Wednesday, May 29, 2013

Wednesday Watch

Evening Headlines 
Bloomberg: 
  • BOJ Seen Failing to Tame Volatility as Sale Slumps. Expectations for the widest bond price swings in more than four years and the weakest demand at an auction in nine months added to signs of waning debt market confidence in Bank of Japan Governor Haruhiko Kuroda. Implied volatility of Japan’s 10-year note futures, a measure of expected moves used to price options, climbed to 7.23 percent yesterday, the highest since November 2008, according to data compiled by Bloomberg. A sale of 20-year debt yesterday drew the lowest demand since August 2012. Expected price fluctuations for U.S. Treasury futures rose to 5.06 percent from 3.61 percent on April 30. 
  • Shadow Bank Crackdown Halts Record Junk Narrowing: China Credit. The yield premium investors demand to buy China's riskiest bonds is widening, ending a record five-quarter run of declines, after a crackdown on shadow banking strained corporate finances. The yield gap on three-year AA- notes over AAA debt jumped 15 basis points to 137 since March 31, after narrowing 147basis points from the end of 2011, Chinabond indexes show. Chinese regulators are forcing trust funds and wealth management plans to shift assets into publicly traded securities, robbing property developers and local-government finance vehicles of so-called shadow banking funds.
  • China Credit-Bubble Call Pits Fitch Against S&P. Chinese banks are adding assets at the rate of an entire U.S. banking system in five years. To Charlene Chu of Fitch Ratings, that signals a crisis is brewing. Total lending from banks and other financial institutions in China was 198 percent of gross domestic product last year, compared with 125 percent four years earlier, according to calculations by Chu, the company’s Beijing-based head of China financial institutions. Fitch cut the nation’s long-term local-currency debt rating last month, in the first downgrade by one of the top three rating companies in 14 years. “There is just no way to grow out of a debt problem when credit is already twice as large as GDP and growing nearly twice as fast,” Chu, 41, said in an interview. Her views have struck a nerve. “Everyone is talking about credit -- about the credit cycle, leverage and credit-quality problems,” said Stephen Green, head of Greater China research at Standard Chartered Plc in Hong Kong, adding that there’s not enough good data available. “It’s a big black box, and it’s quite scary.”    
  • Asian Stocks Advance for Second Day on U.S. Data. Asian stocks rose for a second day after improving U.S. consumer confidence and home-price data bolstered optimism in the world’s largest economy. The Australian dollar weakened and the yen strengthened. The MSCI Asia Pacific Index added 0.2 percent by 11:33 a.m. in Tokyo. Japan’s Topix Index advanced 1 percent.
  • Rebar Trades Near Lowest in 6 Months on Weak Iron Ore Prices. Steel reinforcement-bar futures were little changed near the lowest level in six months after iron ore prices fell and Chinese Premier Li Keqiang indicated a shift from rapid expansion to stable growth. Rebar for delivery in October on the Shanghai Futures Exchange fell as much as 0.7 percent to 3,465 yuan a ($565) a ton, the lowest level for a most-active contract since Nov. 30, and was at 3,489 yuan at 10:15 a.m. local time. Futures are set for a fourth monthly decline.
  • Russia’s Syria Missile Sale Signals Protracted Conflict. Russia’s decision to sell advanced anti-aircraft missiles to Syria complicates efforts to find a swift diplomatic resolution to that country’s civil war and underscores the persistent strains in U.S.-Russian relations. Moscow’s announcement yesterday came less than 24 hours after U.S. Secretary of State John Kerry met Russian Foreign Minister Sergei Lavrov to discuss plans for peace talks on Syria and a day after the European Union lifted its arms embargo on Syrian rebel groups.
Wall Street Journal: 
Fox News: 
  • California Dems push anti-fracking bills, aim to curb potential oil bonanza. California is on the verge of a new gold rush. Expanded hydraulic fracturing -- or "fracking" -- at the Monterey Shale formation is sparking estimates that 15 billion barrels of oil could be accessed, along with millions of jobs and huge contributions to the domestic energy supply. Even the state's green-friendly Democratic governor, Jerry Brown, says "the potential is extraordinary." But standing in the way is a flurry of anti-fracking bills. At last count, 10 were on the table, all introduced by Democrats seeking tighter controls over the controversial technology
  • Issa subpoenas State Department for Benghazi documents. Republican Rep. Darrell Issa issued subpoenas Tuesday for a host of State Department emails and other communications on the Benghazi terror attack, signaling that the Obama administration's recent document dump would not satisfy congressional investigators. Issa, chairman of the House Oversight and Government Reform Committee, claimed in a letter to Secretary of State John Kerry that the department is still "withholding documents."
CNBC: 
  • The Fed vs. Congress: Who Is Enabling Whom? The dominant narrative about economic policy has it that the Federal Reserve's easy money policies are enabling congressional intransigence and partisanship. But this might be exactly backward
  • Australia's Dollar Slides to 19-Month Low. The Australian dollar tumbled to its lowest level since October 2011 in early Asia trade on Wednesday, extending this month's sharp slide against a broadly-stronger U.S. currency. The latest catalyst for move in the Aussie dollar was stronger U.S. economic data overnight that pushed the greenback higher against all major currencies. Data published on Tuesday showed consumer confidence rose in May to its highest level in more than five years.
Zero Hedge: 
Business Insider: 
Reuters:
  • Money from China? Then "Made in China", shipowners told. Chinese banks have sharply increased loans to global shipowners as European lenders retreat from the market but some are driving a hard bargain: the finance often comes with the condition that vessels be built in China.
Financial Times: 
  • US housing lift could crimp Fed buying. The largest rise in house prices for seven years and a surge in consumer confidence have added to a fast-improving US economic outlook, increasing the chances the Federal Reserve will slow its $85bn-a-month in asset purchases.
China Securities Journal:
  • China May Expand Property Tax Trial by Large Scope. China's property tax trials may be expanded by a "relatively large scope" targeting newly purchased homes, citing a person familiar with the matter. The effects of a property tax in Shanghai and Chongqing isn't clear after two years of trials, the person said.
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -.25% to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 107.0 -2.5 basis points.
  • Asia Pacific Sovereign CDS Index 90.75 -3.0 basis points.
  • FTSE-100 futures -.65%.
  • S&P 500 futures -.04%.
  • NASDAQ 100 futures +.02%.
Morning Preview Links

Earnings of Note

Company/Estimate
  • (CHS)/.36
  • (TFM)/.44
  • (BWS)/.22
  • (DSW)/.89 
Economic Releases
  • None of note
Upcoming Splits
  • (WFM) 2-for-1
Other Potential Market Movers
  • The Fed's Rosengren speaking, 5Y T-Note auction, Bank of Canada rate decision, Germany Unemployment/CPI data, weekly MBA mortgage applications report, weekly retail sales reports, Sanford C. Bernstein Strategic Decisions Conference, Cowen & Company Tech/Media/Telecom Conference, KeyBanc Industrial/Auto/Transports Conference and the Citi Consumer Conference could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by financial and technology shares in the region. I expect US stocks to open modestly higher and weaken into the afternoon, finishing mixed. The Portfolio is 50% net long heading into the day.

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