Wednesday 6 April 2011

Margin Debt - Chart


This is the chart from Bloomberg for MARGIN DEBT.


It peaked in 2000 and 2007.


It has a very high level of correlation with SPX, INDU and CCMP.


Current number is below the 2007 value but above the 2000 peak.


Keep an eye on this as a collapse or drop in this will be the first sign of a market top.


Looking back in the 1920's/30s - near the peak in 1929 - margin debt had climbed from 1 billion to smthg like 6 billion in a matter of months.


I read that this number collapsed to sub 1 billion post crash of 1929.


People were trading on margin and were using a lot of leverage back then as well and so was the case in 1999/2000 and 2007 and so is the case today.


This is just a perfect example of human behavioural pattern.
You dont need a model to predict the future.


The actions of the past , often are repeated as mistakes in the present and the biggest human folly is not to learn from past mistakes.


I am confident and sure that once we see a peak in this data point , we shall witness a crash in the mkts and margin debt should come back to levels below 2008 or even below that.


Basically that means - if mkts crash - people trading on margin will lose and go bankrupt - and with so many of them in -ve net worth - this will be a deflationary event.







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