Short Circuit

Thu Sep 18 01:36:00 -0700 2008
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So in the New Financial Order all the blame is being piled at the feet of people like "speculators" and "hedge funds" for short selling, there is nothing wrong with these financial institutions, they are just being mugged.

When a young woman dresses in next to nothing and then proceeds to drink herself into oblivion we are told that the next day it is wrong for us to say "she brought it on herself" when she reports being raped, and yet that is what many feel, we tend to reserve our anger for those who victimise modestly dressed young women who have had only a glass or two of wine.

Short sellers are not rapists, or muggers, they aren't taking anything by force, and they are doing anything different from the man walking into the bookmakers or a casino and placing a bet.

If Perens Widgets is trading at 100 bucks a share "short selling" is placing a sell at 80 and a buy at 60.

If I'm naked shorting I don't need to own the stocks in the first place, so in effect I am placing a bet that Perens Widgets is going to drop to 60.

  • If the gamble works out as planned, I make 20 per share.
  • If it doesn't work out as planned I could find myself
    • if naked shorting, having to deliver shares that I do not own and must now buy at whatever the market rate is, could be 110 a share.
    • if regular shorting, selling shares at 80 that are now worth 110

Unlike the mugger, and like the gambler in the bookies and casino, I can get wiped out financially, at which point I can no longer play.

There is however one good side to shorting a stock, you cannot get left holding a wad of stock that you bought at 60, and watch it drop to zero, because in effect you sold it before you bought it.

In real life if Perens Widgets were trading at 100 and I shorted a sell at 80 and a buy at 60 I'd go broke at the Roulette Wheel, fast. What actually happens is I sell at 99.95 and buy at 99.90, and just like the Roulette Wheel lots of player just sit there placing bet after bet.

But it still comes to naught but personal bankruptcy if we short anything that isn't going downhill, this is where we sort of come back to the mugging and rape, if you do not pass out in an alcoholic oblivion on the wrong side of the tracks at 1 am decked out in Rolex and Gold lame iPod, you don't get preyed upon.

Sure, rape and mugging and indeed gambling are still wrong, but your status as victim is always dramatically weakened if people can point the finger and somehow accuse you of in effect inviting it to happen.

Yeah, you can be out partying on the wrong side of the tracks at 1 am and come to no harm, (I was a bit of a specialist at this myself) but the pre-requisite is keeping your street smarts with you at the door. I used to go places (abroad) that literally had blood on the floor and bullet holes in the walls, but I could handle my beer, didn't have an attitude and was wearing mechanics overalls after a hard day at work, mainly you didn't hear my mouth over all the others.

The Halifax used to be a Building Society, if not the biggest in the UK them damn close, and all it was was a building society, but then in the nineties the Halifax, along with many others, decided it didn't want to be a building society any more, it wanted to be a Bank.

So it threw off the staid boring old tweed jacket and put its party clothes on and started carousing into the wee hours in places it wouldn't have been seen dead in before, and to those of us sat in the corner wearing overalls and quietly supping our beer away from the spotlight of professional life it was both an intrusion and also a foregone conclusion that it was only a question of time before someone decided to stomp on their face.

As much as we would like to place the blame for Halifax (and everyone else) tanking at the hands of the uncouth short sellers, the fact is that if Halifax had been prudent and stayed as a building society then this would never have happened, could never have happened.

SO now there is much hand wringing, oh dearie me, how can we apportion blame equitably?

As the old joke went, it is like playing pass the parcel (the parcel being a ticking bomb) in an Irish pub, all very well blaming the one holding the parcel when the music stopped, but the very act of playing was what decided your fate.

In my experience if you meet an incompetent employee, and then another one, in the same company, then inevitably the rot goes all the way to the top.

What we see here is the same thing, the Gordon Gekko greed is good mentality was prevalent throughout these institutions, from the fat cats at the top all the way down to the clerks at the bottom.

So where will it all end?

The USA has, astonishingly, effectively nationalised AIG by pumping 85 billion dollars into it, and the market response? AIG shares fell a further 22%, which was admittedly probably a whole lot "better" than what would have happened if left to themselves and simply collapsed.

However, closing the casino doesn't eradicate the gamblers or their culture, and this is the real issue here.

Fear is stalking the streets of the financial markets, and this is because closing one game or even casino in Las Vegas just means the punters will go elsewhere, Las Vegas takes a long time to contruct and to gain momentum, and once that momentum is built you can't just turn it off like a tap.

Well, you *can*, but nobody really has the guts to either bulldoze Las Vegas or Wall St in toto.

So now the gamblers are eyeing up the remaining tables in the casino, Washington Mutual, Wachovia, Bank of America, Morgan Stanley and Citibank for starters, and just like the Halifax and the teen on the wrong side of the tracks, they put themselves there, by choice, by free will, contrary to the warning voices, in the first place.

Now, like the tale of the frog and the scorpion, the shorters are going to continue to sting the frog half way across the river, and the only ones "immune" from their attentions are those who decided that discretion was the better part of valour, and maybe partying till the wee hours on the wrong side of the tracks wasn't really the best idea.

Make no mistake, this is the financial equivalent of the cuban missile crisis, we could well come out the other side, reasonably intact, on the other hand the global financial system could be changed forever, except this time the "us and them" isn't west vs east, it is casinos vs gamblers.

Lloyds bought Halifax because Halifax was starting to see a run on the bank, and it is impossible at this stage to say whether or not Lloyds has merely delayed the inevitable and also sealed its own fate this way. The new Lloyds Halifax simply is not "too big to fail" from the actual real monetary perspective, nothing is.

The only "crisis" in the financial sector is a crisis in confidence, and this crisis in confidence is what gives the short sellers their arena to operate in.

You cannot "fix" this along as there any roulette wheels open anywhere on the strip, they will attract all the remaining gamblers, and you cannot "fix" this unless you first accept the the problem all came from things like the Halifax deciding to become a Bank in the name of greed.

Rebuilding confidence in our financial institutions is the cure.

"how" that is done is the proverbial (in this case) 64 billion dollar question.


rebuilding confidence - not with bailouts

Thu Sep 18 06:46:56 -0700 2008
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with bailouts we are causing lost confidence in the backings of the currency itself, there could well be, for example, a "run" on the U.S. government / federal reserve, with nations dumping the securities backing the dollar. The results would be really catastrophic compared to letting AIG fall.

Bailouts don't solve core problems.  They merely postpone dealing with problems, but at the same time let the problems grow.  The bad debt companies like AIG hold are still there, and moreover bailouts saddle the government and taxpayers with yet more debt, at interest.   Sacrificing the future on the altar of the immediate.

To restore confidence in the currency, we'd have to let these institutions holding bad debt fail and fall flat on their face, let them reap their just rewards.

 

64 billion, nope, over 900 billion thus far just for the U.S. federal reserve and treasury, sure mostly as loans but will they be paid?

rebuilding confidence - not with bailouts
Thu Sep 18 10:47:10 -0700 2008
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Except the foreign banks are propping up the U.S. at a fantastic rate.  The creditors of the U.S. -- foreign governments, banks and investors -- are the only on that can start a run, and they aren't going to let that happen.

So far, we're talking the Bank of Japan, Bank of Canada, European Central Bank, Bank of England, Bank of Switzerland, and many others.

I wonder if there is going to be anything left of this country that is owned BY this country.

rebuilding confidence - not with bailouts
Thu Sep 18 11:51:37 -0700 2008
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They won't let it happen?  they may be powerless to stop it.  to assume they will continue to prop up the dollar after massive dumping by a large holder, say China, may be very foolish.  to assume they will continue to do so if the interest payments on the national debt (which was described as 'skyrocketing' well before this year) outpace the ability of tax revenue to pay it, may be very foolish.

rebuilding confidence - not with bailouts
Thu Sep 18 12:28:56 -0700 2008
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Well, I can't envision any of them intentionally stepping back and saying "fuck 'em".  I can see them all trying their best to pump dollars into the system but failing, but it won't be from lack of trying.

Though, to put things in perspective, the DJIA dropped about 4% yesterday and about 4% Monday.  Tuesday was a rise, but not very big.

In contrast, on October 19th, 1987 the DJIA dropped 22.6% in one day.  That was larger than the Great Crash of 1929, which took place over a 3-day period.

It brings into question the validity of using just the DJIA as a measure of economic health.  People love numbers, and watching dramatic rises and falls of the DJIA and other international indexes is entertaining, but there is more to economic well being than just the stock market.

rebuilding confidence - not with bailouts
Fri Sep 19 09:27:01 -0700 2008
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well the government stepped in to interfere today and made the stock market meaningless

uh...

Thu Sep 18 10:01:11 -0700 2008
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I think you have the distinction between naked and normal short selling not quite right.

With normal shorts you simultaneously enter a collateralized debt contract with your brokerage house to borrow some stock they have sitting on a shelf and you immediately sell that stock. Your other deposits with the brokerage house are your collateral. If you bet wrong and the stock you sold starts to go up in price too far, the brokerage can say "Ok, enough is enough. Sell your collateral, buy up some of that stock, and pay your debt NOW."

With a naked short you tell your brokerage "Ok, make a contract with that buyer over there and tell him I'll get him stock X at today's price in 3 days or less." If you bet wrong and the price goes up too much, then at the end of 3 days you tell your broker "Oh, sorry -- couldn't come up with it. Please cancel that sale." In turn, the broker turns to the guy who thought he bought X from you and says "Gee, sorry, that one fell through. Would you like to place a different order?"

The argument against naked shorting is that large, naked, short sales at what is today a slight bargain price show up on the ticker price of the stock. The rest of the market notices "Oh, that stock is dipping in price. Something must be wrong with it." Some of them will then try to dump the stock, lowering the price further. If the price indeed goes down even more in less than 3 days, you buy at the lower price, deliver the shares of X you promised, and make a profit. Yet, what has happened? The market "decided" that X was going down in value only because you bet that it would and worse you don't even have to make good on your bet!. It's as if you walked on to the trading floor and started repeated "X sucks!" so much and so loudly that people finally started to believe you and that makes it a self-fullfilling prophecy.

Normal shorting makes a lot of sense. A brokerage is always sitting on a large inventory of stocks. While they sit there, they aren't doing anyone any good. Normal shorting is a relatively safe way to let the market decide how to try to make interest on those shelves of stocks. The brokerage always has roughly enough on hand in some mix of stocks to quickly give all of its customers exactly the stocks each one owns but the mix the brokerage has on hand isn't literally the exact mix of stocks customers have on deposit. Sorting let's people "change the mix" in safe ways such that the "proper" mix is always easy to restore if need be but, otherwise, there might be extra profit coming in, split between the brokerage, the short seller, and perhaps the owner of the borrowed shares.

Naked shorting just throws in a lot of "flaky" sales -- sales that might be canceled in 3 days at the seller's discretion. "Hey, those guys are saying they can come up with 1,000 shares of X at $Y in three days, just sign here and pay on delivery. Do we trust 'em?" only whenever convenient, delivery never happens and you just tear up your little contract. And meanwhile, other people look at that and say "Only $Y? Gee, I better dump my X even if I only get $Y-1!" -- and suddenly, the short seller has what he needs.

"Technical" trading strategies, for anything other than conservatively and safely trying to make extra margins, are the root problem. I mean technical strategies in contrast to long-term fundamentals-based investing based on values of tangible assets and anticipated dividends.

When there is too much technical trading, price signals in the market (such as the announcement of a large, naked short sale) get taken too seriously. People aren't buying and selling X because they've looked long and hard at what X owns and how X's margins look but rather because they think they see pretty patterns in the charts and graphs of X's price, other stock prices, and a few high level accounting numbers about X.

Here's the thing: "You may ask yourself, how did I here? You make ask yourself, how do I work this thing?" And the answer should hit close to home around Technocrat. Pogo was right... we have met the enemy....

!970s onward, really exploding big time from the 1980s onward there was a big, big niche for a certain breed of Computer Science grad student: put on a suit, learn some AI and some systems programming and get some milspec software engineering chops -- then put on a suit and move to an expensive apartment near a financial district. Join a start-up or a big house. Make a steady salary with good benefits hand over fist (but long hours and very, very serious work environment -- none of that namby-pamby silicon valley take the afternoon off to see the Grateful Dead and go to tomorrow's project meeting still half tripping stuff.) Earn your keep by inventing an escalating war of computer-managed technical trading.

Those CS types all went to various companies and thus were competing against one another. They played the financial markets like it was a game of CoreWars.

Remember the brokerage houses -- sitting on large inventories of deposited stocks. They like to "change the mix" of what they hold, ideally always hold enough to make good on deposits but ideally also holding a better mix. And so the rules leave all kinds of room for that. The programmers took exploitation of those rules to whole new levels, never anticipated by the rule makers (and not easy to make rules against, anyway).

For a while, everyone was a winner. Central banks responded with more cash for why shouldn't they keep loaning out more so long as most everyone is turning a profit and consumer inflation isn't too bad!

Most of that extra cash went into.... more technical trading. More work for programmers. More data centers. Fancier algorithms. More abstract derivatives.

Inflation did hit hard. It hit stock prices.

So you start getting pockets of "illiquidity": Brokerage X is holding a gazillion shares of stock Y. On their books, and even at current prices, Y is valued at $Z. One small problem: $Z is so high that very few sales are taking place -- nobody is buying. If X wants to dump Y they are in a bind because their large offer to sell will drive the price way down below $Z. So what? Well, if Y goes way below $Z then suddenly the brokerage's actual mix of stocks owned is nowhere near enough to make good on deposits.

This doesn't mean that shareholders will go to brokers and say "I'd like those 10 shares I deposited with you, please" and be turned away. The rules are tight enough to prevent *that*. However, investment funds of various sorts take the hit. For, with a fund, share-holders (in the fund) have given up all pretense of having their own personal mix of stocks on deposit -- they just have shares of the fund and the fund consists of whatever the fund manager decides. So if the fund manager blows it and his current mix of paper suddenly falls way below what fund shareholders are expecting -- well, tough beans for those fund shareholders. The problem spirals when shares of one fund of this kind are the "stock Y" in the mix of some other fund.

Technical trading built up a spiraling inflation of securities values. Technical trading created the modern investment fund industry which grew on the margins of that spiriling inflation of securities values. On paper, this looked like the brokerages and funds were reeling in profit and they were able to take on a lot of debt (to have more capital to use to further inflate their holdings).

Securities prices got so high that buyers disappeared from some of the hardest hit segments. Funds are collapsing in value. They aren't good for their debt. "Game over."

You might say: "This is not my beautiful house!" You might say "This is not by beautiful wife!" Technical trading created the bubble in some securities that cheapened the price of central bank cash that further inflated the bubble and caused a bubble in borrowing that further inflated the inflationary bubble until there was a lot of borrowing and nobody left to buy these very highly priced securities that were backing the debt that is now... "poof".

And it's all because Hacker Adam had a good calculus teacher and liked the Manhattan lifestyle and Hacker Ben got a thesis out of some interesting signal-processing/AI work and had connections in Boston... and....

I don't see Mr. Buffet sweating all that much.

But, basically: "we" did it.

The "new order" will hopefully be something that tries to recognize this failure mode however it should be noted that it is just about impossible to "regulate away."

"Letting the days go by/let the water hold me down
Letting the days go by/water flowing underground
Into the blue again/after the moneys gone
Once in a lifetime/water flowing underground.

"Same as it ever was...same as it ever was...same as it ever was...
Same as it ever was...same as it ever was...same as it ever was...
Same as it ever was...same as it ever was..." -- Once in a Lifetime, Talking Heads

-t

uh...
Thu Sep 18 10:53:25 -0700 2008
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Most of that extra cash went into.... more technical trading. [ ... ] More abstract derivatives.

I agree with your comments and the Talking Heads references. And I also agree, it's next to impossible to regulate the trading activity ...

BUT ....

You also dashed off a statement that goes to the root of many discussions .... what can be regulated is the "more abstract derivatives". Assuming all the trading models are doing the work, it becomes harder and harder to assess the risk of the ever more exotic derivatives. And, of course, we have the derivatives of the derivatives, etc., etc.

I am trying to find the comment from back in July where it was stated that the exposure of any given derivative (the context was CDOs) has become next to impossible. If you can't assess the risk of an investment, why would you invest in it?

uh...
Thu Sep 18 11:48:32 -0700 2008
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I think if you did that people would just evade the regulation. For example, people would reconstruct the system using something like Linden dollars, out of the reach of regulators.

But, yeah, why do people buy them when they're so crazy? I suppose that if your competitor is acting crazy that way and making a lot more profit than you, you feel like you don't have a lot of choice....

-t

uh...
Thu Sep 18 12:05:30 -0700 2008
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Heh.  The entire history of market regulation is one of evade-regulate-evade, ad nauseum.  The mentality of "well, if I twist it in this direction, I can get away with X" is sad, but pervasive.

Naked shorting

Thu Sep 18 12:46:07 -0700 2008
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With a naked short you tell your brokerage "Ok, make a contract with that buyer over there and tell him I'll get him stock X at today's price in 3 days or less." If you bet wrong and the price goes up too much, then at the end of 3 days you tell your broker "Oh, sorry -- couldn't come up with it. Please cancel that sale." In turn, the broker turns to the guy who thought he bought X from you and says "Gee, sorry, that one fell through. Would you like to place a different order?"

That doesn't jibe with my understanding of naked shorts. Typically, you can't just back out because it didn't work out for you. You're on the hook for providing those shares, and you're obligated to buy them at whatever price you can. Your brokerage will liquidate your entire account if you can't pay up. That's what makes shorting so risky-- there's an unlimited downside.

To be even more careful, in 2005 the SEC made the additional requirement that the dealer must identify the stock being sold to guarantee that the inventory is available.

Note: I don't do short selling or anything like it, but I know some sophisticated investors who are pretty familiar with it.

Naked shorting
Thu Sep 18 12:53:20 -0700 2008
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From what I have read, those regulations only -- an emergency order -- applied to 19 specific firms and not to the industry as a whole.

Naked shorting
Thu Sep 18 13:05:50 -0700 2008
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Yr mistaken (David) I'm pretty darn sure. I'd like an objective, "here's the proof" correction if I'm wrong but I don't think I am.

You're "on the hook" and you're assets will be liquidated for a normal short sale. You can stay on that hook for as long as the broker (your creditor) thinks you are good for it (and what passes as "good for it" is tightly regulated).

But there's a rule about all trades: they can fail within 3 days in "no fault" ways. Here's a rant about it. A naked short has the seller taking advantage of that no-fault transaction failure loophole. People say "Sure, I can sell you X share of Y at $Z..." when they have neither bought or borrowed those shares and, if 3 days later they don't see how to make good, they basically just say "Oops, sorry. Nevermind." Meanwhile, the ticker price of the stock reflected the purported sale for 3 days.

-t

Naked shorting
Thu Sep 18 14:30:23 -0700 2008
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I talked to someone I know who's an expert in these sorts of things. First of all, the CEO of Overstock.com apparently has something of a reputation as a crank and conspiracy theorist. In the rant you mention, he charges that the SEC isn't enforcing its rules. Be that as it may, here's how short selling works (or is supposed to, under SEC rules.)

First of all, naked shorts are not, and never have been, exactly legal. But there have been a variety of loopholes which make them possible.

There are three phases of a short sell. One is locating the stock to be sold, the next is making the trade, and the third is settling the trade (i.e. delivering the goods.) And they are required to occur in that order. Naked shorting involves skirting the locate requirement.

For individual investors, your broker takes care of locating the stock, since far too many individuals don't know what they're doing and brokers don't trust them. Locating involves identifying the specific stock which will be borrowed long enough to settle the trade.

Institutional investors are allowed to do their own locating. Pre-2005, they didn't actually have to secure the stock, that is get an actual agreement to borrow the stock, they just had to have an informal agreement. So you (as an institutional investor) call broker A and ask if he has a million shares of IBM you can borrow in three days. Then you call broker B and tell him that A is lending you the shares. But it's possible for A to then sell the shares and leave you in the cold.

According to a temporary rule passed this summer, even that isn't possible for 19 particular institutional investors: the stock must be in your possession when you make the trade.

As for being able to cancel ("unwind") a trade, that is possible, but it's a painful process. It's literally called rolling back the tape. (As in the stock ticker.) They go into the database and undo not just that trade but all the trades that were dependent on it, then try to patch things back up as best they can.

Naked shorting
Thu Sep 18 14:54:55 -0700 2008
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First of all, naked shorts are not, and never have been, exactly legal. But there have been a variety of loopholes which make them possible.

There are two common conceptions of "legal". There's "spirit of the law" and there's "if you can't get caught at it by perfect enforcement of the rules then it's legal.".

That second sense about "even perfect enforcement can't nail that" is where the supreme court found the famous "right to privacy". It's an important sense of legal. Naked shorting violates the spirit but not the letter of the law and enforcement, even if perfect, can't eradicate it (not because of a "privacy right" this time but because of the necessary ambiguities in the accounting practices).

So, yes, it's not exactly "legal" in every sense and yet the law produces no remedy for some forms of it.

Naked shorting involves skirting the locate requirement.

And that's a perspective on it that I didn't get until Charles brought it up in other comments in this thread. It's a very interesting observation.

As for being able to cancel ("unwind") a trade, that is possible, but it's a painful process. It's literally called rolling back the tape. (As in the stock ticker.) They go into the database and undo not just that trade but all the trades that were dependent on it, then try to patch things back up as best they can.

It's not as painful for an institution that is engineered to be able to do that regularly, efficiently. It's just paperwork. Spreads pain in the market, sure -- but not necessarily causes much pain for the naked shorter. That's what people are bitching about.

They can bitch all they like though, to an extent, because T+3 (without actual escrow) guarantees that there will be naked shorters and people depend on T+3 for other reasons.

-t

Naked shorting
Thu Sep 18 17:41:24 -0700 2008
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Naked shorting involves skirting the locate requirement.

And that's a perspective on it that I didn't get until Charles brought it up in other comments in this thread. It's a very interesting observation.

It also allows the 'market' to be more efficient.

If you believe that a stock in undervalued it is pretty trivial to buy it. Other's will probably also share your view and soon the stock price will reach 'market value'. In many cases you don't even have to front the money, your broker will let you buy it on credit.

If you think a stock is overvalued you must go through the whole song and dance described elsewhere so not only will it take longer for the stock to reach its 'market price' but there is also an added transaction cost on top of this of having to locate the stock.

If the shorters push the price down too low then case one takes over, 'speculators' push it too high then case two.

Ignoring the whole dying company having it's stock shorted out of existence strawman that I believe the guy from Amazon was whining about a while back.

The real question is if the restriction on naked shorts benefits the overvalued company or protects the investors from 'manipulation'? I think it's safe to assume in the case of the 19 protected banks the interests of the investors took second place to the interests of company and the banking cartel as a whole.

I'm kind of wondering what they'll do when the Fed goes bankrupt, too bad you can't short their stock.

Naked shorting
Thu Sep 18 18:07:34 -0700 2008
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So, another possible solution would be to change the ticker and instead of reporting a single price report two: one for settled transactions and the other for outstanding transactions. In other words, instead of banning naked shorting, embrace it but make it stochastically transparent. The uncertainty in the current ticker prices would at least be quantified and broadcast in an objective way.

-t

Naked shorting
Fri Sep 19 08:43:02 -0700 2008
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It's not as painful for an institution that is engineered to be able to do that regularly, efficiently. It's just paperwork. Spreads pain in the market, sure -- but not necessarily causes much pain for the naked shorter. That's what people are bitching about.

The database may be set up to allow it, but believe me, it's painful. Like I said, it's not just the short sale that's involved. If I buy a stock at a particular price, obtain possession of it, and then a day later my broker says the sale was canceled retroactively, what do I do? I'm not going to give that stock back. The sale was final, the law says it's mine.

What happens is that the brokers unwinding the trade goes out and buys stock identical to mine and gives it to me to cover the difference. Point being, somebody pays for it. It's not just diluted across the market; fingers are pointed at the guilty party, and that's who pays the tab.

As for waiting a day or two before unwinding a transaction, that's like if someone spent a bunch of counterfeit $20 bills and you had to undo and repair all the financial transactions those bills touched after they'd passed hands a couple hundred times. With computers it can be done, but it's messy, and in the end someone has to pay the bill. And some transactions simply can't be undone, such as when a rare (illiquid) item changes hands.

Now if you want to believe Mr. Byrne, in an environment where the SEC keeps tightening regulations on short selling (as of today, all short selling of financial institutions have been banned), certain traders are being allowed to short Overstock.com (T+3 as you call it) and then undo their trades after a few days. And, Mr. Byrne argues that they are being allowed to get away with it-- that is to say, someone covers their losses for them.

Now, it is the case that a broker will often cut a deal for a good client. But if a broker wanted to let a bad short slide, it would be easier just to give the client the money straight up than to undo the transaction.

According to Mr. Byrne, the brokers are cutting certain big investors a really good deal, eating the difference without complaint, and the SEC is letting it slide. All with the effect that Overstock.com has a low stock price. And that the stock price isn't low simply because Overstock.com still isn't profitable. That isn't outside the realm of possibility during good times, but in these days when even the banks are cash starved, it strains credulity to say the least.

Keep in mind, this is all unrelated to the general question of whether short selling has been creating turmoil overall in the market. Naked or not, short sales do increase the level of volatility since they are the essence of trading for the sake of trading. That and they force transactions to occur based on 3-day-old information. But it's not clear how much of an impact they actually have compared to normal selling. And right now an institutional investor would be crazy to do much short selling: the entire market is cash starved, the high-risk investors have been trying to unwind their leveraged investments (not their transactions!) for months to avoid being the next Bear Stearns.

(Keep in mind: Bear Stearns was "bailed out" in the sense that it was sold at a third of its value a few days before, and about 1% of its value a year before. Its board and management didn't loose everything: just their jobs and 99% of their assets. JP Morgan was the big winner, and it was rewarded for its lack of risky investments.)

The real issue in this current crisis is the illiquid securities that the big boys were dealing in. Company A (e.g. Bear Stearns) invests in a novel kind of contract. Say for example A agrees to insure your mortgage: if your bank fails in the next 10 years, they'll take over the mortgage. (Investment banks can't really sell insurance, but they can skirt the law by not technically making it insurance.) Then they decide that your bank is too risky, so they want to back out. But they can't just un-write the contract, so they sell a similar contract to Company B. It doesn't undo their investment, it simply counter-balances it. The big investment banks have been going back and forth with these sorts of deals for years. It has created a huge tangle of interdependencies that can't be undone. That's why Bear Stearns couldn't be allowed to go bankrupt.

AIG, on the other hand, couldn't go bankrupt because it was involved in insuring mortgage-backed securities we've heard so much about. And those have become illiquid simply because nobody wants to buy them anymore. So we have the Fed trying to stave off disaster while the market figures out what these mortgage-backed securities are worth (that is, people start buying them at any price). The balance the Fed is trying to strike is to keep the world economy moving while not allowing the bad boys to make a profit. In the process, however, the federal government is ending up owning a whole lot of insurance policies on a whole lot of home mortgages to people with bad credit ratings who made no down payment and were never able to afford their monthly payments.

Short Circuit
Thu Sep 18 10:39:33 -0700 2008
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I'll bring the whole thing down to one word, "gambling."  We're told that the markets are for "investment," but it sure seems as if 90%+ of what's going on there is "gambling," plain and simple.

I wish they'd go to the tracks, instead.  That's where gambling is supposed to happen.  The markets would be better if it stayed investment, because if gambling happens there it can have repercussions in the real world.  It's entirely possible for Company A to be planning and executing, and doing everything correctly, but because of bad actions by Company B in a related industry, the gamblers can tank Company A's stock price and credit rating, and thus its business future.

IMHO one major problem with the increased wealth gap in the US is that it made too much "invesment money" available.  Gamblers then ran hither and fro with this money, and it was in such large amounts that it distorted the very markets they were "investing" in.  Oops - that market failed, let's go find another place to gamble, and destroy it, too.

Give Up.

Thu Sep 18 11:05:09 -0700 2008
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With "regular" shorting you don't necessarily "own" the stocks either, and unless you are hedging a long position in the same stock, you typically don't. Regular shorting involves you borrowing the stocks from your broker/dealer, not owning them. Your broker/dealer needs to own them, not you.

I don't know why you keep posting financial articles. As seen in your last one, you have, at best, a very rudimentary understanding of it. At worst your understanding is not even accurate. But I guess you're older than some of us and hence know so much more, right?

Give Up.
Thu Sep 18 12:44:26 -0700 2008
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With normal shorting you do own the stocks and when you sell them that sale is final. You had the right to sell. You did. The buyer actually gets them.

The key thing is that with normal shorting you also take on the same amount of debt, to your broker, and that debt has to be (essentially) fully collateralized and if confidence in your collateral starts to erode your loan can be called in immediately, your own other stuff gets sold, and your debt paid.

"Naked shorting" is when you don't take on a collateralized debt but instead form a contract to sell something you don't own, within three days, with a free pass if you fail to honor the contract (though you don't get paid in that case either). After making a "naked short" sale you then go out and try to buy the stock you need to fulfill the contract. If you can't find it at a price low enough to make a profit, your free out let's you just cancel the sale. But, meanwhile, for 3 days, on the board -- all that shows up is that you sold stock at the price of your contract (even though that's not certainly true). People react to the price change on the board as if it were real and meaningful, often in ways that drive the price down further but with real trades. Taking advantage of that, you can buy your bargain stock and complete your contract.

There's no penalty for failing to fulfill a naked short because the right to cancel the contract is built in to the system as a safeguard for all kinds