He felt the government's planned parliamentary enquiryabout standards in banking would be all about him, as would a longer judicial investigation demanded by Labour.
Portsmouth have made an enquiryabout McCormack - Cardiff's top-scorer last season - while fellow Premier League side Hull City have also been linked with McCormack.
Despite topping the table, the constant speculation and rumours have affected the team - and club captain Chris Johnson is less diplomatic about the enquiry.
The Blues approached Welsh rivals the Ospreys to enquire about the availability of Wales and British and Irish Lions star James Hook but the enquiry was rejected.