Sunday, September 07, 2008

Response of Futures to the FRE/FNM Takeover

This weekend the news of FRE/FNM takeover was published.  Now the US dollar gapped down a bit:

dx

This is expected because it is overbought in the near-term anyway.  Since the stock market is expecting to go up, the exchange rate between US dollar and Japanese Yen is rising too:

jpy

However, it should not last very long.  The bond market has a negative response as far as I understand because the value of US dollar is effectively diluted.

Treasury Bond Futures 60-min chart:

qus

Treasury Note 5-Year Futures 60-min chart:

qfv

Treasury Note 10-Year Futures 60-min chart:

qty

My conclusion is that it is probably safe to short the entire stock market over the intermediate to long term.  And the excess fund flowing out of the stock market will likely go back to the crude oil and other commodities.

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