Thursday, August 06, 2015

Today's Headlines

Bloomberg: 
  • China Said to Resume Private Share-Sale Reviews Frozen Amid Rout. Chinese regulators will resume processing applications for private share sales this week, signaling an easing of market curbs imposed during a $3.4 trillion equity rout, according to people with knowledge of the matter. The China Securities Regulatory Commission will review no more than five applications on Friday and a maximum of 10 next week, said the people, who asked not to be identified because the matter is private. Initial public offerings will remain suspended, they said.
  • GM(GM) China Sales Fall for Third Time in Four Months. General Motors Co. deliveries slumped for a third time in the past four months in China amid an industrywide slowdown in the world’s largest auto market. GM and its China joint ventures sold 229,175 vehicles in July, 4 percent fewer than a year earlier, according to a statement on its website Thursday. The decline was mainly due to a dip in sales leading up to the introduction of new models and the phasing out of older Chevrolets, the company said. The Detroit-based carmaker cut its outlook for China’s industrywide growth for this year to a low single-digit range last month, from the 6 percent to 8 percent range it projected earlier. The automaker also said it expects a more volatile market in China as growth moderates and stiffer competition to increase the pressure to cut prices.  
  • Currencies in Freefall Handcuff Bankers From Chile to Colombia. Central bankers in commodity-dependent Andes economies aren’t even considering interest-rate cuts to revive growth, even as prices for oil, copper and other raw materials collapse. That’s because the deepening price slump is also dragging down currencies in Colombia and Chile -- a swoon that’s fanning inflation and tying policy makers’ hands. Fixed-income traders have now ratcheted up cost-of-living expectations for Colombia and Chile after their tenders sank more than 10 percent in the past three months.
  • Greek May Jobless Rate at 25% With Economy Facing Bleak Outlook. Greece’s unemployment rate dropped to a three-year low in May even as the country faced off with international creditors. The jobless rate fell to 25 percent in May from 25.6 percent in April, according to data published on Thursday. While that’s the lowest since June 2012 and less than the 25.5 percent median estimate from five economists in a Bloomberg survey, the figures predate the country’s banking shutdown in June that lead to a collapse in economic confidence.
  • Europe Moves to Cut Risk in $505 Trillion Derivatives Market. Banks and investors in the European Union will have to send trades of some interest-rate swaps to a third party under new rules intended to make financial markets safer. The banks and major investors that hold the derivatives will have to use a third party called a clearinghouse to process their trades, the European Commission, the EU’s executive arm, said in a statement on Thursday.
  • China Stocks Extend $3.4 Trillion Tumble as Turnover Plummets. China’s stocks fell for a fifth time in six days and turnover plummeted as unprecedented government intervention fails to stop a $3.4 trillion rout. The Shanghai Composite Index lost 0.9 percent to 3,661.54 at the close. Telecom and health-care companies led losses. The volume of shares trading on the measure was 51 percent lower than the 30-day average. The Shanghai Composite has fallen 29 percent from its June 12 peak as traders bet valuations were unsustainably high. 
  • Media Rout Sinks Nasdaq as Selloff in Emerging Assets Worsens. A rout in U.S. media stocks sent the Nasdaq 100 Index to its biggest decline in a month, while emerging- market equities and currencies tumbled amid the specter of higher U.S. interest rates. The Nasdaq 100 plunged 1.8 percent at 11:53 a.m. in New York, and the Standard & Poor’s 500 Index lost 0.9 percent. Media stocks from Viacom Inc. to 21st Century Fox Inc. plunged in the biggest two-day selloff since 2008. The MSCI Emerging Markets Index fell 0.8 percent to a two-year low, while a gauge of developing-nation currencies slid to a fresh record. U.S. crude sank below $45 a barrel.
  • European Stocks Fall Most in a Week Led by Commodity Producers. (video) European stocks slid, extending losses as miners and oil shares deepened declines and investors weighed the prospect of a Federal Reserve rate increase. Commodity producers posted the worst performance among industry groups as BHP Billiton Ltd. and Glencore Plc lost 2 percent or more. BP Plc and Tullow Oil Plc fell at least 1.4 percent as oil dropped to its lowest level since March. Among shares moving on earnings, Zurich Insurance Group AG slid 4.6 percent after posting worse-than-estimated profit. The Stoxx Europe 600 Index lost 0.8 percent to 400.7 at the close of trading, the most since July 27.  
  • Heady Days of Mining Boom Over as ‘New Normal’ Reigns, Rio Says. Rio Tinto Group doesn’t see the good old days of booming commodity prices and record profits coming back anytime soon. China’s economic slump and expanding mine output mean “challenging” times for the industry, Rio said in its earnings statement on Thursday. While the company has been insulated by lower costs, it reported a 43 percent drop in first-half profit after iron ore prices collapsed because of a global glut.
  • Dairy Drop Drags Food Prices Down in Longest Run in 16 Years. The biggest drop in dairy prices in almost a year helped drag down global food costs for a ninth month, the longest stretch of declines since 1999. An index of 73 food prices fell 1 percent in July to 164.6, the lowest since September 2009, the United Nations’ Food & Agriculture Organization said in a report Thursday. Dairy product costs slumped 7.2 percent, the most since August 2014, to a six-year low.
  • Explorers In Need of Cash Are Selling Oil Fields as Last Resort. Energy explorers reeling from the rout in oil prices are looking for liquidity in an obvious place: their rocks. Having exhausted other ways to raise cash as a glut of global supply depresses prices, a slew of producers from Anadarko Petroleum Corp. to Comstock Resources Inc. announced more than $2.4 billion in asset sales last month, according to data compiled by Bloomberg. Selling oil and gas fields to pay off lenders and fund new drilling -- often a wildcatter’s option of last resort -- is surging after a six-month lull. 
  • Another Major Pillar of the Bull Market Is Collapsing. A bull market without Apple Inc. is one thing. Removing cable television and movie stocks from the 6 1/2-year rally in U.S. equities is a little harder to imagine. Ignited by a plunge in Walt Disney Co., shares tracked by the 15-company S&P 500 Media Index have tumbled 11 percent in two days, poised for the biggest slump since 2008.
  • Loeb Sees Energy Credit Opportunity, Builds Short Stock Bets. Hedge fund manager Dan Loeb said he’s looking for opportunities in energy-related debt after oil prices resumed their decline. “Energy is presenting some very interesting opportunities in credit right now,” Loeb said Thursday in a conference call discussing results at Third Point Reinsurance Ltd., the reinsurer where he oversees investments. “So we are looking at that.” Loeb said he has mostly steered clear of energy recently, sidestepping a second plunge in oil prices that hurt investors who were “suckered in.” He said in February that money managers raising funds to capitalize on energy distress might be disappointed. The money manager has increased bets that securities will decline as he seeks to cope with market volatility. “Increased short exposure in 2015 has helped the portfolio,” including in June, he said. “We continue to increase this exposure through both hedges and single-name equity positions.” 
  • Credit Risk Is Staging a Comeback. For years, investors poured money into junk-rated corporate debt with impunity. Arguably, bonds were bought indiscriminately, with seemingly little thought about the actual risk of a company defaulting on its debt. Interest rates, after all, were hovering at zero percent, money was plentiful, and there seemed little likelihood that a company would find itself suddenly starved of credit. With corporate default rates forecast to remain stubbornly low, one junk-rated company was pretty much the same as another. That is beginning to change. The collapse of the commodities complex is feeding into the credit markets, as energy companies have played a significant role in bond sales in recent years. You can see the trend in the chart below from Deutsche Bank, which shows spreads of all CCC-rated bonds, in blue, and CCC-rated spreads stripping out all the bonds sold by energy companies, in red.

Zero Hedge:
Reuters:
  • Sinopec Plans to Cut Crude Processing From Oct. Co. plans to cut monthly crude processing volume by 1m tons from Oct., citing a person familiar with the matter. Co. to reduce oil refining as fuel stockpiles rise and growth of diesel demand slows, the report says.
Telegraph:
Xinhua:
  • China Machinery Industry Faces Downward Pressure. Output in China's machine industry rose 5.7% in 1H, citing data released by China Machinery Industry Federation. The growth rate is .6 ppt lower than overall industrial output in 1H, which is rare in recent years.

Bear Radar

Style Underperformer:
  • Small-Cap Growth -2.62%
Sector Underperformers:
  • 1) Biotech -4.01% 2) Semis -2.62% 3) Retail -2.41%
Stocks Falling on Unusual Volume:
  • CORI, SUM, MPW, VIAB, VIA, PHH, GMCR, CSII, DIS, IMS, SCAI, GNRC, PSIX, AMCX, GTN, INOV, MG, FOXA, SUNE, SBH, PGTI, TWX, FOX, ALB, UVE, JACK, MPW, TWX, CHTR, MPLX, CCOI, NRZ, SEMI, YRCW, AEL, LC, SBGI, CLMT, HAR, CARA, NWBO, DWA, STR, STRZA, OZM, TROX, EAT, RYN, LGF, SCTY, HMHC, INVN, PRXL, NXST, XENT, GOGO, GDDY, BKE, XPO, PMT, MUSA, LL, ZUMZ, ACAD, TRCO, HSNI, TSLA, LAMR, TERP, ENS, HABT, GNRC, QLYS, SBH, OPK, FIT, TDC, VIAB, HRTG, MEG, GTN, CSII, TA, ECHO and SSTK
Stocks With Unusual Put Option Activity:
  • 1) VIAB 2) XLV 3) XLP 4) DIS 5) CBS
Stocks With Most Negative News Mentions:
  • 1) GMCR 2) FIT 3) VIAB 4) TSLA 5) PHH
Charts:

Bull Radar

Style Outperformer:
  • Large-Cap Value -.73%
Sector Outperformers:
  • 1) Gold & Silver +4.44% 2) Oil Service +2.09% 3) Steel +.62%
Stocks Rising on Unusual Volume:
  • DERM, USCR, AAOI, DDD, HDP, HLF, NXTM, ENOC, DXCM, ZU, KND, RIG, COUP, SCMP and SSYS
Stocks With Unusual Call Option Activity:
  • 1) VIAB 2) MDRX 3) ZU 4) HLF 5) FOXA
Stocks With Most Positive News Mentions:
  • 1) KBR 2) S 3) CF 4) ABX 5) MRGE
Charts:

Morning Market Internals

NYSE Composite Index:

Wednesday, August 05, 2015

Thursday Watch

Evening Headlines 
Bloomberg:
  • Lost Decade in Emerging Markets: Investors Already Halfway There. (graph) Just 14 years ago Wall Street fell in love with the BRICs, the tidy acronym for four major emerging economies that, to many, looked like sure winners. Today, after heady runs and abrupt reversals, most of the BRICs -- in fact, most developing nations -- look like big-time losers.The history of emerging markets is a history of booms and busts, but the immediate future may hold something more prosaic: malaise. Investors today confront what could turn out to be a lost decade of returns, with four or five more meager years ahead. “These are very much the lean years after the bonanza decade,” said Harvard Kennedy School economist Carmen Reinhart, one of the world’s top experts on financial crises and developing economies.
  • Man Who Called Top of China Stock Rally Says Rout Will Get Worse. More than two decades’ experience poring over stock charts helped Thomas Schroeder lock in profits in April before Chinese companies in Hong Kong went into freefall. Now he’s bearish again, betting the slump in Chinese shares won’t stop anytime soon. The Shanghai Composite Index will decline to as low as 3,100 in two months, Schroeder said, 16 percent below the closing level Wednesday, despite intermittent rallies as the government steps up efforts to stabilize the market. The Hang Seng China Enterprises Index of mainland shares traded in Hong Kong will drop about 10 percent, he said. To Schroeder, slowing Chinese economic growth and collapsing commodities prices are heightening the chance that the indexes will fall below key equity market support levels
  • Hyundai China Sales Slump to Four-Year Low. Hyundai Motor Co. posted its lowest monthly plant sales in China in four years and said it would reduce prices to entice consumers in the world’s largest auto market. Hyundai produced and sold 54,160 vehicles from its plants in China last month, down 32 percent from a year earlier. That’s the lowest monthly sales since July 2011, when the company sold 52,016 vehicles made in China, its biggest market by volume. Weak demand in China contributed to Hyundai posting its sixth consecutive decline in quarterly profit in the three months ending in June, when plant sales in China slumped 14 percent. To help revive sales, the company said it will cut prices of sport utility vehicles, boost incentive spending and review the mix of models it offers in the country.
  • Malaysia Links Reunion Part to MH370 in Clue to Jet Mystery. Malaysian Prime Minister Najib Razak confirmed that a jet part found on an island near Africa came from Malaysia Airlines’ Flight 370, the first physical evidence from the jetliner that vanished 17 months ago. Investigators “conclusively” linked the piece to the missing aircraft, Najib said Thursday. A French prosecutor stopped short of that assessment, saying only that officials have a “strong presumption” that the debris being studied in a government laboratory is from the doomed plane.  
  • China Stocks Drop for Second Day as Traders Test State Support. China’s stocks fell for a second day amid growing concern unprecedented government intervention will fail to stop a $4 trillion rout. The Shanghai Composite Index dropped 0.7 percent to 3,699.01 at 9:55 a.m. local time after slumping as much as 2.1 percent. Energy and telecom companies led losses. Trading volume in the index was 50 percent lower than the 30-day average for this time of day.
  • Wall Street’s Profit Boost From Asia Derivatives Boom May Stall. Earnings at investment banks including Goldman Sachs Group Inc. and Citigroup Inc. received a boost in the first half as access to China helped increase derivatives sales and trading income from the region. Gains may moderate as the stock rally subsides. Financial statements and post-earnings commentary from Credit Suisse Group AG, UBS Group AG, Societe Generale SA and Deutsche Bank AG also highlighted derivatives and structured products’ impact with the German bank saying in its 2015 interim report that revenues in equity derivatives in the second quarter were “significantly higher than the prior year quarter driven by strong performance in Asia.”
Wall Street Journal:
  • Obama Presses Case on Iran Nuclear Deal. President says ‘choice we face is ultimately between diplomacy or some form of war’. President Barack Obama delivered a detailed defense of his pre-eminent foreign-policy objective, arguing Wednesday that a diplomatic agreement to restrict Iran’s nuclear program presents Congress with a fundamental choice between war and peace. Mr. Obama’s nearly hourlong speech at American University was aimed less at winning... 
  • Cleveland Debate Offers GOP Hopefuls a Chance to Break Away from the Pack. Largest candidate field in history of televised debates heads to Cleveland for Thursday’s event. Republican candidates will descend on Cleveland for a presidential debate Thursday that obliterates party precedent and tradition: The largest candidate field in the history of televised debates is spilling off the stage, and Donald Trump, a celebrity showman and first-time contender, threatens to steal the show.
  • Cash for the Revolutionary Guards. The nuclear deal is a financial windfall for Iran’s military wing. President Obama’s Iran deal has been losing support in the polls and on Capitol Hill, and so on Wednesday he tried to reason with his critics. “It’s those hardliners [in Iran] chanting ‘death to America’ who have been most opposed to the deal,” he said in a speech at American University. “They’re making common cause with the Republican Caucus.”
CNBC:
  • Tesla(TSLA) beats on top and bottom, but lowers guidance. (video) Tesla reported second-quarter results on Wednesday that beat Wall Street expectations, but it lowered its deliveries guidance for the year. The company said it saw a quarterly loss of 48 cents per share on $1.20 billion in adjusted revenue. Analysts expected Tesla to report a loss of 60 cents per share on $1.18 billion in revenue, according to a consensus estimate from Thomson Reuters. The company lowered its full-year delivery guidance—a key figure—to "between 50,000 and 55,000." Tesla said in May that it expected about 55,000 for its Model S and Model X combined.
Zero Hedge:
Business Insider:
  • One of the biggest dealmakers on Wall Street is sounding the alarm on M&A. One of Wall Street's biggest dealmakers is sounding the alarm about the frenetic level of mergers and acquisitions activity. Centerview Partners co-founder Blair Effron highlighted similarities between the current market environment and that of 2007 in an interview with CNBC's David Faber on Wednesday. "You have to step back and look at valuations," Effron said. "The average valuation in the M&A market today is 13 times EBITDA. As a reminder, in 2012 it was 10 times. In fact, the last time we were at 13 times was 2007." "We'll have YTD 40 or so transactions over $10 billion," he continued. "The last time we saw that was 2007."
  • KEURIG CRASHES(GMCR). Keurig Green Mountain shares crashed 26% in after-hours trading Wednesday after the company reduced its forecast for sales and announced plans for layoffs.
  • Fitbit(FIT) is tumbling. Fitbit reported second-quarter earnings results on Wednesday evening, and the company absolutely crushed expectations for sales and profits. Shares plunged as much as 10% in after-hours tradingThe stock hit an all-time high during the session Wednesday and closed up 4% at $51.74. 
Washington Free Beacon:
Washington Post: 
  • Bill Clinton called Trump ahead of his 2016 launch. Former president Bill Clinton had a private telephone conversation in late spring with Donald Trump at the same time that the billionaire investor and reality-television star was nearing a decision to run for the White House, according to associates of both men. Four Trump allies and one Clinton associate familiar with the exchange said that Clinton encouraged Trump’s efforts to play a larger role in the Republican Party and offered his own views of the political landscape. The revelation of the call comes as many Republicans have begun criticizing Trump for his ties to Democrats, including past financial donations to the Clintons and their charitable foundation.
Telegraph:
Shanghai Securities News: 
  • China's Economy to Further Slow Through 2016. Deflation pressures and recent stock market slump will lead to further economic slowdown at year-end and next year, State Information Center researcher Zhu Baoliang wrote.
Evening Recommendations 
William Blair:
  • Raised (ZTS) to Outperform.
Night Trading
  • Asian equity indices are -.75% to +.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 112.0 -.75 basis point.
  • Asia Pacific Sovereign CDS Index 63.75 -.5 basis point.
  • S&P 500 futures -.06%.
  • NASDAQ 100 futures -.09%.

Earnings of Note
Company/Estimate
  • (DDD)/.08
  • (AGN)/4.38
  • (APA)/-.26
  • (BDX)/2.01
  • (EAT)/.96
  • (CTB)/.70
  • (DUK)/.99
  • (ENR)/.47
  • (KORS)/.75
  • (MBLY)/.08
  • (TAP)/1.32
  • (ZEUS)/-.02
  • (SFY)/-.82
  • (TK)/.21
  • (VIAB)/1.47
  • (CECO)/.00
  • (ED)/.63
  • (MHK)/2.62
  • (MNST)/.91
  • (NVDA)/.20
  • (SFM)/.22
Economic Releases
7:30 am EST
  • Challenger Job Cuts for July. 
8:30 am EST
  • Initial Jobless Claims are estimated to rise to 272K versus 267K the prior week.
  • Continuing Claims are estimated to fall to 2249K versus 2262K prior.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The BoE rate decision, weekly Bloomberg Consumer Comfort Index, weekly EIA natural gas inventory report, (LB) July sales call, (VIP) analyst meeting and the (HAR) investor day could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down by technology and commodity 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.

Stocks Higher into Final Hour on Diminished Global Growth Worries, Less European Debt Angst, Short-Covering, Tech/Medical Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Higher
  • Sector Performance: Mixed
  • Volume: Around Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 12.45 -4.23%
  • Euro/Yen Carry Return Index 142.23 +.61%
  • Emerging Markets Currency Volatility(VXY) 9.49 +1.93%
  • S&P 500 Implied Correlation 55.91 -1.10%
  • ISE Sentiment Index 88.0 unch.
  • Total Put/Call .99 +5.32%
  • NYSE Arms .93 -8.23% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 72.02 -.36%
  • America Energy Sector High-Yield CDS Index 1,782.0 -.82%
  • European Financial Sector CDS Index 73.43 -.40%
  • Western Europe Sovereign Debt CDS Index 22.09 -1.34%
  • Asia Pacific Sovereign Debt CDS Index 63.74 -.78%
  • Emerging Market CDS Index 324.62 -.24%
  • iBoxx Offshore RMB China Corporates High Yield Index 120.98 +.04%
  • 2-Year Swap Spread 24.75 +1.75 basis points
  • TED Spread 25.0 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -20.25 +.25 basis point
Economic Gauges:
  • 3-Month T-Bill Yield .08% unch.
  • Yield Curve 154.0 +5.0 basis points
  • China Import Iron Ore Spot $56.78/Metric Tonne +2.69%
  • Citi US Economic Surprise Index -8.2 +5.8 points
  • Citi Eurozone Economic Surprise Index 18.0 +11.9 points
  • Citi Emerging Markets Economic Surprise Index -5.0 +3.8 points
  • 10-Year TIPS Spread 1.70 unch.
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.71 -.77
Overseas Futures:
  • Nikkei 225 Futures: Indicating +178 open in Japan 
  • China A50 Futures: Indicating -195 open in China
  • DAX Futures: Indicating -27 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my biotech/retail/medical/tech sector longs 
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 50% Net Long