Monday, September 21, 2015

Tuesday Watch

Evening Headlines 
Bloomberg:
  • China Effect Seen as ADB Cuts Asian Growth Forecasts Again. China’s declining appetite for energy, metals and other commodities will hurt commodity-focused export economies, including Mongolia, Indonesia, Azerbaijan, and Kazakhstan, the Asian Development Bank said. For the second time in just over two months, the ADB cut China’s economic growth forecasts -- to 6.8 percent in 2015 and 6.7 percent in 2016 -- it said in its Asian Development Outlook 2015 Update report released Tuesday. In July, it estimated a 7 percent expansion for this year and 6.8 percent for next. Mongolia, which exports copper, will suffer an estimated 2.7 percentage-point decline in gross domestic product growth for every 0.2 percentage-point drop in China’s expansion, the ADB said. Kazakhstan, which sells piping oil, will lose about 0.5 percentage point, it said.
  • Five Things on the Agenda When China's Xi Goes to Washington. Pollution, cyber threats and human rights are on the list. Xi Jinping is coming to America. The Chinese leader will land in Seattle, visit the White House and address the United Nations for the first time. His words will be parsed by economists, activists and politicians seeking answers from the world's second-biggest economy on where it stands on climate change, monetary policy and cyber espionage to name but a few hot-button issues. Here is a quick ranking of what Americans are most worried about when it comes to China:
  • China could dodge Fed bullet, but Malaysia in the firing line. Malaysia needs to braced for a hit to growth. When the U.S. Federal Reserve last week opted against its first rate hike in nine years, governments around Asia breathed a sigh of relief. But that relief could be short lived. While the region's biggest economy, China, can likely withstand any negative flow through whenever the Fed does eventually move, others, like Malaysia are braced for a hit to growth. That's because a U.S. rate hike could accelerate declines in developing Asian currencies and in the process raise funding costs for firms and consumers, constraining demand and disrupting growth, according to HSBC Holdings Plc. The relationship is particularly dangerous in economies where consumption and investment is driven by debt and may be exacerbated when U.S. dollar interest rates begin to rise, it said.
  • Barclays: These Advanced Economies Need More Currency Depreciation to Offset the Commodities Crash. Competitiveness is just a crashing currency away. The hangover from the end of the commodity supercycle has wreaked havoc on a number of advanced economies. Barclays’s foreign exchange research team found that Australia, Canada, Norway, and New Zealand have been victims of a “Dutch Disease pandemic during the recent commodity boom.” What’s Dutch Disease, you ask? Dutch Disease refers to the process by which an increase in commodity prices exerts upward pressure on the currency of a nation that exports that natural resource, and causes a decline in the country’s manufacturing sector, which loses competitiveness as the exchange rate rises.
  • Volatility Sets in for Currencies as Fed Leaves Traders Hanging. Foreign-exchange volatility, already the highest in four years, looks set for an extended stay after the Federal Reserve rattled markets last week by not raising interest rates. With the central bank leaving the question of when it will move hanging over markets, its focus on economic data and international circumstances means every report will stir more volatility, according to Morgan Stanley. Fed Chair Janet Yellen says she’s monitoring risks from China, while central banks in Europe and Japan weigh further stimulus as the Fed looks to raise U.S. rates for the first time since 2006.
  • Most Asian Stocks Advance as Consumer, Material Companies Rally. Most Asian stocks rose, following a rebound in U.S. equities. Consumer and material shares led gains. Four shares climbed for each that fell on the MSCI Asia Pacific Excluding Japan Index, which was little changed as of 8:04 a.m. in Hong Kong. Japanese markets are closed for a holiday.
  • Scott Walker Exits the Republican Presidential Race. The Wisconsin governor took a parting shot at front-runner Donald Trump, urging remaining candidates to "offer a positive, conservative alternative to the current front-runner." "Today, I believe that I am being called to lead by helping to clear the field in this race, so that a positive, conservative message to rise to the top of the field," Walker said. "I encourage other Republican presidential candidates to consider doing the same, so that the voters can focus on a limited number of candidates who can offer a positive, conservative alternative to the current front-runner." He described the appeal as "fundamentally important to the future of party, and more importantly to the future of our country," though Walker did not call out Trump by name.
  • Chicago Plans $543 Million Property Tax Hike Over Four Years. Chicago Mayor Rahm Emanuel will propose raising property taxes by $543 million over the next four years to help cover soaring pension-fund costs that have triggred downgrades to the city’s bond rating. Emanuel, a Democrat who won re-election this year, will propose an increase of $318 million for 2015, his office said in a statement Monday. That will be followed by an additional $109 million in 2016, $53 million in 2017 and $63 million in 2018
Wall Street Journal:
  • Russia, Iran Seen Coordinating on Defense of Assad Regime in Syria. U.S., regional officials say military buildup in coastal base aimed at safeguarding regime’s stronghold.
    Russia and Iran have stepped up coordination inside Syria as they move to safeguard President Bashar al-Assad’s control over his coastal stronghold, according to officials in the U.S. and Middle East, creating a new complication for Washington’s diplomatic goals.
  • For Multinational Firms, Brazil Becomes a Pain in the Wallet. Weak currency, recession keep recent investments in once-hot market from paying off. As many multinational companies close their third-quarter books in coming weeks, their finance chiefs are likely to face a stark reality: the weakest results coming out of Brazil in over a decade.
  • The Politics of Pope Francis. Perhaps America and this pope can learn from each other. The pope will also visit the White House and speak to Congress, and this is where his tour takes on an extra-religious resonance. Pope Francis has overtly embraced the contemporary progressive political agenda of income redistribution and government economic control to reduce climate change. 
Fox News:
CNBC: 
Business Insider:
  • Another sign that things are going wrong in 3 of the world's largest economies. UK construction machinery firm JCB has said it will cut 400 jobs around the world, mostly due to a massive slowdown in business in Russia, China, and Brazil. This is a horrible sign for three of the biggest economies in the world. "In the first six months of the year, the market in Russia has dropped by 70%, Brazil by 36% and China by 47%," said JCB CEO Graeme Macdonald in a press release. "Parts of Europe are also struggling, with France down by 26%," he added.
Financial Times:
  • Russia to deploy 2,000 in Syria air base mission’s ‘first phase’. Russia is to deploy 2,000 military personnel to its new air base near the Syrian port city of Latakia, signalling the scale of Moscow’s involvement in the war-torn country. The deployment “forms the first phase of the mission there”, according to an adviser on Syria policy in Moscow.
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are unch. to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 147.0 -1.25 basis points.
  • Asia Pacific Sovereign CDS Index 76.50 -1.75 basis points.
  • S&P 500 futures -.22%.
  • NASDAQ 100 futures -.21%.

Earnings of Note
Company/Estimate
  • (AZO)/12.69
  • (KMX)/.76
  • (CCL)/1.62
  • (CAG)/.40
  • (DRI)/.57
  • (FDS)/1.61
  • (GIS)/.69
  • (CPRT)/.39
Economic Releases
9:00 am EST
  • The FHFA House Price Index for July is estimated to rise +.4% versus a +.2% gain in June.
10:00 am EST
  • The Richmond Fed Manufacturing Index for September is estimated to rise to 2.0 versus 0.0 in August.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's Lockhart speaking, China Manufacturing PMI, $26B 2Y Note auction, weekly US retail sales reports, Raymond James Equity Conference, (PH) investor meeting and the (SPLK) analyst meeting could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by consumer and financial shares in the region. I expect US stocks to open mixed and to weaken into the afternoon, finishing modestly lower. The Portfolio is 25% net long heading into the day.

Stocks Higher into Final Hour on China Bounce, Oil Gain, Bargain-Hunting, Tech/Financial Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: About Even
  • Sector Performance: Mixed
  • Volume: Around Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 20.83 -6.51%
  • Euro/Yen Carry Return Index 140.92 -.51%
  • Emerging Markets Currency Volatility(VXY) 11.86 +.42%
  • S&P 500 Implied Correlation 65.29 +1.70%
  • ISE Sentiment Index 152.0 +181.48%
  • Total Put/Call 1.03 +8.85%
  • NYSE Arms 1.01 -62.09% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 81.46 +3.82% (new series)
  • America Energy Sector High-Yield CDS Index n/a
  • European Financial Sector CDS Index 84.84 +8.77% (new series)
  • Western Europe Sovereign Debt CDS Index 20.27 -.73%
  • Asia Pacific Sovereign Debt CDS Index 76.50 -2.34%
  • Emerging Market CDS Index 347.49 +2.79%
  • iBoxx Offshore RMB China Corporates High Yield Index 119.42 +.25%
  • 2-Year Swap Spread 11.75 -1.0 basis point
  • TED Spread 33.50 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -26.0 -2.25 basis points
Economic Gauges:
  • 3-Month T-Bill Yield -.02% -1.0 basis point
  • Yield Curve 149.0 +3.0 basis points
  • China Import Iron Ore Spot $57.30/Metric Tonne -.68%
  • Citi US Economic Surprise Index -27.7 -.3 point
  • Citi Eurozone Economic Surprise Index 11.7 -2.8 points
  • Citi Emerging Markets Economic Surprise Index -22.6 +1.1 points
  • 10-Year TIPS Spread 1.56 unch.
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.54 +.5
Overseas Futures:
  • Nikkei 225 Futures: Indicating -35 open in Japan 
  • China A50 Futures: Indicating +6 open in China
  • DAX Futures: Indicating -1 open in Germany
Portfolio: 
  • Lower: On losses in my biotech sector longs and index hedges
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges, took profits in some biotech sector longs
  • Market Exposure: Moved to 50% Net Long

Today's Headlines

Bloomberg: 
  • Merkel demands stamina to help refugees as U.S. admits Syrians. German Chancellor Angel Merkel told her European Union counterparts they face a long battle to help refugees flooding into the bloc as Secretary of State John Kerry said the United States will take in thousands more people fleeing the conflict in Syria. Divisions resurfaced in the European Union on Monday with Hungary and the Czech Republic reiterating their opposition to mandatory quotas that Germany and the European Commission want to set for distributing refugees. Leaders are trying to manage an unprecedented influx of people caused by the turmoil around their borders while assuaging the concerns of their voters.
  • Empty Punchbowl Leaves Central Banks Powerless to Bolster Stocks. Central banks are past the point of having to worry about withdrawing the punch bowl before the party gets out of hand. It’s already running dry. Where once-continued easy money would have been a recipe for rising stocks, the Federal Reserve’s decision not to end its zero interest rate policy last week sent stocks tumbling. It’s not just the Fed. The Euro Stoxx 50 Index fell 2.75 percent the day after European Central Bank President Mario Draghi signaled more stimulus. Meantime, the Shanghai Composite Index dropped 1.27 percent the day after the People’s Bank of China delivered its fifth rate cut since November on Aug. 25. “Central bankers no longer enjoy the same power to reassure” markets, Michala Marcussen, head of global economics at Societe Generale SA, said in a report to clients on Sunday.
  • Europe Stocks Rebound From Two-Day Drop Despite Volkswagen Slide. After their worst fall in two weeks, European stocks clawed back some losses today, helped by a broad-based rally. Equities are recovering after the Federal Reserve’s decision to keep rates unchanged last week raised questions about global growth. Three Fed officials argued over the weekend that a rate increase is still warranted for this year. Investors will get a clearer picture over the next few days, and those focused on the long term can find value in European shares after recent declines, according to MPPM EK’s Guillermo Hernandez Sampere. The Stoxx Europe 600 Index added 0.9 percent at the close of trading, reversing a drop of 0.2 percent. 
  • Iron Ore Outlook Cut by ANZ After China Steel Demand Peaks. Steel consumption in China has peaked and economic growth is cooling, according to Australia & New Zealand Banking Group Ltd., which reduced price forecasts for iron ore and coal for next year and 2017. Iron ore may average about $52 a metric ton next year, 5.3 percent lower than previously forecast, and $54 in 2017, a reduction of 10.5 percent, Head of Commodity Research Mark Pervan said in a report on Monday. The outlook for coking coal was pared back by as much as 13.5 percent. “In iron ore in particular we see little upside in prices for the next few years,” Pervan wrote with analyst Anurag Soin. “Lower Chinese growth forecasts have prompted us to lower our steel-demand outlook.”
  • Fed’s Lockhart Favors Interest-Rate Liftoff Later This Year. Federal Reserve Bank of Atlanta President Dennis Lockhart said while recent market volatility raised risks to the U.S. economic and inflation outlook, he remains confident the central bank will raise interest rates this year. “I put most of the decision weight on prudent risk management around recent and current market volatility,” Lockhart said in a speech in Atlanta Monday, referring to his vote backing the Fed’s decision last week to hold rates near zero. “As things settle down, I will be ready for the first policy move on the path to a more normal interest-rate environment. I am confident the much-used phrase ‘later this year’ is still operative.” 
  • Top Strategist: Fed Mistake to Delay Rate Hike. (video)
  • Hedge Funds Burned by Fed Set to Unwind Bearish Rate Positions. Hedge funds and other speculators were ready to profit last week if the Federal Reserve lifted interest rates. Their bets proved wrong-footed, leaving traders poised to reverse course, according to TD Securities. The net aggregate short position in all interest-rate contracts traded through CME Group Inc. was the largest since February as of Sept. 15. The wagers would’ve proven prescient if yields had spiked following the Fed’s Sept. 17 announcement. 
  • Corporate Credit-Default Swap Indexes Rolling Into New Series. The latest series of benchmarks measuring the cost of insuring corporate debt against default started trading today. Gauges of credit-default swaps on companies in Europe, Asia and Australia rolled into their 24th series. The 25th version of the Markit CDX North America Investment-Grade Index also opens today and its high-yield measure starts trading on Sept. 28. The 24th series of the Markit iTraxx Japan starts on Thursday. The Markit iTraxx Crossover Index of swaps linked to 75 non investment-grade companies cost 309 basis points at 10 a.m. in London. That compares with 322 basis points for the previous series at the close of trading on Friday, according to data compiled by Bloomberg.
  • The Rent Crisis Is About to Get a Lot Worse. Millions of households could join the ranks of those spending more than half their income on rent, Harvard study warns. The number of U.S. households that spend at least half their income on rent—the "severely cost-burdened," in the lingo of housing experts—could increase 25 percent to 14.8 million over the next decade. More than 1 million households headed by Hispanics and more than 1 million headed by the elderly could pass into those ranks. Households shouldn't spend more than 30 percent of income on housing, by the general rule of thumb.
Wall Street Journal:
  • Hillary Clinton Tweet Sends Biotech Stocks Tumbling. Biotechnology stocks took a sharp dive Monday after Hillary Clinton said she would propose a plan to counteract “price gouging” by drug makers. Ms. Clinton, who is seeking the Democratic nomination for president, was responding to New York Times article published Sunday that told of a price increase for a drug used to treat a life-threatening parasitic infection. The cost of the drug was recently increase from $13.50 a tablet to $750, the story said.
  • Brazil’s Real Continues Slump. Brazil’s currency weakens past 3.98 to the dollar for the first time since 2002.
Zero Hedge:
Financial Times:
  • Hedge fund leader bets on emerging market rout. The world economy is locked on a course towards an emerging markets crisis and a renewed slowdown in the US, regardless of the Federal Reserve holding off on a rise in rates last week, according to one of 2015’s most successful hedge fund managers. John Burbank, whose Passport Capital has placed a raft of lucrative bets against commodities and emerging markets this year, forecast that the Fed would eventually be forced into a fourth round of quantitative easing to shore up the economy.
Telegraph:

Bear Radar

Style Underperformer:
  • Small-Cap Growth -.95%
Sector Underperformers:
  • 1) Biotech -4.04% 2) Gaming -1.64% 3) Drugs -1.53%
Stocks Falling on Unusual Volume:
  • QURE, MNK, AERI, MRTX, TCON, IMGN, RTRX, MRNS, TTPH, IBB, AMAG, PATK, ST, VRX, PTLA, BWA, RCKY, ABY, NEOG, TOT, XNCR, HZNP, BIB, APOG, NSTG, ZFGN, XON, ITCI, HALO, GKOS and IMGN
Stocks With Unusual Put Option Activity:
  • 1) FOXA 2) GNW 3) LRCX 4) EWC 5) XBI
Stocks With Most Negative News Mentions:
  • 1) GPRO 2) POT 3) TRN 4) PBR 5) IBB
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Value +.35%
Sector Outperformers:
  • 1) Road & Rail +.89% 2) Alt Energy +.86% 3) Insurance +.77%
Stocks Rising on Unusual Volume:
  • SWAY, P, VTAE, WLK, BIS and CYBR
Stocks With Unusual Call Option Activity:
  • 1) SIRI 2) RTRX 3) PLUG 4) ALLY 5) P
Stocks With Most Positive News Mentions:
  • 1) LULU 2) CYBR 3) HOG 4) PM 5) P
Charts:

Morning Market Internals

NYSE Composite Index: