Wednesday, August 05, 2015

Today's Headlines

Bloomberg: 
  • Flight Debris Confirmed to Be From MH370. (video)
  • Iran Deal Risks Weakening Arms Embargo With Removal of Experts. As Congress mulls the Iran nuclear accord, one element emerging as a source of deep concern is how to enforce the ongoing embargo on Iran’s non-nuclear missiles. For the past five years, an independent panel of experts has monitored Iran’s arms shipments. But the panel will be disbanded as a concession to Iran, according to three United Nations Security Council diplomats who asked not to be named, citing sensitivity of the matter. While diplomats are searching for new mechanisms, it isn’t clear how violations will be tracked without the panel and whether punitive measures can be introduced on non-nuclear activities without derailing the nuclear deal, they said.
  • Brazil Real Falls With Bonds as SocGen Sees Drop to 4 per Dollar. Brazil’s real declined to a 12-year low after Societe Generale SA said the currency will tumble to 4 per dollar as the government’s struggle to pare deficits makes further credit rating downgrades unavoidable. A drop in local bonds pushed yields to the highest level since March. The worst economic contraction in 25 years, an escalating political scandal and a pledge by the Brazilian central bank to refrain from increasing interest rates have helped to push the real down 24 percent in 2015, the biggest decrease among 31 major currencies tracked by Bloomberg. The prospect of reduced demand for exports in China and an expected increase in U.S. borrowing costs by the Federal Reserve are also weighing on the local tender.
  • Citigroup(C) Sounding Alarm on $13 Billion of Bank Bonds in Brazil. To Citigroup Inc., traders in Brazil’s bank-bond market are being far too complacent. The country is in danger of having its rating cut to the cusp of junk by Moody’s Investors Service, and that means the nation’s biggest lenders are also in the crosshairs. That’s because banks’ credit grades typically are aligned with those of their home country, given the lenders’ importance to the local economy. A Brazil downgrade will be especially damaging for the riskiest corner of the market, says Citigroup’s Eric Ollom.
  • Indonesia’s Economic Risk Persists as Growth Slides Further. Indonesia’s growth slowed for a second straight quarter, underlining the challenge for President Joko Widodo as he struggles to revitalize an economy expanding at the weakest pace since 2009. Gross domestic product rose 4.67 percent in the three months ended June 30 from a year earlier, from a revised 4.72 percent the previous quarter, the statistics bureau said in Jakarta on Wednesday. That compares with the median estimate of 4.64 percent in a Bloomberg survey of 21 economists.
  • Emerging-Market Currencies Deepen Slump to Record on Fed Outlook. Emerging-market currencies deepened their slump to record lows and stocks retreated amid speculation that the Federal Reserve will increase U.S. interest rates as soon as next month, curbing demand for riskier assets. The real weakened for a fifth day as Societe Generale SA said the currency will continue to tumble as Brazil’s struggle to cut government budget deficits makes further credit rating downgrades unavoidable. South Korea’s won ended a two-day gain. A Bloomberg gauge of 20 currencies slipped 0.3 percent in its fifth straight decline.
  • Rebound in Miners Leads European Stocks Higher as SocGen Jumps. European stocks climbed the most in three weeks, led by a gain in commodity producers and a surge in Societe Generale SA after it reported its highest profit since the financial crisis. Shares of France’s second-largest bank by market value rallied 7.9 percent, the most in two years. Legal & General Group Plc climbed 2.8 percent after the biggest manager of U.K. pension assets posted first-half profit that beat analysts’ estimates amid a jump in inflows. BHP Billiton Ltd. and Rio Tinto Group advanced at least 3.5 percent. The Stoxx Europe 600 Index rose 1.3 percent to 403.93 at the close of trading in London, for a sixth gain in seven days.
  • Commodities Are Crashing Like It's 2008 All Over Again. (video) Dear commodities investors: Welcome back to 2008! The meltdown has pushed as many commodities into bear markets as there were in the month after the collapse of Lehman Brothers Holdings Inc., which spurred the worst financial crisis seven years ago since the Great Depression. Eighteen of the 22 components in the Bloomberg Commodity Index have dropped at least 20 percent from recent closing highs, meeting the common definition of a bear market. That’s the same number as at the end of October 2008, when deepening financial turmoil sent global markets into a swoon.
  • Shale Boom Propels Propane-Powered Trucks From Dream to Reality. For almost 80 years, Blue Star Gas distributed propane throughout the U.S. West Coast on trucks mostly powered by gasoline. Now the company is working to convert its 55 vehicles to run on the same stuff they deliver. They won’t be alone. United Parcel Service Inc. already has more than a thousand propane-powered delivery trucks on the street, with plans to buy more. The change is propelled by a glut of propane from shale wells. It comes as prices for the fuel trade close to a 13-year low and are 75 percent cheaper than diesel. 
  • The Odds of a September Rate Hike Have Surged in the Last Two Days. Likelihood of Fed September rate increase tops 50 percent. Traders have never been more convinced of a September rate hike by the Federal Reserve. The chances of an interest-rate increase next month reached 52 percent Wednesday,  up from just 38 percent just two days earlier. What's fueled the change of heart? Hawkish comments from Fed Bank of Atlanta President Dennis Lockhart on Tuesday, and a surprisingly strong report on U.S. service-sector growth Wednesday morning.
  • Corporate-Bond Overload: July’s Sales Deluge Leads to Buyer Fatigue. Bond buyers are getting exhausted after absorbing trillions of dollars of corporate debt in the past few years. While they still gobbled up a record-breaking $135 billion of U.S. investment-grade bond sales in July, they’re getting pickier. They’re now demanding the most extra yield to own the debt instead of government securities in two years. “The high-grade bond market feels satiated with paper,” Bank of America Corp. analysts led by Hans Mikkelsen wrote in an Aug. 3 report. “What this market needs is a break -– either in the form of a slowdown in supply volumes or some healthy inflows.” Dollar-denominated investment-grade bonds have been steadily losing value. Prices on the notes have fallen to an average 104.8 cents on the dollar from 110.4 cents in January, according to Bank of America Merrill Lynch index data.
  • SEC Backs Rule Forcing Companies to Compare CEO and Worker Pay. The U.S. Securities and Exchange Commission approved a rule Wednesday requiring companies to reveal the pay gap between the chief executive officer and their typical worker, handing a new weapon to groups protesting rising income inequality. The commission voted 3 to 2 to mandate the disclosure. The agency had delayed progress on the rule for years, with SEC Chair Mary Jo White facing attacks from unions and Democratic lawmakers in recent months for failing to get it done.
  • Bank of America Merrill Lynch Downgrades Apple(AAPL) for Six Key Reasons.
Zero Hedge: 
China Business News:
  • Some China Margin Lenders Boost Business as Market Warms Up. Six out of 10 margin lenders are persuading investors to open new financing accounts with leverage ratio of as much as 10:1, citing interviews with the cos. Some companies seek other software or to develop their own after crackdown by China's securities regulator on information-technology companies that offer share-leading facilities, according to the companies.

Bear Radar

Style Underperformer:
  • Small-Cap Value -.15%
Sector Underperformers:
  • 1) Hospitals -4.45% 2) Coal -3.87% 3) Homebuilders -1.45%
Stocks Falling on Unusual Volume:
  • STON, CSTE, DIS, BOOT, ATRO, TRS, ONCE, AM, TWX, ABCO, CSV, CERN, H, PAGP, PWR, WIX, TGH, VIRT, PZZA, PAA, EPAM, EUN, HCI, BKD, INVN, TREX, MPW, AFSI, MTDR, CBS, HCA, HYH, TTPH, LPNT, OTIC, AM, SUPM, CYH, SEMG, CERN, THC, VIAB, AMCX, SNI, MSG, FOXA, DISCK, HSC, QUAD, LPLA, VIRT, TAL, GTN, PBPB, DWA, ENVA, LL and ETSY
Stocks With Unusual Put Option Activity:
  • 1) SEAS 2) LL 3) CDE 4) CBS 5) HCA
Stocks With Most Negative News Mentions:
  • 1) ETSY 2) CERN 3) DIS 4) H 5) TRMB
Charts:

Bull Radar

Style Outperformer:
  • Mid-Cap Growth +.57%
Sector Outperformers:
  • 1) Gaming +1.85% 2) Networking +1.69% 3) Steel +1.58%
Stocks Rising on Unusual Volume:
  • CHUY, AHS, RSPP, ZEN, FSLR, SLH, AMSG, HRB, RATE, ATVI, SMCI, AWAY, PCLN, MASI, PAYC, KATE, XXIA, RTRX, RMTI, AAC, UVE, WCG, MB, ACHC, CTSH, NYLD, QVCA, MSI, TROX, SLH, EA, AVT and HFC
Stocks With Unusual Call Option Activity:
  • 1) FOXA 2) ADBE 3) HOT 4) DRI 5) HRB
Stocks With Most Positive News Mentions:
  • 1) ATVI 2) ALL 3) FSLR 4) PCLN 5) MSI
Charts:

Morning Market Internals

NYSE Composite Index:

Wednesday Watch

Evening Headlines 
Bloomberg:
  • China Stock Trading Falls as State Intervention Deters Investors. China stock trading slumped, with turnover on the Shanghai Composite Index falling 33 percent below the 30-day average, amid increasing government intervention and as hundreds of companies remained halted from trading. The benchmark Shanghai Composite slipped 0.2 percent to 3,750.93 at 10:51 a.m. local time, after gaining as much as 0.6 percent. Financial companies fell, while industrial shares advanced. The value of shares traded on the index has fallen 65 percent from this year’s high in June as trading halts, regulatory measures to curb bearish transactions and a suspension of initial public offerings drives investors away. A total of 515 mainland companies, or 18 percent of all listings, remain halted from trading. “The government’s unprecedented, rushed market intervention may have supported prices initially but at the expense of its long-term credibility,” Alex Wolf, an economist for emerging markets at Standard Life Investments Ltd., wrote in a report e-mailed Wednesday.
  • China to Set Up ‘Security Offices’ Inside Internet Companies. China plans to set up “network security offices” staffed by police inside major websites and Internet companies, a move to strengthen the government’s grip on the world’s largest population of Web users. The Ministry of Public Security will add police officers at “critical” Internet companies to help boost defenses against cyber-attacks and fight criminal activity, the state-run Xinhua News Agency reported, citing a ministry conference.  
  • Copper Drops With Aluminum as Bets Climb on Fed Rate Increase. Copper declined for the fourth time in five days as metals fell on speculation U.S. interest rates will be increased as soon as next month. The metal lost 0.9 percent after Federal Reserve Bank of Atlanta President Dennis Lockhart said he would only endorse putting it off should there be a significant deterioration in economic data. The Bloomberg Dollar Spot Index advanced to its highest since March. That makes commodities more expensive for buyers in other currencies and mining cheaper for producers located outside the U.S.
Wall Street Journal: 
  • Atlanta Fed’s Lockhart: Fed Is ‘Close’ to Being Ready to Raise Short-Term Rates. Lockhart says September could be ‘appropriate time’ to lift interest rate. Federal Reserve Bank of Atlanta President Dennis Lockhart said the economy is ready for the first increase in short-term interest rates in more than nine years and it would take a significant deterioration in the data to convince him not to move in September.
  • The Biden Advantage. To beat Hillary, he’d have to run against her dishonesty. This is the summer of Democratic discontent with Hillary Clinton’s presidential campaign. So it was only a matter of time before nervous partisans looked for alternatives who might save the progressive great and good from the national trauma of another Republican President. This explains the weekend recruiting flurry for Vice President Joe Biden, who has...
Fox News:
  • Fox News announces candidate line-up for prime-time debate. (video) Fox News has announced the line-up for the prime-time Republican presidential debate this Thursday, and here's who qualified: Real estate magnate Donald Trump; former Florida Gov. Jeb Bush; Wisconsin Gov. Scott Walker; former Arkansas Gov. Mike Huckabee; retired neurosurgeon Ben Carson; Texas Sen. Ted Cruz; Florida Sen. Marco Rubio; Kentucky Sen. Rand Paul; New Jersey Gov. Chris Christie; and Ohio Gov. John Kasich.
CNBC:
  • IMF review recommends delaying adoption of yuan. The International Monetary Fund should put off any move to add the yuan to its Special Drawing Rights currency basket until September 2016, an IMF staff report said, a move that would effectively end the Chinese currency's chances of an early inclusion.
Reuters: 
  • Disney(DIS) shares drop after company lowers cable outlook. Walt Disney Co lowered profit guidance for its cable networks unit and reported quarterly revenue slightly below Wall Street forecasts, sending its shares down 6 percent on Tuesday. The media company now expects annual operating income growth at the unit in the mid-single digits for fiscal years 2013 to 2016, Chief Financial Officer Christine McCarthy said on a conference call. It previously had forecast growth in the high single digits. The company cut its forecast because it expects lower revenue from a decline in subscribers and the impact of foreign exchange rates, McCarthy said. Sports network ESPN has experienced "modest" subscriber losses as viewing habits have shifted to digital platforms, Disney Chief Executive Officer Bob Iger said. Walt Disney shares dropped 6 percent to $114.10 in after-hours trading
Financial News:
  • Economic Slowdown Adds Uncertainty to China Reforms. Global economic depression and China's slowdown add uncertainty to financial reforms, Li Yang, former Vice President of the Chinese Academy of Social Sciences, writes in a commentary.
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -.25% to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 112.75 -.5 basis point.
  • Asia Pacific Sovereign CDS Index 64.25 -.5 basis point.
  • S&P 500 futures +.15%.
  • NASDAQ 100 futures +.15%.

Earnings of Note
Company/Estimate
  • (CHK)/-.11
  • (DNR)/.12
  • (DISCA)/.47
  • (DISH)/.46
  • (D)/.73
  • (HCA)/1.34
  • (ICE)/2.77
  • (LL)/.04
  • (RL)/.98
  • (PCLN)/11.85
  • (PWR)/.44
  • (RDC)/.55
  • (SODA)/.32
  • (SUP)/.17
  • (TWX)/1.03
  • (WCG)/.97
  • (WEN)/.09
  • (AGU)/4.79
  • (CBS)/.72
  • (CF)/1.50
  • (HLF)/1.11
  • (ICPT)-2.00
  • (JACK)/.73
  • (JAZZ)/2.41
  • (GMCR)/.79
  • (MRO)/-.22
  • (PRU)/2.47
  • (RGLD)/.28
  • (TSLA)/-.59
  • (TSO)/4.02
  • (RIG)/.51
Economic Releases
8:15 am EST
  • The ADP Employment Change for July is estimated at 215K versus 237K in June. 
8:30 am EST
  • The Trade Deficit for June is estimated at -$43.0B versus -41.87B in May.
9:45 am EST
  • The Final US Markit Services PMI for July is estimated at 55.2 versus a prior estimate of 55.2.
10:00 am EST
  • The ISM Non-Manufacturing Composite for July is estimated to rise to 56.2 versus 56.0 in June.
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory decline of -1,406,670 barrels versus a -4,203,000 barrel decline the prior week. Gasoline supplies are estimated to fall by -133.330 barrels versus a -363,000 barrel decline the prior week. Distillate inventories are estimated to rise by +1,755,560 barrels versus a +2,588,000 gain the prior week. Finally, Refinery Utilization is estimated to fall -.13% versus a -.4% decline prior.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Eurozone Services PMI, Australia Unemployment report, weekly MBA Mortgage Applications report, (FAST) monthly sales update, CSFB Gaming/Lodging/Leisure/Restaurant conference and the (IDXX) analyst day could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by financial and industrial shares in the region. I expect US stocks to open modestly higher and to weaken into the afternoon, finishing modestly lower. The Portfolio is 25% net long heading into the day.

Tuesday, August 04, 2015

Stocks Reversing Lower into Final Hour on Fed Rate Hike Worries, Global Growth Fears, Earnings Outlook Concerns, Homebuilding/Tech Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: About Even
  • Sector Performance: Mixed
  • Volume: Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 12.74 +1.43%
  • Euro/Yen Carry Return Index 141.43 -.30%
  • Emerging Markets Currency Volatility(VXY) 9.28 -1.38%
  • S&P 500 Implied Correlation 57.93 unch.
  • ISE Sentiment Index 88.0 +11.39%
  • Total Put/Call .95 -5.0%
  • NYSE Arms 1.17 -26.18% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 72.25 +.43%
  • America Energy Sector High-Yield CDS Index 1,777.0 +12.61%
  • European Financial Sector CDS Index 73.75 +.61%
  • Western Europe Sovereign Debt CDS Index 22.38 -2.10%
  • Asia Pacific Sovereign Debt CDS Index 64.14 -.79%
  • Emerging Market CDS Index 325.95 +.18%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.93 -.14%
  • 2-Year Swap Spread 23.0 -.75 basis point
  • TED Spread 24.25 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.5 -.75 basis point
Economic Gauges:
  • 3-Month T-Bill Yield .08% +2.0 basis points
  • Yield Curve 149.0 -1.0 basis point
  • China Import Iron Ore Spot $55.29/Metric Tonne -.61%
  • Citi US Economic Surprise Index -14.0 unch.
  • Citi Eurozone Economic Surprise Index 6.1 +.5 point
  • Citi Emerging Markets Economic Surprise Index -8.8 +1.5 points
  • 10-Year TIPS Spread 1.70 unch.
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.48 +.11
Overseas Futures:
  • Nikkei 225 Futures: Indicating +25 open in Japan 
  • China A50 Futures: Indicating -270 open in China
  • DAX Futures: Indicating +8 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my biotech/retail sector longs and index hedges
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges, then added them back
  • Market Exposure: 25% Net Long