus

 

 

 


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