Curiouser and curiouser.....

No one that Macro Man spoke to had any clear idea why the dollar staged such a dramatic and forceful rally late in the day on Friday. Some suggested that Paulson's "strong dollar" comments had an impact, but in reality these were no different from the witterings of Paul O'Neill or John Snow before him. Other opined that the Treasury sell off had an impact; while this might explain the euro's retreat off of its highs of the day, it doesn't really explain the catastrophic collapse.

There was evidently a motivated seller out there, but no one admitted to seeing the flow. Was it a hedge fund ram job? A big technical trade? A large fixed income switch? These are some of the explanations Macro Man has heard. The ball is now back in the court of Voldemort and his cronies, and dollar shorts (including Macro Man) are left licking their wounds and wondering if this is the end of the line, or just a temporary hiccup that is a buying opportunity. Either way, this market just gets curiouser and curiouser....

; while
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Anonymous
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December 9, 2006 at 6:18 PM ×

Dear MM,

I heard the hedge fund activity rumour too. Sure, its because of motivated seller(s)

Your posts are awesome. Keep up the good work.

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Anonymous
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December 9, 2006 at 11:48 PM ×

it was the Fed , working on behalf of the Treasury to magnify Paulson's remarks .... the G-10 agreed to a 5% move in $/Euro last month , and these levels are where the CB's start pushing the $ back up

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Macro Man
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December 11, 2006 at 3:17 PM ×

As of Monday, I still haven't found a good answer. It wasn't the Fed, it wasn't the ECB..as far as I know it wasn't Voldemort. All I do know is that the market feels scared, which suggests another lurch higher in the dollar over the next 24 hours....which I will be sorely tempted to sell into.

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