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Commentary

GM At An Inflexion Point, CDS isn’t so bad

Bloomberg: General Motors Says It May Run Out of Operating Cash This Year General Motors Corp., seeking U.S. aid to avoid collapse, said it may not have enough ...
Economy

WTF: Business World on RBI

Business World has an article on the RBI: “Lost in Minutiae“. I find glaring inconsistencies in the article, like: The latest measures of the ...
Stocks

ICICI CDS at 934 bps

Credit Default Swaps on ICICI are trading at 934 bps, according to Markit. Credit default swaps are basically insurance against defaults. What the 934 means is ...
Commentary

Markit ABX indices still at or near all time lows

Increasing liquidity (TED spread at 2!) hasn’t helped subprime prices it seems. The Markit ABX prices, for 07-2 AAA (The AAA tranche of home equity ABS ...
Commentary

Three Iceland banks CDS auctions completed, exposure > Lehman

Three auctions for Credit Default Swaps of the three Icelandic banks that failed (Glitnir, Landsbanki and Kaupthing) have been completed today. (CDS is ...
Commentary

Obama and Market News

First, since everyone already knows, let me be one of the last to congratulate Obama on a thumping victory over McCain. Obama inherits a horrendously bad ...
Commentary

Reading: RBI messes up Dollar/Rupee

S. Gurumurthy: Dollar on escalator and rupee on ventilator In the four years from 2002-03 to 2005-06 the RBI had purchased $75 billion. When it was buying ...
Stocks

Short Only Strategy: Expiry and Nifty Short

I have been on a holiday so haven’t updated the SoS. Here’s the status, with positions on ICICI and a Nifty call expired. No rollovers, and now I ...
Economy

Interest Rates Drop, SLR lowered and more

RBI has announced a 1% drop in Cash Reserve Ratio (% of deposits that get deposited in RBI) and a 1% drop in the Statutory Liquidity Ratio (% of deposits in ...
General

Happy Diwali 2008!

A very Happy Diwali to you all, and hope y’all have a great year ahead. My last Diwali post needs a recap. A lot of stuff out there seems to have come ...