Friday, April 01, 2011

Stocks Higher into Final Hour on Declining Eurozone Debt Angst, Short-Covering, Buyout Speculation, Economic Optimism


Broad Market Tone:

  • Advance/Decline Line: Higher
  • Sector Performance: Most Rising
  • Volume: Slightly Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • VIX 16.84 -5.07%
  • ISE Sentiment Index 117.0 -10.69%
  • Total Put/Call .87 +1.16%
  • NYSE Arms .70 -65.07%
Credit Investor Angst:
  • North American Investment Grade CDS Index 94.21 -1.35%
  • European Financial Sector CDS Index 86.08 -11.53%
  • Western Europe Sovereign Debt CDS Index 166.33 bps -1.72%
  • Emerging Market CDS Index 199.32 -3.0%
  • 2-Year Swap Spread 18.0 +1 bp
  • TED Spread 24.0 +2 bps
Economic Gauges:
  • 3-Month T-Bill Yield .06% -3 bps
  • Yield Curve 265.0 -2 bps
  • China Import Iron Ore Spot $173.90/Metric Tonne +.87%
  • Citi US Economic Surprise Index +51.50 +8.6 points
  • 10-Year TIPS Spread 2.52% +3 bps
Overseas Futures:
  • Nikkei Futures: Indicating +122 open in Japan
  • DAX Futures: Indicating +3 open in Germany
Portfolio:
  • Slightly Higher: On gains in my Biotech, Retail and Medical longs
  • Disclosed Trades: Added (IWM)/(QQQ) hedges, added to my (EEM) short
  • Market Exposure: Moved to 75% Net Long
BOTTOM LINE: Today's overall market action is mildly bullish as the S&P 500 builds on recent gains, despite Mideast unrest, more hawkish Fed rhetoric, tech sector worries, rising energy prices, emerging market inflation fears and Japan concerns. On the positive side, Gaming, Homebuilding, HMO, I-Banking and Ag shares are especially strong, rising 1.0%+. The Transportation Index is making another new multi-year high today. (XLF) has traded well throughout the day again. Gold is falling -.4%. The Spain sovereign cds is falling -6.55% to 218.16 bps, the Belgium sovereign cds is declining -4.33% to 133.33 bps and the UK sovereign cds is falling -4.73% to 52.16 bps. On the negative side, Alt Energy, Networking, Airline, REIT, Hospital, Wireless, Telecom, Computer, Oil Tanker and Semi shares are under mild pressure, falling more than .50%. Tech shares have underperformed throughout the day again. (IYR) has also been relatively weak today. Oil is rising +1.36%, copper is falling -1.24% and the UBS-Bloomberg Spot Ag Index is gaining another +.66%. The US price for a gallon of gas is up +.01 today to $3.62/gallon. It is up .50/gallon in 45 days. The Greece sovereign cds is rising +1.98% to 1,023.03 bps. Considering the US economy is supposedly gaining traction, action in copper, bonds and t-bills is noteworthy. As well, the SOX is rolling over again after failing to break above its 50-day moving average. Tech, in general trades very poorly, versus the broad market. Oil is becoming a big problem again and it trades as if another meaningful surge higher into the summer is in the offing, which would likely put a cap on the major averages. I expect US stocks to trade mixed-to-lower into the close from current levels on more shorting, profit-taking, technical selling, tech sector weakness, emerging market inflation fears, rising energy prices, Mideast unrest, Japan concerns and more hawkish Fed commentary.


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