RobotTrader short squeeze

NYSE Short Interest Soars To Highest Since July 2009; Is An Epic Squeeze Forming In Bank Of America Shares?

Tyler Durden's picture




While two weeks ago the notable feature in the NYSE short interest update was that it had grown by a whopping 1 billion shares, or the most in over two years, this week's highlighted feature is that in the second half of August evil "speculators" did not relent in their negative bias, and brought the total NYSE Group short interest to a two year high or 14.9 billion shares, a 484 million share increase from the prior week, and the highest since July 2009 when the market still was unaware that central planning was the name of the game, and being short actually meant taking on the Chief Printing Officer head on (and fewer still realized that being long gold was the only effective way to "fight the Fed"). And just like last week when we speculated that we can "expect some even more furious short covering sprees to send the S&P much higher on an intraday basis" courtesy of this massive short interest overhang (which will without doubt be used by stock custodians to create a rally if and when needed, just like back in March of 2009, by making recalling shorts in every name), the probability of a massive "face off" rally grows as more and more join the ranks of those believing that the US capital market still plays by the rules. Newsflash: it does not. And anyone trading stocks, on either the long or short side, is guaranteed to lose.

And as an added bonus, we have added the short interest in Bank Of America. Doomed company and stock? Absolutely. But is it overdue for another massive ripfest before it's lights out. Guaranteed!

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NYSE Short Interest Soars By Most Since March 2009 S&P Lows, Highest Shorting Since June 2010

Tyler Durden's picture




For anyone wondering why the biggest drivers of intraday moves in the stock market are furious short covering squeezes which have led the S&P to have daily fluctuations that make a mockery of the Fed's prerogative for "price stability", here is your answer. On August 15, short interest in the NYSE soared by over 1 billion shares compared to the end of July: this is the highest gross short interest since June 15, 2010, and the biggest increase biweekly increase in NYSE short interest since the S&P's plunge to 666 in March of 2009. If the central planners pull something out of their sleeve, and the short interest plunges to recent averages in the mid 13 billion share level, expect some even more furious short covering sprees to send the S&P much higher on an intraday basis.

Elsewhere, indicating that even following the current rout, the bulk of investors had negative net worth, and margin debt was near historic highs, comes again from the NYSE which shows that in July margin debt was unchanged from June, as was net investor worth. We keep waiting to find out just how it is that virtually no hedge fund blow ups have been announced despite margin debt being at such high historic levels.

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Mon, 08/29/2011 - 12:37 | Link to Comment Racer
Racer's picture

And easiest way to start the short covering rolling is by overnight futures squeeeeeeeeeeeze

Mon, 08/29/2011 - 12:48 | Link to Comment spiral_eyes
spiral_eyes's picture

s&p up 2.5% today, *****ez.

short the fucking spike.

Mon, 08/29/2011 - 13:41 | Link to Comment Stoploss
Stoploss's picture

Yep, banking on it.. Literally.

Mon, 08/29/2011 - 12:38 | Link to Comment IMA5U
IMA5U's picture

so pain of short squeeze is soaring

Mon, 08/29/2011 - 12:38 | Link to Comment MFL8240
MFL8240's picture

Got to hand it to the US markets, nothing like solid moves on fundamentals! lol!!

Mon, 08/29/2011 - 13:06 | Link to Comment Greater Fool
Greater Fool's picture

Fundamentals are boring. We require entertainment!

Mon, 08/29/2011 - 12:38 | Link to Comment Cognitive Dissonance
Cognitive Dissonance's picture

Like bloody chum for the HFT sharks.

Mon, 08/29/2011 - 13:11 | Link to Comment malikai
malikai's picture

Exactly what I'm reading here. I think this will be a good bonus season.

Mon, 08/29/2011 - 12:39 | Link to Comment LawsofPhysics
LawsofPhysics's picture

Why does it seem like we are seeing a bit of an internal struggle here amongst some big players? Perhaps I am just paranoid, no matter, all value added equities and survival commodities are paying out today.

Mon, 08/29/2011 - 12:40 | Link to Comment Ruffcut
Ruffcut's picture

The curous nature of this beast, is more of who shortin who?

NOt getting the hedgefund views much, lately.

THe final episode of "lost" should have bee performed at wall street ave.

 

Mon, 08/29/2011 - 12:42 | Link to Comment buzzsaw99
buzzsaw99's picture

no margin calls for under water equity positions ever, only for highly above water gold positions.

Mon, 08/29/2011 - 12:59 | Link to Comment LawsofPhysics
LawsofPhysics's picture

Essentially a de facto short selling ban.

Mon, 08/29/2011 - 12:43 | Link to Comment Old Poor Richard
Old Poor Richard's picture

And now, from the Misleading Charts Desk, this just in!

 

Wonder how (not) bad the short interest vs SPY looks on a log scale, or even on a linear scale that goes down to zero.

Mon, 08/29/2011 - 12:44 | Link to Comment Tyler Durden
Tyler Durden's picture

Pretty much as described: the highest since June 2010, and the biggest biweekly change since March 2009. Any other observations?

Mon, 08/29/2011 - 12:57 | Link to Comment dracos_ghost
dracos_ghost's picture

All I know is that those charts are bullish for Adderall. Log or no log scale.

Mon, 08/29/2011 - 14:20 | Link to Comment Libertarians fo...
Libertarians for Prosperity's picture

Given how the market performed after March 2009 and after June 2010, I think it's fairly safe to say we're in for a huge run.

The real question is, where to put your money during the next 12 months? APPL, BAC, SLV, GLD or the dreaded National Bank of Greece (NBG)? How about the XHB?

Methinks the next 12 months are going to be absolutely awe-inspiring.

 

 

Mon, 08/29/2011 - 12:58 | Link to Comment LawsofPhysics
LawsofPhysics's picture

"the highest since June 2010"

Hhmm, three months before the bernanke put called "QE2". I don't know, but with equities at their current level and stealth QE proceeding just fine, it seems like many should not only be seeking commodities and value-added equities with dividends, but also inflation protection. What am I missing here, why is gold not holding? More margin hikes? Current policy seems to act essentially like a short selling ban.

Mon, 08/29/2011 - 13:17 | Link to Comment VegasRage
VegasRage's picture

Margin hikes? That's what I'm thinking. The wheels are coming off the wagon and yet we see trading in the exact opposite direction of what it should be. This market is acurately described as unbeleivable.

Mon, 08/29/2011 - 13:25 | Link to Comment Sudden Debt
Sudden Debt's picture

Yes but there is something changing BIGTIME!

Let me explain:

These last few weeks I'm starting to think that I'd just do whatever sounds the most unlogic thing to do and short while everybody is bullish and go long when everybody predicts a drop.

And one day, when I'll be able to totally clear my mind and throw my common sence overboard I'll do it, AND I'M PRETTY CLOSE NOW!!

Now what does this mean?

Well, let me explain:

Once I do that, THE MARKET WILL DO THE LOGIC THING AND MAKE ME LOSE IT ALL!

So maybe next week I'll do a stupid move and go long.

 

 

Mon, 08/29/2011 - 14:15 | Link to Comment dracos_ghost
dracos_ghost's picture

This market is pretty much a puppet show setup to separate the average retail investor from his wealth.

What's the old adage, "Better to be rich than right". Or "When rape is inevitable ...". I'm not sure which one is more approprate for the current situation.

This market is about riding whatever algo wavefunction is injected into any "price discovery" of the markets. Logic ain't got nuttin to do with it.

Mon, 08/29/2011 - 14:23 | Link to Comment VegasRage
VegasRage's picture

Ah now I understand, P&E ratios are still inflated around 24, dividends are scraping the ground at around 2%. Who needs fair value anyways?! Screw it I'm all in! Go longs!

Mon, 08/29/2011 - 13:09 | Link to Comment Greater Fool
Greater Fool's picture

All the guys selling those nice and pricey OTM SPY puts have to delta-hedge, don't they?

Mon, 08/29/2011 - 13:14 | Link to Comment Quadlet
Quadlet's picture

Spikes in short interest seem to correspond to market bottoms, not tops. If anything, this indicates that the market should move up from here.

I usually just assume that the market is going to try to screw as many people as possible with every opportunity.

Mon, 08/29/2011 - 13:20 | Link to Comment malikai
malikai's picture

How so? It's like watching television here. We're basically watching robots fuck. And I pity anyone who actually believes that shit is real and is using their own money to play it.

Mon, 08/29/2011 - 13:37 | Link to Comment SheepDog-One
SheepDog-One's picture

I pity anyone actually in the market, youre like an injured tuna in a school of Great Whites.

Mon, 08/29/2011 - 14:06 | Link to Comment baby_BLYTHE
baby_BLYTHE's picture

indeed, it appears Marc Faber has called a bottom of some sort akin to his rock-bottom in equities call march 2009. He said near term top for this move is S&P 1250-1300... but no new highs for the next 6-12 months.

http://truthisliberty.blogspot.com/2011/08/marc-faber-bloomberg-082411.html

Mon, 08/29/2011 - 19:14 | Link to Comment IQ 145
IQ 145's picture

The short covering will drive the S&P to new intraday highs"---and new interday highs, and new weekly highs, I believe this process is called a market rally.

Mon, 08/29/2011 - 12:44 | Link to Comment TradingJoe
TradingJoe's picture

Low volume melt ups are always followed by hudge high volume sell offs, this time though, "it is different"!:)))

Mon, 08/29/2011 - 12:44 | Link to Comment Yardstick of Ci...
Yardstick of Civilization's picture

As long as shorts have to cover their ass or eventually sell to take profits, markets are going higher and will always remain above their intrinsic value. Ban short selling = markets could go bidless. I'd like to see that happen.

Mon, 08/29/2011 - 12:50 | Link to Comment tmarket
tmarket's picture

Short interest is a poor predictor of market direction, given the current role of HFT:

"There have been some days in recent years, for example, in which more than 40% of the trading volume represented the initiation of a short sale—the vast majority of which came from high frequency traders. This has caused short interest to be higher in recent years than it otherwise would have been."

Mon, 08/29/2011 - 12:53 | Link to Comment JohnG
JohnG's picture

What will it take to end this farce?

Mon, 08/29/2011 - 12:54 | Link to Comment Ausperity
Ausperity's picture

Don't fight the FED, *****ez!!!

Mon, 08/29/2011 - 12:54 | Link to Comment Implicit simplicit
Implicit simplicit's picture

It is a simple algorithm- Good bot- see and attck the stops whereever they are.

Mon, 08/29/2011 - 12:55 | Link to Comment RobotTrader
RobotTrader's picture

Lots of bears who bought puts during last week's frenzy and hysteria are now way underwater.

It is going to be decision time soon as to whether they bail and reload, or if they remain stubborn and hang on.

Mon, 08/29/2011 - 12:57 | Link to Comment SheepDog-One
SheepDog-One's picture

Nowhere near as underwater as you are with your 'Im all in long here at DOW 12,700 for this debt ceiling massive run up'

Mon, 08/29/2011 - 13:39 | Link to Comment walküre
walküre's picture

So what else is new? How much longer can BB pull this off? He's pissing off a lot of traders. What's left of them anyway.

That short interest is not Ma & Pa retail shorting interest. They're out long ago. These are major players and they're loosing money and they are blaming BB. He better have a good hiding place is all I'm saying. In NY and Chicagoland, the fields are littered with scammers who got done for less.

Mon, 08/29/2011 - 12:56 | Link to Comment scatterbrains
scatterbrains's picture

well it can't be the little guy, he's not selling short, he's just selling everything period, He's got bills and taxes and gas to buy... this is all fund managers trying to hedge disaster imo.

Mon, 08/29/2011 - 12:57 | Link to Comment RobotTrader
RobotTrader's picture

Same old story

Retail names like ANF, JWN, WFM, BBBY all outpeforming

Mon, 08/29/2011 - 12:58 | Link to Comment SheepDog-One
SheepDog-One's picture

Same old story, RoboTrader flippin the script from his epic phail call of 'All in long here at 12,700, I suggest you bears do that same'....gee hows that workin out for ya?

Mon, 08/29/2011 - 13:02 | Link to Comment RobotTrader
RobotTrader's picture

Hey Sheepdog, I burned 75 laps at Perris Raceway on Saturday when it was 105 degrees and high humidity. Guys were dropping like flies but I held on and finished all 3 motos no problem.

Mon, 08/29/2011 - 12:57 | Link to Comment zerohandle
zerohandle's picture

How's the compression trade looking?

Mon, 08/29/2011 - 12:59 | Link to Comment RobotTrader
RobotTrader's picture

I'm amazed stocks are grinding up and the Euro is still flat.

If stocks close near the highs, the Summation Index on both the NY Composite and Nasdaq will have its first big "gap up" day.

Mon, 08/29/2011 - 12:59 | Link to Comment lunaticfringe
lunaticfringe's picture

I cannot imagine the thought processes of anyone trying to trade this bankster controlled market. I can't help getting this nagging feeling that something wicked this way comes...

Mon, 08/29/2011 - 13:00 | Link to Comment RobotTrader
RobotTrader's picture

Leading stocks on my screen are XHB, KRE, IWM.

Usually in bear phases, these sectors lag on rally days. But not today.

Mon, 08/29/2011 - 13:03 | Link to Comment SheepDog-One
SheepDog-One's picture

Gee, well hows your rear view mirrors attached to your monitor showing your 'All in long here at DOW 12,700 for this huge debt ceiling resolution run up' call hows that lookin?

Mon, 08/29/2011 - 13:02 | Link to Comment SheepDog-One
SheepDog-One's picture

Well either a bunch of shorts here will get crew cuts with a lawnmower, or the pressure will be to much and we get a blowout at high HFT pumping speed.

Mon, 08/29/2011 - 13:11 | Link to Comment Dick Darlington
Dick Darlington's picture

Fellas, fellas, it's not short covering. It's optimism abt economic recovery!

http://www.bloomberg.com/news/2011-08-29/u-s-stock-index-futures-rise-si...

Recovery, *****ez!

Mon, 08/29/2011 - 13:14 | Link to Comment Yardstick of Ci...
Yardstick of Civilization's picture

There is no fear of anything imminent happening. I'm just starting to understand how this all works. Confidence and lack of fear = go in debt to make the next purchase = continuation of the system. TPTB just need to keep confidence up in order to live in their house of cards. Depending on how good they are at psychology, it could go on for a very long time.

Mon, 08/29/2011 - 13:17 | Link to Comment JW n FL
JW n FL's picture

 

 

Per Ben-O-Cide! and Infini-Timmy!!

You may short the following;

Gold ='s ok to short.

Oil ='s ok to short.

Silver ='s ok to short.

Please remember.. Do! NOT!! Fight the FED!!!

All Non-FED Approved Shorts will Now be Crushed!

Mon, 08/29/2011 - 13:16 | Link to Comment Highrev
Highrev's picture

this price "instability" is what happens when the sheeple all move to one side of the boat following their various cargo gods like TD on the fear side and Cramer on the greed side

btw nice posting Robo

Mon, 08/29/2011 - 14:27 | Link to Comment JW n FL
JW n FL's picture

 

 

Fear?

if you own multiple pounds of Gold..

Fear is not on the menu.

Gold is Peace of Mind, Borimg really.. that's how safe I feel..

I have earned enough paper profits in gold that I may sell some and invest the profits into the markets (high risk)..

NAAAAAAA! why waste the fiat when I can buy more hard currency.

Mon, 08/29/2011 - 13:19 | Link to Comment docmac324
docmac324's picture

"It's just a ride"

 

(Mr. Bill Hicks)

 

RIP Bro

Mon, 08/29/2011 - 13:56 | Link to Comment drivenZ
drivenZ's picture


was just listening to some hicks over the weekend...man he would have an endless amount of BS corporate/political/financial material if he were still around.

 

 

hahaa...

It's Keith Moon for Snickers: "Sometimes I'm doin a drum solo an I havent eaten fer like three fuck-in weeks....i eat a Snickahhs".

Mon, 08/29/2011 - 13:19 | Link to Comment Robslob
Robslob's picture

RoboClown only shows up for High Momentum rallies...cries Go All In Here and then disappears as the markets fall into the abyss...rinse repeat all the way down S&P 900.

 

 

Mon, 08/29/2011 - 13:21 | Link to Comment RobotTrader
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