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IBD Does Series on Naked Short Selling

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Posted by:   bobo 11/7/2006 8:52 AM

Here's the first in a series of articles from Investor's Business Daily - IBD.

It is largely positive, although I suppose I would have preferred a more frank approach to spelling out who in the system is lying to investors, and that the practice of NSS is illegal in most instances, and that investors are defrauded by those engaging in the practice.

But it isn't a perfect world.

Here are some pieces of the first installment, with my comments:

"Securities and Exchange Commission, prodded by corporate complaints and a few lawsuits, is looking into phantom shares -- though there's much debate as to whether it's a big problem.

There's no debate that it is a problem, and that the issue is complex. "Phantom" -- or "failed to deliver" -- shares of stock exist. This happens when an investor buys shares in a company but doesn't receive the shares for days, weeks or ever.

Two years ago, the SEC commissioned a report that found there were about 500 million phantom shares out there on any given day. The SEC now says the average number of failed to deliver shares have declined by 33% since its January 2005 launch of Regulation SHO (for "short"), which gives guidelines to govern short sales.

The phantom share issue sparks more debate with short, rather than long, sales. That's because of the nature of short sales, where investors bet a stock will decline.

That 33% decline isn't evident from SEC records obtained by IBD through a Freedom of Information Act request. (See graphs that accompany story.) IBD obtained data for May 2005 through June 2006, and those data show no declining trend."

Well, no, not actually. Whether the sale is marked short, or long, it is the investor getting screwed out of his money and delivered a big fat can of nothing that is the problem. Because Wall Street keeps the money, and then shucks and jives when it comes time for the exchange of product and money. Money stays in the system, investor gets nothing but a bogus IOU - THAT is the problem. The fraud part. Long OR short.

And there isn't a whole lot of debate as to whether it is a big problem. You basically have two camps: People who can count, and the financial system and regulators. People who can count run the numbers, as I have numerous times here, and go, "Wow, billions of dollars worth of securities are going undelivered every day while the money is kept by the brokers, and because of netting, it could well be tens of billions of dollars per day. If billions, or tens of billions, of dollars per day were disappearing from banks, would that be a "big" problem - I mean, would there be "debate" over how "big" the problem is? Then why when the same thing is happening in the stock market, is there suddenly some question about it?

Oh, and that last bit? That basically says that the SEC lied when it told everyone that the problem was shrinking rather than growing. Lied. As in misled. Stretched the truth. Told a whopper. Spun a yarn.

If the Federal Reserve got caught lying to the American Public, would that be a problem, do you think? How about the Center For Disease Control? If they told us the nation's blood supply was now safe due to the reduction of HIV in the system, brought about by their "new" reformed procedures, and then it turned out that the amount of HIV in the blood supply was actually as large or larger than ever, would there be an outcry, 60 minutes special, front page Washington Post expose?

But not when the SEC is caught in an equivalent lie. Here, we have silence.

Interesting.

"While preliminary data indicates that Regulation SHO appears to be significantly reducing fails to deliver without disruption to the markets, there continues to be a number of threshold securities with substantial and persistent fail-to-deliver positions that are not being closed out under existing delivery and settlement guidelines," SEC Chairman Christopher Cox said in July."

That would be the big fat lie. There is no preliminary data that indicates that. Any data available to the SEC in July would have shown that as of June, the problem was getting worse, not better. Only by carefully cherry-picking a select time frame and ignoring all other data could one even come close to defending that horsepoop - again, if the CDC cherry-picked the HIV stats in the blood supply to present a false and materially misleading picture to the public, would we all be so polite about calling them on it?

"In the last four days of June -- the most recent data obtained by IBD -- there were 400 million to 500 million failed to delivered shares a day in companies trading on the Nasdaq or over the counter. That's up from May 2005, when the number of phantom shares hovered between 300 million and 400 million a day.

"That's an enormous number," said Daniel Clifton, executive director of the nonprofit American Shareholder Association. "Our members are worried about it. They have been talking about it."

But that opinion is far from unanimous.

"It's not a big problem," said Jim Cramer, host of CNBC's "Mad Money" investment show. "The only people it's a problem for are really crummy businesses that desperately need their stocks to go higher."

Cramer refers to the fact that -- while every company's shares are sold short from time to time -- often the most short selling takes place with troubled companies or small, unproven companies. Because smaller companies have fewer shares -- are illiquid -- they're more prone to making the SHO list."

Huh. So 500 million shares are paid for by investors, and the sellers REFUSE to deliver them, instead keeping their money, but that isn't a big problem This from Cramer, who seems incapable of distinguishing between legal short selling, and naked short selling, which is illegal when it happens outside of narrow market maker exceptions. Jim basically obediently parrots the standard miscreant/Wall Street spin, seemingly oblivious to the nuances at play. This is a guy who was smart enough to make a fortune on Wall Street, and got a law degree, but who can't seem to get the most basic fundamentals of an essentially simple issue.

Jim. Sweetie. Millionth time. One is legal. The other is illegal. Against the law.

And as a reminder? 500 million shares undelivered in a largely illegal manner? Likely many times worse once the netting effect of the CNS system is accounted for...BIG BIG problem.

Here is the logic from the Cramer camp, not surprisingly representing the perspective of the hedge funds who make lots of money by this abusive and illegal practice:

Illegal trading that screws investors out of their money and leaves them nothing in return is OK, as long as you can make a case that the company they thought they were investing in has some warts. Further, 500 million shares (again, likely 20 times more once you factor in netting) representing $2 billion of illegally generated cash, EVERY DAY, is good, not bad. Good if you are putting it into your pocket. Not so good if you are the investor who is getting fleeced out of it.

Any questions?

"Short selling is a perfectly legal, much-used tool for investors. In short selling, an investor borrows shares and sells them on the open market, planning to buy the shares back later and then repay the original holder. Thus, a short seller makes money when the stock he shorted declines.

13 Days To Produce Shares

Naked short selling is the same thing -- except that the broker-dealer lending the shares doesn't have the shares.

Trades of stock are expected to conclude after three days. The SEC allows a grace period of another 10 days before a company appears on the Reg SHO list.

Critics say many failed to deliver shares simply don't exist and never did. Who benefits from this? Brokers collect commissions on the shares and collect interest when lending the short shares."

Again, another NY pub that just can't bring itself to say, clearly, NAKED SHORT SELLING IS ILLEGAL. Not unexpected these days, as there appears to be a moratorium on stating that simple, easy-to-grasp fact in writing. Like there's a taboo against it.

Imagine if extortion was treated the same way. "Extortion - a controversial practice some argue could cause issues for fair markets." "Not all extortion is illegal - for instance, the tax system takes money from folks, and threatens to lock them up if they don't comply." "Defenders of the practice argue that well-funded larger companies aren't affected by it, and it is only the sketchy little mom and pop enterprises, many of which are questionable anyway, that are the primary targets."

And who benefits? Why, the market manipulators who are allowed to withdraw funds as the stock falls. Again, they take the investor's money and deliver nothing. They keep doing that, and the price goes down due to all the artificial supply. As it goes down, there is extra cash (the difference between, say, the $50 the stock was sold for, and the $30 it sells for today) which is literally free money for the manipulators. It is literally printing money out of thin air for them. And "they" are hedge funds - the large, unregulated pools of money nobody wants to regulate. 

Wonder how that slipped IBD's attention? 

The article goes on to ignore all the comment letters from folks like NASAA and NCANS and securities regulators and academics and brokers and transfer agents and investors, and instead gives a few column inches to the self-serving propaganda from the industry.

Still, all in all, not a bad article, in the sense that they don't have a photo of Patrick with horns poking through his do, and in the sense that at least some of it is factually correct.

I'll count this one as a win for the good guys.

Copyright ©2006 Bob O'Brien
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Comments (35)
Re: IBD Does Series on Naked Short Selling By Nstav on 11/7/2006 9:44 AM
How else can they earn their bonuses:
Earnings help NYC cut estimated deficit as brokerages' $36B in bonuses prime pump for luxury-goods sales

BLOOMBERG NEWS

November 7, 2006

Never in the history of Wall Street have so many earned so much in so little time.

Goldman Sachs Group Inc., Morgan Stanley, Merrill Lynch & Co., Lehman Brothers Holdings Inc. and Bear Stearns Cos. are about to reward their 173,000 employees with $36 billion in bonuses. That's a 30 percent increase from last year's record, and it doesn't include the billions more that will be paid by Citigroup Inc., Bank of America Corp. and JPMorgan Chase & Co., the three largest U.S. banks, as well as the hundreds of hedge funds and private-equity firms that constitute the financial industry.

Enriched by the unprecedented value of takeovers, equity trading and credit derivatives, "this year will be the best ever for the major brokerage firms," said Brad Hintz, an analyst at Manhattan-based Sanford C. Bernstein & Co.
Re: IBD Does Series on Naked Short Selling By lenofus on 11/7/2006 9:46 AM
this was part I of II. I'm not sure if that's good, or bad. But we need guys like O'Neil to step up and speak for the markets. They cannot take this abuse forever w/o being destroyed. Let's see what transpires tomorrow.
Re: IBD Does Series on Naked Short Selling By Forgotten Promises on 11/7/2006 12:59 PM
Remember how the head of the NASD claimed that 2006 would be a year of focus attacking naked shorting and FTD's. They have accomplished the same as Shelby when he was confronted by the press over Refco and he promised hearings. Yada, yada, yada. Still waiting..........
Re: IBD Does Series on Naked Short Selling By netting on 11/7/2006 2:00 PM
Refco had $46 billion borrowed via repos as per the bankruptcy filings. They had $10 billion lent out via repos. They only had $1 billion in cash.

Securities purchased under agreements to resell $46,551,374,000
Securities sold, not yet purchased: $10,590,379,000

http://bankrupt.com/refco.txt

You start adding these numbers up and it won't take long until the repos and loans equal the entire $31.2 trillion float at the DTC and that doesn't count the fails.
Re: IBD Does Series on Naked Short Selling By cara on 11/7/2006 2:13 PM
http://www.billcara.com/archives/2006/09/a_failure_to_de.html
Re: IBD Does Series on Naked Short Selling By InTheKnow on 11/7/2006 4:45 PM
This election tonight is going to send a message to the Wall Street Scumbags and their cronies that we are mad as hell and are not going to take their bullshit anymore!

Shelby and his cronies can take a hike!
Re: IBD Does Series on Naked Short Selling By Selene on 11/7/2006 6:34 PM
Bob

west coast pub.

Selene
Re: IBD Does Series on Naked Short Selling By Bobo on 11/7/2006 11:03 PM
Selene: Ahh. No wonder they got it so much more accurate than a NY Pub.

No surprises there.
Re: IBD Does Series on Naked Short Selling By so how does credit market work??? on 11/8/2006 9:01 AM
on reuters site...
NEW YORK, Nov 8 (Reuters) - The International Swaps and Derivatives Association said on Wednesday it has created a protocol that will allow buyers of protection against bankrupt Dura Automotive Systems Inc. to settle the contracts with cash payments.
When a default occurs, buyers of credit protection usually turn over bonds or loans to the seller of protection and receive the par amount in cash. In many cases protection buyers do not own the debt and have to purchase the bonds to close out the contracts.
Under the protocol, investors will not be required to deliver the bond, but may instead settle the contract with a cash payment. It is the first protocol to allow cash settlement of individual swaps, in addition to the index and tranche trades....

BUYERS DO NO OWN (the debt)AND HAVE TO PURCHASE (bonds) TO CLOSEOUT CONTRACT!!!
Re: IBD Does Series on Naked Short Selling By Paladin on 11/8/2006 3:32 PM
Part 2 of IBD's series on NSS. Teaser quote ....

"This is systemic, it's intentional, it is Wall Street brokers and dealers at the highest level selling hundreds of billions of securities that they are not authorized to sell, that they never deliver, that they steal from their customers' accounts and deliver to other people...."

Full story: http://www.investors.com/editorial/IBDArticles.asp?artsec=17&artnum=1&issue=20061107

**********************
Re: IBD Does Series on Naked Short Selling By mhatmccane on 11/8/2006 10:07 PM
Per Cramer:

"It's not a big problem," said Jim Cramer, host of CNBC's "Mad Money" investment show. "The only people it's a problem for are really crummy businesses that desperately need their stocks to go higher."

Cramer refers to the fact that -- while every company's shares are sold short from time to time -- often the most short selling takes place with troubled companies or small, unproven companies. Because smaller companies have fewer shares -- are illiquid -- they're more prone to making the SHO list."

Small crappy unproven companies like NYX which has been on and off and on the SHO list since they went public.
Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 9:48 AM
I've started peeking at clearing brokerage financials to catch DTCC lies. There are thousands of clearing brokerages. If we go through them one by one, we can get the real picture, but it is fairly time consuming.

Here's one at random:

Merril Lynch (their sub. Broadcort clears most of Knight's trades)

http://www.sec.gov/Archives/edgar/data/65100/000095012306002318/x16704e10vk.htm

Stock lent by repo agreement: $198,152,000,000
Stock lent traditionally: $19,335,000,000
Stock borrowed by repo agreement: $163,021,000,000
Stock borrowed traditionally: $92,484,000,000

Total stock borrowed: $473 billion
Stock on deposit in street form at Cede & Co.: $31.2 trillion
Percentage of all shares lent out by Broadcort: 1.5%
Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 9:52 AM
Here's another one. It is responsible for 34% of the fails to deliver unless the DTCC is lying (the more likely case).

Why is it allowed to trade? They are breaking the minimum asset requirement by a billion dollars. The insurance fund for the whole industry is only a billion dollars.

"At June 30, 2006, the Company’s regulatory net capital of $1,233 million was 16.24% of aggregate debit balances and in excess of the minimum requirement by $1,081 million."

It's Pershing, a subsidiary of the Bank of NY. Pershing serves over six hundred broker-dealers encompassing over 50,000 financial consultants and 3,500,000 individual customer accounts. It used to be called Donaldson, Lufkin & Jenrette Securities Corp (the same Donaldson who said there is no such thing as naked shorting).

Could they really be responsible for 34% of all fails or is it more likely the DTCC is lying when they say the total fails are $5 billion?

http://www.pershing.com/statementoffinancialcondition.pdf

This one clearing brokerage has fails to deliver totaling $1.7 billion as declared in their annual report.

This consists of $700 million of shares they owe other brokerages and $968 million of shares other brokerages owe them. These are "marked to market" amounts. The real dollar figure to cover is likely much higher.

They also have another $2.4 billion in repos and stock loans going in both directions.

Some state regulator needs to step in and take control of their assets to protect the 3.5 million customers. SIPF only has a $billion in insurance funds and this is only one clearing brokerage.

"The majority of the stock borrow/stock loan business is conducted primarily with a single counterparty on a collateralized basis."

Huh? That's crazy.

"In the normal course of business, the Company’s customer activities include execution, settlement, and financing of various customer securities, which may expose the Company to off-balance sheet risk in the event the customer is unable to fulfill its contractual obligations."

Note they use your property as collateral if you clear through them. It's awfully nice of you to let someone use your asset for their loan. "Securities owned by customers are held as collateral for receivables."
Actually, they refer to the introducing brokerage as being the customer because from their point of view, retailers don't exist. Their customer is the brokerages that use their clearing services.

Over 90% of brokerages hold their assets with groups like Pershing. The clearing brokerage nets those assets, then only own what they need to at the DTC.

According to the BNY annual report, they only require 102% collateral. So to short $1,000,000 you would need to put up $20,000 plus the proceeds of the trade. If the stock goes down 10%, you've made $100,000 on your $20,000 investment and you can withdraw most of your profit.

http://www.sec.gov/Archives/edgar/data/9626/000119312506041777/d10k.htm
Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 10:02 AM
Here's another one.

Bear Stearns

http://www.bearstearns.com/bscportal/pdfs/invest_rel/10k2005.pdf

Stock lent by repo agreement: $66,131,617,000
Stock lent traditionally: $10,104,325,000
Stock borrowed by repo agreement: $42,648,000,000
Stock borrowed traditionally: $62,915,000,000

Total stock borrowed: $181.8 billion
Re: IBD Does Series on Naked Short Selling By mhelburn on 11/7/2006 10:04 AM
Correct me here. If a broker "desks" a trade, it is not included in the CNS number.
The broker has your money and you have an electronic click in your account. It can remain that way as long as you keep your "shares" at that broker. Should you want to move to broker X, the current broker, using an ACAT transfer has 60 days to get his books in order.

This is the big loophole... If people use DTC transfers and the broker doesn't have the shares, you get a clue.. or if you order your certificates and can't get them.. The ACAT system is in place to hide the fraud.

Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 10:05 AM
Bob, you say that failures to deliver are illegal in most instances, but I think they are always illegal.

Who gave the SEC the authority to allow shares to not be delivered when I deliver my cash? Who gave the brokerages the authority to mislead me on my holdings?

They don't have the authority to allow fails for market makers or for arbitrage loopholes. They aren't elected and shouldn't be making laws.

Why should we let market makers always go short first? Why don't they go long first and build an inventory on the stock or if they go short, actually borrow the stock to create pent up demand?

It is a mistake to conceed that naked shorting is EVER legal.
Re: IBD Does Series on Naked Short Selling By Bobo on 11/7/2006 10:09 AM
Davidn. Maybe so, but I prefer to swim with the current here. Trust me when I say that in a court test, I believe that the SEC's exemptions won't stand up to a plain reading of the 1934 Act. But nobody has wanted to sue, because there's no money in it.

For now, it is legal until proved otherwise. Whether we like it or not.
Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 10:11 AM
Mary, the way to understand it is that typically, only a clearing house actually owns any shares. I gave examples of three clearing houses above.

If you pull the DTCC list, you will see the participants are all clearing brokerages.

They will "pre-net" or "compress" the trade. That's why the average trade at the CNS is almost $20,000. The clearing brokerage can gather up all the trades through the day, then do one master trade at CNS. Take Pershing, for example - they are a billion dollars over the minimum asset requirement, yet they are the beneficial owners of shares for 3.5 million shareholders.

They "desk" or "pre-net" or "compress" the ownership of the introducing brokerages they clear for. The netting means they own way less shares than they should. They also lend the introducing brokerages shares through repo and lending agreements.

Finally, at the level of the introducing brokerage, they can own less shares than their customers do. The daisy chain of ownership is ridiculously long.

I think many online brokerages are set up to automatically desk to you if you pay too much for your trade. If it notices you are buying much more than the daily average volume at above the 60 day moving average, they will take your money, print the trade, but not bother actually buying any shares.
Re: IBD Does Series on Naked Short Selling By Selene on 11/7/2006 10:51 AM
Couldn't agree with you more DavidN. Who gave the SEC authority? If an investor puts up the cash, then his property must be delivered.

Additional comments deleted by Bobo
Re: IBD Does Series on Naked Short Selling By problem on 11/7/2006 10:24 AM
That's the crux of the problem. Donaldson, Lufkin & Jenrette Securities (Pershing, now a sub. of Bank of NY) has $1.7 billion in phantom shares at marked to market prices and is undercapitalized by a billion dollars in direct violation of SEC rules.

Wouldn't Donaldson have been in a terrible conflict of interest when he headed the SEC?

Why do they use people from the industry as commissioners? Wouldn't it make more sense to put a retired FBI or white collar police investigator in charge of the SEC?
Re: IBD Does Series on Naked Short Selling By provocateur on 11/7/2006 10:26 AM
Beware of agent provocateur's. Anyone that posts a suggestion of violence is giving the authorities an excuse to shut this site down.
Re: IBD Does Series on Naked Short Selling By rtway1 on 11/7/2006 10:26 AM
What is so hard for a prime time cable or public TV program to do a relegated program entitled"AMERICA YOU MAY BE SCREWED OUT OF YOUR PENSION AND IRA's BY FRAUD" and play commercials and leaders. I bet their viewership would go through the roof, especially after follow ups. America wake up before it is too late.
Re: IBD Does Series on Naked Short Selling By Millerd1 on 11/7/2006 10:28 AM
DavidN

Please describe the URL path to get to the clearing bank financials list that lend to ML's (where is the master list for all of them )?
http://www.sec.gov/Archives/edgar/data/65100/000095012306002318/x16704e10vk.htm

I'm trying to see if this lookup can be mechanized. Now what key words did you use to locate the nine items you found. I tried word searches on "borrow","Total stock borrowed" "Stock lent by repo agreement", " lent ", and only got borrow to work and did not quickly locate the data you have cited.
Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 10:38 AM
Millerd:

90% of US brokerages are called "introducing brokerages". They clear through "clearing brokerages".

Cede & Co. is the actual owner of the shares and the participants at the DTC (the clearing brokerages) are the beneficial owners. The clearing brokerages pre-net or compress the trades and ownership of their members. The 3.5 million people who have their shares at Pershing think they have their shares at the various brokerages that clear through Pershing.

This is a list of the participants of the DTC. Note many big ones are broken into different participants. That allows them to get around the SHO rule as the phantom shares are spread over various participants.

https://login.dtcc.com/dtcorg/binary/19003Part_Alpha.pdf

They try to bury the disclosures on the phantom shares, but if the clearing brokerage is public, you can find it in their 10-K. Typically it isn't in their annual report. There is usually a note in the annual report that says it needs to be read in conjunction with the 10-K.

If it is big, they hide the liability in the consolidated statements with other liabilities to other brokerages.

Phrases to look for:

Securities Failed to Deliver: the clearing brokerage has sold someone phantom shares

Securities Failed to Receive: someone has sold the clearing brokerage phantom shares

Securities sold but not yet purchased: securities lent via a repo agreement which avoids SHO disclosure

Securities pruchased, but no yet sold: securities borrowed via a repo agreement





Re: IBD Does Series on Naked Short Selling By Millerd1 on 11/7/2006 10:40 AM
I keep coming back to the same reply when I hear we advocates only want the value of our alleged ill run company stocks to go up.

The simply reply to his contention of all of them being poorly run company is; and "what part of all that gives you the right to do the illegal act of selling counterfeit shares of that company"? Very simple and straight forward repky.
Re: IBD Does Series on Naked Short Selling By ibd on 11/7/2006 11:06 AM
Send IBD your thoughts here:

http://www.investors.com/contact/
Re: IBD Does Series on Naked Short Selling ..davidn By Millerd1 on 11/7/2006 11:16 AM
Please bear with me, I am not a accountant, I found the first four items by searching on the numbers you cited, listed as:
Payables under repurchase agreements
Payables under securities loaned transactions
Receivables under resale agreements
Receivables under securities borrowed transactions

I suspect these should be common accounting terms a major research engine like Edgar could be asked to collect.

The last three I have not found, can you offer better locating information such as the page number for:
$473 only comes up on "Depreciation and amortization" (is this the correct line item description?)
nothing for the text or numbers for:
Stock on "deposit" in "street" form at "Cede" & Co.: $"31.2" "trillion"
"Percentage" of all shares "lent" out by "Broadcort": 1.5%
Looks like 175k wall street people are going to make 200k in bonus money this year! By newspaper on 11/7/2006 11:18 AM
Looks like 175k wall street people are going to make 200k in bonus money this year!

You guys ever wonder why the DJIA is up around 12k? They are up so high because that exchange exists primarily of the investment banks and the oil companies. Both of those sectors are making profit at an incredible record breaking pace. Who would dare naked short the oil industry with their very well connected friends in Washington?

Think about that and this for a minute: who would naked short the investment banks on the DJIA into oblivion? If the market and the economy is doing so well why has the Nasdaq not rallied over the stinking low 2thousand level it has been stuck in for years?

Do you all realize that the OTC AMEX and Nasdaq venues are all down down down and sinking into naked a naked shorting death spiral!
Re: IBD Does Series on Naked Short Selling By IB comments seems I have to be a subscriber, feel on 11/7/2006 11:35 AM
I keep coming back to the same reply when I hear we advocates only want the value of our alleged ill run company stocks to go up.

The simple reply to contentions of all of the Naked Shorted being poorly run companies is; "and what part of all your allegations gives you the right to do the illegal act of producing and selling counterfeit shares of that companies, specifically for your gain?

There have been 25 Reg SHO violations cited by the NYSE and NASD within the last 2 years, and the SEC has not acted upon any of them. With 50 or more candidates listed one the Reg SHO list, the very first Naked Shorting prosecution the SEC does, reported this past week, was not even from that list. What gives the SEC the right to selectively not enforce their own rules and regulations? Did we not pay for this service already in our transaction fees? To get retail shareholder equality, it looks like somebody else will have to do it instead of our failing SEC.

Millerd1
Re: IBD Does Series on Naked Short Selling By davidn on 11/7/2006 11:37 AM
Millerd, the $31.2 trillion is in this list. The 1.5% was taken by dividing $473 billion into $31.2 trillion. The $473 billion number was generated by adding the four lines above it.

Your phrases sound like the right ones. The brokerages aren't consistent with the terminology except you should see the phrase "repurchase agreement".

Indisputable Facts from 2005:

Dollar volume of debt and equity trades cleared through the NSCC each day: $500 billion (1)
Number of debt and equity trades cleared through the NSCC each day: 25.4 million (2)
Average dollar volume of a debt or equity trade: $19,700 (3)

Net marked to market value fails to receive equity trades outstanding: $3.4 billion (4)
Net marked to market value fails to deliver equity trades outstanding: $2.4 billion (5)
Net marked to market value of stock borrow program equity trades outstanding: $1 billion (6)

Net dollar volume of trades needing to settle on a typical day: $50 billion (7)
Net dollar value of trades that fail to settle on a typical day: $5 billion (8)
Value of Insurance Fund: $1.3 billion (9)

Number of brokerages protected by SIPC: 5,959 (10)
Percent of SIPC brokerages participants at the DTC: <10% (11)
Number of foreign and other non SIPC brokerages: Unknown

Percentages of brokerages who pre-net before CNS and not included in DTCC figures: >90%

Securities owned by Cede & Co. $31.2 trillion (12)



Footnotes:

1. DTCC annual report, pg. 3 http://dtcc.com/AboutUs/2005annual/dtcc2005_annual.pdf
$130.7 trillion / 260 weekdays = $500 billion per day

2. DTCC annual report, pg. 3
6.6 billion trades / 260 weekdays = $25.38 million per day

3. $500 billion / 25.4 million

3. DTCC annual report, pg. 64
"open positions due to NSCC approximated $3,423,028,000"

4. DTCC annual report, pg. 64
"open positions due by NSCC to participants approximated $2,445,326,000"

5. DTCC annual report, pg. 64
"...and $977,702,000 ...for securities borrowed through NSCC’s Stock Borrow Program."

6. DTCC annual report, pg. 64
Assumption that this represents a typical trading day's volume

7. DTCC annual report, pg. 64
"... NSCC has an obligation to complete pending transactions totaling $49.9 billion."

8. According to NSCC filings with the SEC
SEC proposed rules, pg. 3
http://www.sec.gov/rules/proposed/2006/34-54154.pdf
"According to the National Securities Clearing Corporation (NSCC), on an average day, approximately 1% (by dollar value) of all trades, including equity, debt, and municipal securities, fail to settle."
$130.7 trillion x .01 / 260 = $5 billion

9. Securities Investor Protection Corporation pg. 3
http://www.sipc.org/pdf/2005AnnualReport.pdf
"At year end, the SIPC Fund stood at just over $1,286,000,000."

10. Securities Investor Protection Corporation pg. 40
"Currently, SIPC has 5,959 members."

11. DTC Participant List
https://login.dtcc.com/dtcorg/binary/19003Part_Alpha.pdf
There are 1006 participants representing less than five hundred unique entities.

12. DTCC annual report, pg. 24
Bobo please delete my 11:35 post, I did get through By Millerd1 on 11/7/2006 12:05 PM
http://www1.investorvillage.com/smbd.asp?mb=4148&mn=20010&pt=msg&mid=777653
Re: IBD Does Series on Naked Short Selling By Seedy & Co. on 11/7/2006 12:10 PM
I will gladly pay you Tuesday for some profits booked today.
Re: IBD Does Series on Naked Short Selling By no longer thirsty on 11/7/2006 12:33 PM
This obsession with liquidity seems strange to me, unless the goal is to increase trading commissions.

On the TSX in Canada, trading is computerized and there are no market makers. The first person to place the order gets filled first, even if it is placed when the market is closed. You see the full market depth, so you know how many people are trying to buy or trying to sell and at what price.

There is much less manipulation and although the brokerages short to provide liquidity, they have to borrow those shares.

It is common for large spreads in price. For small companies, you might see days go by with no trades and spreads of bid .30 and ask .55, but who cares. Usually you can put a bid or offer in the mid point and get filled and you know those prices are real prices set by supply and demand.

Unfortunately, this market is being corrupted by arbitrage. There is nothing to stop a market maker listing a Canadian company on the pink sheets and trading it down in price through unlimited naked shorting. Arbitrage would cause people to buy on the pinks and sell on the TSX and the price would decline.
Re: IBD Does Series on Naked Short Selling By Play Nicely Boys on 11/7/2006 12:36 PM
http://www.forbes.com/home/business/2006/11/06/treasury-bond-markets-fed-biz-cx_lm_1107bonds.html

Fed To Banks: Halt Bond Fraud
Liz Moyer, 11.07.06, 6:00 AM ET

The Fed wants banks to stop fraud in the U.S government bond market before regulators have to step in.

Regulators and members of Wall Street's biggest bond-trading operations are discussing ways to strengthen the integrity of the U.S. Treasury market amid a probe of possible market manipulation.
Re: IBD Does Series on Naked Short Selling By netting on 11/7/2006 12:57 PM
Bonds also fail to deliver. That just seems ridiculous.

Did you notice that the amount borrowed at a clearing brokerage roughly equalled the amount lent?

For example, ML lent $217 billion and borrowed $256 billion.

Customers are owed $473 billion worth of shares at current prices. Think of all the poor saps (you?) that are owed shares. A half $trillion worth!!!

ML would only have to put up 102% (including the proceeds of the sale) of the difference.

.02 x (256-217) = $780 million to secure $473 billion in short trades. These are the legitimate trades.

These are the legitimate trades. What are the fails?

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