Thursday, September 03, 2015

Thursday Watch

Evening Headlines 
Bloomberg:    
  • China’s Searching for Stock Market Scapegoats. “They don’t quite get how to work with these markets, don’t know what they’re doing”. Xi’s government is struggling to balance a pledge to loosen its grip on the economy with the desire to ensure stability and maintain confidence in the ruling Communist Party. The battle between the invisible hand of the market and the iron fist of the government creates confusion and chaos, making China the biggest threat to the global economy and financial markets. “They don’t quite get how to work with these markets, don’t know what they’re doing—that view is already out there,” says Nicholas Field, emerging-markets strategist at money manager Schroders in London. “It’s one of the reasons why global markets have sold off.”  
  • Australian Retail Sales Unexpectedly Fall as Economy Slows. Australian retail sales unexpectedly fell in July, the first drop since May 2014, as highly-indebted consumers put away their pocketbooks. Sales fell 0.1 percent from a month earlier, when they rose a revised 0.6 percent -- lower than first reported, government data showed Thursday. The result compares with the median estimate in a Bloomberg survey of 26 economists for a 0.4 percent gain. The data corresponds with a rise in the household savings rate and suggests little improvement in the economy at the start of the third quarter after growth slowed to an anemic 0.2 percent in the second quarter. The weaker than expected sales could add to the case for the central bank to lower interest rates further from a record-low 2 percent.  
  • Mood Darkens in Tokyo as Traders Boost Bearish Stock Bets. If Japan’s options market is any guide, investors see little respite from the stock slump that’s gripping Tokyo. One-month puts that pay out if the Nikkei 225 Stock Average drops 10 percent cost 19 points more than ones betting on a rally, the widest gap since 2011, and traders have amassed the most bearish contracts relative to calls in five years. Bearish sentiment is just as visible in the stock market itself, where short-selling accounted for a record 41 percent of trades on Tokyo’s exchange Tuesday.
  • Korea Reserves Fall for Second Month in Sign of Won Intervention. South Korea’s foreign-exchange reserves dropped for a second month in August, a sign the central bank likely intervened to stem a slide in the won. The reserves fell $2.88 billion to $367.94 billion, after a July drop of $3.93 billion that marked the biggest decline in three years, central bank data showed Thursday. The won sank last month to its weakest level since October 2011 as China’s surprise devaluation of the yuan dimmed the outlook for exports, weakening emerging-market currencies across Asia, and a military standoff between North and South Korea heightened tensions on the peninsula.  
  • Ringgit Falls on Concern Data to Show Further Reserve Depletion. The ringgit extended the week’s losses on concern the erosion of Malaysia’s foreign-exchange reserves will further hurt investor sentiment in an economy reeling from falling oil prices and a political scandal. The reserve holdings have fallen 19 percent this year to $94.5 billion and data on Friday for the last two weeks of August may show the extent of central bank ringgit purchases to prop up Asia’s worst-performing currency this year. Australia & New Zealand Banking Group Ltd. sees a figure of around $92 billion. Growth in exports may also have slowed in July following June’s rebound from two-months of contraction, according to a Bloomberg survey before tomorrow’s report.
  • Brazil Central Bank Holds Steady After Recession Hits. Brazil kept its benchmark interest rate unchanged as policy makers signal they have done enough to bring inflation to target by the end of 2016 in a recession-hobbled economy. The bank’s board, led by President Alexandre Tombini, kept the so-called Selic rate at 14.25 percent, after seven straight increases totaling 3.25 percentage points. Wednesday’s move was forecast by 51 of 56 economists surveyed by Bloomberg. The other five analysts predicted a quarter-point increase. The decision was unanimous and policy makers left the language in the communique virtually unchanged from the July 28-29 meeting.
  • Asia Stocks Rise Amid China Holiday Calm; Aussie Drops on Retail. Asian stocks rose for the first time this week as a two-day holiday in China gave investors respite from the market that’s been at the center of recent global volatility. Australia’s dollar weakened toward a six-year low after retail sales unexpectedly fell. Japanese shares advanced from a one-week low, aided by weakness in the yen. Standard & Poor’s 500 Index futures were little changed after U.S. and European stocks rallied. The Aussie dropped with the nation’s equities as the contraction in retail overshadowed an increase in exports. Oil retreated after President Barack Obama secured congressional support for a deal with Iran that may add to a global glut. “A major source of market disruption is sidelined as markets in China are now closed for the week,” Michael McCarthy, chief market strategist in Sydney at CMC Markets, said in an e-mail. “Asia-Pacific investors are anticipating relief today.” With the spotlight off China until next week, attention shifts back to the outlook for U.S. interest rates. The Bloomberg Dollar Spot Index held gains Thursday before a European Central Bank policy meeting that may underscore the diverging outlook for borrowing costs. The MSCI Asia Pacific Index added 0.5 percent by 10:49 a.m. in Tokyo as Japan’s Topix index jumped 1.4 percent.
Wall Street Journal: 
  • Democrats and the Ayatollahs. Obama’s party is now accountable for Iranian behavior. Maryland’s Barbara Mikulski on Wednesday became the 34th Senate Democrat to announce her support for President Obama’s nuclear deal with Iran, enough to sustain a veto on a resolution of disapproval. So the deal will proceed, and Democrats had better hope it succeeds because they are taking responsibility for Iran’s compliance and imperial ambitions. Politically speaking, they now own the Ayatollahs.
  • Hillary Parties Like It’s 1938. Clinton’s capital-gains tax proposal has been tried before—by FDR, with disastrous results. Hillary Clinton’s most memorable economic proposal, debuted this summer, is her plan to impose a punishing 43.4% top tax rate on capital gains that are cashed in within a two-year holding period. The rate would drift down to 23.8%, but only for investors that sat on investments for six years.
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -.25% to +.75% on average.
  • Asia Ex-Japan Investment Grade CDS Index 138.75 unch.
  • Asia Pacific Sovereign CDS Index 83.0 -1.75 basis points.
  • S&P 500 futures +.06%.
  • NASDAQ 100 futures +.01%.

Earnings of Note
Company/Estimate
  • (CPB)/.43
  • (CIEN)/.33
  • (GCO)/.24
  • (JOY)/.61
  • (MDT)/1.00
  • (COO)/1.95
  • (MRVL)/.11
  • (BLOX)/.10
  • (PAY)/.46
  • (VNCE)/.22
Economic Releases
7:30 am EST
  • Challenger Job Cuts for August.
8:30 am EST
  • Initial Jobless Claims are estimated to rise to rise to 275K versus 271K the prior week. 
  • Continuing Claims are estimated to fall to 2255K versus 2269K prior.
  • The Trade Deficit for July is estimated at -$42.2B versus -$43.84B in June.
9:45 am:
  • Final Markit US Composite PMI for August.
10:00 am EST
  • The ISM Non-Manufacturing Composite for August is estimated to fall to 58.2 versus 60.3 in July.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's Kocherlakota speaking, ECB rate decision, ECB's Draghi speaking, Eurozone Services PMI, weekly Bloomberg Consumer Confidence Index, (FAST) August sales update, (TWTR) board meeting and the (LSTR) mid-quarter conference call could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by industrial and technology 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.

Wednesday, September 02, 2015

Stocks Rising into Final Hour on Central Bank Hopes, Bargain-Hunting, Oil Reversal Higher, Transport/Biotech Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Higher
  • Sector Performance: Most Sectors Rising
  • Volume: Slightly Below Average
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • Volatility(VIX) 27.75 -11.66%
  • Euro/Yen Carry Return Index 141.20 +.04%
  • Emerging Markets Currency Volatility(VXY) 12.22 +4.18%
  • S&P 500 Implied Correlation 63.25 -.13%
  • ISE Sentiment Index 62.0 +.7%
  • Total Put/Call 1.39 +12.1%
  • NYSE Arms .99 -79.96% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 83.60 -1.10%
  • America Energy Sector High-Yield CDS Index 1,862.0 +1.45%
  • European Financial Sector CDS Index 84.13 -1.46%
  • Western Europe Sovereign Debt CDS Index 23.04 +3.97%
  • Asia Pacific Sovereign Debt CDS Index 83.10 -1.83%
  • Emerging Market CDS Index 363.49 +.05%
  • iBoxx Offshore RMB China Corporates High Yield Index 116.82 +.08%
  • 2-Year Swap Spread 13.5 +.25 basis point
  • TED Spread 29.25 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -23.50 -1.5 basis points
Economic Gauges:
  • 3-Month T-Bill Yield .03% +1.0 basis point
  • Yield Curve 148.0 +1.0 basis point
  • China Import Iron Ore Spot $56.70/Metric Tonne +.19%
  • Citi US Economic Surprise Index -15.9 -3.3 points
  • Citi Eurozone Economic Surprise Index 24.5 -.3 point
  • Citi Emerging Markets Economic Surprise Index -23.5 -4.9 points
  • 10-Year TIPS Spread 1.56 -2.0 basis points
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 4.18 +.35
Overseas Futures:
  • Nikkei 225 Futures: Indicating +192 open in Japan 
  • China A50 Futures: Indicating n/a open in China
  • DAX Futures: Indicating +35 open in Germany
Portfolio: 
  • Slightly Lower: On losses in my index hedges and emerging markets shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 50% Net Long

Bear Radar

Style Underperformer:
  • Mid-Cap Value +.28%
Sector Underperformers:
  • 1) Gold & Silver -2.04% 2) Coal -1.83% 3) Oil Tankers -1.41%
Stocks Falling on Unusual Volume:
  • DLTR, GIII, NFLX, NBL, OLN, NAV, AXLL, GPRO, SCOR, AMBA, HTWR, AVAV, GWRE, QIWI, SCVL, EROS, TOT, MW, BOFI, CNMD, CVE and SPH
Stocks With Unusual Put Option Activity:
  • 1) DOW 2) MAS 3) BBBY 4) WDC 5) VMW
Stocks With Most Negative News Mentions:
  • 1) HP 2) COP 3) GPRO 4) JOY 5) WRLD
Charts:

Bull Radar

Style Outperformer:
  • Large-Cap Growth +.45%
Sector Outperformers:
  • 1) Airlines +2.38% 2) Restaurants +1.45% 3) Defense +1.06%
Stocks Rising on Unusual Volume:
  • VRA, BOBE, RSO, HRB, WMGI, EFOI and ISLE
Stocks With Unusual Call Option Activity:
  • 1) HRB 2) ETE 3) DLTR 4) MDY 5) AMBA
Stocks With Most Positive News Mentions:
  • 1) TFM 2) GIS 3) RTN 4) TUP 5) HRB
Charts:

Morning Market Internals

NYSE Composite Index:

Tuesday, September 01, 2015

Wednesday Watch

Evening Headlines 
Bloomberg:  
  • China's Stocks Tumble Before Holiday on State Support Concern. China’s stocks slumped on their last trading day this week amid concern that government steps to prop up equities will fail as the economic slowdown deepens. The Shanghai Composite Index dropped 2.9 percent to 3,074.20 at 10:01 a.m. local time, adding to a two-day, 2 percent retreat. About 18 stocks fell for each that rose on the gauge. China’s financial markets will be closed for the rest of the week for holidays commemorating the end of World War II, which will be marked by a large-scale military parade in Beijing. The benchmark stock measure is extending its biggest two-month loss since 2008 after traders reduced holdings of shares purchased with borrowed money for an 11th day and an official factory gauge fell to the lowest reading in three years. Large-company shares rebounded in last trade over the past five days from session lows amid speculated purchases by state-backed funds. “The government seems to have been buying blue-chips these days to support the market but investors have lost confidence amid the ongoing deleveraging,” said Wu Kan, a Shanghai-based fund manager at JK Life Insurance Co. “The correction isn’t over yet." The CSI 300 Index slid 3 percent, led by technology and energy shares. Hong Kong’s Hang Seng China Enterprises Index retreated 1.6 percent to its lowest level since March 2014, while the Hang Seng Index slipped 1.1 percent.
  • Putin's Got a New Problem With China. Economic data tell a different story. Trade between the two nations fell 29 percent in the first half of this year to $30.6 billion. Russian government officials now say that there’s virtually no chance they will hit their target of $100 billion in trade turnover this year, a goal Putin publicly embraced as recently as October
  • After 39% Rout, China Stocks Still Cost Double Hong Kong Prices. For all the losses in Chinese stocks since the nation’s record bull market ended in June, shares on mainland exchanges are still more than twice as expensive as their identical counterparts in Hong Kong. Dual-listed companies traded at a 115 percent premium in China at the end of last month, within three percentage points of a four-year high in July, according to monthly data compiled by Bloomberg. The price differences have persisted even as a $4.6 trillion selloff dragged the Shanghai Composite down 39 percent from this year’s high.
  • China Rout Spells More Troubles for Battered Macau Casinos. China’s recent stock market rout is causing more troubles for Macau’s hard-luck casinos. As the city’s casino downturn entered a 15th month in August, Chinese stocks losing $5 trillion of their value hasn’t helped. For Macau junket operator Iao Kun Group Holding Co., that market turmoil is one of the key reasons why gamblers are holding back.
  • China Hedge Funds Face Worst Month in 16 Years After Carnage. China-focused hedge funds probably had their worst month in almost 16 years in August, with firms including Orchid Asia Group Management and APS Asset Management Pte suffering losses from the nation’s stock market collapse. Greater China hedge funds plunged an estimated 10 percent in August, putting them on track for their biggest decline since at least January 2000, according to preliminary estimates from Eurekahedge Pte. The Orchid China Master Fund, a $304 million strategy managed by Hong Kong-based Orchid, fell an estimated 7.3 percent, according to a month-end investor update obtained by Bloomberg News. APS’s Greater China Long/Short Fund declined 7.2 percent in the month through Aug. 28 as the firm’s China A Share Fund fell 5.5 percent as of Aug. 21, according to a month-end update.  
  • Australia’s Economy Grows at Half Pace of Forecast on China Woes. Australia’s economy expanded at a slower pace than economists forecast in the three months through June -- only propped up by government and household spending -- as a slowdown in key trading partner China weighed on growth. The currency slumped. Gross domestic product advanced 0.2 percent from the first three months of the year, when it rose 0.9 percent, government data showed Wednesday. That compared with the median of 27 estimates for a 0.4 percent gain.
  • Won Weakens as South Korea Surplus Shrinks, Stock Outflows Mount. South Korea’s won retreated from a three-week high as the current-account surplus narrowed and a selloff in global equities deterred risk-taking. The excess in the broadest measure of trade was $10.1 billion in July, down from June’s record, the Bank of Korea reported Wednesday. The figures come after data Tuesday showed exports tumbled last month by the most since 2009. The Kospi index of shares dropped after overseas investors cut their holdings on each of the last 19 trading days, pulling some $3.7 billion in the longest run of net sales in seven years.
  • Aussie Sinks Below 70 U.S. Cents as China Threatens Growth. The Australian dollar dropped below 70 U.S. cents for the first time in six years before a report forecast to show slowing domestic economic growth amid signs of a slump in China. The currency fell to as low as 69.98 cents Wednesday. It has dropped 4 percent over the past month, the biggest loss among Group-of-10 currencies after the New Zealand dollar, as stocks slid.  
  • Asia Stocks Follow U.S. Shares Lower Amid Global Growth Concern. Asian stocks fell, following a decline in U.S. shares, as weak American manufacturing data added to concern about a slowdown in global economic growth. The MSCI Asia Pacific Index dropped 0.7 percent to 125.97 as of 9:02 a.m. in Tokyo. Anemic demand from emerging markets including China translated into leaner factory order books in the U.S., data showed Tuesday. 
  • Steel CEO Who Called China Slowdown Bewildered by Cheery Miners. Producers of the steelmaking raw material including Rio Tinto Group, Vale SA and BHP Billiton Ltd. are expanding output in anticipation of China raising steel production to as high as 1 billion metric tons in the coming decades. “I do not have a clue how they drew up these figures or what the background for this optimism is,” said Wolfgang Eder, chief executive officer of Austria’s Voestalpine AG and chairman of the World Steel Association.Steel demand in China, consumer of half the world’s supplies, is expected to fall this year for the first time since 1995.
  • Wind-Power Producers Find Profits as Elusive as a Summer Breeze. Power producers who invested billions in turbines are finding that making money off the wind can be as unpredictable as the energy source itself. NextEra Energy Inc., NRG Yield Inc. and Duke Energy Corp. all said a lack of sufficiently windy days cut into second-quarter sales. And neither power generators nor forecasters seem to know exactly why.
Wall Street Journal:
  • China Boosts Efforts to Keep Money at Home. Efforts include cracking down on underground banks, money-transfer agents. China is imposing fresh controls to prevent too much money from leaving its shores, escalating its battle against a deepening slump in the world’s No. 2 economy. The country’s central bank said Tuesday that it will make it more expensive for investors to pressure the yuan to weaken against the U.S. dollar. A weaker currency generally prompts investors to look elsewhere to put their cash and would complicate the...
  • China’s Economic Woes Echo Across Asia. South Korean trade sinks, manufacturing softens in Malaysia and Vietnam, while Australia is expected to report a rare quarterly contraction. A startling plunge in South Korean exports sharpened the picture on Tuesday of how China’s economic slowdown is rippling across Asia. The 14.7% decline in August from a year earlier, driven in part by slack demand from South Korea’s largest trading partner, China, amounts to the first statistical evidence of regional trade’s decline since Beijing’s Aug. 11 currency devaluation. That move sparked...
  • For Stock Markets, the Moment When Humans Matter. Stock-pricing problems lead to questions about ‘Rule 48’. A string of messy stock-market openings in recent weeks has reinvigorated a debate about the relative effectiveness of humans versus machines in handling moments of extreme volatility and market uncertainty. On one side is NYSE Group, the Intercontinental Exchange Inc. unit that on Tuesday...
  • The EPA’s Next Big Economic Chokehold. Lowering ozone—from cars, trucks, factories and power plants—in the name of an imaginary health benefit. This fall the Environmental Protection Agency plans to take its next grand regulatory step, following the announcement of the EPA’s Clean Power Plan over the summer. The agency is likely to introduce stringent new standards for ground-level ozone, arguing that a lower allowable level of ozone—an important component of smog—will reduce asthma in the U.S., among other claimed health benefits. Yet the EPA ignores decades of data and studies, some under the agency’s auspices, that reveal no detectable causal relation between past reductions in ozone and better public health, including reductions in asthma cases.
  • Hillary and the Hackers. The former secretary of state’s private server hid her emails from the U.S. government, but not from China, Russia and other adversaries
MarketWatch.com: 
Zero Hedge:
Telegraph:
Shanghai Securities News: 
  • China Exports May Rise 2% in 2015; Imports Seen Down 10%. Chinese exports may rise about 2% y/y in 2015 while imports slide about 10%, according to a State Information Center and China Development Bank report.
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -1.75% to -.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 138.75 +3.5 basis points.
  • Asia Pacific Sovereign CDS Index 84.75 +4.0 basis points.
  • S&P 500 futures +.70%.
  • NASDAQ 100 futures +.84%.

Earnings of Note
Company/Estimate
  • (GIII)/.20
  • (NAV)/.31
  • (VRA)/.11
  • (ABM)/.49
  • (FIVE)/.13
  • (HGR)/.45
  • (OXM)/1.23 
Economic Releases
8:15 am EST
  • The ADP Employment Change for August is estimated to rise to 200K versus 185K in July.
8:30 am EST
  • Final Non-Farm Productivity for 2Q is estimated to rise +2.9% versus a prior estimate of a +1.3% gain.
  • Final Unit Labor Costs for 2Q are estimated to fall -1.2% versus a prior estimate of a +.5% gain.
9:45 am:
  • The ISM New York for August.
10:00 am EST
  • Factory Orders for July are estimated to rise +.9% versus a +1.8% gain in June.
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory build of +444,440 barrels versus a -5,452,000 barrel decline the prior week. Gasoline supplies are estimated to fall by -1,600,000 barrels versus a +1,660,000 barrel gain the prior week. Distillate supplies are estimated to rise by +944,440 barrels versus a +1,436,000 barrel gain the prior week. Finally, Refinery Utilization is estimated to fall by -.45% versus a -.6% decline the prior week.
2:00 pm EST
  • Fed's Beige Book report.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Brazil rate decision, weekly MBA mortgage applications report, Australia trade balance, Sidoti Emerging Growth Conference, (EXPD) investor day, (SPW) investor event and the (STX) analyst meeting could also impact trading today.
BOTTOM LINE: Asian indices are lower, weighed down by financial and commodity 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.