Tuesday, August 20, 2013

Today's Headlines

Bloomberg:
  • Asian Dollar Bond Yields Rise Most in 6 Weeks as Funds Exit Debt. Yields on U.S. dollar-denominated bonds sold by Asian issuers rose the most in six weeks yesterday as investors pull cash from the region in favor of more developed economies. Bond risk climbed. Average rates rose 13 basis points, the most since July 8, to 5.57 percent yesterday, according to JPMorgan Chase & Co. indexes. The cost of insuring the region’s corporate and sovereign bonds against non-payment meanwhile increased to the highest level in almost six weeks, according to traders of credit-default swaps. 
  • India May Delay Capital Infusion Into Banks as Stocks Slump. India may delay injecting capital into state-run banks due to slumping stock prices, said Rajiv Takru, the Finance Ministry’s banking secretary. The government, which usually infuses capital into lenders by buying their shares, doesn’t want to lose money as prices slide, Takru said in an interview yesterday in New Delhi. He had said on July 9 the government will inject as much as 140 billion rupees ($2.2 billion) by the end of September to strengthen banks’ risk buffers and bolster credit growth. The S&P BSE Bankex Index, which tracks 13 banks, has lost 31 percent from a record on May 17 as central bank steps to support the rupee caused interbank rates to surge.
  • UBS Sees Rupee at 70 as Rajan Lacking Magic Wand: India Credit. Pictet Asset Management SA sees no immediate policy fix as demand collapses for Indian rupee bonds, prompting UBS AG to predict a further 10.5 percent slump in the nation’s currency. Yields on 10-year government securities surged 130 basis points in the past month to a five-year high of 9.24 percent as global funds cut holdings of local debt to a 19-month low of $28.7 billion on Aug. 13. The rate on similar Chinese notes rose 24 basis points to 3.93 percent. The rupee has tumbled almost 14 percent since March and touched an all-time low of 63.23 per dollar yesterday after the Reserve Bank of India slashed the amount companies and individuals can invest abroad. “We are not anticipating that India will take strategic steps that bring sustainable flows in the immediate term,” Philippe Petit, a Singapore-based senior investment manager at Pictet, which manages $30 billion of emerging-market debt, said in an interview on Aug. 16. “The aim should be to accelerate inflows rather than curb outflows. The measures won’t significantly ease the current account situation.” 
  • Rupee Drops to Record. India’s rupee plummeted past 64 per dollar for the first time on concern foreign outflows will accelerate as the Federal Reserve prepares to trim stimulus. Overseas funds have pulled about $12 billion from local debt and equities since May 22 when Fed Chairman Ben S. Bernanke first signaled the central bank may pare its $85 billion monthly bond-buying program. The rupee, which sank as much as 1.5 percent to touch an unprecedented 64.12 a dollar, pared most of the losses on speculation the Reserve Bank of India intervened to arrest the slide, said two traders with knowledge of the matter, asking not to be named as the information isn’t public. It ended the day at 63.23. 
  • Indonesia Stocks Drop for Fourth Day as Outflows Weaken Rupiah. Indonesian stocks tumbled, capping the biggest four-day plunge since 2011, amid growing concern that capital outflows will accelerate. The rupiah dropped to the weakest level in four years. The Jakarta Composite Index (JCI) fell 3.2 percent to 4,174.98, extending its four-day slide to 11 percent. The gauge has dropped 19.9 percent from its record close on May 20. The rupiah fell 1.8 percent to 10,685 per dollar after reaching 10,728 earlier, the weakest level since April 2009, prices from local banks show. The cost to insure Indonesian debt against default rose to an almost two-year high yesterday, according to CMA. Five-year credit-default swaps insuring the Southeast Asian nation’s debt against default rose 43 basis points to 283 yesterday, according to CMA.
  • Thousands of Syrians Surge Into Iraq to Escape Collapse at Home. An economic collapse fueled by bombings is pushing tens of thousands of Syrians to cross into neighboring Iraq in the largest exodus since Syria’s civil war erupted more than two years ago, the United Nations refugee agency said. A group of 2,000 to 3,000 people is expected to cross into northern Iraq today, following about 30,000 others who have made the same trip since Aug. 15, Dan McNorton, a spokesman for the UN High Commissioner for Refugees, told reporters today in Geneva, according to an agency e-mail summarizing his comments.
  • Bond Risk Climbs to Five-Week High in Europe on Tapering Concern. The cost of insuring corporate bonds against losses rose for a second day in Europe on investor concern the Federal Reserve will start curbing asset purchases as soon as next month. The Markit iTraxx Europe Index of credit-default swaps on 125 companies with investment-grade ratings gained 1.2 basis points to 104 basis points at 9:11 a.m in London, the highest level since July 17. The average yield on the debt climbed 4 basis points to a six-week high of 2.1 percent, according to Bloomberg bond index data. 
  • Crude Drops for Second Day on Fed Tapering Speculation. West Texas Intermediate crude fell for a second day amid speculation that the Federal Reserve will reduce stimulus measures next month, curbing investors’ appetite for commodities. WTI for September delivery dropped 77 cents, or 0.7 percent, to $106.33 a barrel at 1:12 p.m. on the New York Mercantile Exchange. It slipped 0.3 percent yesterday, snapping a six-day rally that was the longest since April 25.
  • Bubbles Bloom Anew in Desert as Buyers Wager on Las Vegas. A five-bedroom house in Las Vegas sold in mid-July for $499,000, double the price it went for three months ago. In Phoenix, a similar house sold this month for $600,000, gaining $273,000 since March. Bubbles are inflating in Nevada and Arizona even as housing in the rest of the country recovers at a more sustainable pace. Gains in the two desert cities are the biggest since the height of the real estate boom, just before their plunge to the bottom of the national housing collapse. This year, Las Vegas and Phoenix have topped the nation in price increases, according to the S&P/Case-Shiller property-value index. “They’re clearly in bubbles,” said Karl Case, one of the creators of the index. “What can go up can go down -- real quick.” In May, Phoenix prices jumped 21 percent and in Las Vegas, they rose 23 percent from a year earlier. Nationally, home prices were up 12 percent from a year ago, the most since the beginning of 2006, according to the S&P/Case-Shiller index of 20 cities. 
  • BHP(BHP) Second-Half Profit Drops After Prices Slump, Slowing Growth. BHP Billiton Ltd. (BHP), the world’s biggest mining company, had a 6.9 percent drop in second-half profit after growth in emerging economies slowed and metal prices fell. Profit, excluding one-time items, was $6.7 billion in the six months to June 30, from $7.2 billion a year ago, according to Bloomberg calculations. That missed a median forecast of $6.8 billion of seven analysts surveyed by Bloomberg.
  • Home Depot(HD) Profit Tops Analysts’ Estimates on Housing. Net income in the quarter ended Aug. 4 advanced 17 percent to $1.8 billion, or $1.24 a share, from $1.53 billion, or $1.01, a year earlier, the Atlanta-based company said today in a statement. Analysts projected $1.21, the average of 25 estimates in a Bloomberg survey.
Wall Street Journal:
  • TransUnion: U.S. Auto Loan Delinquency Rate Slightly Higher in 2nd Quarter. The U.S. auto-loan delinquency rate rose slightly in the second quarter from the same period a year ago, with delinquencies for subprime buyers remaining somewhat flat, according to TransUnion. The credit-information company said the percentage of auto-loan accounts at least 60 days past due moved up to 0.8% in the second quarter from 0.79% a year ago, and was down from 0.88% in the first quarter. Average auto-loan account balances jumped 4% to $13,435 from $12,875 a year earlier, with every state other than Michigan experiencing an increase in average balances during the period. Even as subprime debt increased more than 7% in the past year, delinquencies for subprime borrowers edged up to 5.02% from 4.94% last year. Delinquencies also dropped from 5.5% from the first quarter
Fox News:
MarketWatch:
  • National activity index less negative in July. The national activity index produced by the Chicago Fed rose to a negative 0.15 reading in July from negative 0.23 in June, and the three-month average did virtually the same, rising to negative 0.15 from negative 0.24 in June, the regional central bank said Tuesday. The three-month average has been below zero for five straight months.
CNBC: 
  • Banks are falling short in planning for the worst, Fed says. Most large banks appear to have been sailing through the annual "health checkups" they have had to undergo since the financial crisis. But on Monday, the Federal Reserve described some significant shortcomings in the banks' responses to the so-called stress tests.
Zero Hedge:
Business Insider:
New York Times:
  • New Chinese Agency to Increase Financial Coordination. The Chinese authorities said Tuesday that they would set up a group to coordinate financial regulation, in an apparent attempt to reduce risk and wean the economy off of easy credit and steer it toward slower, more sustainable expansion.
Reuters:
  • S&P maintains negative outlook on India's rating. Standard & Poor's maintains its negative outlook on India's BBB- sovereign credit rating, the rating agency said in an emailed response to Reuters on Tuesday. Recent measures taken to restrict capital outflows have increased uncertainty among foreign and domestic investors, said Kim Eng Tan, senior director, sovereign and international public finance, Asia Pacific at S&P. "If the uncertainty continues, business financing conditions could deteriorate further and investment growth could slow further," Tan said. "India's long term growth prospects could weaken on a sustained basis, with negative implications for the sovereign credit fundamentals," he said. "It is, however, too early now to tell if this scenario will come to pass. This will be largely dependent on policymakers' reactions to these latest developments," Tan said. India has the lowest investment grade rating and S&P is the only agency which has a negative outlook while Moody's and Fitch have a stable outlook on India.
  • Tight cost controls boost Best Buy's(BBY) profit. Best Buy Co Inc (BBY.N) reported its first quarterly profit in a year after keeping a tight lid on costs, further confirming that Chief Executive Officer Hubert Joly's turnaround plan for the world's largest consumer electronics chain is working. 
  • Global steel output up in July on US, Chinese increases. Global crude steel production rose in July as a recent price upturn helped boost output in top producer China and in the United States, while suffering European steelmakers continued to curb volumes. World production rose 2.7 percent to 132 million tonnes in July from the same month a year ago, figures from industry body the World Steel Association showed on Tuesday.
Financial Times:
  • Asia’s debt conundrum reawakens ghosts of 1990s crisis. When China unleashed the largest stimulus package in its history in response to the 2008 crisis and slowing export markets in the west, it came at a price. Today China is grappling with a bill that some economists say has driven total debt to gross domestic product past 200 per cent. While China offers the most extreme example of using debt to fund growth, it is a pattern that has been repeated across Asia. Without exports, central banks turned on the taps, leading to a jump in household and corporate borrowing.
Telegraph:
Echoing fears that European policymakers remain in a state of cognitive dissonance – recognizing the need for root-and-branch overhaul of peripheral banks, but backtracking on joint liability plans – Christopher Flowers, the legendary FIG investor who now runs the £2.3 billion ($3.5 billion) private equity group JC Flowers, sounded the alarm over the negative sovereign-bank feedback loop. In a shot across the bows of market bulls, who cite the return of capital flows to weaker eurozone states, Flowers issued a stark warning: "There is a scenario where we have a Lehman-type event: we wake up some Thursday and a big country is in trouble. "And the ECB will have to decide to support banks x, y, z. And then the ECB will, in fact, decide to own bank x, y, z.


While we want you to share, we ask you use the functions on-site rather than copy/paste. See T's & C's for details. http://www.euromoney.com/Article/3211790/CurrentIssue/88924/Restructuring-Flowers-slams-Europe-over-inaction.html?copyrightInfo=true
Valor Economico:
  • Brazil Concerned About Losing Control of Currency. Govt's economic team is more concerned about possibility of BRL falling to 2.5/dollar or 2.70/dollar than potential pass-through of FX depreciation to inflation, columnist Claudia Safatle reports. Govt expects effect of FX depreciation on domestic prices to be partly neutralized by economic slowdown, which makes it harder for cos. to adjust prices.
  • Brazil's Figueiredo Says Swap Rates May Cause Recession.

Bear Radar

Style Underperformer:
  • Large-Cap Growth +.65%
Sector Underperformers:
  • 1) Steel -.23% 2) Agriculture -.15% 3) Medical Equipment -.02%
Stocks Falling on Unusual Volume:
  • ANW, PUK, AEG, TCK, HMC, BHP, TTM, PTR, STO, Z, BKS, DKS, PWRD, AMAP, CODE, HTHT, RVBD, NTI, MKTO, SSNI, QIHU, ALDW, VIPS, QUAD, RNF, TSO, TLK, MDT, LQDT and PHI
Stocks With Unusual Put Option Activity:
  • 1) JNK 2) IYT 3) JOY 4) JWN 5) JNPR
Stocks With Most Negative News Mentions:
  • 1) DO 2) RVBD 3) NFLX 4) TGT 5) PNRA
Charts:

Bull Radar

Style Outperformer:
  • Mid-Cap Growth +.84%
Sector Outperformers:
  • Gold & Silver +2.85% 2) REITs +2.05% 3) Retail +1.77%
Stocks Rising on Unusual Volume:
  • TIVO, BBY, URBN, NTES, PIR, ANN and TJX
Stocks With Unusual Call Option Activity:
  • 1) K 2) JWN 3) URBN 4) SH 5) TJX
Stocks With Most Positive News Mentions:
  • 1) ANN 2) NLSN 3) HD 4) ONXX 5) TJX
Charts:

Tuesday Watch

Evening Headlines 
Bloomberg: 
  • Egypt Army Looms Over Politics as Deadly Crackdown Cements Power. Hend Soliman said she knows exactly who should lead Egypt out of a state of emergency after last week’s bloody suppression of Islamist protests: a military man. “We need an iron fist,” said Soliman, 37, a manicurist in Cairo. “These people know the country and how to run it.” While the conflict has led to further divisions among Egyptians, there are signs many of those opposed to former President Mohamed Mursi are allying with the military leaders who ousted him rather than the civilian politicians appointed to steer the Arab state toward elections
  • Muslim Brotherhood Leader Arrested in Egypt as Death Toll Mounts. The spiritual leader of Egypt’s Muslim Brotherhood was arrested in Cairo as part of an army crackdown on supporters of ousted President Mohamed Mursi that has killed about 1,000 people. Mohammed Badie was detained in an apartment in the Rabaa district and accused of giving instructions to Muslim Brotherhood supporters nearby who were protesting Mursi’s removal by the military on Feb. 3, said Public Security Department spokesman Yasser Abdel-Rauf. The Brotherhood’s Freedom and Justice Party also said on its website that Badie had been arrested along with fellow member Youssef Talaat.
  • JPMorgan(JPM) Says Buy Indian Options as Swings Widen on Rupee. India's biggest stock-market swings in 16 months are poised to continue, boosting options prices as the prospect of reduced Federal Reserve stimulus spurs further weakness in the rupee, according to JPMorgan Chase. The India VIX, which measures the cost of Nifty index options, surged 37% in the past 2 days. The last time it jumped this much, in August 2011, the Nifty lost 8% in two weeks.  
  • Rupiah Forwards Plunge to Lowest Since 2009 as Bond Risk Surges. Rupiah forwards slumped to a four-year low after Indonesia’s debt risk surged to the highest since October 2011 on concern the Federal Reserve will taper stimulus that has driven funds into emerging-market assets. Five-year credit-default swaps insuring the Southeast Asian nation’s debt against default has risen 56 basis points to 283 since the central bank kept its reference rate at 6.5 percent on Aug. 15, according to CMA, which is owned by McGraw-Hill Cos.
  • Indonesia Stocks Drop as Index Falls as Much as 20% From Peak. Indonesia stocks declined for a fourth day, sending the benchmark index down as much as 20 percent from its record high three months ago. The Jakarta Composite Index (JCI) fell 2.7 percent to 4,197.09 as of 10 a.m. local time, extending its four-day drop to 11 percent, as trading volumes climbed to 43 percent above the 30-day average. The gauge lost as much as 3.4 percent to 4,167.59, versus its closing record of 5,214.98 on May 20. Financial shares were the biggest drag on the index, with PT Bank Mandiri sinking 3.9 percent to the lowest level since July 2012
  • China Money-Market Rate Climbs to 2-Week High on Policy Concern. China's benchmark money-market rate rose to the highest level in more than two weeks and swaps advanced on concern about the direction of monetary policy. "The PBOC is still not very transparent on their intent to relax monetary policy," said Rees Kam, a strategist at SJS Markets Ltd., a Hong Kong-based financial services company that specializes in fixed income. "The market is not very clear on their intent, whether they will inject a lot of liquidity. The auction will have an impact on the yield as well." The seven-day repurchase rate, a gauge of funding availability in the banking system, climbed 29 basis points to 4.47% as of 11:32 am in Shanghai, the highest level since Aug. 5.
  • China Won’t Barter Away Territorial Interest, Chang Says. China is prepared to defend its interests and won’t trade away its territorial claims in the Asia-Pacific region, General Chang Wanquan, the country’s Defense Minister, said during a visit to the Pentagon. While China prefers to solve disputes in the region through “dialogue and negotiation, no one should fantasize that China would barter away our core interests,” Chang said at a news conference yesterday in Washington alongside U.S. Defense Secretary Chuck Hagel. “No one should underestimate our will and determination in defending our territorial sovereignty and maritime rights.”   
  • Thai Baht Slumps to One-Year Low as Economy Enters Recession. Thailand’s baht slumped to a one-year low after Southeast Asia’s second-largest economy entered a recession for the first time since 2009. Government bonds were little changed. Gross domestic product unexpectedly decreased 0.3 percent in the three months through June from the previous quarter, when it contracted a revised 1.7 percent, the National Economic and Social Development Board said yesterday. The agency cut its 2013 expansion forecast to 3.8 percent to 4.3 percent from 4.2 percent to 5.2 percent.
  • Asian Stocks to Aussie Bonds Drop as Ringgit, Baht Slide. Asian stocks fell for a fourth day after U.S. Treasury yields reached a two-year high. Currencies from Malaysia to Thailand declined amid an emerging market exodus that’s seen investors withdraw $8.4 billion from exchange-traded funds this year. The MSCI Asia Pacific Index lost 0.4 percent at 12:08 p.m. in Tokyo. Indonesia’s Jakarta Composite Index dropped 3 percent, taking a four-day rout beyond 10 percent.
  • Rubber Declines as Oil Rally Stalls, Thailand Enters Recession. Rubber declined the most in a week as a drop in oil eased speculation that prices of competing synthetic products will increase and as Thailand, the biggest producer, entered a recession for the first time since 2009. Rubber for delivery in January fell as much as 1.6 percent to 262.3 yen a kilogram ($2,685 a metric ton), the most for a most-active contract since Aug. 13, and traded at 263.8 yen on the Tokyo Commodity Exchange at 12:09 p.m. local time.
  • Rebar Swings as Investors Weigh Rising Demand With Higher Output. Steel reinforcement-bar futures swung between gains and losses as investors weighed increasing production at Chinese steel mills against prospects of stronger demand. Rebar for January delivery rose 0.3 percent to 3,824 yuan ($624) a metric ton at 10:37 a.m. on the Shanghai Futures Exchange, after advancing as high as 3,828 yuan and falling as low as 3,801 yuan.
  • Tombini Says Brazil Traders Pushed Market Interest Rates Too Far. Brazil’s central bank President Alexandre Tombini said traders, who are now betting policy makers will accelerate the pace of interest rate increases, have pushed swap rates too far. “The recent movement seen in interest rates in the market has incorporated excessive premium,” Tombini said in a statement posted on the bank’s website today. Yields on swap contracts due in January 2015 have soared 0.94 percentage point to 10.66 percent in the past week, indicating traders are pricing in the likelihood that borrowing costs may rise by as much as 75 basis points, or 0.75 percentage point, at this month’s monetary policy meeting. A week ago, they were betting on a 50 basis point increase in August.
  • Dubai Sees Need for Tallest Office Tower Amid 45% Vacancy. In Dubai, where almost half of the offices sit empty, the head of a state-owned business zone says there’s room to build the world’s tallest office tower. Ahmed Bin Sulayem, chairman of the Dubai Multi Commodities Centre, said the Persian Gulf business hub can still attract tenants and investors with such a project because many of its buildings are unsuitable for large businesses. Bin Sulayem helped lead the development of the DMCC’s 68-story Almas Tower, Dubai’s tallest building when it was completed in 2007. The tower’s full and has a waiting list for tenants, he said. Dubai’s speculation-driven property boom saddled the Persian Gulf sheikhdom with thousands of offices that are unattractive to businesses because of their design, location or ownership. Companies looking for at least 5,000 square meters (54,000 square feet) are frequently unable to find what they want and are increasingly looking for “built-to-suit” deals, broker Jones Lang LaSalle Inc. (JLL) said in an April 14 report. About 45 percent of the city’s offices are empty, according to CBRE Group Inc., another broker.
Wall Street Journal:  
  • Allies Thwart America in Egypt. Israel, Saudis and U.A.E. Support Military Moves. The U.S.'s closest Middle East allies are undercutting American policy in Egypt, encouraging the military to confront the Muslim Brotherhood rather than reconcile, U.S. and Arab officials said. The parallel efforts by Israel, Saudi Arabia and the United Arab Emirates have blunted U.S. influence with Egypt's military leadership and underscored how the chaos there has pulled Israel into ever-closer alignment with those Gulf states, officials said. A senior Israeli official called the anti-Muslim Brotherhood nations "the axis of reason." The Obama administration first had sought to persuade Egyptian military leader Gen. Abdel Fattah Al Sisi not to overthrow the elected government of President Mohammed Morsi and then to reconcile with his Muslim Brotherhood base. Gen. Sisi has done the opposite—orchestrating the president's overthrow and a crackdown in which over 900 people have been killed since Wednesday—reflecting his apparent confidence in the Egyptian government's ability to weather an American backlash, U.S. and Arab officials said.
  • J.P. Morgan(JPM) Faces New Probe on Energy Trades. Justice Department Investigation Is Latest Legal Hurdle for Bank. The Justice Department is investigating whether J.P. Morgan Chase & Co. manipulated U.S. energy markets, according to people familiar with the case, marking the latest legal hurdle for a bank already facing a mountain of litigation and regulatory scrutiny. J.P. Morgan last month agreed to pay $410 million to settle allegations raised by the Federal Energy Regulatory Commission that the bank manipulated markets in California and the Midwest. J.P. Morgan, the nation's largest bank by assets, didn't admit to wrongdoing as part of the settlement.
  • Cash-Poor Companies Feed Investor Hunger for 'Happy Meals'. Critics Say Deals Can Exacerbate Problems for Issuing Companies. When Energy Conversion Devices Inc. needed cash, the struggling solar-panel maker turned itself into what Wall Street likes to call a "Happy Meal." To make $316 million in bonds more appetizing, the company agreed to lend millions of its shares to hedge funds buying the bonds so they could simultaneously sell the stock in a bet against Energy Conversion's success. A subsequent crisis in the solar-power industry hit Energy Conversion hard. The bonds, issued in 2008, plunged in value, and last year the company filed for bankruptcy protection, wiping out shareholders. But the negative wagers paid off for the hedge funds. A Wall Street Journal examination showed that hedge funds that bought the bonds were positioned to earn upward of 20% on their investments.
  • Fear of Fed Retreat Roils India. Economic Weakness in Developing Nations Is Laid Bare as Easy Money Dries Up. The U.S. Federal Reserve's plan to reduce monthly bond purchases is exposing the deep-seated fragility of India's economy, unnerving investors and underscoring the risks to emerging markets at a time of rising global interest rates. India's stock market tumbled 1.6% Monday, adding to a 4% decline Friday, and the rupee hit a fresh low against the dollar. Government-bond prices slumped, sending yields sharply higher.
  • The Die Harder States. Minnesota has increased the incentive to move to Florida. The think tank's conclusion should be required reading for policy makers in every state still imposing a death tax: "If enough people move away and stop paying Minnesota taxes, then Minnesota will experience a net revenue loss due to the estate and gift tax." This will mean that people making less than $1 million a year will be left paying the tab. So much for spreading the wealth.
CNBC:
  • China’s new leadership takes hard line in secret memo. Communist Party cadres have filled meeting halls around China to hear a somber, secretive warning issued by senior leaders. Power could escape their grip, they are being told, unless the party eradicates seven subversive currents coursing through Chinese society. These seven perils were enumerated in a memo referred to as Document No. 9 that bears the unmistakable imprimatur of Xi Jinping, China's new top leader. The first was "Western constitutional democracy"; others included promoting "universal values" of human rights, Western-inspired notions of media independence and civil society, ardently pro-market "neo-liberalism," and "nihilist" criticisms of the party's traumatic past
  • Spiking interest rates rattle the market's cage. Benchmark 10-year note yields climbed as high as 2.90 percent Monday, the highest level since July 2011 and up from nearly 2.60 percent a week ago. Yields have gained more than a full percentage point since early May when Fed Chairman Ben Bernanke first hinted the central bank may scale back its asset purchases. Art Cashin, director of floor operations at UBS Financial Services warned earlier Monday that "alarm bells" will go off for stocks once the yield hit the 2.90 percent level, adding that rising interest rates are already causing problems for equities in emerging markets. "India is beginning to look particularly strange ... Indonesia is getting pounded," Cashin told CNBC. "You don't usually have these at the top of your list, but they lurk in the background."
Zero Hedge: 
Business Insider: 
Washington Post:
  • U.S. Postal Service May Withdraw From Federal Health Plan. Postal Service officials have proposed withdrawing from FEHBP, which also serves federal employees generally, in order to save money. In its place, USPS would run its own health insurance plan. The proposal requires congressional approval.
Reuters: 
  • Judge endorses U.S. use of fraud law against Bank of America. A federal judge has endorsed a broad interpretation of a savings-and-loan era law that the U.S. Justice Department is trying to use in cases against Wall Street banks. U.S. District Judge Jed Rakoff in Manhattan said Monday that a "straightforward application of the plain words" of the Financial Institutional Reform, Recovery and Enforcement Act (FIRREA) allowed the interpretation sought by the government.
  • Fannie, Freddie should recognize bad loan costs immediately-watchdog. Fannie Mae and Freddie Mac are possibly masking billions of dollars in losses because of the level of delinquent home loans they carry, a federal watchdog said on Monday, adding that the companies should immediately be required to recognize the costs of some bad mortgages. In 2012, the Federal Housing Finance Agency began work on accounting changes to require the two housing finance firms to set aside loan loss reserves for mortgages delinquent at least 180 days. The new standard is set to go into effect in 2015. In its report released on Monday, the FHFA's inspector general called the timeline for implementation "inordinately long."
  • Bond funds have $19.7 bln outflow so far in August-TrimTabs. Investors have withdrawn $19.7 billion from bond mutual funds and exchange-traded funds so far in August as fears of a pullback in the Federal Reserve's stimulus continue to drive bond selling, data from research provider TrimTabs Investment Research showed on Monday.
Financial Times: 
  • Fed advises US banks to lift capital targets. The largest US banks should hold regulatory capital beyond their own internal targets to better prepare them for periods of market stress, according to a study published by the Federal Reserve on Monday.
Passauer Neue Presse:
  • Merkel Tells Passauer She Rejects Joint Euro Region Bond Sales. German Chancellor Angela Merkal said she rejects opposition proposals to introduce euro bonds and a common European debt redemption fund. Merkel said "we reject both because we're convinced that this would set wrong incentives and prevent the necessary reforms in some countries".
China Securities Journal: 
  • China Banks Shouldn't Mislead On Financial Products. Banks in China should make a strict distinction between their own products and those they sell for other companies and shouldn't mislead consumers when selling financial products, citing a statement issued by the China Banking Regulatory Commission yesterday.
Securities Times:
  • Chinese banks should supervise and strictly approve lending to local government projects as banks face risks in funding local government projects, Wang Yong, an academic at the PBOC's Zhengzhou training institute, says in an article published today.
21st Century Business Herald:
  • China's Hebei to Cut 60m Ton Steel Capacity by 2017. Northern Chinese province of Hebei will cut steel capacity by 60m tons by 2017 to curb air pollution, citing 2 plans that the province plans to release in the near term. Hebei will cut steel capacity by another 26m tons 2018-2020, according to the report.
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -1.50% to -.75% on average.
  • Asia Ex-Japan Investment Grade CDS Index 158.50 +17.5 basis points.
  • Asia Pacific Sovereign CDS Index 122.75 +9.0 basis points.
  • FTSE-100 futures -.47%.
  • S&P 500 futures -.07%.
  • NASDAQ 100 futures -.01%.
Morning Preview Links

Earnings of Note

Company/Estimate
  • (HD)/1.21
  • (BBY).12
  • (MDT)/.88
  • (JCP)/-1.07
  • (DKS)/.74
  • (BKS)/-.67
  • (TJX)/.63
  • (INTU)/.00
  • (ADI)/.54
  • (WMS)/.31
Economic Releases 
8:30 am EST
  • The Chicago Fed National Activity Index for July is estimated to rise to -.1 versus -.13 in June.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The UK 10Y bond auction and the weekly retail sales reports could also impact trading today.
BOTTOM LINE: Asian indices are lower, weighed down by financial and industrial shares in the region. I expect US stocks to open mixed and to weaken into the afternoon, finishing modestly lower. The Portfolio is 25% net long heading into the day.

Monday, August 19, 2013

Stocks Reversing Lower into Final Hour on Rising Long-Term Rates, More Emerging Markets Debt Angst, Mideast Unrest, Homebuilding/Commodity Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Lower
  • Sector Performance: Most Sectors Declining
  • Volume: Light
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 15.01 +4.45%
  • Euro/Yen Carry Return Index 135.74 +.05%
  • Emerging Markets Currency Volatility(VXY) 10.26 +6.43%
  • S&P 500 Implied Correlation 51.61 +2.32%
  • ISE Sentiment Index 100.0 +28.21%
  • Total Put/Call .89 -2.20%
  • NYSE Arms 1.20 +9.22% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 83.19 +2.02%
  • European Financial Sector CDS Index 145.61 +4.42%
  • Western Europe Sovereign Debt CDS Index 82.0 -.35%
  • Emerging Market CDS Index 331.79 +4.20%
  • 2-Year Swap Spread 19.25 +.5 bp
  • TED Spread 22.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -9.0 +.25 bp
Economic Gauges:
  • 3-Month T-Bill Yield .04% unch.
  • Yield Curve 252.0 +4 bps
  • China Import Iron Ore Spot $139.20/Metric Tonne +.94%
  • Citi US Economic Surprise Index 35.10 -1.5 points
  • Citi Emerging Markets Economic Surprise Index -27.10 +2.4 points
  • 10-Year TIPS Spread 2.14 -3 bps
Overseas Futures:
  • Nikkei Futures: Indicating -158 open in Japan
  • DAX Futures: Indicating -17 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my tech/medical sector longs, index hedges and emerging markets shorts
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 25% Net Long

Today's Headlines

Bloomberg:
  • Court Orders Mubarak Freed as Gunmen Kill 26 Police in Sinai. A Cairo court ordered ousted President Hosni Mubarak freed from prison, a move that could complicate Egypt’s increasingly violent political transition, while militants in Sinai killed 26 policemen. The Cairo criminal court’s order to free Mubarak threatens to inject new tensions in a nation convulsed by political unrest that has killed almost 1,000 in the past six days. His potential release may spur arguments by the Muslim Brotherhood and others locked in a deadly standoff with the government that Egypt’s new military-installed leaders are trying to re-establish the kind of police state Mubarak led.
  • Sensex Falls 10% From High as Banks Extend Drop. Indian (SENSEX) stocks declined, taking the benchmark index’s drop from its 2013 high to almost 10 percent, amid concern that policy makers will sacrifice economic growth as they seek to stem a record slide in the rupee. State Bank of India lost 2.6 percent and ICICI Bank Ltd. (ICICIBC) slumped 5 percent. The 13-member S&P BSE Bankex tumbled 3.4 percent, taking its two-day loss to 8.8 percent, the most since February 2009. Tractor maker Mahindra & Mahindra Ltd. (MM) dropped to the lowest level since September. Ranbaxy Laboratories Ltd. rose for the first time in three days amid speculation a weak currency will boost the value of its repatriated earnings. The rupee weakened to an unprecedented 63.23 per dollar today. The S&P BSE Sensex slid 1.6 percent to 18,307.52 at the close, poised for a so-called correction after retreating 9.8 percent from this year’s high on July 23. Indian equities have posted four weeks of losses on concern that government efforts to support the rupee will weigh on the nation’s economy, which grew at the slowest pace in a decade in the year ended March.
  • Clouds Gather Over Asian Economies as Capital Flows Back to U.S. Asia’s role as the world’s growth engine is waning as economies across the region weaken and investors pull out billions of dollars. “The eye of the storm is directly above emerging markets now, two years after it hovered over Europe and four years after it hit the U.S.,” said Stephen Jen, co-founder of hedge fund SLJ Macro Partners LLP in London and former head of foreign-exchange strategy at Morgan Stanley. “This could be serious for Asia.”
  • Brazil Bond Risk Relative to Mexico at Highest Since Oct. 2006. The difference in price for credit-default swaps insuring Brazil's bonds vs. contracts on Mexican debt widened to 77.2 bps at 12:03 am in Sao Paulo, the highest since Oct. 3 2006, according to Bloomberg data. The premium paid for Brazil's CDS over Mexico's has increased 6-fold since start of year. Brazil's cds is up +7.5% today to 211 bps(vs 3-mo avg of 177 bps).
  • Brazil Economists Forecast Weaker Currency and Higher Key Rate. Brazil economists forecast a weaker real than predicted last week, in a move that will fuel inflation and force the central bank to further raise interest rates. The real will weaken to 2.35 per U.S. dollar by the end of 2014 from 2.30 in December 2013, according to the Aug. 16 central bank survey of about 100 analysts published today. They previously saw the real at 2.28 in December and 2.30 a year later. Economists also raised their 2014 key rate forecast to 9.50 percent from 9.25 percent. 
  • Junk Bond Risk Rises to 4-Week High in Europe as Spreads Widen. The cost of insuring high-yield corporate bonds against losses rose to the highest in more than a month in Europe as the average spread on the debt jumped from a three-month low. The Markit iTraxx Crossover Index of credit-default swaps on 50 companies with mostly speculative-grade credit ratings climbed 7.4 basis points to 417 at 9:21 a.m. in London, the highest since July 17. The premium investors demand to hold junk-rated bonds instead of benchmark government debt widened 10 basis points to 392.85 basis points, the biggest jump since July 3, according to Bloomberg bond index data.
  • European Stocks Retreat as Glencore Falls. European stocks fell, following three weeks of gains for the Stoxx Europe 600 Index, as this week’s release of minutes from the Federal Reserve’s last meeting fueled speculation policy makers will trim bond buying. Glencore Xstrata Plc dropped 2.5 percent, following mining companies lower. Holcim (HOLN) Ltd. sank the most in 21 months after UBS AG downgraded its rating on the world’s biggest cement maker. Spanish and Italian banks led losses in European lenders as UniCredit SpA and Banco Santander SA slid more than 3 percent. Kentz Corp. rallied 24 percent as the Irish oilfield-services provider rejected two takeover approaches. The Stoxx 600 decreased 0.5 percent to 304.7 at 4:30 p.m. in London as the Federal Open Market Committee prepared to publish minutes of its July meeting on Wednesday. A gauge of lenders contributed the most to the Stoxx 600’s decline. Santander, Spain’s largest bank, retreated 3.1 percent to 5.64 euros as the spread on 10-year Spanish bonds over German securities widened four basis points to 252 basis points. Bankinter SA slid 5.7 percent to 3.64 euros. UniCredit fell 5.5 percent to 4.52 euros and Banco Popolare SC lost 4 percent to 1.12 euros. The spread on benchmark 10-year Italian debt over bunds with the same maturity widened eight basis points to 238 basis points.
  • U.S. 10-Year Yields to Rise Above 3%, BlackRock’s(BLK) Rieder Says. Yields on 10-year Treasury notes will rise above 3 percent as the Federal Reserve scales back its debt purchases, according to Rick Rieder, chief investment officer for fundamental fixed-income at BlackRock Inc. The Fed’s quantitative easing “is too big,” Rieder said in an interview with Tom Keene and Sara Eisen on Bloomberg Television. “You have got to taper down QE. It has created this tremendous distortion in interest rates. We think fair value on the 10-year is close to 3-to-3.25 percent. You are getting very close to there.” Yields on the benchmark security rose today as high as 2.87 percent, the most since July 2011, which is also when they last last reached 3 percent
  • Fed Finds 18 Large Banks Weak in at Least One Capital Area. The 18 largest banks subject to a Federal Reserve stress test this year fell short in at least one of five areas the Fed says are critical to risk management and capital planning. While many banking companies have improved capital planning techniques and raised capital levels, “there is still considerable room for advancement across a number of dimensions,” Fed supervisors said in a 41-page paper released today in Washington outlining weaknesses and successes in recent stress tests. The Fed staff study shows that, after four such tests, some of the largest banks still lack comprehensive systems and policies to model, test, report and plan for economic calamities. While highlighting both strengths and weaknesses, the central bank said all of the bank holding companies “faced challenges across one or more” of five areas, and called for analysis tailored to each bank’s business and risk.
  • Obama Focuses on Risk of New Bubble Undermining Broad Recovery. President Barack Obama, who took office amid the collapse of the last financial bubble, wants to make sure his economic recovery doesn’t generate the next one. Obama this month spoke four times in five days of the need to avoid what he called “artificial bubbles,” even in an economy that’s growing at just a 1.7 percent rate and where employment and factory usage remain below pre-recession highs.
  • Repo Market Decline Raises Alarm as Regulation Strains Debt. Regulations aimed at reducing the risk of another financial crisis are starting to upend a key part of the bond market that expedites trading in everything from Treasuries to junk bonds. The U.S. repurchase, or repo, market where banks and investors borrow and lend Treasuries and other fixed-income securities shrunk to $4.6 trillion daily outstanding last month, down 35 percent from a peak of $7.02 trillion in the first quarter of 2008, based on Federal Reserve data compiled from its 21 primary dealers. From fewer repos to lower inventories of bonds, financial institutions are responding to more stringent capital standards imposed by regulators around the world. Already, the group of dealers and investors that advise the U.S. Treasury say that they see declines in liquidity in times of market stress, including wider gaps between bid and offer prices and the speed of completing trades. The potential consequences are higher borrowing costs for governments, companies and consumers.
Wall Street Journal: 
  • Banks Work Around China's Lending Limits. Latest Tactic in Cat-and-Mouse Game With Regulators Hides Risks, Analysts Say. Chinese regulators have tried for months to rein in lending by the country's banks, most recently by instigating a cash squeeze that left some scrambling for funds. But the banks have stayed one step ahead, keeping the lending spigots open largely through increasingly complicated transactions. The banks' latest effort in their cat-and-mouse game with regulators involves making corporate loans appear on their balance sheets as less risky loans to banks. This allows banks to skirt limits on lending to customers but hides risks that they will be hit by big losses. Analysts estimate as much as 2 trillion yuan ($326 billion) could have been loaned under these transactions, which are often categorized as so-called trust beneficiary rights transfers because the income and risk from a loan is transferred between banks. The transactions are done mostly by small and midsized lenders, which were the target of the Chinese central bank's credit squeeze in June. "What worries me is the way banks are getting around regulations is becoming more and more convoluted," Fitch China banking analyst Charlene Chu said. "If these exposures encounter a problem, it will be really hard to sort out."
Fox News:
  • Muslim Brotherhood wages war on Christians. scores of their most sacred buildings and monuments being systematically destroyed by members of the Muslim Brotherhood in what one Coptic leader called an attempt at ethnic cleansing. The group, which is clashing with the military throughout the North African nation, has zeroed in on Christians since the Muslim Brotherhood-backed administration of Mohamed Morsi was ousted on July 3. The military removed him from power after he imposed several sweeping constitutional changes that appeared to put the nation of 90 million on a path toward Islamist rule. “The Muslim Brotherhood continues its attacks on churches to implement their scheme, which includes ethnic cleansing and the forced displacement of Copts,” Abul Ezz el-Hariri, a Christian and former presidential candidate from Alexandria, told MidEast Christian News. “Egyptian churches are part of a blueprint by the MB to lure other Islamist groups.”
MarketWatch:
CNBC: 
  • Retail rodeo: Investors could be in for a wild ride. (video) Saks(SKS) is the latest retailer to disappoint investors with weaker-than-expected earnings and lackluster sales, fanning fears about about how the sector will fare heading into a heavy week of earnings
Zero Hedge: 
Business Insider: 
New York Times:
Reuters: 
LiveMint.com:
  • Indonesia rupiah, stocks plunge on record current-account deficit. The current account remains in deficit for seven quarters and overseas sales decreased for a 15th month in June.
    Jakarta: Indonesia’s rupiah fell to 10,500 per dollar for the first time since 2009, stocks dropped by the most in 22 months and the government bonds plunged after the current-account deficit widened to a record last quarter. The Jakarta Composite Index of shares has fallen 8% in two days, and is now the world’s worst performer this quarter. The yield on 10-year notes surged to the highest since March 2011 after Bank Indonesia said on 16 August the current-account deficit was $9.8 billion, the largest in data compiled by Bloomberg going back to 1989. Inflation quickened to a four-year high and economic growth slowed to the least since 2010, figures showed last week. “Indonesia has seen a gradual but persistent bout of bad news, with slowing growth, quickening inflation and then the current-account deficit,” said Leo Rinaldy, a Jakarta-based economist at PT Mandiri Sekuritas, a unit of the nation’s largest lender by assets. “The implication going forward is that demand for dollars will increase.” The rupiah slid 1% to 10,490 per dollar as of 4 pm in Jakarta, the biggest drop since 23 July, according to prices from local banks. It touched 10,500 earlier and has declined 5.4% this quarter, the worst performance among Asia’s 11 most-traded currencies. The Jakarta Composite Index fell 5.6% to 4,313.52, the biggest drop since 3 October 2011, on volumes 32% higher than the 30-day average. The gauge lost more than 10% this quarter, the most among 94 global indexes tracked by Bloomberg, and has now erased all of its gains this year.
CCTV: 
  • PBOC Says China to Keep Prudent Monetary Policy in 2H. Overall liquidity in China is ample, PBOC Governor Zhou Xiaochuan said in an interview.