Wednesday, June 20, 2012

Wednesday Watch


Evening Headlin
es
Bloomb
erg:
  • Pressure Builds on Spain as G-2o Leaders Chide Europe on Crisis. Group of 20 leaders prodded Spain to spell out details of its bank bailout as the deepening debt crisis in Europe exposed tensions among the world's biggest economies. With Greece on a financial lifeline and Spain asking for as much as 100 billion euros ($127 billion) in aid for its blighted banks, emerging economies pledged more money to stem the turmoil while chastising the euro area's guardians for damaging market confidence. G-20 chiefs "talked about how we need clarity on Spain's application as soon as possible," German Chancellor Angela Merkel said today in the Mexican resort of Los Cabos, where leaders began their final day of deliberations. "We all know that banks that aren't properly capitalized are a real source of turmoil and risk for the economy." Hanging over the meeting were record borrowing costs for Spain, the 17-nation euro region's fourth-largest economy, that is now threatening to spill over into Italy, where bond yields have also been rising. With the global recovery slowing, officials from China to India and Brazil signaled exasperation with Europe's slow response to the debt crisis, which is now in its third year.
  • Greek Leaders Poised to Agree on Three-Way Governing Coalition. Haggling among Greek political leaders is set to continue for a third day as they bid to form a coalition that will seek relief from austerity measures tied to emergency loans. Socialist Pasok leader Evangelos Venizelos said a new government could be ready today. Antonis Samaras’ New Democracy party, which won June 17 elections, is hammering out a three-way government committed to staying in the euro. He would partner with Venizelos’s Socialist Pasok, which finished third, and Democratic Left. They would hold 179 seats in the 300-member parliament. Talks resume at 1 p.m. in Athens. “The most critical matter isn’t the form the government takes but the national negotiating team which will seek the best possible revision of the loan accord,” Venizelos told reporters at the party headquarters as they wrapped up a second day of talks. “We must do what we can to fight the recession and unemployment and bring growth and jobs. This is what determines the framework in which the government and the country will move.” European officials have held out the prospect of flexibility after the election that amounted to a referendum on remaining in the 17-nation currency union. Venizelos, the former finance minister who negotiated a second 130 billion-euro ($165 billion) rescue package earlier this year, spoke as representatives of the three parties met on a joint policy program. All three party leaders have committed to forming a government that will keep Greece in the euro area and fight to change some austerity measures that have led the country into a fifth straight year of recession. The government in Athens may seek to push back against required cuts in pensions and the minimum wage and the pace of budget-deficit reductions.
  • Banks Face $15 Billion Demand on Spain Downgrade: Credit Markets. Spanish lenders face the prospect of needing as much as 12 billion euros of extra collateral for their central bank loans, raising pressure on the banks as they negotiate a 100 billion euro bailout. The additional security will be required on about 245 billion euros of sovereign and government-guaranteed debt pledged by Spanish banks should DBRS Inc. become the fourth ratings company to downgrade the nation to the cusp of junk, according to JPMorgan Chase(JPM). Bonds of Banco Santander SA and Banco Bilbao Vizcaya Argentaria SA are the worst performers in the Bank of America Merrill Lynch EMU Financial Corporate Index this month. The ECB will demand deeper discounts on Spanish debt should DBRS cut its A High rating to match grades from Moody's Investors Service, Standard & Poor's and Fitch Ratings, according to JPMorgan. "People are already asking if the 100 billion-euro bailout will be enough for their needs, and having to raise another 12 billion won't help," said Olly Burrows, a London-based credit analyst at Rabobank Intl. "It's too much pressure on Spanish banks that are already squeezed."
  • LCH Raises Margin Costs for Trading Spanish Bonds Amid Crisis. LCH Clearnet Ltd., Europe’s biggest clearing house, raised the extra deposit it takes from clients to trade most Spanish government bonds as concern mounts that euro-area leaders are failing to tame the debt crisis. The margin needed for Spanish securities due in 10 years to 15 years will be increased to 14.7 percent from 13.6 percent, according to a statement on LCH Clearnet’s website yesterday, which was confirmed by Rachael Harper, a spokeswoman for the company. The rate was also boosted on all Spanish debt due from zero months through seven years.
  • RBS’s Hester Says Europe Crisis Resolution to Take Years. Royal Bank of Scotland Group Plc Chief Executive Officer Stephen Hester said it may take years before Europe finds a solution to the debt crisis as economies in the region struggle to implement reforms. “At issue is the ability for some countries in Europe, particularly in southern Europe, to make themselves more competitive,” Hester, 51, said today in an interview with Bloomberg Television in Hong Kong. “In the meantime, we’re talking about pieces of sticking plaster to buy time for economic reform to bite.”
  • Cyprus Said to Face Europe Pressure for $13 Billion Aid. European authorities are pushing Cyprus to take a full bailout package worth as much as 10 billion euros ($12.7 billion), resisting the country’s attempt to limit any aid to its banking system, two officials said. Bargaining with Cyprus, which is also pursuing a loan from Russia, will continue on June 21 when euro-area finance ministers grapple with salvaging Spain’s banking system and a possible relaxation of Greek aid terms. If the Russian loan comes through, the country could use that agreement to improve its bargaining position with its euro-bloc partners.
  • Subbarao: India's Inflation Rate Is Disturbing. (video) Indian inflation exceeds acceptable levels and restraining it may require sacrificing economic growth, central bank Governor Duvvuri Subbarao said.
  • Indians Grow Weary of Socialism in the Skies. Two decades into their country's post-liberalization new economy, many Indians, especially the sizeable middle-class, have substantially revised ideas about government spending that were accepted without question in the old days of socialism.
  • IPad Boom Strains Lithium Supplies After Prices Triple. Investors from JPMorgan Chase & Co. to BlackRock Inc. are trying to make money from the exploding popularity of iPads and increasing sales of hybrid cars by investing in producers of lithium for batteries. Prices for the conductive metal, the lightest in the periodic table, have tripled since 2000 in a market now worth $1 billion a year as uses expand in vehicles, ceramics, electronics and lubricants. Apple Inc. (AAPL) and Toyota Motor Corp. (7203), maker of the Prius electric-gasoline car, have few alternatives as they pursue higher performance and mobility, leading Dahlman Rose & Co. analysts to forecast lithium demand will double by 2020.
  • South Korean Taxi Drivers Go on First Nationwide Strike. South Korean taxi drivers began their first nationwide strike today, demanding a fare increase and the right to burn diesel amid rising fuel costs.
  • Europe Debt Crisis Restrains Rebound in Japan’s Exports: Economy. Japan reported its first trade deficit with the European Union since the Finance Ministry began tracking data in 1979 as the debt crisis roiling Spain and Greece limits a rebound in Japanese exports.
  • Obama Plan Means Higher Taxes on Business. President Barack Obama’s plan to raise tax rates for the top 2 percent of U.S. households would mean higher taxes on the people who report 53 percent of business income reported on individual returns, according to the Joint Committee on Taxation. The nonpartisan analysts prepared the data at the request of Republicans on the Senate Finance Committee. Orrin Hatch of Utah, the panel’s top Republican, said the document was “irrefutable proof” that tax rates shouldn’t go up. “With our economy as weak as it is, it makes absolutely no sense to hit more and more small businesses with a tax hike,” he said in a statement.
Wall Street Journal:
  • G-20 Leaders Divide Over Euro-Zone Crisis. World leaders papered over their differences after clashing over the euro-zone debt turmoil, deferring concrete decisions to other meetings amid worries about another global crisis. The Group of 20 advanced and developing economies, after a two-day summit, pushed European nations to integrate their banking systems quickly to calm the financial turbulence hitting Spain and threatening to ricochet around the world.
  • CFTC Moves to Brake High-Speed Traders. U.S. regulators are about to take a big step toward reining in high-frequency trading: defining what it is. On Wednesday, a Commodity Futures Trading Commission subcommittee is expected to propose a roughly 60-word definition of high-frequency trading that would define it broadly, a bad sign for traders who had hoped for narrower language. The announcement follows three months of sometimes contentious meetings by an industry group that was formed by the CFTC to help the agency wrestle with the impact of rapid-fire trading on financial markets.
  • Dimon: 'We Don't Gamble'. J.P. Morgan(JPM) CEO Gets Tougher Treatment From House Than He Got in Senate.
  • Steelmakers Gird for a Downturn. The steel industry faces its worst prospects in four years, with prices and demand falling, prompting a call by industry executives to cut costs and shut unprofitable mills. The gloomy outlook mostly reflects the European crisis and slowing construction in China. It represents a sharp contrast from earlier this year when, buoyed by the automotive and energy-extraction industries, steelmakers were able to push through price increases and step up production.
  • Egyptian Opposition Finds Unity Against Military. Egypt's Islamist and liberal forces, wary about the results of the weekend's presidential election, cast aside their ideological differences to protest the ruling military's moves to extend its grip on power.
  • Farm Bill Holds Windfall for Foreign Insurers. Several foreign insurers stand to collect millions of dollars in new U.S. taxpayer-funded subsidies as part of a proposed shift in farm policy. A Senate bill would expand the federal crop-insurance program while eliminating direct subsidy payments to farmers. Such an expansion would benefit numerous U.S. insurance companies—as well as several based in Australia, Bermuda and Switzerland that in recent years acquired five of the nine largest U.S. crop-insurance companies.
  • US, EU May Consider Trade Pact to Spur Growth. The U.S. and European Union said Tuesday they would consider a comprehensive trade pact and other measures to spur job and economic growth on both sides of the Atlantic.
Business Insider:
Zero Hedge:
CNBC:
  • Hedge Funds Bet on Big German Bunds Sell-Off. Leading hedge fund managers are betting on a significant sell-off in German government bonds in the coming months after a sharp fall in yields on the debt paper driven by a flight to safety in the eurozone. More than 50 percent of managers polled at an industry conference in Monaco on Tuesday said they expect Bund yields to double within a year. Gavyn Davies, the founder of hedge fund Fulcrum Asset Management, told the Gaim conference that every hedge fund’s analytical model was signaling that the German bond market was too expensive. He said Bund yields were being depressed by a big “capital flight” from other eurozone countries that was “one heck of a powerful force”. However, the former Goldman Sachs chief economist said this pressure would not continue to push down yields indefinitely. Among those hedge fund managers already shorting German bonds is John Paulson, the U.S. hedge fund manager who rose to prominence in 2007 thanks to correctly betting that the U.S. housing market would collapse. Bill Gross, the chief investment officer of the world’s largest bond fund, Pimco, is also bearish on the prospects for German debt. “Bunds are attractive to short because they are at historical lows in spite of the fact that the German fiscal position can only deteriorate,” said one hedge fund manager of a large top-tier global macro firm. “It is an obvious trade if you can wait.” Managers believe the cause of such a sell-off will be Spain’s difficulties which they expect to worsen and lead to a costly bailout. Jamil Baz, the chief investment strategist at GLG Partners said policy makers’ tools were becoming weaker and weaker. “The crisis has not even started,” he said, predicting that deleveraging in the eurozone could take 20 years to accomplish.
  • No Need for Easing, Fed’s Work Is Done: Former Fed Governor. The Federal Reserve’s monetary easing has reached its limit and it is now time for the government to put fiscal policy to work, according to Robert Heller, former governor of the U.S. central bank. “Monetary policy, the foot is on the gas pedal, has been there for a long time, three years now,” Heller, who served on the Fed’s board from 1986 to 1989, told CNBC Asia’s “Squawk Box” on Wednesday. “And I think the Fed has done what it can do. It’s now the time for fiscal policy to do its part.”
  • Adobe(ADBE) Earnings Beat, but Shares Fall on Guidance. Adobe Systems, maker of Photoshop and Acrobat software, reported a quarterly profit that beat expectations but fell slightly, as costs rose 8 percent.
  • Further Chinese Interest Rate Cuts Seen As Last Resort. China's central bank could rely on cutting the amount of cash the banks must hold as reserves to bolster growth but reserve further interest rate cuts as the last-resort policy option, economists familiar with Beijing's policy-making process said.

IBD:

Reuters:
Financial Times:
  • Hedge Funds Battered By Euro Crisis. “The crisis has not even started,” said Jamil Baz, chief investment strategist at GLG Partners, part of the world’s second-largest hedge fund, the Man Group, on Tuesday. “It will take 20 years for us to reach escape velocity,” he told a room of about 300 hedge fund traders and investors at a hotel in the Larvotto – attendees at one of the hedge fund industry’s biggest annual conferences: Gaim. “It will be devastating,” Mr Baz’s pessimism was outdone by Niall Ferguson, the Harvard historian in vogue in financial circles. “Over-optimistic,” he said.
Telegraph:

Rheinische Post:
  • Finland's Finance Minister Jutta Urpilainen said she opposes any easing of the austerity and reform measures agreed to by the European Union and Greece in exchange for its bailout. What has been agreed upon must be complied with, citing Urpilainen as saying in an interview.
Oriental Morning Post:
  • Chinese retailers are facing the most difficult year they've had in a decade in 2012 as sales decline, citing Shanghai Friendship Group Inc. General Manager Li Guoding. About 26 Shanghai-based department stores will sell about 70% of their goods at a 50% discount on June 22-July 1, citing Li.
Evening Recommendations
Cantor Fitzgerald:
  • Rated (WFM) Buy, target $104.
  • Rated (HUM) Buy, target $95.
  • Rated (UNH) Buy, target $70.
Wells Fargo:
  • Rated (CECO), (NAUH), (DV), (LRN), (LOPE), (APOL) and (AMBO) Outperform.
Night Trading
  • Asian equity indices are -.25% to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 179.0 -1.0 basis point.
  • Asia Pacific Sovereign CDS Index 144.25 +2.75 basis points.
  • FTSE-100 futures -.25%.
  • S&P 500 futures -.21%.
  • NASDAQ 100 futures -.06%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • (ATU)/.59
  • (RHT)/.27
  • (BBBY)/.84
  • (CLC)/.70
  • (MU)/-.21
  • (SCS)/.12
  • (JDAS)/.57
Economic Releases
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory decline of -1,300,000 barrels versus a -191,000 barrel decline the prior week. Distillate inventories are expected to rise by +1,000,000 barrels versus a -63,000 barrel decline the prior week. Gasoline supplies are estimated to rise by +1,000,000 barrels versus a -1,724,000 barrel decline the prior week. Finally, Refinery Utilization is estimated to rise by +.3% versus a +1.0% gain the prior week.
12:30 am EST
  • The FOMC is expected to leave the benchmark fed funds rate at .25%.

Upcoming Splits

  • None of note

Other Potential Market Movers

  • The Fed's Bernanke speaking, FOMC's economic forecast, EU Finance Minister's Meeting, HSBC China PMI (Flash), weekly MBA mortgage applications report, Citi Water/Renewables Conference and the RBC Metals/Mining Conference could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by technology and financial shares in the region. I expect US stocks to open mixed and to weaken into the afternoon, finishing modestly lower. The Portfolio is 50% net long heading into the day.

Tuesday, June 19, 2012

Stocks Rising into Final Hour on Less Eurozone Debt Angst, Global Central Bank Stimulus Hopes, Short-Covering, Financial Sector Strength


Broad Market Tone:

  • Advance/Decline Line: Higher
  • Sector Performance: Almost Every Sector Rising
  • Volume: Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • VIX 18.22 -.55%
  • ISE Sentiment Index 107.0 +16.30%
  • Total Put/Call 1.07 +8.08%
  • NYSE Arms .92 -36.63%
Credit Investor Angst:
  • North American Investment Grade CDS Index 116.18 -2.58%
  • European Financial Sector CDS Index 277.25 -3.84%
  • Western Europe Sovereign Debt CDS Index 311.39 -2.50%
  • Emerging Market CDS Index 284.78 -2.50%
  • 2-Year Swap Spread 24.75 -.5 basis point
  • TED Spread 38.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -52.0 +.75 basis point
Economic Gauges:
  • 3-Month T-Bill Yield .08% unch.
  • Yield Curve 132.0 +3 basis points
  • China Import Iron Ore Spot $136.60/Metric Tonne +.44%
  • Citi US Economic Surprise Index -59.70 -.1 point
  • 10-Year TIPS Spread 2.15 +3 basis points
Overseas Futures:
  • Nikkei Futures: Indicating a +55 open in Japan
  • DAX Futures: Indicating -3 open in Germany
Portfolio:
  • Higher: On gains in my tech, medial, retail and biotech sector longs
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my (EEM) short, then added them back
  • Market Exposure: 50% Net Long
BOTTOM LINE: Today's overall market action is bullish as the S&P 500 trades near session highs despite Eurozone debt angst, rising energy prices and rising global growth fears. On the positive side, Coal, Oil Tanker, Oil Service, Ag, Steel, Software, Bank, Construction, Education and Airline shares are especially strong, rising more than +1.75%. Small-cap and Cyclical shares have traded well throughout the day. Financial shares are also outperforming. Gold is falling -.4%, Lumber is up +2.2% and Copper is gaining +1.0%. Major Asian indices were mixed overnight as a +.92% gain in India was offset by a -.75% decline in Japan. Major European indices rose around +2.0% today, led by a +3.3% gain in Italy. The Bloomberg European Bank/Financial Services Index rose +2.6% today. The Germany sovereign cds is down -4.9% to 99.0 bps, the France sovereign cds is down -2.5% to 194.66 bps, the Spain sovereign cds is down -3.3% to 602.78%, the Italy sovereign cds is down -4.4% to 528.83 bps and the UK sovereign cds is down -4.9% to 70.25 bps. Moreover, the Italian/German 10Y Yld Spread is falling -6.1% to 438.53 bps and the European Investment Grade CDS Index is falling -3.9% to 172.08 bps. On the negative side, Utility, Computer, Computer Service, REIT, Restaurant and Road&Rail shares are underperforming, rising less than +.5%. Oil is gaining +1.3% and the UBS-Bloomberg Ag Spot Index is jumping 3.8%. The Portugal sovereign cds is rising +.92% to 998.55 bps and the Japan sovereign cds is up +3.89% to 91.75 bps. Weekly retail sales have decelerated to a sluggish rate at +2.5%. US Rail Traffic continues to soften. The Philly Fed ADS Real-Time Business Conditions Index continues to trend lower from its late-December peak. Moreover, the Citi US Economic Surprise Index has fallen back to late-Aug. levels. Lumber is -7.0% since its Dec. 29th high despite improving sentiment towards homebuilders and the broad equity rally ytd. Moreover, the weekly MBA Home Purchase Applications Index has been around the same level since May 2010 despite expectations for a strong spring home selling season. The Baltic Dry Index has plunged around -60.0% from its Oct. 14th high and is now down around -50.0% ytd. China Iron Ore Spot has plunged -23.0% since Sept. 7th of last year. Shanghai Copper Inventories have risen +188.0% ytd. The CRB Commodities Index is now technically in a bear market, having declined -25.0% since May 2nd of last year. Overall, credit gauge deterioration remains a big worry as most key sovereign cds remain technically strong despite some recent improvements. The euro currency, oil, lumber and copper all trade poorly given global central bank stimulus hopes and recent stock gains. As well, the 10Y continues to trade too well as the yield is rising just +4 bps to 1.62% today. I still believe the level of complacency among US investors regarding the rapidly deteriorating situation in Europe is fairly high. The “solutions” for the European debt crisis I still hear being bandied about are only more kick-the-cans that will eventually lead to an even bigger catastrophe as Germany is engulfed, in my opinion. As well, some key economies in the region are likely accelerating their contractions right now. Moreover, the European debt crisis is really beginning to bite emerging market economies, which will also further pressure exports from the region and further raise the odds of more sovereign/bank downgrades. The "US fiscal cliff "will become more and more of a focus for investors as the year progresses. Finally, the upcoming earnings season could prove more challenging than usual for big multi-nationals given US dollar strength and the precipitous declines in some key parts of the global economy during the quarter. Global central bank stimulus hopes and hopes for a Eurozone fiscal unity "solution" have been propping up stocks, but I still believe there is too much uncertainty on the horizon to conclude a durable stock market low is in place. For this year's equity advance to regain traction, I would expect to see a resumption in European credit gauge improvement, a subsiding of hard-landing fears in key emerging markets, a rising 10-year yield, better volume, stable-to-lower energy prices, a US "fiscal cliff" solution and higher-quality stock market leadership. I expect US stocks to trade modestly lower into the close from current levels on eurozone debt angst, rising global growth fears, rising energy prices, profit-taking and more shorting.

Bear Radar


Style Underperformer:

  • Large-Cap Growth +.75%
Sector Underperformers:
  • 1) Gold & Silver +.03% 2) Utilities +.07% 3) Computer Services +.28%
Stocks Falling on Unusual Volume:
  • JCP, WAG, MNST, LQDT, GRPN, EQIX, PZE, SMCI, IDCC, CYBX, HTWR, KEYN and IHS
Stocks With Unusual Put Option Activity:
  • 1) BBD 2) RVBD 3) TWX 4) XLP 5) RRC
Stocks With Most Negative News Mentions:
  • 1) EAT 2) MNST 3) ADM 4) WAG 5) JCP
Charts:

Bull Radar


Style Outperformer:
  • Small-Cap Growth +1.46%
Sector Outperformers:
  • 1) Software +2.37% 2) Oil Tankers +2.29% 3) Coal +2.19%
Stocks Rising on Unusual Volume:
  • BAC, ROSG, ZUMZ, ALGN, AMRN, NVDA, MSFT, FSLR, CLNE, FMCN, SM, LPX, ALXN, WXS, CF, CNW, JIVE, FIRE, KKR, MET, LAZ and CVH
Stocks With Unusual Call Option Activity:
  • 1) BZH 2) IBB 3) ARUN 4) JCP 5) NUAN
Stocks With Most Positive News Mentions:
  • 1) ADSK 2) DRQ 3) PFE 4) WFT 5) NOC
Charts:

Tuesday Watch


Evening Headlin
es
Bloomb
erg:
  • Europe Muddle Thickens as Doubts Persist Leaders Can Stem Crisis. Today, Merkel faces mounting pressure to make even greater concessions, by putting Germany's financial muscle behind an integrated banking and borrowing system to keep the euro intact. The question is whether, after two years of muddling through, Europe's pre- eminent power can act quickly and decisively. "I think she will remain an incrementalist: we have not yet reached the point where it is obvious that we are hanging over the precipice," said Paul de Grauwe, a professor at the London School of Economics and two-time Belgian candidate for a European Central Bank post. "It looks again that what is going to come out is going to temporarily pacify markets until it is clear that it is not going to be sufficient."
  • Saddling Spain With Bank Burden Repeats Irish Error: Euro Credit. Spain's surging borrowing costs suggest the nation is hurtling toward a full sovereign bailout as the same aid policies that doomed Ireland to pariah status on the capital markets are repeated in southern Europe. Germany is reluctant to sanction disbursements directly to the region's banks. Channeling payments via governments, however, increases their debt burdens, undermining their creditworthiness and stoking investor concern about ranking behind official creditors for repayment.
  • Greek Coalition Talks Enter Second Day Amid Merkel Aid Warning. Greek election winner Antonis Samaras begins a second day of talks to form a coalition after holding “constructive” meetings with two party leaders, racing to forge a government that keeps bailout aid flowing. Samaras secured initial agreement yesterday from Socialist Pasok leader Evangelos Venizelos, the former finance minister who negotiated the second rescue, and said he’d hold further talks today with Fotis Kouvelis, the leader of the Democratic Left party. If those three team up, they will hold a majority of 179 seats in the 300-member Greek parliament. With German Chancellor Angela Merkel offering little flexibility on emergency loans needed to keep Greece in the euro and avert economic collapse, leaders in Athens are scrambling to forge a government that can negotiate changes to some of the austerity measures linked to the 240 billion euros ($303 billion) pledged by international lenders. “With Mr Venizelos we remain in agreement that we must have, at all cost, and within the deadline of my mandate, a government of national salvation,” Samaras said in Athens yesterday after receiving the three-day mandate to form a government. “We will, of course, have new meetings.”
  • Gross Says Germany in Bond Bubble as Liabilities Increase. Bill Gross, who runs the world’s largest mutual fund at Pacific Investment Management Co., said Germany is in a bond market bubble as the country is saddled with rising liabilities from Europe’s debt crisis. “I would be leery of German bunds simply because there are only a few scenarios in which they can do well,” Gross said today in an interview on Bloomberg Television’s “Market Makers” with Erik Schatzker and Stephanie Ruhle. “Germany for me is a credit risk. It’s not an attractive market.” Germany is the largest contributor to Europe’s bailout packages for Greece and a collapse of that nation’s economy and its possible exit from the euro area may weigh heavily on Chancellor Angela Merkel’s administration. While German bonds have profited from Europe’s crisis, pushing yields on two-year notes below zero this month for the first time, Gross said the bonds have little room to rise further, except in a scenario such as Germany leaving the euro.
  • Dimon Faces ‘Harsher and Crazier’ House Crowd in Second Round. Jamie Dimon won’t get off as easy at his second congressional hearing this month when he tries to explain how JPMorgan Chase & Co. (JPM) (JPM) lost at least $2 billion on trades that he has said “violated common sense.” The U.S. House Financial Services Committee will be a tougher audience for Dimon when he testifies today after members of the Senate Banking Committee spent much of their June 13 hearing complimenting the chief executive officer or asking his advice on financial law, banking analysts said.
  • Rubber Glut Extends Bear Market Cutting Bridgestone Costs. Rubber shortages are about to turn into a flood as China, the biggest consumer, grows at the slowest pace in three years, driving prices paid by Bridgestone Corp. (5108) and other tiremakers to the lowest since 2009. The surplus will reach 402,000 metric tons in the second half, from a 134,000-ton shortage in the first six months, said Chris Pardey, a former commodities trader at Cargill Inc. and Noble Group Ltd. Futures, which entered a bear market last month, will drop a further 21 percent to 200 yen a kilogram ($2,529 a metric ton) in Tokyo by the end of the year, the lowest since October 2009, according to the median of 15 analyst and trader estimates compiled by Bloomberg. This quarter’s 22 percent decline is the worst since the global financial crisis in 2008 and exceeds a 16 percent retreat in commodities. The slump is reducing income for growers from Thailand to Ivory Coast to Indonesia and costs for Bridgestone, the world’s largest tiremaker.
  • EPA Won’t Curb Greenhouse Gases From Ships, Off-Road Trucks. The Environmental Protection Agency turned down a demand from U.S. environmental groups that it curb greenhouse-gas emissions from aircraft, ships or off-highway vehicles such as trucks used in mining operations. The agency sent a court-ordered response today to the Center for Biological Diversity and other groups, saying that it wouldn’t issue regulations for those sources of carbon dioxide anytime soon.
  • Foreign Ownership of JGBs Highest Since '79. Foreign ownership of Japanese government debt rose to a record in 2011, signaling increasing dependence on investors abroad to finance the world’s largest public debt. Overseas investors owned 8.3 percent of JGBs as of the end of the fiscal year in March, the Bank of Japan (8301) said in a report released in Tokyo today. This was the highest since 1979, the first year for which comparable data is available.
  • Fiscal-Cliff Concerns Hurting Economy as Companies Hold Back. Companies are starting to delay hiring and spending out of concern that Congress won't reach a compromise in time to avoid automatic tax increases and budget cuts that would pull billions of dollars of purchasing power out of the economy. Faced with a so-called fiscal cliff of more than $600 billion in higher taxes and reductions in defense and other government programs in 2013, U.S. companies are pulling back, though the deadline for congressional action is more than six months away. The best strategy for companies to follow when confronted with such uncertainty ahead of Dec. 31 is to "stay lean and keep your inventories taut," Sandy Cutler, chief executive officer of industrial equipment-maker Eaton Corp.(ETN) in Cleveland, told a conference. Economists are predicting this trend will pick up through the year.
Wall Street Journal:
  • Spain Back in Cross Hairs. Greek Election Results Fade Quickly as Madrid's Borrowing Costs Set Record. The brief afterglow from Greece's vote Sunday to try to remain in the euro was quickly extinguished by a cascade of bad news out of Spain that again rattled faith in the currency bloc's ability to support its most troubled members. Fresh data from Spain's central bank showed the country's lenders were sitting on the highest level of bad loans in 18 years and that their deposits continued to leak away. The gloomy figures—and worries that consultants scouring the creaky banking system will find yet more problems—helped drive Spanish bond yields deep into territory that is widely viewed as unsustainable.
  • Fed Wrestles With How Best to Bridge U.S. Credit Divide. The U.S. recovery is hobbled by an economic divide that separates Americans not by income or wealth but by their access to credit. The housing bust left behind millions of people with credit records damaged by plunging home prices, lost jobs, past overspending or bad luck. Many are now walled off from the low interest rates engineered by the Federal Reserve to spur the economy and remedy the aftereffects of the borrowing boom.
  • Egypt Showdown Gains Momentum. Muslim Brotherhood, Claiming Victory in Presidential Election, Calls Protests and Moves to Reclaim Powers From Military. The Muslim Brotherhood appeared headed for a showdown with Egypt's ruling generals hours after claiming victory in Egypt's first freely contested presidential election, even as the military sought to assure the public it would hand over power. The Brotherhood, intent on reclaiming some of the powers that the military has claimed for itself in recent days, said it would convene Parliament on Tuesday in defiance of a court order dissolving the body, and called on Egyptians to take to the streets to challenge the military's recent moves to consolidate power.
  • 'Whale' Swam in Choppy Waters. J.P. Morgan Chase & Co. trader Bruno Michel Iksil at times resisted sharing some details of his positions with superiors, while trading executive Achilles Macris had a history of clashing with co-workers, according to current and former colleagues. Mr. Iksil, a Frenchman known as "the London whale" for his outsize positions, and the Greek-born Mr. Macris are at the center of at least $2 billion of losses at the nation's biggest bank by assets. Each remains at the bank but is expected to leave, according to people at the bank.
  • Banks Roll Out the Green Carpet to Attract High-Income Earners.
  • Microsoft(MSFT) Unveils Surface Tablet to Rival iPad. Microsoft Corp. on Monday unveiled the first computer it has ever made, a tablet called the Surface that comes with a keyboard and other features designed to stand out in a market dominated by Apple Inc(AAPL).
  • Russia Braces for Trouble in Its Export Markets. Government Doesn't Want State Firm to Buy BP's Stake in TNK-BP, Says Igor Shuvalov. Prices for oil, its main export, are sliding, and Russia is already gearing up for economic troubles, laying plans for spending cuts and a weaker ruble if the global situation worsens further, according to First Deputy Prime Minister Igor Shuvalov. "The dangers are clear—falling demand for our products and the prices on them—just what we saw in 2008. For the moment, it doesn't look that bad, but we need to be ready for the most dramatic possible shocks," he said in an interview.
MarketWatch:
  • IMF: Emerging markets push new pledges to $456 bln. Several key emerging market countries Monday detailed their plans to boost the International Monetary Fund's coffers by more than $90 billion to push the total new commitments to around $456 billion, according to the IMF.
Business Insider:
Zero Hedge:
CNBC:

IBD:

NY Times:

Rasmussen Reports:
Telegraph:

Les Echos:
  • France Plans 3% Tax on Investor Dividends This Summer. The tax on dividends distributed to shareholders will be paid by companies, expected to bring in EU800m/yr, without citing anyone. Total, France Telecom, Sanofi may be among the most affected.
Sing Tao Daily:
  • Hong Kong Trade Body Expects 2012 Exports to Fall 3%. The city's exporters remain "pessimistic" about business prospects, citing Edward Leung, chief economist at the Hong Kong Trade Development Council.
Evening Recommendations
Raymond James:
  • Cut (BRY), (FST), (NOG), (ROSE) and (COP) to Underperform.
Night Trading
  • Asian equity indices are -.50% to +.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 180.0 -.5 basis point.
  • Asia Pacific Sovereign CDS Index 141.50 -6.0 basis points.
  • FTSE-100 futures +.19%.
  • S&P 500 futures -.07%.
  • NASDAQ 100 futures +.12%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • n/a
Economic Releases
8:30 am EST
  • Housing Starts for May are estimated to rise to 722K versus 717K in April.
  • Building Permits for May are estimated top rise to 730K versus 715K in April.

Upcoming Splits

  • (ABCO) 2-for-1

Other Potential Market Movers

  • The Spanish Bill Auction, JOLTs Job Openings for April, Germany ZEW Survey, weekly retail sales reports, (ETH) investor conference, (MCK) investor day, (FSL) analyst meeting, Wells Fargo Healthcare Conference, Stifel Nicolaus Internet/Media/Publishing Conference, Raymond James Coal Conference and the Deutsche Bank Consumer Conference could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down by technology and financial 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.

Monday, June 18, 2012

Stocks Slightly Higher into Final Hour on US Economic Optimism, Short-Covering, Bargain-Hunting, Tech Sector Strength


Broad Market Tone:

  • Advance/Decline Line: Slightly Lower
  • Sector Performance: Mixed
  • Volume: Below Average
  • Market Leading Stocks: Outperforming
Equity Investor Angst:
  • VIX 18.75 -11.18%
  • ISE Sentiment Index 104.0 -11.86%
  • Total Put/Call .95 -5.0%
  • NYSE Arms 1.42 +141.37%
Credit Investor Angst:
  • North American Investment Grade CDS Index 119.75 +1.72%
  • European Financial Sector CDS Index 288.30 +3.33%
  • Western Europe Sovereign Debt CDS Index 319.40 +1.04%
  • Emerging Market CDS Index 292.18 +2.14%
  • 2-Year Swap Spread 25.25 -2.5 basis points
  • TED Spread 38.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -52.75 -2.5 basis points
Economic Gauges:
  • 3-Month T-Bill Yield .08% -1 basis point
  • Yield Curve 129.0 -2 basis points
  • China Import Iron Ore Spot $136.0/Metric Tonne +.74%
  • Citi US Economic Surprise Index -59.60 +1.0 point
  • 10-Year TIPS Spread 2.12 -1 basis point
Overseas Futures:
  • Nikkei Futures: Indicating a -40 open in Japan
  • DAX Futures: Indicating +7 open in Germany
Portfolio:
  • Higher: On gains in my tech, medial, retail and biotech sector longs
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my (EEM) short, then added them back
  • Market Exposure: 50% Net Long
BOTTOM LINE: Today's overall market action is mildly bearish as the S&P 500 hugs the flatline, near session lows, on rising Eurozone debt angst, profit-taking, more shorting, financial sector weakness, technical selling and rising global growth fears. On the positive side, Alt Energy, Internet, Semi, Homebuilding, Road & Rail and Airline shares are especially strong, rising more than +1.0%. Transport and Technology shares have outperformed throughout the day. "Growth" shares are outperforming "value". Oil is falling -1.0%. Major Asian indices were around +1.25% higher overnight, led by a +1.9% gain in Australia. However, India fell -1.44% as the RBI didn’t cut rates as expected, their CPI came in at 10.4% y/y and Fitch cut its credit outlook on the country to negative. I still don’t believe inflation in China is subsiding as much as investors seem to perceive and that a major new easing is likely there anytime soon. The Portugal sovereign cds is falling -3.6% to 989.45 bps and the Japan sovereign cds is down -3.45%. On the negative side, Coal, Energy, Oil Service, Steel, I-Banking, Insurance and Education shares are especially weak, falling more than -1.0%. Lumber is falling -2.0% and the UBS-Bloomberg Ag Spot Index is gaining +1.8%. Major European indices are mostly lower, led down by a -3.0% decline in Spain. Spanish equities are now down -23.9% ytd, which remains a huge red flag. The Bloomberg European Bank/Financial Services Index is falling -1.94%. The Germany sovereign cds is up +.83% to 104.66 bps, the France sovereign cds is up +1.2% to 199.66 bps, the Spain sovereign cds is jumping +3.7% to 622.0 bps(all-time high), the Italy sovereign cds is gaining +1.8% to 553.83 bps and the UK sovereign cds is gaining +2.8% to 73.84 bps. The Spanish 10Y Yld is up 10.2% in 5 days to 7.16%. Moreover, the European Investment Grade CDS Index is gaining +2.4% to 179.08 bps and the Italian/German 10Y Yld spread is jumping +4.0% to 466.93 bps. Weekly retail sales have decelerated to a sluggish rate. US Rail Traffic continues to soften. The Philly Fed ADS Real-Time Business Conditions Index continues to trend lower from its late-December peak. Moreover, the Citi US Economic Surprise Index has fallen back to late-Aug. levels. Lumber is -9.0% since its Dec. 29th high despite improving sentiment towards homebuilders and the broad equity rally ytd. Moreover, the weekly MBA Home Purchase Applications Index has been around the same level since May 2010 despite expectations for a strong spring home selling season. The Baltic Dry Index has plunged around -60.0% from its Oct. 14th high and is now down around -50.0% ytd. China Iron Ore Spot has plunged -24.0% since Sept. 7th of last year. Shanghai Copper Inventories have risen +188.0% ytd. The CRB Commodities Index is now technically in a bear market, having declined -26.0% since May 2nd of last year. Overall, recent credit gauge deterioration remains a big worry as most key sovereign cds remain technically strong. The euro currency continues to trade poorly. Oil, lumber and copper also trade poorly given global central bank stimulus hopes and recent stock gains. As well, the 10Y continues to trade too well as the yield remains at 1.58% today. I still believe the level of complacency among US investors regarding the rapidly deteriorating situation in Europe is fairly high. The “solutions” for the European debt crisis I still hear being bandied about are only bigger kick-the-cans that will eventually lead to an even bigger catastrophe as Germany is engulfed, in my opinion. As well, some key economies in the region are likely accelerating their contractions right now. Moreover, the European debt crisis is really beginning to bite emerging market economies now, which will also further pressure exports from the region and further raise the odds of more sovereign/bank downgrades. The "US fiscal cliff "will become more and more of a focus for investors as the year progresses. Finally, the upcoming earnings season could prove more challenging than usual for big multi-nationals given US dollar strength and the precipitous declines in some key parts of the global economy during the quarter. Global central bank stimulus hopes and hopes for a Eurozone fiscal unity "solution" have been propping up stocks, but I still believe there is too much uncertainty on the horizon to conclude a durable stock market low is in place. For this year's equity advance to regain traction, I would expect to see a resumption in European credit gauge improvement, a subsiding of hard-landing fears in key emerging markets, a rising 10-year yield, better volume, stable-to-lower energy prices, a US "fiscal cliff" solution and higher-quality stock market leadership. I expect US stocks to trade modestly lower into the close from current levels on rising eurozone debt angst, rising global growth fears, profit-taking, technical selling and more shorting.