Friday, August 05, 2011

Friday Watch


Evening Headlines


Bloomberg:

  • Trichet Bond Firepower Faces Test as Rout Withstands ECB Buying. European Central Bank President Jean- Claude Trichet may be forced to step up his fight against the sovereign debt crisis after a resumption of bond purchases yesterday failed to halt a rout in Italy and Spain. Over opposition from Germany’s Bundesbank, Trichet yesterday sent the ECB back into bond markets as yields on Italian and Spanish yields soared, threatening the ability of the euro region’s third- and fourth-largest economies to borrow. As the sell-off continued, traders said the ECB purchased only Irish and Portuguese securities, suggesting the central bank is reluctant to put up the funds needed to tame a crisis it says governments are responsible for fixing. “The ECB is being dragged unwillingly back to the table, having tried originally to palm off responsibility for restructuring the euro zone to governments,” said Peter Dixon, an economist at Commerzbank AG in London. “If the ECB is serious about playing its part in holding the euro zone together, then it’s going to have to spend a considerable sum.” The ECB, which ceased buying bonds four months ago, was forced back into action after governments failed to convince investors that a package of new measures agreed to last month will prevent the crisis from spreading. The ECB may be hesitant to intervene in Italian and Spanish markets, which according to Bloomberg data have a combined 2.2 trillion euros ($3.1 trillion) worth of outstanding bonds, for fear of starting an engagement it can’t get out of. The ECB “would have to deploy more cash to have an impact on the Spanish or Italian yields than in the case of small periphery paper,” said Elwin de Groot, senior market economist at Rabobank Nederland in Utrecht. “Secondly, markets would expect a certain commitment from the ECB to follow through.” Italian 10-year bond yields rose to 6.19 percent yesterday from as low as 5.92 percent earlier in the day, while the Spanish equivalent soared to 6.27 percent from 6 percent. Gilles Moec, co-chief European economist at Deutsche Bank AG in London, said that by shunning Italian and Spanish debt the ECB was putting pressure on those governments to “get their house in order.” “It’s showing it can buy, but only those whose governments have made an effort,” he said. While that may have been the case, the ECB succeeded in making the problem “even more intractable,” said David Owen, chief European economist at Jefferies International Ltd. in London. “The contagion is spreading. If spreads widen out significantly, I think the ECB would have to step in.” Bundesbank President Jens Weidmann voted against a resumption of the bond program, according to an official familiar with the discussions. Weidmann was not the only Governing Council member opposed to the move, the official said on condition of anonymity. Yesterday’s response may have been “the best the ECB could do because the Governing Council could not agree on a shock-and- awe response,” said Peter Westaway, chief European economist at Nomura International Plc in London. “If so, this is concerning.”
  • Global Banks Tumble on Concerns About Growth, Sovereign Debt. European banks dropped to a two-year low and led a plunge in financial stocks around the world on growing fear about faltering growth and the creditworthiness of countries such as Ireland and Italy. The 46-member Bloomberg Europe 500 Banks Index dropped 4.2 percent to its lowest since April 2009. The KBW Bank Index of 24 U.S. financial stocks slid 5.3 percent in New York, the biggest percentage decline since July 2010. “The biggest issue that the European banks have is that they are undercapitalized,” said Daniel Alpert, managing partner at Westwood Capital LLC, a New York-based investment bank. “While U.S. banks don’t have a tremendous exposure to the sovereign debt in Europe, the bottom-line issue is these banks in Europe are important parts of the worldwide financial system.” “The ECB’s program is virtually useless, because it’s not big enough to stomach Italy or Spain,” said Ronny Rehn, a bank analyst at KBW Inc. in London. “Politicians need to get ahead of the curve and stop reacting to events when it is too late.” Spanish and Italian banks have been struggling to borrow money for more than 30 days’ duration over the past two months, according to analysts at Morgan Stanley in London. “The funding markets are drying up and short-term funding is getting shorter,” Rehn said. The Bloomberg European Banks index has slumped 11 percent in the last five trading days, with Intesa SanPaolo, Lloyds, and France’s Societe Generale SA all shedding more than one-fifth of their stock market value. European officials are trying to put a firewall around Italy and Spain on concern that they will have to follow Greece, Ireland and Portugal in seeking bailouts. The cost of insuring Italian debt surged to a record today, with credit-default swaps rising 18 basis points to 384, according to CMA in London. The Markit iTraxx Financial Index of credit-default swaps on the senior debt of 25 European banks and insurers rose 6 basis points to 205, according to JPMorgan, nearing the 210 basis-point record of March 2009. Bank of New York Mellon Corp., the world’s largest custody bank, said today it will start charging institutional clients a fee for “extraordinarily high” cash deposits to stem a flight of capital into the safety of bank deposits. Other banks that have experienced dramatic increases in their cash deposits may follow, said Gerard Cassidy, an analyst at RBC Capital Markets in Portland, Maine, who said he’d never seen a bank charge for taking institutions’ deposits. In other signs of investors’ aversion to risk, the yield on the two-year U.S. Treasury dropped to a record low and rates on Treasury bills fell to zero. “Bank funding remains stressed for southern Europe and remains a key source of risk for bank earnings, ability to lend and a drag on economic recovery,” Morgan Stanley analyst Huw van Steenis said by telephone today. While the provision of six- month money is “at the margin helpful, it is not of sufficient term to really offer game-changing help to re-open term funding markets, which is the focal point of the stress.” Trichet said the ECB has also resumed bond purchases after it stopped buying the bonds of distressed euro-area governments 18 weeks ago. Citigroup analysts led by Giada Giani described the decision to re-open the program for Portuguese and Irish debt as “half-hearted” and liable to leave Italian and Spanish bonds “highly vulnerable to further market turbulence.” “Trichet could have done more to calm the markets,” said Simon Maughan, head of sales and distribution at MF Global Ltd. in London. “The lack of political leadership and an unwillingness to take things seriously is hurting the market.”
  • Portugal's New Austerity Fails to Bring Down Yield: Euro Credit. Two months into the job, Portugal’s Prime Minister Pedro Passos Coelho is deepening the budgetary pain without feeling any gain. Swept to office June 5 on the back of a 78 billion-euro ($111 billion) rescue sought by his predecessor, Passos Coelho has announced a tax charge and spending cuts together worth more than 1 percent of gross domestic product to ensure he meets the targets set out in the aid package. All he’s got in return are higher borrowing costs as contagion spreads to Italy and Spain. “There was and there will be a contagion effect,” Andre Pinheiro, who helps oversee 100 million euros of assets at Orey Financial SA in Lisbon, said in a telephone interview. “Our recovery depends on their recovery, and our yields won’t decline if they don’t recover.”
  • Stock Plunge Erasing $780 Billion 'Orderly' as Brokers Keep Bids. The rout that erased about $780 billion from U.S. share values yesterday reflected orderly selling by institutional investors, unlike the crash of May 2010, traders said. The Standard & Poor’s 500 Index fell 4.8 percent to an eight-month low, the biggest drop since February 2009.
  • Decade of Stimulus Yields Nothing but Debt: Caroline Baum. When George W. Bush took up residence in the White House in January 2001, total U.S. debt stood at $5.95 trillion. Last week it was $14.3 trillion, with $2.4 trillion more freshly authorized by Congress. Ten years and $8.35 trillion later, what do we have to show for this decade of deficit spending? A glut of unoccupied homes, unemployment exceeding 9 percent, a stalled economy and a huge mountain of debt. Real gross domestic product growth averaged 1.6 percent from the first quarter of 2001 through the second quarter of 2011. It doesn’t sound like a very good trade-off. And now Keynesians are whining about discretionary spending cuts of $21 billion next year? That’s one-half of one percent. And it qualifies as a “cut” only in the fanciful world of government accounting.
  • Yuan Debt Worst in BRICs as PBOC Battles Inflation: China Credit. Yuan-denominated bonds are the only local-currency debt among the biggest emerging nations delivering a loss as investors bet quickening inflation will force China to keep raising interest rates. Yuan bonds are declining as three interest rate increases this year in the world’s fastest-growing economy fail to slow inflation that climbed to a three-year high in June, according to the latest available data. “Other BRIC nations, such as Brazil and India, have been raising rates aggressively,” Michael Roche, an emerging-markets strategist in New York at MF Global Inc., said by phone yesterday. “Higher degrees of policy action to combat inflation are being seen in” those countries compared with in China, he said. Investors have boosted bets on rising Chinese interest rates by the most among the BRIC countries in the past two months, with the cost to lock in borrowing costs for a year gaining 59 basis points, or 0.59 percentage point, since June 6, according to interest-rate swaps tracked by Bloomberg. Swaps for Brazil dropped 13 basis points in the same period, while Russia’s advanced four and Indian swaps rose 24, the data show. It’s too early to consider relaxing monetary policy, the People’s Bank of China said in a statement on Aug. 1. “Domestic inflation expectations remain strong and the foundation for stabilizing prices is not solid,” the central bank said. “Prices could rebound.” Chinese policy makers may raise benchmark rates again around Aug. 10, the state Xinhua News Agency said in a report published on Aug. 2, citing Li Pumin, deputy secretary general of the nation’s top planning agency. Five-year contracts protecting Chinese government debt against default rose four basis points to 96 basis points yesterday, according to data provider CMA, which is owned by CME Group Inc. and compiles prices quoted by dealers in the privately negotiated market.
  • Treasuries Poised for Biggest Weekly Advance Since Fed Rate Cut in 2008. Treasuries headed for their steepest weekly gain since the last time the Federal Reserve cut interest rates in 2008 as stocks tumbled around the world on concern economic growth is slowing. Bonds surged from Japan to Australia to Germany this week as investors sought the relative safety of government debt. The TED spread, the difference between what lenders and the U.S. government pay to borrow for three months, widened to 26.9 percentage points, the most in a year. “Hot money is flowing into U.S. Treasuries in a flight to quality,” said Hiromasa Nakamura, a senior investor in Tokyo at Mizuho Asset Management Co., which oversees the equivalent of $37.9 billion and is a unit of Japan’s second-largest bank. “There’s a flight from riskier assets into bonds. All bonds are benefitting.” U.S. 10-year yields were little changed today at 2.41 percent as of 10:56 a.m. in Tokyo, according to Bloomberg Bond Trader prices. The 3.125 percent note maturing in May 2021 traded at 106 5/32. The yield dropped 38 basis points this week, the most since the period ended Dec. 19, 2008, according to data compiled by Bloomberg.
  • Cameron, Osborne May Cut Top Income Tax Rate to 45%, Mail Says. U.K. Prime Minister David Cameron and Chancellor of the Exchequer George Osborne are planning to cut the 50 percent top rate of income tax to 45 percent as early as March, the Daily Mail reported, without citing a source for the information. Cameron and Osborne are seeking to make the change because of Treasury statistics which show the current rate generates “marginal financial gains” for government, the newspaper reported. Allies of Osborne view a cut in the rate as necessary to help boost growth in the economy, the Mail said.
  • Oil Heads for Biggest Weekly Drop Since May. Oil fell in New York, heading for the biggest weekly decline in three months and wiping out its gain for the year, on speculation fuel demand will falter as the U.S. economy weakens and the European debt crisis worsens. Futures dropped as much as 1.1 percent after slumping 5.8 percent yesterday. “The market is nervous, people are panicking,” said Jonathan Barratt, a managing director of Commodity Broking Services Pty in Sydney, who predicts oil in New York will average $100 a barrel this year. “Everyone is liquidating and moving into cash and that’s understandable because every other commodity market is under pressure.” Crude for September delivery dropped as much as 95 cents to $85.68 a barrel in electronic trading on the New York Mercantile Exchange at 11:38 a.m. Sydney time. The contract yesterday tumbled $5.30 to $86.63, the lowest settlement since Feb. 18. Prices are down 10 percent for the week and 6 percent in 2011.
  • SAC Capital May Have Lost $196 Million on Paper in Dendreon(DNDN) Stock Plunge. SAC Capital Advisors LP, the $14 billion hedge fund run by billionaire Steven A. Cohen, may have a one-day paper loss of about $196 million from its stake in Dendreon Corp. (DNDN), the drugmaker that plunged the most ever after it withdrew its 2011 revenue estimate. SAC Capital owned 8.2 million shares of Seattle-based Dendreon as of March 31, making it the biggest shareholder, according to a regulatory filing. Dendreon fell 67 percent, or $23.87, to $11.97 at 3:15 p.m. New York time in Nasdaq Stock Market trading, the largest decline since its initial public offering in June 2000.
  • U.S. Housing Market Slump Deals Double Blow to Small Businesses.
  • British Companies Trading With Iran Hidden by U.K. to Avert U.S. Sanctions. The U.K. government is determined to keep secret British companies that applied to sell goods with potential military uses to Iran, saying international banks are under U.S. pressure to drop them as clients. The disclosure of the companies may result in them losing access to bank services, Britain’s Export Control Organization said in reply to a Freedom of Information lawsuit filed by Bloomberg News.
  • South Korea Should Raise Rate, Allow Stronger Won, IMF Says. South Korea should raise its benchmark interest rate to at least 4 percent over time and allow its currency to appreciate further to better fight inflation, the International Monetary Fund’s staff said. “The policy rate hikes thus far, although gradual, are welcome, and should continue in a more decisive manner, given the strong underlying economic momentum and lags in monetary policy,” IMF economists wrote in an annual assessment of the country’s economy released today. “Further two-way exchange rate flexibility would also help in the policy response to inflation.” Higher energy and food costs pushed South Korea’s inflation to a four-month high of 4.7 percent in July, breaching the central bank’s target limit for a seventh straight month. The Bank of Korea’s board will meet on Aug. 11 to discuss whether to raise borrowing costs for the fourth time this year after reports last month showed that economic growth slowed in the second quarter.
  • The cost in India to lock in five-year interest rates has fallen below that for one-year contracts by the most since 2008, signaling a bank-lending slowdown is deepening, according to Barclays Capital. The five-year interest-rate swap rate, a fixed payment made to receive adjustable amounts, has dropped 86 basis points below the one-year measure of 8.27 percent.
  • Bank of America(BAC) Says Mortgage Buyback Claims May Exceed Prior Estimate. Bank of America Corp. (BAC), the lender that disclosed more than $30 billion in costs tied to faulty mortgages, said claims may rise as government-sponsored enterprises such as Fannie Mae step up demands for refunds. “We have been experiencing elevated levels of new claims,” the Charlotte, North Carolina-based company said today in a quarterly filing with regulators. Those claims have arrived “in numbers that were not expected based on historical experience. Additionally, the criteria by which the GSEs are ultimately willing to resolve claims have become more rigid over time.” The bank may report “more repurchase requests from Fannie Mae than the assumptions in our estimated liability contemplate,” according to the filing.
  • China's Push to Boost Medical Care May Curb Sales Growth for Pfizer(PFE), Merck(MRK). China’s efforts to make medicines cheaper for 700 million rural people have dragged its biggest health-care stocks down 23 percent this year. Plans to expand the program to wealthy cities may also hurt Pfizer Inc. (PFE) and Merck & Co.
  • Aussie Set for Biggest Weekly Drop Since May 2010 on Growth. The Australian dollar headed for its biggest weekly decline versus the U.S. currency since May 2010 as the Reserve Bank cut its forecast for 2011 economic growth.
  • Indonesia Growth Spurs World's Priciest Stocks as BRICs Retreat. In a year when stocks around the world are getting cheaper, Indonesian shares are growing more expensive as surging profits lure Asia’s biggest investors. The Jakarta Composite Index’s 11 percent advance this year lifted its valuation to 15 times estimated profit, the highest level among 45 benchmark stock gauges tracked by Bloomberg and a record 36 percent premium to the MSCI All-Country World Index. Price-earnings ratios fell in every other market, declining by an average 15 percent, data compiled by Bloomberg show.
  • Citigroup(C) Said to Be Subpoenaed by California Over Mortgages. The California Attorney General’s Office, which is investigating mortgage fraud, subpoenaed Citigroup Inc., a person familiar with the matter said. Attorney General Kamala Harris is seeking information about Citigroup’s mortgage-securitization practices, said the person, who wasn’t authorized to speak publicly about the matter and didn’t want to be identified. The subpoena comes after Harris’s May announcement that she had set up a mortgage-fraud task force to investigate “every step” of the mortgage process from lending to securitization.
Wall Street Journal:
  • Stocks Nose-Dive Amid Global Fears. Weak Outlook, Government Debt Worries Drive Dow's Biggest Point Drop Since '08.
  • New Focus of Fears on Italy Sends Officials Scrambling. A few months ago, European policymakers were jostling to erect barricades protecting Spain from the marauding sovereign-debt crisis. But suddenly, it is Italy in the cross hairs—deeply transforming Europe's problem and putting policymakers in full retreat. What was a battle to avoid a costly bailout has now become a push to avoid a doomsday scenario. "The line has shifted from before Spain to after Spain," said Carsten Brzeski, senior economist at ING in Brussels.
  • Sarkozy to Discuss Crisis with Merkel, Zapatero. French President Nicolas Sarkozy has been talking with the President of the European Central Bank over the last two days and will on Friday hold separate telephone talks with Spanish Prime Minister José Luis Rodriguez Zapatero and German Chancellor Angela Merkel, the French Presidency said late Thursday. The talks come as markets the world over have been plunged into turmoil, as investors fret over the global economy and policy makers' ability to resolve the euro zone's debt crisis.
  • Inquiry is Ordered on New IMF Chief. A French criminal court Thursday ordered a probe into whether International Monetary Fund chief Christine Lagarde was complicit in any misuse of public funds in 2008, when she was France's finance minister.
  • Tax Reform's Moment? by Stephen Moore. Where else is the growth going to come from?
  • The Global Rout. The Keynesians have fired all their ammo and here we are.
MarketWatch:
CNBC:
Business Insider:
Zero Hedge:
CNNMoney:
Forbes:
AppleInsider:
  • Apple(AAPL) Takes Aim at Copycat Fake Retail Stores With New Lawsuit. After a number of fake Apple retail stores in China gained publicity online, Apple appears to have taken legal action, undoubtedly looking to shut down the counterfeit locations designed to look like its own operations. Apple has gone on the offensive against a number of defendants, including 50 John Does and unnamed businesses, in a new trademark infringement suit. The lawsuit filed in U.S. District Court in the Eastern District of New York remains under a court seal, so the specifics of the complaint are not known.
Gallup:
Reuters:
  • Italy Prosecutors Seize Moody's, S&P Documents. Italian prosecutors have seized documents at the offices of rating agencies Moody's and Standard & Poor's in a probe over suspected "anomalous" fluctuations in Italian share prices, a prosecutor said on Thursday. The measure is aimed at "verifying whether these agencies respect regulations as they carry out their work," Carlo Maria Capistro, who heads the prosecutors' office in the southern town of Trani which is leading the probe, told Reuters. The documents were seized at the Milan offices of the two agencies on Wednesday, he said, adding that prosecutors had also asked Italian market regulator Consob to provide documents relating to their registration in Italy. S&P in Italy said in a statement it believed the probe was "groundless." "We strongly defend our work, our reputation and that of our analysts," it said. Moody's said it "takes its responsibilities surrounding the dissemination of market sensitive information very seriously and is cooperating with the authorities." The Trani prosecutors have opened two probes -- one for each rating agency -- after a complaint by two consumer groups over the impact of their reports about Italy on Milan stock prices.
  • Paulson's Hedge Funds Endure Another Rough Month. Hedge fund titan John Paulson's flagship funds performed poorly in July and sank further into the red for the year. The Paulson Advantage Plus fund is down 21.6 percent for the year after the fund fell 4.63 percent in July, according to people familiar with the firm who declined to be identified. The Paulson Advantage fund is down about 15 percent for the year. The Paulson Advantage funds, which peaked with $19.1 billion in assets under management in March, are losing altitude. The two funds now control about $15.7 billion in investor assets, sources say.
  • China's SAIC July Auto Sales Fall 2.97% Y-o-Y. Top Chinese automaker SAIC Motor Corp saw July vehicle sales fall 2.97 percent from a year ago, amid a slowdown in the world's largest auto market. SAIC, the China partner of General Motors and Volkswagen (VOWG_p.DE), sold 270,439 vehicles in July, down from 278,730 units a year earlier and 317,682 in June, it said in a stock exchange filing on Friday.
  • Massive Net Outflow From Money Market Funds - Lipper.
Financial Times:
Telegraph:
  • Rio Tinto(RIO) Warning on Commodity Market Spooks Investors. The miner expressed concerns about the impact of the sovereign debt crisis in Europe and the US on global growth, as well as monetary tightening in emerging economies. "Given this range of risks, it seems likely that news or rumours affecting expectations about monetary, credit and fiscal settings as well as the broader health of the financial sector will induce ongoing volatility in commodity markets, albeit around an elevated price trend," Vivek Tulpule, Rio's chief economist said.
Nikkei:
  • The Japanese government probably spent $50 billion yesterday to buy dollars.
Financial News:
  • China should maintain the strength of monetary policy to consolidate and enhance achievements from previous measures, the Financial News said in a commentary on its second page today. It will be difficult to control consumer price increases to within 5% this year, the commentary said. Factors that push prices higher are not eliminated, the commentary said. Autumn grain output and hog supply in the country still face lots of uncertainties, according to the commentary by a writer at the central bank publication.
Evening Recommendations
Citigroup:
  • Reiterated Buy on (PCLN), boosted estimates, raised target to $700.
Night Trading
  • Asian equity indices are -5.0% to -2.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 135.50 +14.0 basis points.
  • Asia Pacific Sovereign CDS Index 129.0 +6.0 basis points.
  • S&P 500 futures -.08%.
  • NASDAQ 100 futures -.12%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • (ABVT)/.58
  • (MGA)/1.37
  • (WTW)/1.12
  • (WCRX)/.89
  • (VIA/B)/.85
  • (SUP)/.39
  • (PG)/.82
  • (PPL)/.45
Economic Releases
8:30 am EST
  • The Change in Non-farm Payrolls for July is estimated at +85K versus +18K in June.
  • The Change in Private Payrolls for July is estimated at +113K versus +57K in June.
  • The Unemployment Rate for July is estimated at 9.2% versus 9.2% in June.
  • Average Hourly Earnings for July are estimated to rise +.2%% versus unch. in June.
3:00 am EST
  • Consumer Credit for June is estimated to fall to $5.0B versus $5.08B in May.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • None of note
BOTTOM LINE: Asian indices are sharply lower, weighed down by industrial and technology shares in the region. I expect US stocks to open modestly lower and to rally into the afternoon, finishing mixed. The Portfolio is 50% net long heading into the day.

Thursday, August 04, 2011

Stocks Plunging into Final Hour on Soaring Eurozone Debt Angst, Global Growth Worries, Emerging Markets Inflation Fears, US Tax Hike Worries


Broad Market Tone:

  • Advance/Decline Line: Substantially Lower
  • Sector Performance: Every Sector Declining
  • Volume: Heavy
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • VIX 28.17 +20.70%
  • ISE Sentiment Index 70.0 -14.63%
  • Total Put/Call 1.26 -5.26%
  • NYSE Arms 4.23 +362.78%
Credit Investor Angst:
  • North American Investment Grade CDS Index 100.41 +1.41%
  • European Financial Sector CDS Index 185.18 +12.14%
  • Western Europe Sovereign Debt CDS Index 294.83 +3.57%
  • Emerging Market CDS Index 229.84 +5.11%
  • 2-Year Swap Spread 25.0 unch.
  • TED Spread 26.0 +3 bps
Economic Gauges:
  • 3-Month T-Bill Yield .00% -4 bps
  • Yield Curve 219.0 -12 bps
  • China Import Iron Ore Spot $177.90/Metric Tonne +.11%
  • Citi US Economic Surprise Index -88.0 -2.4 points
  • 10-Year TIPS Spread 2.21% -14 bps
Overseas Futures:
  • Nikkei Futures: Indicating -250 open in Japan
  • DAX Futures: Indicating -45 open in Germany
Portfolio:
  • Slightly Lower: On losses in my Technology, Medical, Biotech and Retail sector longs
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges, added to my (EEM) short, stopped out of some longs
  • Market Exposure: Moved to 25% Net Long
BOTTOM LINE: Today's overall market action is very bearish as the S&P 500 takes out technical support on volume on soaring eurozone debt angst, US tax hike concerns, financial sector pessimism, emerging market inflation fears and global growth worries. On the positive side, Telecom and Restaurant shares are holding up relatively well, falling less than -2.0%. Oil is plunging -5.5% and the UBS-Bloomberg Ag Spot Index is falling -1.47%. The AAII % Bulls fell to 27.2% this week, while the % Bears jumped to 49.9, which is a big positive. On the negative side, Coal, Alt Energy, Energy, Oil Service, Steel, Paper, Construction, Hombuilding, Biotech, Disk Drive and Agriculture shares are under severe pressure, falling more than -5.0%. Gold is unch. and Copper is down -1.96%. Rice is hovering near a multi-year high, soaring about +26.0% in less than 1 month. The US price for a gallon of gas is unch. today at $3.70/gallon. It is up .56/gallon in less than 5 months. The Italy sovereign cds is rising +5.96% to 387.82 bps, the Brazil sovereign cds is rising +3.29% to 118.78 bps, the Russia sovereign cds is rising +6.9% to 158.17 bps, the China sovereign cds is surging +7.28% to 93.39 bps, the France sovereign cds is rising +2.3% to 143.89 bps, the Spain sovereign cds is surging +2.41% to 429.65 bps, the Germany sovereign cds is rising +5.48% to 72.25 bps and the Belgium sovereign cds is rising +6.47% to 245.07 bps. The Italy sovereign cds has soared +173 bps in 10 days. The Spain, Italy and France sovereign cds are making new record highs again today. The German sovereign cds is hitting another multi-year high and is only 20.0 bps from its Feb. 09 high of 93.0 bps. The Eurozone Financial Sector CDS Index is now only 24.0 bps from its March 09 record high. India's Sensex fell another -1.4% last night despite the rally in US stocks, which leaves it down -13.7% ytd. Brazil's Bovespa continues to be one of the word's worst-performers, falling another -4.6% today, which leaves it down -22.7% ytd and -26.9% from its Nov. 4th high. Germany's DAX has broken down badly over the last 4 days and is now down -7.2% ytd. French(-3.9%), Italian(-5.2%) and Spanish(-3.9%) stocks are trading horribly again today. Italian stocks are now down -20.05% ytd and are down -28.4% from their Feb. 17th 52-week high. Gauges of investor angst are spiking again today, which is a positive. However, the markets are telegraphing a global recession. As I warned a few weeks ago, investors were too pre-occupied with the US debt ceiling debate and losing sight of how badly Europe and some key emerging markets were deteriorating. Europe appears to be in complete disarray and Brazil trades like its economy is poised for a hard landing on runaway inflation. As well, China and India continue to be a large concern. While Russia has held up much better than most other emerging markets(+3.9% ytd), it likely has the most downside risk from current levels if a global recession truly is in the offing. I suspect another dynamic that is now back in play is forced selling by some very well know hedge funds. Considering how badly many funds were already underperforming and that net long exposure was relatively high before this sell-off gained traction, another round of closures could be in store. While stocks are very oversold near-term and should start bouncing by early next week, more weakness is likely over the intermediate-term. I expect US stocks to trade modestly higher into the close from current levels on short-covering, bargain-hunting and falling energy/food prices.

Bear Radar


Style Underperformer:

  • Mid-Cap Growth (-3.81%)
Sector Underperformers:
  • 1) Coal -11.31% 2) Construction -6.10% 3) Oil Service -6.03%
Stocks Falling on Unusual Volume:
  • FDP, WNR, XEC, BCS, PBR, UBS, ABB, CLMT, AIXG, TI, DNDN, SCOR, LAMR, SXCI, DXCM, LFUS, AMRN, HGSI, HNH, LORL, MELI, ITMN, MANT, TLEO, ZUMZ, ABMD, HTHT, FARO, LINE, PIQ, CTB, EXI, PXE, JKJ, IXN, NTL, PZD, ISI, WLT, FEZ, XSD, NYC, VRX, JKI, EWU and VE
Stocks With Unusual Put Option Activity:
  • 1) WFT 2) LEN 3) XOP 4) WLT 5) PHM
Stocks With Most Negative News Mentions:
  • 1) RDC 2) DVR 3) HOGS 4) EWP 5) TNK
Charts:

Bull Radar


Style Outperformer:

  • Large-Cap Value (-2.81%)
Sector Outperformers:
  • 1) Utilities -1.52% 2) Tobacco -1.63% 3) Restaurants -1.65%
Stocks Rising on Unusual Volume:
  • NSIT, THS, KFT, WWWW, THOR, GOLD, FIRE, ANSS, MNTA, SWM, SWI, TDC and DVA
Stocks With Unusual Call Option Activity:
  • 1) WFT 2) DNDN 3) URI 4) WNR 5) WLL
Stocks With Most Positive News Mentions:
  • 1) LMT 2) MOLX 3) UNG 4) FTR 5) FIRE
Charts:

Thursday Watch


Evening Headlines


Bloomberg:

  • Euro Problems Need Fixing Before Financial Markets Lose Their Faith: View. The U.S. Congress may have narrowly avoided a government-debt disaster, but financial troubles are resurging across the Atlantic. If European leaders can’t find the political will to implement the drastic measures needed to stem their crisis, markets could soon put them in an untenable position. The market for Italian and Spanish government bonds offers an indication of how little confidence Europe’s most recent package of rescue measures has inspired. As of Wednesday, the yield on the 10-year Italian bond stood at 6.08 percent, near its highest point since the introduction of the euro. The yield was about 3.7 percentage points higher than the yield on 10-year German bonds -- a spread that suggests rising concern that Italy might default. The comparable spread on Spain’s 10-year bond was 3.9 percentage points, up from 3.2 a month earlier. Belgium’s spread hit a euro-era high of 2.1 percentage points. Investors’ jitters are dangerous, because they can become a self-fulfilling prophecy. As worries about default push up governments’ cost of borrowing, debts that were once manageable can become unsustainable. No wonder European Commission President Jose Barroso, while calling the rising yields in Italy and Spain unwarranted, voiced “deep concern” Wednesday about the market developments.
  • Yen Plunges as Japan Intervenes in Markets for the First Time Since March. The yen weakened against all its major peers after Japan intervened in the foreign-exchange market for the first time since March to stem gains in the currency that threaten the nation’s economic recovery. The yen also fell on prospects the Bank of Japan will follow its Swiss counterpart in easing monetary policy at a meeting that will end one day early today. Japan last intervened on March 18, joining its Group of Seven counterparts in selling yen the day after the currency jumped to the postwar record of 76.25 per dollar. Japanese Finance Minister Yoshihiko Noda said today the intervention was unilateral. “Intervention will be more effective if it comes with monetary easing,” said Kazuo Kitazawa, the Tokyo-based director of fixed income at Credit Suisse Group AG. “I can’t say intervention is successful until the yen depreciates beyond 80 against the dollar.” The yen fell to 78.36 per dollar as of 10:46 a.m. in Tokyo from 77.06 in New York yesterday. The yen dropped to 112.19 per euro from 110.38. The dollar was at $1.4323 per euro from $1.4323.
  • Birinyi, Biggs Advise Holding Stocks After S&P 500's Decline. The seven-day slide that wiped out the 2011 gain in the Standard & Poor’s 500 Index is no reason to sell stocks, according to investors including Laszlo Birinyi and Barton Biggs. Growing concern that the U.S. economy is faltering erased $1.07 trillion from American equities in less than two weeks, according to data compiled by Bloomberg.
  • Oil Climbs as Stimulus Speculation Counters Economy, Gain in U.S. Supplies. Oil rose from a five-week low in New York as speculation that the Federal Reserve may start another stimulus program countered signs of a slowing economy in the world’s biggest crude-consuming nation. Crude for September delivery gained as much as 62 cents to $92.55 a barrel in electronic trading on the New York Mercantile Exchange and was at $92.42 at 10 a.m. Sydney time. The contract yesterday dropped $1.86 to $91.93, the lowest since June 27. Prices are 12 percent higher the past year.
  • JPMorgan(JPM) Cuts U.S. Third-Quarter GDP Forecast to 1.5% on Consumption. JPMorgan Chase & Co. cut its forecast for U.S. economic growth in the third quarter by a percentage point to 1.5 percent, partly because of a slowdown in consumer spending, chief U.S. economist Michael Feroli wrote in a note today. Feroli also lowered the forecast for fourth-quarter growth to 2.5 percent from a prior estimate of 3 percent. The world’s largest economy will expand 2 percent in the first six months of 2012, less than a previous projection of 2.5 percent.
  • Powerful China Rail Ministry May Face Breakup. China’s deadliest high-speed train crash may hasten the breakup of a ministry that runs the world’s second-largest rail network, employs more people than the U.S. government and has debts larger than Denmark’s economy. Premier Wen Jiabao has pledged more focus on safety and greater accountability following the July 23 crash that killed 40 people, endangering the Ministry of Railways’ dual grip on regulating and operating China’s trains. Dividing these roles may improve management, financial transparency and safety, said Hu Xingdou, an economics professor at the Beijing Institute of Technology. “The rail ministry has been run like an independent kingdom for years,” Hu said. “The concentration of power has caused inefficiency and mismanagement, and it’s a hotbed for corruption.”
  • BofA's(BAC) Moynihan to Answer 'Skeptics' in Berkowitz Conference. Bank of America Corp. Chief Executive Officer Brian T. Moynihan plans to answer questions from "skeptics" among fund manager Bruce Berkowitz's investors after shares of the biggest U.S. lender fell to a two-year low. Berkowitz's Fairholme Capital Management LLC will hold a 90-minute conference call with Moynihan on Aug. 10, the manager said today in a statement. The event will help investors of Fairholme, with 92.6 million Bank of America shares as of March 31, understand why the firm is a core holding, Berkowitz said.
  • Lehman, Hong Kong Liquidators Resolve $20 Billion of Claims.
  • Buffett Can't Get Analysts to Give 'Buy' Rating After Berkshire's(BRK/A) Decline. Warren Buffett’s Berkshire Hathaway Inc. (BRK/A) can’t get a buy recommendation from equity analysts, even as it trades in New York at the cheapest price relative to book value since March 2009. Berkshire fell this week to its lowest since June 2010 and has underperformed the Standard & Poor’s 500 Index over the last 12 months.
  • Hackers in China Attack UN, Olympic Networks, Security Firms Say in Report. Hackers based in China spent five years ransacking the computer networks of the United Nations, multinational corporations, the Olympic committees of several countries and the U.S. and Canadian governments, two security companies said. In one of the largest cyberattacks discovered, more than 72 organizations were hacked by spies beginning in 2006, according to computer server logs and other evidence obtained by Santa Clara, California-based McAfee Inc. (MFE) The attack has been traced to servers in at least two of China’s major cities, Beijing and Shanghai, according to Atlanta-based Dell SecureWorks, which separately traced the same series of attacks. “Even we were surprised by the enormous diversity of the victim organizations and were taken aback by the audacity of the perpetrators,” Dimitri Alperovitch, McAfee’s vice president of threat research, said in the report. The details of the incidents, which McAfee dubbed Operation Shady RAT, are part of a mounting body of evidence linking China to sophisticated hacking operations targeted against a broad array of both government and commercial targets.
Wall Street Journal:
  • How White House Wooed Wall Street in Debt Debate. This week's vote to avert a debt-ceiling crisis brought together a variety of uneasy political alliances. But few were as fraught with tension as the one between Wall Street and the Obama administration. Banks and the White House found themselves on the same side in recent weeks as they worked to back a compromise that would fend off a default by the U.S. government. White House Chief of Staff Bill Daley even tried to enlist the help of his former employer, J.P. Morgan Chase & Co.(JPM), as part of a final push to get a deal done in Congress, said people familiar with the situation.
  • Iran Claims Progress Speeding Nuclear Program.
  • Signs of Slowdown Creep Into Europe's Powerhouses. Jean-Claude Trichet no longer needs to gaze toward southern Europe and Ireland to spot signs of economic weakness. As he prepares for Thursday's European Central Bank meeting, the president can simply look out his office window in Frankfurt. The economic slowdown—once limited to Greece, Spain, Ireland, Portugal and Italy—is creeping into Germany and other powerhouses such as France and the Netherlands. Those three countries alone account for over half of euro-zone gross domestic product.
CNBC:
  • Moody's May Cut Credit Ratings on Two Big Banks. Moody's Investors Service said it may cut its ratings on Bank of New York Mellon(BK) and JPMorgan Chase(JPM) over the next 18 months, saying the banks might get less U.S. government support in the future.
  • Corzine to Replace Geithner at Treasury?
Business Insider:
Zero Hedge:
  • EFSF - Too Small? Too Big? Or Just Wrong?
  • Gross US Debt Surges By $240 Billion Overnight, US Debt To GDP Hits Post World War II High 97.2%. Two things happened when the Senate voted in the "Bipartisan" plan into law yesterday: i) deferred debt on the Treasury's balance sheet finally caught up with reality, and ii) as a result of i) America's Debt/GDP just hit a post World War 2 High of 97.2%. Becasue as the Daily Treasury Statement as of last night indicates, total US marketable debt surged by $124.6 billion, while debt in intragovernmental holdings (Social Security, Government Retirement Accounts, etc), soared by $113.6 billion, for a combined one day change of $238.2 billion, the single biggest one day increase of US debt in history.
IBD:
Forbes:
NY Times:
  • The Manifesto of a Hedge Fund King. DealBook’s Evelyn M. Rusli and Azam Ahmed discuss Paul Singer’s latest letter to investors, and whether his views have greater significance for the world of hedge funds.
  • Large Banks in Europe Struggle With Weak Bonds. Ever since the European debt crisis began, the risk of contagion — of problems spreading from smaller countries to bigger ones, like Italy and Spain — has worried government officials and investors. Now, another type of contagion is causing concern: the risk of problems spreading to big banks, especially in Italy and Spain. The growing vulnerability of the giant banks in these two countries is spurring investor fears that Europe’s latest bid to get a handle on its festering debt crisis, adopted just a few weeks ago, has come up short.

Rasmussen Reports:
Reuters:
  • Syrian Tanks Thrust Into Hama, 45 Killed: Activist. At least 45 civilians were killed in a tank assault by Syrian President Bashar al-Assad's forces to occupy the center of Hama, an activist said on Thursday, in a sharp escalation of a military campaign aimed at ending an uprising against his rule.
  • US Congress Leaders Agree On Path to Trade Deals. Congressional leaders said on Wednesday they have agreed upon a path to approve three long-delayed free trade agreements and a program to help U.S. workers who lose their jobs because of foreign competition.
  • ECB to Halt Rate Hike Cycle, Faces Pressure On Bond-Buying. An economic slowdown and debt market turmoil mean the European Central Bank will probably hit 'pause' on its interest rate raising cycle for several months and may even signal on Thursday a readiness to buy bonds again.
  • Dendreon(DNDN) Pulls Forecast as Provenge Falls Short. Dendreon Corp on Wednesday reported far lower-than-expected second-quarter sales of the prostate cancer vaccine Provenge and withdrew its full-year revenue forecast, sending its shares into a tailspin. The biotechnology company, whose shares fell 62 percent after hours, also plans to reduce expenses, including through job cuts, at a time when Wall Street was expecting sales to take off as manufacturing capacity for the vaccine increases.
  • Walter Energy(WLT) Q2 Lags Wall Street; Shares Fall. Coal miner Walter Energy's second-quarter profit missed expectation hurt by higher costs and weather-related challenges at its Alabama and North-East British Columbia operations. Shares of the Tampa, Florida-based company were down 5 percent at $105.5 in after market trade.
  • Obama Turns 50th Birthday Into Campaign Fundraiser.
BBC:
  • Italy 'to default' but Spain may 'just' escape'. Debt-laden Italy is likely to default, but Spain might just avoid it, according to the British think tank, the Centre for Economics and Business Research. In a report published on Thursday, the CEBR calculated that Italy's debt would rise from 128% of annual output to 150% by 2017 if bond yields stay above the current 6% and growth remains stagnant. "Even if the cost of borrowing goes back down to 4%, the growth rate is so anaemic that we see the debt-GDP ratio remaining at 123% in 2018," said Doug McWilliams, the CEBR's chief executive.
China Business News:
  • China's southern province of Guangxi has asked companies with heavy energy consumption to halt production on certain days of the week as the region faces a power shortage of about 30%. The steel, aluminum, lead and zine makers will be affected.
China Securities Journal:
  • Cash in the Chinese banking system will remain "tightly balanced" as long as banks' reserve requirement ratio remains high and excess reserve ratio stays low, China Securities Journal said today in a commentary on its front page.
Financial News:
  • China should continue to use price tools, reserve requirements, open-market operations and a more flexible yuan to manage inflation, the Financial News said in a front-page commentary. The country when using interest rates should pay more attention to the effect of international factors and the impact on consumption, according to the commentary by a writer at the central bank publication.
People's Daily:
  • China's Communist Party must directly confront corruption which is the biggest danger facing the ruling party. China must resolutely solve corruption, the editorial said.
Evening Recommendations
  • None of note
Night Trading
  • Asian equity indices are -.50% to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 121.50 -1.5 basis points.
  • Asia Pacific Sovereign CDS Index 123.0 +.75 basis point.
  • S&P 500 futures +.41%.
  • NASDAQ 100 futures +.38%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • (FSS)/.08
  • (CBOE)/.32
  • (ATK)/1.99
  • (FO)/.98
  • (EP)/.24
  • (TBL)/-.39
  • (LEA)/1.29
  • (LUV)/.20
  • (TDW)/.42
  • (DTV)/.85
  • (CI)/1.29
  • (CVS)/.64
  • (DISCA)/.61
  • (GM)/1.19
  • (CAH)/.58
  • (APA)/3.13
  • (DNR)/.33
  • (PCG)/1.02
  • (KFT)/.58
  • (LNKD)/-.01
  • (FSLR)/.92
  • (PBI)/.51
  • (CF)/5.97
  • (WMS)/.53
  • (AIG)/.98
  • (DLB)/.61
  • (PCLN)/4.85
  • (FLR)/.81
  • (MCHP)/.55
  • (CEC)/.32
  • (ASEI)/.98
  • (ZEUS)/.78
  • (MHK)/.93
Economic Releases
8:30 am EST
  • Initial Jobless Claims for last week are estimated to rise to 405K versus 398K the prior week.
  • Continuing Claims are estimated to fall to 3700K versus 3703K prior.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The ECB Rate Announcement, BoE Rate Announcement, ICSC Chain Store Sales for July, RBC Consumer Outlook Index for August, Bloomberg weekly Consumer Comfort Index, weekly Fed Balance sheet report, M1/M2 reports, weekly EIA natural gas inventory report and the (STEC) Analyst Day could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by technology and industrial shares in the region. I expect US stocks to open mixed and to rally into the afternoon, finishing modestly higher. The Portfolio is 75% net long heading into the day.

Wednesday, August 03, 2011

Stocks Reversing Higher On Volume Into Final Hour On Euro Bounce, Less Tech Sector Pessimism, Short-Covering, Bargain Hunting


Portfolio:
  • Higher: On gains in my Technology, Medical and Retail sector longs
  • Disclosed Trades: Covered all of my (IWM)/(QQQ) hedges and some of my (EEM) short, then added back some (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 75% Net Long
BOTTOM LINE: Today's overall market action is very bullish as the S&P 500 reverses morning losses and holds 1,250 on good volume despite rising eurozone debt angst, US tax hike concerns, mixed US economic data, emerging market inflation fears and global growth worries. On the positive side, Internet, Software, Semi, Computer, Computer Service, I-Banking, Hospital, Restaurant, Gaming, Networking and Wireless shares are especially strong, rising more than +.75%. The MS Tech Index has outperformed substantially throughout the day. "Growth" stocks are also strongly outperforming "value" shares. Oil is falling -1.55% and the UBS-Bloomberg Ag Spot Index is falling -1.38%. The 3-Month Euribor/OIS spread is falling -2 bps to 37 bps. On the negative side, REIT, Homebuilding, Paper, Steel, Oil Service, Energy, Oil Tanker and Coal shares are under pressure, falling more than -.75%. Lumber is dropping another -.74%, gold is rising +.33% and Copper is down -1.333%. Lumber is now back to its June 16th 52-week low. Rice is hovering near a multi-year high, soaring about +27.0% in less than 1 month. The US price for a gallon of gas is -.01/gallon today to $3.70/gallon. It is up .56/gallon in less than 5 months. The Italy sovereign cds is rising +1.43% to 364.17 bps, the France sovereign cds is rising +5.89% to 140.67 bps, the Spain sovereign cds is surging +3.32% to 418.96 bps, the Germany sovereign cds is rising +4.67% to 68.53 bps, the Belgium sovereign cds is rising +2.75% to 230.17 bps and the Ireland sovereign cds is rising +.96% to 850.17 bps. The Italy sovereign cds has soared +149 bps in 9 days. The Spain, Italy and France sovereign cds are making new record highs again today. The German sovereign cds is hitting another multi-year high. The Eurozone Financial Sector CDS Index is very close to record highs, as well. Asian indices were weak again overnight, with India's Sensex falling another -.94%, which leaves it down -12.5% ytd. Brazil's Bovespa continues to be one of the word's worst-performers, falling another -2.2% today, which leaves it down -19.1% ytd and -23.2% from its Nov. 4th high. Germany's DAX has broken down badly over the last 3 days and is now down -3.96% ytd. French(-1.93%), Italian(-1.54%) and Spanish(-.85%) stocks continue to trade very poorly. Italian stocks are now down -15.7% ytd and are down -24.5% from their Feb. 17th 52-week high. The action in European equities and cds remain a huge concern, notwithstanding today's US stock reversal. Gauges of investor angst spiked this morning, which is a big positive. This morning's lows provided a good entry for a tradable move higher in stocks. However, I would like to see euro cds show signs of reversing lower before becoming more aggressive on the long side. I expect US stocks to trade modestly higher into the close from current levels on short-covering, a bounce in the euro, technical buying, bargain-hunting, tech sector optimism and falling energy/food prices.