Wednesday, September 23, 2015

Thursday Watch

Evening Headlines 
Bloomberg: 
  • China’s Economic Growth Not at Rate GDP Suggests. (video)
  • China Commodity Deluge Extends to Diesel as Glut Shrinks Profits. Add diesel to the commodities flooding global markets from China. The nation exported a record volume of the fuel last month after already shipping unprecedented amounts of steel and aluminum overseas. The weakest economic growth since 1990 is sapping domestic demand for commodities, while refineries, mills and smelters grapple with excess capacity after years of expansion. “A lot of it has to do with slowing demand at a time when companies had plans for much a better demand environment, so capacities had been increased,” said Ivan Szpakowski, a commodities strategist at Citigroup Inc. in Hong Kong. “As demand slows, that’s led to an overcapacity in the domestic market and producers have sought to export the surplus.” 
  • Latin American Currencies Lead Emerging-Market Selloff on China. Latin American currencies led by the Brazilian real fell to their lowest on record, posting the steepest two-day decline in two years, after Chinese economic data showed the world’s second-biggest economy is slowing. The Brazilian central bank’s offer of $4 billion in foreign-exchange credit lines wasn’t enough to keep the real from tumbling 2.9 percent to a fresh record low as of 4:40 p.m. in New York. The Chilean peso breached 700 per dollar for the second time in a decade, falling 0.9 percent to 703.88 per dollar. Mexico’s peso slide 1.4 percent to 17.1227 per dollar even after the central bank sold dollars for a third straight day. The Colombian peso has weakened 4.8 percent in the past week, its steepest decline since 2009.
  • Asian Stocks Decline as Japanese Markets Open After Holiday. Asian stocks fell, dragged down by a retreat in Japanese shares as the nation’s markets opened after a three-day holiday. Energy and material companies led losses. The MSCI Asia Pacific Index dropped 0.2 percent to 125.49 as of 9:01 a.m. in Tokyo
Wall Street Journal: 
  • Cyber Sleuths Track Hacker to China’s Military. The story of a Chinese military staffer’s alleged involvement in hacking provides a detailed look into Beijing’s sprawling state-controlled cyberespionage. machinery. 
  • Energy Lending Caught in a Squeeze. Banks run up against regulatory review of loans to oil and gas firms. Banks are clashing with regulators over loan reviews that could crimp the flow of new credit to the oil patch.
  • Total Faces U.S. Probe Over Gas Market Trades. CFTC probe comes as the French oil company faces similar allegations from FERC.
  • A Politicized Pope. The battlegrounds of secular politics may undermine Francis’ moral authority. In the past two years, the plight of Christians in the Middle East has gone from persecution to slaughter. Decades of Vatican diplomacy there for the world’s most at-risk Christians has produced very little. Soon there may be nothing left to protect. On Friday, the pope reportedly will address the U.N. about climate change. A jeremiad against Christian extermination would be welcome this week, too.
Fox News:
Barron's:
CNBC:
  • Brazil real tumbles despite central bank support of currency. The Brazilian real tumbled on Wednesday as the central bank's increased intervention in the currency market failed to offset fears of deteriorating government finances, a mounting political crisis and weaker Chinese demand for raw materials.m As the real plunged to an all-time low of 4.14 per dollar, the central bank called extraordinary auctions to sell currency swaps and dollars with repurchase agreements, joining an array of emerging-market policymakers struggling to support their currencies.
Zero Hedge: 
Reuters:
  • Exclusive: Wal-Mart(WMT) presses suppliers to share benefits of cheaper yuan. Wal-Mart Stores Inc (WMT.N) is seeking price cuts from suppliers that produce goods in China, saying the retailer should share in the savings generated by China's devaluation of the yuan, people with knowledge of the matter said. Wal-Mart managers in recent weeks have contacted more than 10,000 suppliers in various countries, all of which have manufacturing facilities in China, seeking cost cuts of 2 percent to 6 percent on mainly general merchandise including home furnishings, apparel, health and beauty products, appliances, electronics and toys, according to a consultant who advised Wal-Mart on the move and spoke on condition of anonymity to protect his relationship with the retailer. 
  • Rising copper output in Peru to offset price slump -central bank. Peru, the world's third-largest copper producer, will withstand slumping copper prices thanks to rising output from new projects and low operating costs that keep mining profitable, the head of country's central bank said on Wednesday. "There's no need to be dramatic," Governor Julio Velarde said in response to questions about the impacts of copper prices. The low cost of mining in Peru will keep copper miners here, even with the current price dip, he added. "Companies can still offset their costs by leaps and bounds," Velarde said. "That's why miners, despite current prices, still want to roll out projects."
  • INSIGHT-China consumers tighten belts, a red flag for the global economy. Terry Xu considers himself one of the lucky ones. The 32-year-old father-of-one invested 10 percent of his savings earlier this year in Chinese stocks. Now, with markets down around 40 percent since mid-June, he's selling off his portfolio at a loss. Painful, but not a catastrophe - he says his colleagues lost more, and he earns well above the average wage. But the equity market turmoil, coupled with signs the economy is slowing means Xu, and millions of other middle class Chinese consumers like him, is scaling back his spending in an ominous sign for China's policymakers and the global economy.
Night Trading
  • Asian equity indices are -.50% to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 148.5 -2.25 basis points.
  • Asia Pacific Sovereign CDS Index 82.50 +1.0 basis point.
  • S&P 500 futures -.01%.
  • NASDAQ 100 futures -.02%.

Earnings of Note
Company/Estimate
  • (ACN)/1.12
  • (KBH)/.22
  • (SCHL)/-1.51
  • (AIR)/.23
  • (BBBY)/1.21
  • (CTAS)/.90
  • (JBL)/.44
  • (NKE)/1.19
  • (PIR)/.07
Economic Releases
8:30 am EST
  • Chicago Fed National Activity Index for August is estimated to fall to .24 versus .34 in July.
  • Initial Jobless Claims are estimated to rise to 272K versus 264K the prior week.
  • Continuing Claims are estimated to rise to 2240K versus 2237K prior.
  • Durable Goods Orders for August are estimated to fall -2.3% versus a +2.0% gain in July.
  • Durables Ex Transports for August are estimated to rise +.1% versus a +.6% gain in July.
  • Cap Goods Orders Non-Defense Ex Air for August are estimated to fall -.1% versus a +2.2% gain in July.
10:00 am EST
  • New Home Sales for August are estimated to rise to 515K versus 507K in July.
11:00 am EST
  • The Kansas City Fed Manufacturing Activity Index for September is estimated to rise to -6.0 versus -9.0 in August.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's Yellen speaking, Germany IFO Business Climate Index, Japan inflation data, $29B 7Y T-Note auction, weekly Bloomberg Consumer Comfort Index, weekly EIA natural gas inventory report and the (TTWO) general meeting could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted by commodity and technology 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 Reversing Lower into Final Hour on China Bubble-Bursting Fears, Emerging Markets Currency Worries, Oil Decline, Commodity/Gaming Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Lower
  • Sector Performance: Most Sectors Declining
  • Volume: Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 22.12 -1.43%
  • Euro/Yen Carry Return Index 140.41 +.51%
  • Emerging Markets Currency Volatility(VXY) 12.62 +3.19%
  • S&P 500 Implied Correlation 62.63 -1.66%
  • ISE Sentiment Index 48.0 -22.58%
  • Total Put/Call 1.0 -13.79%
  • NYSE Arms 1.52 -15.36% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 83.66 +.50%
  • America Energy Sector High-Yield CDS Index 977.0 +3.07%
  • European Financial Sector CDS Index 87.72 -1.30%
  • Western Europe Sovereign Debt CDS Index 21.08 -.12%
  • Asia Pacific Sovereign Debt CDS Index 82.31 +.94%
  • Emerging Market CDS Index 370.86 +2.27%
  • iBoxx Offshore RMB China Corporates High Yield Index 119.68 +.09%
  • 2-Year Swap Spread 9.75 -2.0 basis points
  • TED Spread 33.0 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.5 -.5 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 70.27 -.62%
  • 3-Month T-Bill Yield .01% +2.0 basis points
  • Yield Curve 145.0 -1.0 basis point
  • China Import Iron Ore Spot $55.30/Metric Tonne -1.62%
  • Citi US Economic Surprise Index -28.2 -.1 point
  • Citi Eurozone Economic Surprise Index 14.5 +2.1 points
  • Citi Emerging Markets Economic Surprise Index -23.4 -1.8 point
  • 10-Year TIPS Spread 1.53 +1.0 basis point
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.75 +.71
Overseas Futures:
  • Nikkei 225 Futures: Indicating -415 open in Japan 
  • China A50 Futures: Indicating +96 open in China
  • DAX Futures: Indicating -1 open in Germany
Portfolio: 
  • Higher: On gains in my tech sector longs, index hedges and emerging markets shorts
  • Disclosed Trades: None
  • Market Exposure: 25% Net Long

Today's Headlines

Bloomberg:  
  • Shadow Finance Expansion by Chinese Banks Deepens Credit Mystery. China’s riskier banks are investing more customer funds in financing that is kept off their loan books, making it harder for rating companies to gauge their asset quality. There has been a surge in a balance-sheet item known as receivables, which often includes shadow funding such as trusts and wealth products, said Moody’s Investors Service. Fitch Ratings said it is hard to analyze this escalation in activity. Listed banks excluding the Big Four saw short-term investments and other assets -- which include receivables -- jump 25 percent in the first half, compared with total asset growth of 12 percent, data compiled by Bloomberg show. Slower growth in the world’s second-largest economy coupled with "still significant" credit expansion prompted Standard & Poor’s to cut its view of the banking industry’s economic risk to negative from stable this week. Shadow-finance assets, estimated at 41 trillion yuan ($6.4 trillion) by Moody’s at the end of 2014, have become more attractive as five interest-rate cuts by the central bank since November curbed profits from lending. "Our concern with some of these investment positions is banks are using them as a way to bypass lending restrictions," said Grace Wu, a senior director at Fitch in Hong Kong. "Unlike bank loans, they don’t get reported into loan provisions, so it’s more difficult for us to ascertain the asset quality."
  • China and the Possible Currency War in Asia. (video)
  • Chinese Art Auctions Fall to $7.9 Billion as Speculators Flee. Auction sales of Chinese art and antiques worldwide fell 7 percent to $7.9 billion in 2014, hampered by the country’s economic slowdown, government anti-corruption measures and fleeing speculators, according to a report. Sales are down 31 percent from the Chinese art market peak in 2011, according to the third annual report published Wednesday by art researcher and database Artnet and the China Association of Auctioneers. Auctions in mainland China accounted for most of last year’s decline, falling 9.3 percent from 2013.
  • Macau Casinos Drop as Analyst Says Gaming Fell 19% Last Week. Macau casino shares closed lower in Hong Kong after Deutsche Bank AG said gaming revenue was hurt last week due to a move by junket operators to reduce credit offered to high-end gamblers. Gross gaming revenue fell 19 percent to 493 million patacas ($62 million) a day last week, or 18 percent below the average so far this quarter, Deutsche Bank AG analyst Karen Tang wrote in a note Wednesday. Junket operators reduced lending after a reported theft at a competitor "prompted others to withdraw deposits from various junkets," Tang wrote. MGM China Holdings Ltd. fell 7.7 percent to HK$10.30 by the close of trading in Hong Kong, while Wynn Macau Ltd. fell 5.6 percent. and Galaxy Entertainment Group Ltd. was down 5 percent, SJM Holdings Ltd. dropped 5.8 percent and Sands China Ltd. lost 2.9 percent. The Bloomberg Intelligence Macau Gaming Index declined more than 5 percent to a three-year low.
  • VW Chief Winterkorn Steps Down After Emissions Scandal. (video) Volkswagen AG Chief Executive Officer Martin Winterkorn resigned after U.S. officials caught the company cheating on emissions tests, leaving the world’s top-selling automaker to appoint a fresh leader to repair its reputation among customers, dealers and regulators around the globe. Stepping down after almost a decade in charge, Winterkorn said he was accepting the consequences of the mushrooming scandal that has wiped 20 billion euros ($22 billion) off the company’s market value.
  • TSMC's Fourth-Quarter Guidance Misses Estimates on Weak Demand. Taiwan Semiconductor Manufacturing Co. gave revenue guidance below analysts’ estimates, putting the chipmaker on track for its first quarterly sales drop in four years amid a weak smartphone market. Fourth-quarter sales will be NT$198 billion to NT$204 billion, the world’s largest customer chipmaker said, compared with estimates for NT$213 billion. The surprise announcement comes as the maker for Apple Inc., Qualcomm Inc. and MediaTek Inc. suffers from sluggish global demand for the semiconductors used in smartphones, personal computers and tablet computers. Chairman Morris Chang said in July the slow rate at which chip inventories were declining was “not a very good omen” for fourth-quarter sales. “It’s disappointing, even with the benefits of the currency move, and shows there’s weakness in orders from smartphone chip customers like Qualcomm, MediaTek and also non-smartphone players due to slow inventory digestion,” said Mark Li, an analyst at Sanford C. Bernstein. 
  • Canada Dollar Reaches 11-Year Low as China Economic Growth Slows. The Canadian dollar fell to an 11-year low after signs of slowing growth in China added to speculation there will be no quick recovery from the collapse in commodity prices that already led the economy to contract during the first half of the year. The Canadian dollar, called the loonie for the picture of the aquatic bird on the C$1 coin, fell as much as 0.6 percent to C$1.3357 per U.S. dollar, its lowest level since June 29, 2004. It traded at C$1.3330 per U.S. dollar at 12:44 p.m. in Toronto. One loonie buys 75 U.S. cents.
  • Mexico Moves to Support Peso For Third Day as Currency Tumbles. Mexico’s central bank held an extraordinary dollar auction for a third consecutive day to support the peso as the local currency tumbled to the lowest level in a month amid an emerging-market selloff. Policy makers sold an extra $200 million today, following similarly-sized auctions Monday and Tuesday. Still, the peso fell 1.3 percent to 17.1113 per dollar, reaching what would be the lowest closing level since Aug. 25.
  • At 4-Per-Dollar, Brazil's Currency and Reputation Are in Tatters. The collapse of Brazil’s currency is becoming emblematic of all the progress in the past decade that the nation has now squandered. The real tumbled to the lowest level since Brazil introduced the tender in 1994, wiping out the gains -- as well as the hard-earned credibility -- that former President Luiz Inacio Lula da Silva won over the course of his tenure. Lula overcame skeptics who worried that he would push Brazil to default and helped Latin America’s biggest economy win its first-ever investment grade as the nation transformed into an emerging-market powerhouse.
  • Draghi Says Time Needed to Judge If More Stimulus Necessary. Mario Draghi said it’s too soon to say whether risks to the economic outlook warrant a step-up in the European Central Bank’s stimulus. “More time is needed to determine in particular whether the loss of growth momentum in emerging markets is of a temporary or permanent nature,” the ECB president said in his quarterly testimony to European Parliament lawmakers in Brussels on Wednesday. Officials need to “assess the driving forces behind the drop in the international price of commodities and behind the recent episodes of severe financial turbulence,” he said.
  • Euro May Suffer in Potential Fallout From VW Emissions Scandal. Volkswagen AG’s diesel scandal is big enough that some analysts are saying it has the potential to damage the euro. The widening crisis over vehicles that cheated U.S. air-pollution tests caused the German carmaker’s shares to plunge almost 40 percent earlier this week, dragging European equities lower. The scandal may reverberate through the currency market by undermining confidence in Europe’s largest economy in the short term and damaging the reputation of the nation’s products. Overseas cars sales accounted for almost 18 percent of German exports last year.
  • Emerging Stocks Drop With Currencies as China PMI Spurs Selloff. Emerging-market stocks headed for a two-week low and currencies tumbled as a surprise decline in a Chinese manufacturing gauge to a six-year low deepened concern that the slowdown in the world’s second-largest economy is curbing global growth. The Hang Seng China Enterprises Index sank 2.7 percent and the Shanghai Composite Index ended a three-day advance. Citic Securities Co. slumped to an 18-month low in Hong Kong after people familiar with the matter said a government probe has found evidence of insider trading. The ruble rose with oil prices, while Russia’s Micex Index headed for the longest streak of declines since July 2014. Brazil’s real deepened its drop to record lows as the outlook for China, the country’s biggest trading partner, overshadowed progress in reining in government spending. The MSCI Emerging Markets Index dropped 2 percent to 792.17 at 11:17 a.m. in New York. A Bloomberg gauge tracking developing-country currencies slipped 0.5 percent, dropping for a fourth day in a row. 
  • European Stocks Little Changed as Investors Weigh Recovery. European stocks were little changed, as investors weighed signs that the region’s economy is recovering, after shares yesterday had their worst decline in a month. The Stoxx Europe 600 Index gained 0.1 percent at the close.
  • Oil Producers' Credit Lines to Shrink as Banks Revalue Reserves. Oil producers in the U.S. are about to see their credit lines shrink, just when they need the money most. The latest round of twice-yearly reevaluations is under way, and almost 80 percent of oil and natural gas producers will see a reduction in the maximum amount they can borrow, according to a survey by Haynes and Boone LLP, a New York law firm. Companies’ credit lines will be cut by an average of 39 percent, the survey showed. "There’s going to be a reduction to the majority of these credit lines," said Neal Dingmann, an analyst at SunTrust Robinson Humphrey Inc. "It’ll make a lot of these companies reduce a bit more on spending."
  • Machinery Stocks Latest S&P 500 Group to Flash Sign of Weakness. The road back from the first correction for U.S. equities since 2011 just got another pothole. Machinery companies became the latest Standard & Poor’s 500 Index group to briefly slide under its intraday low on Aug. 25, the day that marked the bottom of the broader gauge’s 10 percent selloff over four days. For chart watchers, breaching that nadir signals sentiment has shifted and the group, which includes Caterpillar Inc. and Cummins Inc., may be ripe for additional selling. The group is down 0.6 percent at 9:55 a.m. in New York today, poised for the lowest close since July 2013.
  • U.S. Holiday Sales Growth Expected to Slow, Hurt by Stagnant Wages. U.S. retail sales may increase as much as 4 percent this holiday season, less than last year’s gain, as shoppers’ wages remain stagnant, according to Deloitte LLP. Sales, excluding purchases of motor vehicles and gas, may climb to between $961 billion to $965 billion in the November-through-January shopping season, Deloitte said today in a statement. Holiday sales by that measure rose 5.2 percent last year, according to the New York-based consulting firm. U.S. shoppers may be cautious with their disposable income this year, restrained by average hourly earnings that the Labor Department says climbed just 2.2 percent in August from the year before. Slowing global growth and financial-market volatility also may shake consumers’ willingness to spend. 
Fox News:
Zero Hedge:
Telegraph: 
Expansion:
  • Investors now seek clauses in contracts to cover themselves against potential risk of secession of Catalonia from Spain, citing law firms.

Bear Radar

Style Underperformer:
  • Mid-Cap Value -.62%
Sector Underperformers:
  • 1) Coal -8.86% 2) Gaming -3.23% 3) Disk Drives -2.03%
Stocks Falling on Unusual Volume:
  • SNCR, PCRX, THRM, VLP, CBD, XPO, TWOU, BMA, TCON, AGX, CPRT, AJRD, USAC, PRAH, CIB, WYNN, PAC, POT, BWA, YPF, AYI, CEO, SHW, ZAYO, HON, THRM and SNCR
Stocks With Unusual Put Option Activity:
  • 1) NAV 2) DE 3) CMI 4) LRCX 5) DD
Stocks With Most Negative News Mentions:
  • 1) SNCR 2) WYNN 3) MOS 4) SHW 5) LNG
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Growth -.22%
Sector Outperformers:
  • 1) Hospitals +1.02% 2) REITs +.36% 3) HMOs +.26%
Stocks Rising on Unusual Volume:
  • HRTX, FNFG, ITCI, BMR, CNCE, RTRX, EROS and ABY
Stocks With Unusual Call Option Activity:
  • 1) RTRX 2) NRF 3) JNJ 4) SO 5) TWC
Stocks With Most Positive News Mentions:
  • 1) RTN 2) DRI 3) FINL 4) HRTX 5) AZO
Charts:

Morning Market Internals

NYSE Composite Index: