Wednesday, November 02, 2011

Wednesday Watch


Evening Headlines

Bloomb
erg:
  • Greek Referendum to Hinder IMF, EU Aid Payment, De Jager Says. A Greek referendum on its latest bailout package will hinder the next installment of aid funds by the International Monetary Fund and the European Union, Dutch Finance Minister Jan Kees de Jager said. “This hinders the planning of the IMF and the euro zone. It creates a problem for the whole sixth tranche,” De Jager told parliament in The Hague late last night. “I can imagine that it will be very difficult for the IMF if there is uncertainty about the sustainability.” The new round of political turmoil throws into doubt Greece’s ability to access the emergency funding that’s keeping its finances afloat. The IMF’s executive board was due to meet in mid-November to decide on paying its part of the sixth bailout tranche, which is worth a total of 8 billion euros ($11 billion). The Netherlands and euro-zone countries including Germany and France seek to minimize the damage from a “very unfortunate” referendum called by Greek Prime Minister George Papandreou, Dutch Prime Minister Mark Rutte told parliament. France and Germany are “also searching for a way out that minimizes the damage from what has happened in Greece,” Rutte told parliament, adding the Netherlands and other euro-area states are putting pressure on Greece to cancel the referendum.
  • EU Leaders Hold Pre-G-20 Crisis Talks. European leaders racing to prevent their week-old debt crisis strategy from unravelling convene emergency talks today to tell Greece there is no alternative to the budget cuts imposed in the bailout plan. Greek Prime Minister George Papandreou, his hold on power weakening, was summoned to Cannes on the eve of a Group of 20 summit where he will hear from French President Nicolas Sarkozy that the “only way to resolve Greek debt problems” is through a deal hammered out last week in a six-day crisis-management marathon. Papandreou triggered the latest upheaval in the two-year- long crisis by abruptly announcing on Oct. 31 a parliamentary confidence vote and his desire to hold a referendum on the rescue pact. Global stocks, the euro and bonds of debt-strapped countries tumbled yesterday as concern of a disorderly Greek default mounted. “Uncertainty and fear is palpable,” Marc Chandler, chief currency strategist at Brown Brothers Harriman & Co. in New York, said by e-mail. “The political cost of the economic austerity does not appear fully appreciated by policy makers or investors.”
  • Referendum Will Confirm Greece in Euro: Papandreou. Greek Prime Minister George Papandreou said a referendum on Europe’s rescue package will confirm the nation’s membership of the euro as he stuck to plans to hold the vote amid signs his government may collapse. “The referendum will be a clear mandate and strong message within and outside Greece on our European course and our participation in the euro,” Papandreou told his ministers in Athens early today, according to an e-mailed transcript. It will “ensure this course in the most decisive way.” The cabinet voted unanimously to endorse the plan. Papandreou will fly to France today to face European leaders surprised by his decision to put the bailout plan to a national vote and call a confidence vote in parliament. His grip on power weakened after a lawmaker from his socialist Pasok party defected, leaving him with 152 deputies in the 300-seat chamber, while another, Vasso Papandreou, called for the formation of a national unity government. Another four lawmakers have criticized the plans for the referendum, stopping short of defection, and six members of the party called on the premier to resign in a joint letter, Athens News Agency said yesterday. Opposition parties have ramped up calls for elections. After a nine-hour meeting, Papandreou secured the unanimous support of his Cabinet for the plan.
  • Goldman Sachs(GS) Gets 24 Subpoenas From Lehman on Derivatives. Goldman Sachs Group Inc. got 24 subpoenas from bankrupt Lehman Brothers Holdings Inc. as part of a probe into derivatives claims against the defunct firm that were as much as $22 billion, according to a person at Lehman who declined to be named. Goldman Sachs Asset Management LP was told to deliver documents needed for the investigation to Lehman’s law firm, Jones Day in New York, by Nov. 28 at 5 p.m., according to a court filing. Other subpoenas mostly went to funds, including the Goldman Sachs SMC Credit Opportunities 2008 Fund LP, the Goldman Sachs Quantitative Commodities Master Fund LLC and the Goldman Sachs Mortgage Credit Opportunities Offshore Fund LP.
  • Top Gold Forecasters See Bullion Rallying to Record by March: Commodities. The most accurate forecasters say gold will rebound from its biggest monthly plunge since 2008 and reach a record by March because economic growth is stagnating and Europe’s debt crisis is unresolved. Futures traded in New York may rise 14 percent to $1,950 an ounce by the end of the first quarter, according to the median of estimates compiled by Bloomberg. The predictions are from eight of the top 10 analysts tracked by Bloomberg over the past eight quarters. Two declined to give forecasts. Holdings in exchange-traded products backed by bullion rose the most in three months in October, and the most-widely held option gives owners the right to buy gold at $2,000 by Nov. 22.
  • Oil Drops a Fourth Day Amid Concern Greek Referendum Raises Default Risk. Oil fell in New York for a fourth day, the longest losing streak in three months, on concern a Greek referendum on Europe’s rescue plan will worsen the region’s debt crisis and curb economic growth. Futures dropped as much as 1.3 percent after Greek Prime Minister George Papandreou pledged to put Europe’s financing package to a vote. U.S. manufacturing was close to stagnating last month, a report showed yesterday. The Energy Department may today say U.S. crude stockpiles rose last week, according to the median estimate in Bloomberg News survey. “The euro-zone issue remains a key factor driving both financial markets and oil markets,” said Victor Shum, a senior principal at Purvin & Gertz Inc., a consultant in Singapore. “Economic uncertainties are going to put pressure on oil.” Oil for December delivery fell as much as $1.22 to $90.97 a barrel in electronic trading on the New York Mercantile Exchange. It was at $91.73 at 9:44 a.m. Singapore time.
  • China Says No Talking Tibet as Confucius Funds U.S. Universities. When a Beijing organization with close ties to China’s government offered Stanford University $4 million to host a Confucius Institute on Chinese language and culture and endow a professorship, it attached one caveat: The professor couldn’t discuss delicate issues like Tibet. “They said they didn’t want to be embarrassed,” said Richard Saller, dean of Stanford’s school of humanities and sciences. Stanford refused, citing academic freedom, and Chinese officials backed down, Saller said. The university plans to use the money for a professorship in classical Chinese poetry, far removed from the Tibet dispute. China is expanding its presence on U.S. campuses, seeking to promote its culture and history and meet a growing global demand to learn its language. Hanban, a government-affiliated group under the Chinese education ministry, has spent at least $500 million since 2004 establishing 350 Confucius Institutes worldwide and about 75 in the U.S., four times the number in any other country, according to its annual reports and website.
  • Tepco Detects Possible Nuclear Fission at Fukushima Reactor. Tokyo Electric Power Co. detected signs of possible nuclear fission at its crippled Fukushima atomic power plant in northern Japan, raising the risk of more radiation leaks. The company, known as Tepco, began spraying boric acid on the No. 2 reactor at 2:48 a.m. Japan time in an attempt to prevent accidental chain reactions. Tepco said it may have found xenon, which is associated with nuclear fission, while examining gases taken from the reactor, according to an e-mailed statement today.
  • Nomura May Cut Japan Jobs After Quarterly Loss. Nomura Holdings Inc. (8604), Japan’s largest brokerage, said it will consider eliminating jobs at home as part of a plan to triple cost cuts to $1.2 billion following its first quarterly loss in more than two years. While most of the expense reductions will be in Europe, “we’ll also target Japan, focusing on the wholesale business,” Chief Financial Officer Junko Nakagawa told reporters yesterday in Tokyo. The company posted a 46.1 billion yen ($590 million) loss for the three months ended Sept. 30, wider than the 35 billion yen average estimate among analysts surveyed.
Wall Street Journal:
  • Call for Greek Vote Unsettles Europe. Euro Slides and Stocks Drop as Government Leaders, en Route to Cannes Summit, Try to Contain Fallout From New Twist.
  • PrimeX Index Tracking Residential Mortgage Bonds Drops Again. PrimeX, the derivatives index that some hedge funds and other investors have used to express bearish views on the prime residential mortgage market, fell for a second straight session Tuesday as confidence in those securities continue to fade. The index was down about a point or more across its four sub-indexes, according to its administrator Markit, having rallied hard last week. On Monday, it was down between a point and half a point, reflecting uneasiness over the European rescue plan and the impact of an economic downturn on the ability of homeowners to repay their mortgage loans. A sub-index that tracks adjustable-rate mortgages fell to 98.625 cents on the dollar as of the close Tuesday from 99.750 cents Monday. It closed over full value--at 100.521 cents--on Friday. Markit's PrimeX indexes predominantly reference non-agency, prime mortgage bonds backed by jumbo loans, which when the deals were first originated meant a loan size of more than $417,000. A report out Tuesday by Moody's Investors Service suggesting that risk in prime, jumbo residential mortgage bonds is greater than in other sectors didn't help PrimeX, and may have contributed to its decline. "Although it has by far the fewest delinquencies among outstanding loans, the jumbo sector has the potential for the highest volatility in losses going forward," Moody's wrote.
  • Apple(AAPL) in His Own Image. Tim Cook promised that Apple Inc. wouldn't change when he took over the company's helm from Steve Jobs in August. But the low-key Mr. Cook has already put his operational mark on Apple in ways that suggest the company won't be entirely the same as under its intense and tempestuous co-founder.
  • Worry Builds for Deficit-Panel Deal. Time Crunch, Gulf Over Taxes Has Lawmakers Concerned the Supercommittee Won't Strike Pact on $1.2 Trillion in Cuts.
  • Why We Can't Escape the Eurocrisis. EU and U.S. debt are interlinked through the banking system. When is a bailout not a bailout? When the bailor is short of funds. The recently announced debt plan in the European Union comes up short in almost all respects.
Business Insider:
Zero Hedge:
CNBC:
NY Times:
Forbes:
Arizona Republic:
  • Solar Firms' Loans Could Be At Risk. Tempe-based First Solar Inc.(FSLR) could be in jeopardy of losing more than $2billion in federal loan support for California power plants that will use its solar panels, according to an analyst who tracks the company's stock. And federal support for the Mesquite Solar plant west of Phoenix being built by Sempra Generation and using panels from Suntech Power Holdings Co., some of which will come from its Goodyear factory, also could be in trouble, according to Axiom Capital Research analyst Gordon Johnson. Johnson said that a White House review of federal loans spurred by the collapse of loan recipient Solyndra Inc. in California could prompt some of the other Energy Department loans to get revoked.
Rasmussen Reports:
Reuters:
  • OpenTable(OPEN) Q3 Revenue Misses as Diner Growth Rate Slows. OpenTable Inc reported weaker-than-expected quarterly revenue as North American seated-diner growth slowed for the fifth straight quarter, sending the online restaurant reservation service provider's shares down 14 percent after the bell.
Telegraph:
  • Greek Vote Sets Off 'Pandemonium', Engulfs Italy. Greece's startling decision to call a referendum on last week's EU summit deal has set off wild tremors across the eurozone, pushing Italy to the brink of a perilous downward spiral. The country's ruling Pasok party appeared to be splintering on Tuesdsay night, leaving it unclear whether the governent of premier George Papandreou can survive a parliamentary vote of confidence on Friday. Signs that the EU's pain-stakingly negotiated Grand Plan is unravelling within days has been a profound shock to confidence. A frantic search for safe havens led to the second biggest one-day fall ever recorded in Europe's AAA bond yields. Ten-year German Bund yields tumbled 25 basis points to 1.77pc, with similar moves in non-EMU Swedish and Danish debt. British Gilt yields fell to 2.2pc. Italy took the brunt of the punishment. Spreads over Bunds spiked to a crisis-high of 459 basis points before the European Central Bank came to the rescue. Spanish spreads reached 384. Andrew Roberts from RBS said Italy's debt stress is "dangerously close to a level that could cause pandemonium in financial markets". The point of no return - judging from the sequence in Greece, Ireland and Portugal - would most likely be if LCH Clearnet imposed higher margin requirements. This trigger is 450 points over a basket of AAA benchmark bonds. The spread reached 388 on Tuesday. "We're two more days of violence from this point, but we're not there yet," he said. The Greek move - denounced by France's Elysee as "irrational and dangerous" - raises the serious possibility that a euro member could soon be forced out of the monetary union, setting a precedent with explosive ramifications for other states in trouble. Mr Juncker said a "no" vote by Greek citizens would set in motion events that could lead to bankruptcy and threaten Greece's foothold in Europe. "If the Greek people say no to everything that has been agreed so far, then I don't see either how we can continue with the Greeks on good terms," he said. It is far from clear how Greeks might vote. A Kappa Reserach poll found that 80pc oppose the EU-IMF "Memorandum", but far less would vote against it, and 70pc want to stay in the euro. The EU's haircut deal leaves Greece with debt of 120pc of GDP in 2020 - if all goes well - after nine years of austerity and slump. While it is likely that the Greeks would vote "yes", the referendum ensures weeks or months of eurozone chaos and calls into question every component of the EU rescue package.
  • Italy a Bigger Threat to UK Than Greece, Warns FSA Chairman Lord Turner. Italy's debt problems pose an even greater risk to the British economy than a Greek default, according to Lord Turner, the chairman of the Financial Services Authority.
  • Companies in China face paying £14,000 a year for every non-chinese member of staff. Foreign businesses in China have attacked new legislation requiring them to pay as much as £14,000 a year for each non-Chinese member of staff.
Europe Real Estate:
Asahi:
  • Toyota will cut production because of the slowdown in the European economy, citing a report from Toyota to its parts suppliers.
Securities Times:
  • China is studying plans to punish publicly listed companies for issuing fake reports on their internal controls including intentionally hiding flaws in their internal control system, citing Jia Wenqin, chief accountant of the China Securities Regulatory Commission.
Evening Recommendations
Morgan Stanley:
  • Rated (AGCO) Underweight, target $42.
  • Rated (DE) Underweight, target $74.
  • Rated (ST) Overweight, target $38.
  • Rated (MTW) Overweight, target $16.
  • Rated (CAT) Overweight, target $125.
Night Trading
  • Asian equity indices are -1.50% to -.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 201.25 +18.25 basis points.
  • Asia Pacific Sovereign CDS Index 155.0 +5.5 basis points.
  • FTSE-100 futures +1.02%.
  • S&P 500 futures +.24%.
  • NASDAQ 100 futures +.39%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • (FCN)/.60
  • (TDW)/.35
  • (RRD)/.51
  • (DVN)/1.45
  • (STE)/.55
  • (CTSH)/.75
  • (MMC)/.23
  • (H)/.07
  • (PWR)/.26
  • (BDX)/1.42
  • (WCG)/1.30
  • (TRW)/1.40
  • (KFT)/.55
  • (KCP)/.22
  • (TWX)/.75
  • (AOL)/.10
  • (NWSA)/.29
  • (WBMD)/.16
  • (QCOM)/.78
  • (CVD)/.70
  • (RGR)/.40
  • (JLL)/1.12
  • (CUZ)/.11
  • (VMC)/.06
  • (WFM)/.41
  • (TSO)/1.98
  • (GGC)/.78
  • (CXW)/.36
  • (CAR)/.98
  • (IPI)/.36
  • (PRU)/1.53
  • (VNO)/1.13
  • (CMCSA)/.40
  • (DNDN)/-.70
  • (MA)/4.82
  • (JOE)/-.09
  • (CLX)/.94
  • (ICE)/1.77
  • (MUR)/1.19
Economic Releases
8:15 am EST
  • The ADP Employment Change for October is estimated at 100K versus 91K in September.
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory build of +1,000,000 barrels versus a +4,735,000 barrel gain the prior week. Distillate supplies are estimated to fall by -1,750,000 barrels versus a -4,275,000 barrel decline the prior week. Gasoline inventories are estimated to fall by -800,000 barrels versus a -1,353,000 barrel decline the prior week. Finally, Refinery Utilization is estimated unch. versus a +1.7% gain the prior week.
12:30 pm est
  • The FOMC is expected to leave the benchmark fed funds rate at .25%.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Challenger Job Cuts report for October, weekly MBA mortgage applications report, EFSF Bond Auction, Goldman Sachs Industrials Conference, Stifel Nicolaus Bank Conference and the (NTGR) Analyst Day could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down by financial and industrial shares in the region. I expect US stocks to open modestly higher and to weaken into the afternoon, finishing mixed. The Portfolio is 50% net long heading into the day.

Tuesday, November 01, 2011

Stocks Dropping Substantially into Final Hour on Soaring Eurozone Debt Angst, Global Growth Fears, Rising Financial Sector Pessimism, Profit-Taking


Broad Market Tone:

  • Advance/Decline Line: Substantially Lower
  • Sector Performance: Every Sector Declining
  • Volume: Above Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • VIX 34.33 +14.59%
  • ISE Sentiment Index 59.0 -22.37%
  • Total Put/Call 1.32 +4.76%
  • NYSE Arms 1.77 -15.73%
Credit Investor Angst:
  • North American Investment Grade CDS Index 129.15 +8.05%
  • European Financial Sector CDS Index 243.69 +16.06%
  • Western Europe Sovereign Debt CDS Index 342.0 +6.38%
  • Emerging Market CDS Index 297.25 +7.74%
  • 2-Year Swap Spread 34.0 +3 bps
  • TED Spread 45.0 +1 bp
Economic Gauges:
  • 3-Month T-Bill Yield .00% +2 bps
  • Yield Curve 179.0 -13 bps
  • China Import Iron Ore Spot $119.30/Metric Tonne +.76%
  • Citi US Economic Surprise Index 14.50 -3.5 points
  • 10-Year TIPS Spread 2.05 -6 bps
Overseas Futures:
  • Nikkei Futures: Indicating -105 open in Japan
  • DAX Futures: Indicating +28 open in Germany
Portfolio:
  • Slightly Lower: On losses in my Tech and Medical sector longs
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges and added to my (EEM) short
  • Market Exposure: Moved to 25% Net Long
BOTTOM LINE: Today's overall market action is very bearish, as the S&P 500 trades substantially lower with volume on more Eurozone debt angst, profit-taking, rising global growth worries, rising financial sector pessimism, technical selling and more shorting. On the positive side, Retail shares are holding up relatively well. The UBS-Bloomberg Ag Spot Index is down -.84% and oil is down -.76%. Weekly retail sales rose +4.7% versus a +4.5% gain the prior week. On the negative side, Defense, Coal, Alt Energy, Oil Service, Ag, Networking, Bank, I-Banking, Medical, Insurance, Homebuilding and REIT shares are under significant pressure, falling more than -3.0%. Cyclial and small-cap shares are underperforming. (XLF) has traded poorly throughout the day. Gold is flat, lumber is falling -1.66% and copper is dropping -3.03%. The 10-year yield is falling -10 bps to 2.02%. Major European equity indices plunged 3-6% today. Italian shares dropped -6.8% and are now down -26.0% ytd. The Germany sovereign cds is jumping +12.99% to 95.66 bps, the France sovereign cds is surging +9.75% to 193.17 bps, the Spain sovereign cds is climbing +15.7% to 392.33 bps, the Italy sovereign cds is rising +14.25% to 507.67 bps, the China sovereign cds is jumping +12.42% to 141.54 bps, the Belgium sovereign cds is gaining +12.2% to 302.0 bps, the Brazil sovereign cds is jumping +13.82% to 157.67 bps,, the Russia sovereign cds is gaining +11.4% to 221.67 bps, the Japan sovereign cds is gaining +15.07% to 114.09 bps, the Portugal sovereign cds is gaining +11.0% to 1,076.67 bps, the Ireland sovereign cds is surging +10.9% to 768.33 and the UK sovereign cds is gaining +10.9% to 91.17 bps. Moreover, the European Investment Grade CDS Index is gaining +14.08% to 162.25 bps and the Emerging Markets Sovereign CDS Index is jumping +8.4% to 258.67 bps. Rice is still close to its multi-year high, rising +30.0% in about 4 months. The Italian/German 10-year yield spread surged another +35.41 bps today to 442.20 bps, which is a another new all-time high. The TED spread continues to hit new cycle highs and is at the highest since June 2010. The Libor-OIS spread is still very near the widest since July 2010. The 2-Year Euro Swap spread is making a new cycle high today, which is also noteworthy considering the recent strong equity advance. The 3-Month Euro Basis Swap is plunging -16.17 bps to -108.05 bps, which is also a large negative. China Iron Ore Spot has plunged -37.5% since February 16th and -33.8% since Sept. 7th. I continue to believe investor complacency regarding the intermediate-term situation in Europe, and thus the global economy, is still fairly high, notwithstanding the recent pullback. The belief that hedgie performance-chasing, a "kick the can" European debt "solution" and seasonality would continue to boost stocks substantially into year-end has likely left too many funds leaning the wrong way again. If the Greek government does in fact collapse, the odds of global recession next year rise again on the ensuing uncertainty, in my opinion. As well, recent events in Italy are worrisome as the situation continues to deteriorate rapidly. I expect US stocks to trade mixed-to-lower into the close from current levels on rising financial sector pessimism, rising European debt angst, global growth fears, profit-taking, more shorting and technical selling.

Today's Headlines


Bloomberg:
  • European Stocks Sink as Greece's Government Calls Referendum; Banks Tumble. European stocks sank the most in four weeks, as Greece’s government called a referendum on its latest bailout package, spurring concern that the country may default. Credit Suisse Group AG (CSGN) and Danske Bank A/S led a selloff in lenders, both sliding more than 7 percent, after posting earnings that fell short of analysts’ estimates. National Bank of Greece SA (ETE) sank 15 percent in Athens trading. Mining companies tumbled after a gauge of Chinese manufacturing dropped to the lowest level since February 2009. The Stoxx Europe 600 Index slid 3.5 percent to 234.98 at 3:34 p.m. in London, extending yesterday’s 2.2 percent selloff and paring last month’s biggest advance since 2009. The VStoxx Index (V2X), which measures the cost of protecting against a decline in shares on the Euro Stoxx 50 Index, jumped 18 percent to 41.27, its biggest gain since Sept. 9.
  • Italy Bonds Slide, Premium to Bunds at Record, on Greece Concern. Italian bonds led declines in the securities issued by Europe’s most indebted nations after a Greek plan to hold a referendum on its international bailout added to concern the region’s financial turmoil will deepen. Italy and France’s 10-year borrowing costs climbed to the highest levels relative to benchmark German bunds since before the creation of the euro in 1999. Bund yields fell the most on record, with the securities outperforming all their euro-area peers, as investors sought the safest assets. Greek two-year yields climbed to a record high 87.28 percent as members of the nation’s ruling party called for Prime Minister George Papandreou to resign. “If we keep seeing yields rise in this way day after day as we now wait for this referendum then I think you really can talk about that market being in meltdown,” Steven Barrow, a London-based economist at Standard Bank Plc, said in an interview with Ken Prewitt on Bloomberg Radio’s “Bloomberg -- The First Word.” “Italy is the main focus.” Italian 10-year yields rose 10 basis points, or 0.1 percentage point, to 6.19 percent at 4:59 p.m. London time, after climbing to as much as 6.34 percent. The 4.75 percent debt maturing September 2021 dropped 0.650, or 6.50 euros per 1,000- euro ($1,370) face amount, to 90.14. The difference in yield, or spread, over similar-maturity German bunds reached a euro-era record 455 basis points.
  • Greek Writedown Condemns Italy by Avoiding Default: Euro Credit. Europe's success in reducing Greece's debt burden without triggering default insurance leaves investors with no way of guarding against losses when lending to indebted nations such as Italy. "You've only got to look at peripheral bond yields to see what the market thinks," said John Davies, a fixed-income strategist at WestLB AG in London. "If these other countries are seeing Greek bondholders effectively having a 50 percent haircut thrust upon them, you have to wonder at what point Portugal, Ireland, or even Spain or Italy think to themselves that structure may be a better route for them." The yield on two-year Italian notes climbed 42 basis points to 5.41 percent at 3:23 p.m. in London, the most since 2000. Spain's two-year yield was 11 basis points higher at 4.10 percent.
  • Greek Gamble on Calling Referendum Stuns Euro Partners, Merkel Allies Say. Greece’s decision to call a referendum on its five-day-old bailout blindsided its European partners and placed another hurdle in the way of efforts to staunch the debt crisis. The announcement came “out of the blue, it’s surprising, very risky,” Norbert Barthle, the ranking member of German Chancellor Angela Merkel’s Christian Democratic Union party on parliament’s budget committee, said in a telephone interview. “There’s an enormous amount at stake. Do we know how the Greek people will treat their government in this referendum? No. We have a new unknown.”
  • Bond Risk Surges as Greece Triggers Disorderly Default Concerns. The cost of insuring against default on European sovereign debt surged the most in almost four months on concern a referendum on Greece’s bailout package may push the country into a disorderly default. The Markit iTraxx SovX Western Europe Index of credit- default swaps on 15 governments soared 29 basis points to 333 at 1 p.m. in London. The cost of protecting corporate and financial debt rose by the most in percentage terms since May 2010. Contracts on the Markit iTraxx Crossover Index of 50 companies with mostly high- yield credit ratings increased 88.5 basis points to 726 basis points, according to JPMorgan Chase & Co. The Markit iTraxx Europe Index of 125 companies with investment-grade ratings was up 21 at 183 basis points. The Markit iTraxx Financial Index linked to senior debt of 25 banks and insurers added 35 basis points to 262 and the subordinated gauge was 66 higher at 493.
  • Morgan Stanley(MS) Leads Bank Shares Lower. Morgan Stanley (MS) fell as much as 12 percent in New York trading, leading financial stocks lower on concern a Greek referendum on Europe’s bailout plan will worsen the region’s debt crisis. Morgan Stanley dropped $1.11, or 6.3 percent, to $16.53 at 10:37 a.m., the biggest decline in the 81-company Standard & Poor’s 500 Financials Index, which slid 2.3 percent. Citigroup Inc. (C) fell 4.3 percent and JPMorgan Chase & Co. (JPM) decreased 4.1 percent.
  • U.S. Bank Credit Swaps Jump as Greece Calls for Bailout Vote. The cost to protect against defaults by U.S. banks and companies jumped on concern that Greece’s move to call a referendum could derail Europe’s bailout plan. The Markit CDX North America Investment Grade Index, a credit-default swaps index that investors use to hedge against losses on corporate debt or to speculate on creditworthiness, rose 6 basis points to a mid-price of 126.8 at 10:39 a.m. in New York, according to index administrator Markit Group Ltd. Over two days, the measure has jumped the most since Sept. 22. “If the Government loses these votes, the most recent plan would be for naught and Greece would surely head toward an unscripted default and contagion would likely follow,” Adrian Miller, fixed-income strategist at Miller Tabak Roberts Securities LLC in New York, wrote in a note to clients and reporters. Swaps on Morgan Stanley climbed 41 basis points to 383 basis points, according to London-based data provider CMA. That’s the biggest jump in almost a month. Contracts on Goldman Sachs rose 28 basis points to 314 basis points, CMA data show. Swaps on Bank of America jumped 25 basis points to 360 basis points, according to broker Phoenix Partners Group. Contracts on Citigroup Inc. increased 13 basis points to 245, Phoenix prices show.
  • U.S. Hedge Fund Compensation to Fall 10% This Year, Glocap Says. U.S. hedge-fund compensation will fall an average of 10 percent this year compared with 2010 as performance suffered, according to a report by Glocap Search LLC and Hedge Fund Research Inc. Portfolio managers' pay, which is most closely tied to performance, should see the biggest decline, slumping about 30 percent on average, according to Adam Zoia, chief executive officer of Glocap, a New York-based recruiting firm. Hedge funds have lost 5.4 percent on average this year, according to data compiled by Bloomberg, as the European debt crisis worsened and the U.S. economy threatened to slip back into recession.
  • GM(GM), Chrysler and Ford(F) Sales Rise Less Than Estimates. General Motors Co. (GM), Ford Motor Co. (F) and Chrysler Group LLC said U.S. deliveries rose less than analysts’ estimates that called for the best sales month since February.
  • ISM Index of U.S. Manufacturing Falls. Manufacturing grew less than forecast in October, depressed by a drop in inventories that may set U.S. factories up for stronger growth heading into 2012. The Institute for Supply Management’s factory index dropped to 50.8 last month from 51.6 in September, the Tempe, Arizona- based group’s data showed today.
  • Potash(POT) Rally to Slow as Uralkali Increasing Mining Capacity: Commodities. Potash’s rebound from the biggest plunge in 48 years will slow next year as Mosaic Co. (MOS), Potash Corp. of Saskatchewan Inc. and OAO Uralkali increase mining capacity. Potash Corp., the largest producer by market value, will see its average selling price climb 22 percent in 2012 after an estimated 35 percent gain this year, Don Carson, an analyst at Susquehanna Financial Group in New York, said in an Oct. 28 note. U.S. Midwest prices will fall 5.2 percent in 2012 after rising 32 percent this year, according to RBC Capital Markets.
  • IMF May Create Credit Line for Countries Facing Shocks. The International Monetary Fund may create a six-month credit line for countries facing shocks, officials from Group of 20 governments and IMF said, as the European debt crisis rocks global financial markets. The amount would be capped at five times a nation’s contribution to the Washington-based IMF, known as a quota, making the credit line best suited for smaller countries, the people said. It is likely to be endorsed at a meeting of G-20 leaders this week in Cannes, France, where European nations will seek financial support from other members, said the three officials, who declined to be identified because the plan hasn’t been made public. The instrument would be the latest in a set of IMF tools intended to increase liquidity as Europe’s crisis threatens to spread beyond Greece. It could be used as part of a broader international package to aid larger economies such as Spain, with IMF participation serving to reassure other creditors, said Bessma Momani, a political science professor at the University of Waterloo in Canada.
Wall Street Journal:
MarketWatch:
  • Bowles, Simpson Warn of U.S. Downgrade. The heads of President Barack Obama’s fiscal commission warned the congressional supercommittee on Tuesday that failure to reach a deficit-cutting deal later this month could result in another downgrade of U.S. debt.
CNBC.com:
Business Insider:
Zero Hedge:
LA Times:
MoneyShow:
  • Big Sentiment Shift Shakes FX Market. The most recent COT data shows a sizable sentiment shift among large speculators like hedge funds, as bullish positions on the US dollar have been lightened in favor of other currencies like the yen and aussie. The latest Commitments of Traders (COT) report, released on Friday by the Commodity Futures Trading Commission (CFTC), showed that large futures speculators decreased their bullish positions in favor of the US dollar as bets in favor of the Japanese yen soared. Despite last week’s decline, speculative positions have now totaled a bullish dollar bias for a seventh straight week. Non-commercial futures traders, usually hedge funds and large speculators, diminished their total US dollar long positions to $8.92 billion on October 25 from a total long position of $14.86 billion on October 18, according to the CFTC COT data and calculations by Reuters, which calculates the dollar positions against the euro (EUR), British pound (GBP), Japanese yen (JPY), Australian dollar (AUD), Canadian dollar (CAD), and the Swiss franc (CHF).
Rasmussen Reports:
Reuters:
Financial Times:
  • EU Leaders Battle To Save Greece Deal. European political leaders held emergency talks on Tuesday as the Greek political crisis threatened to sink a deal agreed last week in Brussels to bail out the debt-burdened eurozone nation.
Telegraph:
  • Revenge of the Sovereign Nation. Greece’s astonishing decision to call a referendum – "a supreme act of democracy and of patriotism", in the words of premier George Papandreou – has more or less killed last week’s EU summit deal. The markets cannot wait three months to find out the result, and nor is China going to lend much money to the EFSF bail-out fund until this is cleared up. The whole edifice is already at risk of crumbling.
  • Debt Crisis: Live.

Bear Radar


Style Underperformer:

  • Small-Cap Growth (-2.52%)
Sector Underperformers:
  • 1) I-Banks -4.01% 2) Oil Service -3.51% 3) Homebuilders -3.48%
Stocks Falling on Unusual Volume:
  • BCS, C, HES, SU, VRNT, GEOY, MSTR, ITT, BRLI, NXPI, MKTG, IPGP, STMP, DNKN, SHOO, HSIC, CEVA, ALGN, ASML, IART, VOLC, LINE, CTCT, SHPGY, ABMD, CAVM, RSP, TGT, SPN, BHI, TGI, JEF, SM, KRA, CRK, DGI, BGC and AMED
Stocks With Unusual Put Option Activity:
  • 1) HCA 2) BCS 3) XRT 4) JEF 5) XHB
Stocks With Most Negative News Mentions:
  • 1) NVDA 2) CCO 3) AVB 4) BAC 5) RF
Charts:

Bull Radar


Style Outperformer:

  • Small-Cap Value (-2.21%)
Sector Outperformers:
  • 1) Restaurants -1.03% 2) Drugs -1.13% 3) Utilities -1.26%
Stocks Rising on Unusual Volume:
  • USMO, AMT, EMR, LNG, SHOO, VRUS, BPI and SHOO
Stocks With Unusual Call Option Activity:
  • 1) SYMC 2) VMED 3) SSRI 4) SPN 5) NWL
Stocks With Most Positive News Mentions:
  • 1) PCLN 2) LDK 3) GM 4) JEC 5) QCOM
Charts:

Tuesday Watch


Evening Headlines

Bloomb
erg:
  • MF Global(MF) Told SEC, CFTC of Potential 'Deficiencies' in Customer Accounts. MF Global Holdings Ltd. (MF) told U.S. regulators this morning there were potential “deficiencies” in some customer accounts, according to a joint statement from the Securities and Exchange Commission and the Commodity Futures Trading Commission. Federal regulators have found that hundreds of millions of dollars have recently gone missing from MF Global, prompting an investigation, the New York Times reported today on its website, citing several unidentified people briefed on the matter. The discovery of the missing funds, now numbering less than $700 million, scuttled MF Global's effort to sell a part of the firm to another brokerage, the Times reported. The regulators are probing whether MF Global diverted some customer money to support the firm's trades, the paper said. “For several days, the SEC, CFTC and other regulators had been closely monitoring developments affecting MF Global Inc., a jointly registered futures commission merchant and broker- dealer, in anticipation of a transaction that would include the transfer of customer accounts to another firm,” the regulators said in the e-mailed statement. “Early this morning, MF Global informed the regulators that the transaction had not been agreed to and reported possible deficiencies in customer futures segregated accounts held at the firm.” The regulators said they determined that a bankruptcy proceeding “would be the safest and most prudent course of action to protect customer accounts.” Diana DeSocio, an MF Global spokeswoman in New York, didn't immediately reply to a phone call and an e-mail from Bloomberg News requesting comment. MF Global Holdings, the holding company for the broker- dealer run by ex-Goldman Sachs Group Inc. co-chairman Jon Corzine, filed for bankruptcy protection today as it seeks to reorganize after making bets on European sovereign debt. Its broker-dealer unit, MF Global Inc., faces liquidation.
  • Britain's Economy May Struggle to Grow as BOE Faces Threat of Recession. Britain’s economic recovery will continue to falter in the current quarter after it struggled to build momentum in the previous three months, economists said. Gross domestic product rose 0.3 percent in third quarter compared with a 0.1 percent increase in the second quarter, according to the median of 36 forecasts in a Bloomberg News survey. The Office for National Statistics will publish the data at 9:30 a.m. in London. Manufacturing probably stagnated in October and services growth slowed, according to separate surveys of economists before reports this week.
  • Iron-Ire Collapse Seen Ending Most Profitable Shipping in a Year: Freight. Steelmaker demand for iron ore, the biggest source of cargoes for commodity carriers, is weakening, threatening to end the most profitable shipping rates in almost a year. Ore stockpiles at ports in China, the largest user, already expanded to within 3.6 percent of a record, according to Antaike Information Development, a Beijing-based researcher. Chinese steelmaking is near the least profitable in almost three years, data compiled by Bloomberg Industries show. Iron-ore swaps, traded by brokers and used to bet on future costs, show no price rebound until at least 2013, according to Clarkson Securities Ltd., a unit of the world’s biggest shipbroker. ArcelorMittal, the world’s biggest steelmaker, and Angang Steel Co. are among producers that idled furnaces as slowing global growth drove benchmark prices for the metal down 15 percent since March. For capesizes, vessels hauling about 80 percent of seaborne iron ore, that means a 40 percent drop in rates in the next quarter, according to Pareto Securities AS. “The decline we have seen in both iron-ore and steel prices is a sign of slower demand in China,” said Martin Korsvold, an analyst at Pareto Securities in Oslo, whose recommendations on shipping companies have returned 13 percent in the past year. “It’s a very stark indicator of what’s going to happen for capesizes.” Benchmark iron-ore prices at the Chinese port of Tianjin fell 35 percent to $118.40 a metric ton since Sept. 7, according to The Steel Index Ltd., which publishes data on the cost of steel, ore and scrap metal.
  • U.S. Raises Borrowing Estimates on Spending, Lower Revenue. The U.S. Treasury Department raised its estimate for fourth-quarter government borrowing by $21 billion to $305 billion, reflecting in part lower revenue and higher spending. The estimates set the stage for the Treasury’s quarterly refunding announcement later this week. Officials on Nov. 2 will reveal their plans for sales of longer-term notes and bonds during the current quarter. “The increase in borrowing relates to lower receipts, higher outlays and changes in the cash balance assumptions partially offset by higher net issuances of state and local government series securities,” the Treasury said in a statement today in Washington, revising upward the fourth-quarter projection of about $285 billion made three months ago. U.S. Treasury officials also project borrowing of $541 billion from January through March of next year. That projection is the highest since the October-to-December 2008 period.
  • Selling More Insurance on Europe Debt Raises Risk for U.S. Banks. U.S. banks increased sales of insurance against credit losses to holders of Greek, Portuguese, Irish, Spanish and Italian debt in the first half of 2011, boosting the risk of payouts in the event of defaults. Guarantees provided by U.S. lenders on government, bank and corporate debt in those countries rose by $80.7 billion to $518 billion, according to the Bank for International Settlements. Almost all of those are credit-default swaps, said two people familiar with the numbers, accounting for two-thirds of the total related to the five nations, BIS data show. The payout risks are higher than what JPMorgan Chase & Co., Morgan Stanley and Goldman Sachs Group Inc., the leading CDS underwriters in the U.S., report. The banks say their net positions are smaller because they purchase swaps to offset ones they're selling to other companies. With banks on both sides of the Atlantic using derivatives to hedge, potential losses aren't being reduced, said Frederick Cannon, director of research at New York-based investment bank Keefe, Bruyette & Woods Inc. “Risk isn't going to evaporate through these trades,” Cannon said. “The big problem with all these gross exposures is counterparty risk. When the CDS is triggered due to default, will those counterparties be standing? If everybody is buying from each other, who's ultimately going to pay for the losses?”
Wall Street Journal:
  • Price of Foreclosure Settlement Climbs Higher. The price tag to settle the state and federal investigation of bank foreclosure practices has increased by at least $5 billion in recent weeks, people familiar with the negotiations say. The proposal on the table now puts a $25 billion value on a settlement by the nation's five largest mortgage servicing companies—Ally Financial Inc., Bank of America Corp., Citigroup Inc., J.P. Morgan Chase & Co. and Wells Fargo & Co. In exchange for picking up a bigger tab, banks would be released from certain legal claims tied to mortgage originations. Representatives of the five banks declined to comment.
  • A Slow-Growth America Can't Lead the World by John B. Taylor.
MarketWatch:
Business Insider:
Zero Hedge:
CNBC:
Reuters:
  • MF Global(MF) Slow to Turn Over Data to Regulators - Source. U.S. regulators are unhappy with the failure of MF Global Holdings Ltd to provide them with the required data and records, a source close to one regulator told Reuters on Monday. "So far they've been very disappointed with the cooperation in the fulsomeness of records and data from MF," the source said, noting regulators have been working with the firm since late last week. "They were supposed to be able to show us their books and they're supposed to be able to tell us what's what and where their customer funds are and how they've been segregated and protected and to date we don't have the information that we should have," the individual told Reuters.
Telegraph:
  • Italy, Europe, and Red Brigade Terror. Those of us in Anglo-Saxon cultures may find it remarkable that Italy still has laws that make it extremely hard for companies to lay off workers when needed. It is clearly a reason why the country has struggled to adapt to the challenge of China, rising Asia, and Eastern Europe. But that is not the point. Are such changes to be decided by Italy’s elected parliament by proper process, or be pushed through by foreign dictate when the country is on its knees? “Political ownership” is of critical importance. The EU is crossing lines everywhere, forgetting that it remains no more than a treaty organization of sovereign states. Democratic accountability is breaking down. This is dangerous. It is only a question of time before the EU itself becomes the target of terrorist attacks in a string of countries, and then what? Will the Project start to demand coercive powers? Will it acquire them? Eurosceptics have been vindicated. They warned from the start that EMU was a dysfunctional under-taking and that in order to stop it leading to calamitous failure, there would have to be ever deeper intrusions into the affairs of each state and society. This is now happening at a galloping pace. We really will end up an authoritarian supra-national octopus if this goes on much longer.
  • Greece to Hold Referendum on EU Debt Deal. Greece is to hold a referendum on whether to accept the rescue package from the European Commission, European Central Bank and International Monetary Fund troika.
  • Italy's Crisis Deepens on Eurozone Slump, Bail-Out Doubts. Italy's borrowing costs have once again surged to danger levels amid growing doubts over the viability of Europe's bail-out machinery, dashing hopes that last week's summit deal would at last contain the crisis.
Financial Times Deutschland:
  • G-20 countries plan to bring so-called shadow-banking activities by hedge funds under the supervision of a financial regulator, citing people close to the German government.

South China Morning Post:
  • Chinese Shipyards Receive Lowest Orders Since 2006. September new orders 940K deadweight metric tons, least since June 2006, citing the National Development and Reform Commission. As of Sept. 30, 30% of the nation's yards hadn't received orders. 9M orders drop 43% on year to 29M dwt. Sept. ship completions jump 67% m/m to 7.86m dwt.
21st Century Business Herald:
  • Chinese provinces including Henan, Hainan, Guangxi and Sichuan have reduced the number of affordable housing units that they'll build next year because of a cash shortage.
Evening Recommendations
  • None of note
Night Trading
  • Asian equity indices are -1.25% to unch. on average.
  • Asia Ex-Japan Investment Grade CDS Index 183.0 +12.0 basis points.
  • Asia Pacific Sovereign CDS Index 149.50 +3.5 basis points.
  • FTSE-100 futures -1.31%.
  • S&P 500 futures -.68%.
  • NASDAQ 100 futures -.50%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • (FSS)/.08
  • (VSH)/.34
  • (MLM)/1.09
  • (RDC)/.38
  • (OSG)/-2.37
  • (DTG)/1.99
  • (CKP)/.29
  • (IT)/.29
  • (MRO)/.84
  • (COCO)/-.02
  • (HCA)/.43
  • (AMT)/.25
  • (ABC)/.56
  • (BHI)/1.22
  • (EMR)/.96
  • (CME)/4.69
  • (OSK)/.32
  • (PFE)/.55
  • (ADM)/.66
  • (JDSU)/.13
  • (WMB)/.42
  • (VLO)/1.95
  • (CF)/4.93
  • (HTZ)/.50
  • (PBI)/.53
  • (OPEN)/.30
  • (DISCA)/.55
  • (IPGP)/.64
  • (ED)/1.33
Economic Releases
10:00 am EST
  • Construction Spending for September is estimated to rise +.3% versus a +1.4% gain in August.
  • ISM Manufacturing for October is estimated to rise to 52.0 versus a reading of 51.6 in September.
  • ISM Prices Paid for October is estimated to fall to 55.0 versus 56.0 in September.
Afternoon
  • Total Vehicle Sales for October are estimated to rise to 13.2M versus 13.04M in September.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The weekly retail sales reports and the Needham Communications Conference could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down by financial and commodity shares in the region. I expect US stocks to open modestly lower and to maintain losses into the afternoon. The Portfolio is 50% net long heading into the day.