Thursday, September 24, 2015

Friday Watch

Evening Headlines 
Bloomberg:
  • China Capital Outflows Hit Record in August on Yuan Weakness. Money is leaving China faster than ever, according to a Bloomberg gauge tracking capital flows. An estimated $141.66 billion left China in August, exceeding the previous record of $124.62 billion in July, data compiled by Bloomberg show. The gauge of so-called “hot money” is an estimate of the sum of foreign exchange purchases by banks and the change in foreign exchanges deposits to measure flows into the country. The monthly trade and direct investment balances are netted out for an estimate of portfolio flows. An exporter choosing to keep foreign earnings offshore would show as a capital outflow. "My worry is that, given the relatively large economic downward pressure, as China is opening up the capital account, it means more money will leave China," Huang Yiping, a PBOC adviser and Peking University economics professor, said on a World Economic Forum panel discussion this month in Dalian, China. "If there’s an overall capital outflow in the future, it will bring depreciation pressure."
  • Kone CEO Says Focus Shifts to Services as China Growth Slows. Finnish elevator maker Kone Oyj will shift its focus to services in coming years, as it believes the days of rapid growth in the market for new elevators and escalators in China are over. “We’ve had a situation where the Chinese market has grown at about 20 percent per annum in the last 10 years,” Chief Executive Officer Henrik Ehrnrooth said at Kone’s Capital Markets Day in Shanghai. “It’s evident to all of us that we won’t see that going forward.”
  • Australia Pays the Price for Depending on China. The newly elected prime minister has to preserve growth. Throughout Australia’s industrial heartland, factories are closing. About an eight-minute car ride from the center of Melbourne, a General Motors plant that in 1948 produced the first automobile wholly made in the country is scheduled to shut for good in 2017, victim of a rising Australian dollar that caused labor costs to nearly double from 2001 to 2011. Toyota and Ford factories are set to close within two years, leaving Australia without any domestic auto production. Down the road from the GM plant is a facility operated by Boeing. In 2010 it sold the plant’s equipment for making metal aircraft parts to Mahindra & Mahindra, an Indian company that’s shipping the machinery to Bengaluru. Last year, Alcoa closed a nearby aluminum smelter.
  • Less Than Zero: Japan's CPI Falls as Oil Rout Trumps Kuroda. After hovering near zero for months, the Bank of Japan’s main inflation gauge dropped into negative territory as weak domestic demand and plunging oil prices wiped out the impact of Governor Haruhiko Kuroda’s unprecedented monetary stimulus. Consumer prices excluding fresh food fell 0.1 percent in August from a year earlier, the first decline since April 2013, the same month Kuroda embarked on a campaign of record asset purchases to rid Japan of its "deflationary mindset." Economists had expected prices to slide 0.1 percent. 
  • Sharp Drops to Record Low After Saying It Will Miss Profit Goal. Sharp Corp. fell to a record low in Tokyo trading after the struggling electronics maker said it will miss its operating profit forecast for the first half. The shares slumped as much as 10 percent to 139 yen, the lowest since listing in 1974, as of 9:41 a.m. in Tokyo. The supplier of displays to Apple Inc. expects to fall short of its outlook for 10 billion yen ($83 million) in operating income when it reports earnings for the six months ending Sept. 30, it said in a statement.
  • Park Warns North Korea Would Pay Price for Fourth Nuclear Test. North Korea will pay a price if it defies the United Nations and follows through on recent threats to conduct a fourth nuclear test or launch a long-range rocket, South Korean President Park Geun Hye said. “Should the North go ahead with provocative actions that violate the UN Security Council resolutions, there will certainly be a price to be paid,” Park, 63, said in written answers to Bloomberg News before leaving Seoul on Friday to attend the UN General Assembly. “The Korean government is making every diplomatic effort to prevent the North from further belligerence, by working closely together with the international community including the U.S.” 
  • Catalan Election Concern Sends Spanish Stocks Into Bear Market. Spain’s economy is forecast to grow faster than almost all other euro-area countries. That’s not helping its companies. Concern that Sunday’s Catalonia election may lead to the region breaking apart from the rest of the country has helped drag the benchmark IBEX 35 Index down 9.4 percent this month, the most among all western-European markets. The gauge closed on Thursday 22 percent below the five-year high reached in April. Investors who bought Spanish stocks hoping to reap the benefits of a recovering domestic economy are now faced with the most volatile market since 2012. If pro-independence parties succeed, the nation will lose its biggest regional economy, putting growth estimates at risk.
  • Won Heads for Biggest Weekly Drop Since 2011 on Stock Outflows. South Korea’s won headed for its biggest weekly drop in four years as foreign funds pulled money from local stocks amid concern China’s slowdown is worsening and the U.S. will raise borrowing costs this year. Overseas investors sold a net $687 million of shares this week, taking outflows this quarter to $6.8 billion, as a Chinese manufacturing index missed estimates with the worst reading since 2009. A gauge of dollar strength rose to near a six-month high after Federal Reserve Chair Janet Yellen said on Thursday that raising interest rates later this year “will likely be appropriate.” The won fell 2.7 percent from Sept. 18 and 0.2 percent on Friday to 1,194.80 a dollar as of 10:13 a.m. in Seoul, data compiled by Bloomberg show. That’s the biggest weekly drop since September 2011. The currency is down 6.7 percent this quarter. South Korean markets are shut Monday and Tuesday for public holidays. 
  • Ringgit's Weekly Slide Worst Since 1998 as U.S. Probes 1MDB. Malaysia’s ringgit headed for its biggest weekly decline since a dollar peg was imposed in 1998 as investigations into a state investment company spread to the U.S., exacerbating losses driven by a slowdown in China and tumbling commodity prices. The currency weakened beyond 4.38 against the greenback on Friday for the first time since the Asian financial crisis prompted Malaysia’s central bank to implement capital controls. 1Malaysia Development Bhd. is being probed by the U.S. Federal Bureau of Investigation over money laundering, while the U.S. Justice Department is looking into property purchases associated with a family member of Prime Minister Najib Razak. 
  • Asian Stocks Advance After Yellen Points to 2015 Rate Increase. Asian stocks rose after Federal Reserve Chair Janet Yellen said the central bank is on track to raise interest rates this year. “Most FOMC participants, including myself, currently anticipate that achieving these conditions will likely entail an initial increase in the federal funds rate later this year, followed by a gradual pace of tightening thereafter,” Yellen said during a speech Thursday in Massachusetts. “But if the economy surprises us, our judgments about appropriate monetary policy will change.”The MSCI Asia Pacific Index added 0.2 percent to 125.11 as of 9:11 a.m. in Tokyo.
  • Caterpillar(CAT) `Bites the Bullet' as Oil Rout Compounds Mining Pain. (video) The last time Caterpillar Inc. cut thousands of jobs, a mining slowdown was to blame. Now the main culprit is oil, as slumping prices batter drillers. On Thursday, the world’s most valuable machinery producer announced a plan to cut as many as 10,000 jobs, or 9 percent of its workforce, through 2018 as the effects of crude’s collapse ripple through the industry. The measures -- including the second reduction in sales guidance in two months -- represent the biggest round of cuts since 2013, when the company reduced its headcount by 13,000 as sales to metal producers declined along with prices.
  • Yellen Says She Still Expects Rate Increase This Year. Federal Reserve Chair Janet Yellen said the U.S. central bank is on track to raise interest rates this year, even as she acknowledged that economic “surprises” could lead them to change that plan. “Most FOMC participants, including myself, currently anticipate that achieving these conditions will likely entail an initial increase in the federal funds rate later this year, followed by a gradual pace of tightening thereafter,” Yellen said during a speech Thursday in Amherst, Massachusetts. “But if the economy surprises us, our judgments about appropriate monetary policy will change.”
  • Apple's(AAPL) New IPhone Hits Stores as Cook Faces Growth Questions. How many iPhones can Apple Inc. sell? With the company hitting new sales records with each annual release, that’s a question facing Chief Executive Officer Tim Cook as the latest batch of handsets hits stores Friday around the world. The latest models, following last year’s hugely popular design overhaul that added bigger screens, may not match the success of previous releases, according to analysts
Wall Street Journal: 
  • The New Bond Market: Big Buyers of Corporate Debt Are Other Corporations. More than half of corporate cash is invested in investment-grade corporate bonds. Companies reaching for better returns on their cash have found a new favorite investment—other companies’ bonds—and they are loading up. Cash-rich companies like Apple Inc., Oracle Corp. and Johnson & Johnson are snapping up corporate bonds sold by highly rated companies such as Verizon Communications Inc. and Gilead Sciences Inc.
  • Brazil Braces for More Pain Ahead. Country’s battered currency touches new low as unemployment surges and central bank forecasts far deeper recession. Brazil’s battered currency on Thursday touched a new low, unemployment surged, and the central bank forecast a far deeper recession—a litany of woes suggesting a major crisis ahead for this once high-flying economy with a long history of booms and busts.
  • Hillary Clinton vs. FOIA. The State Department email summaries point to big trouble ahead. If Hillary Clinton loses this election, it won’t be because of Bernie Sanders. It won’t be because of Marco Rubio or Jeb Bush or Carly Fiorina. It will be because of a 1966 statute. The Clintons are street fighters, and over their scandal-plagued years they have mastered outwitting the press, Congress, the Justice Department, even special prosecutors.
Fox News: 
  • Russians, Syrians and Iranians setting up military coordination cell in Baghdad. (video) Russian, Syrian and Iranian military commanders have set up a coordination cell in Baghdad in recent days to try to begin working with Iranian-backed Shia militias fighting the Islamic State, Fox News has learned. Western intelligence sources say the coordination cell includes low-level Russian generals. U.S. officials say it is not clear whether the Iraqi government is involved at the moment. Describing the arrival of Russian military personnel in Baghdad, one senior U.S. official said, "They are popping up everywhere."
  • Fox News Poll: Proud to have 2016 front-runners as president? Not really. (video) A new Fox News poll finds that 36 percent of voters are extremely (20 percent) or very proud (16 percent) to have Obama as president.  Forty-one percent felt that way in 2011. That’s markedly higher than the 28 percent who would feel proud if Democratic front-runner Hillary Clinton were president (including 15 percent who say extremely proud). Only one in five (20 percent) would be proud of a President Bernie Sanders or a President Donald Trump.  
Zero Hedge: 
Business Insider:
  • The previous commercial-real-estate bubble was 'much smaller' than today's monster. (graph) "There is nothing inherently dangerous about a real estate cycle," ratings agency Fitch explained in its latest report. "It only becomes dangerous when market participants forget there is one." Fitch rates Commercial Mortgage Backed Securities, so it warned: "CMBS cannot afford a repeat of the 2008-2009 experience."
Telegraph:
Evening Recommendations 
Barclays:
  • Rated (PCAR) Underweight, target $48.
  • Rated (URI) Overweight, target $77.
  • Rated (CNHI) Underweight, target $6.
  • Rated (CMI) Underweight, target $99.
  • Rated (DE) Underweight, target $68.
Night Trading
  • Asian equity indices are -.50% to unch. on average.
  • Asia Ex-Japan Investment Grade CDS Index 151.75 +3.25 basis points.
  • Asia Pacific Sovereign CDS Index 85.75 +3.25 basis points.
  • S&P 500 futures +.21%.
  • NASDAQ 100 futures +.17%.

Earnings of Note
Company/Estimate
  • (BBRY)/-.09
  • (FINL)/.57
Economic Releases
8:30 am EST
  • 2Q GDP is estimated to rise +3.7% versus a prior estimate of a +3.7% gain. 
  • 2Q Personal Consumption is estimated to rise +3.2% versus a prior estimate of a +3.1% gain. 
  • 2Q GDP Price Index is estimated to rise +2.1% versus a prior estimate of a +2.1% gain.
  • 2Q Core PCE is estimated to rise +1.8% versus a prior estimate of a +1.8% gain.
9:45 am EST
  • Preliminary Markit US Services PMI for September is estimated to fall to 55.6 versus 56.1 in August.
10:00 am EST
  • Final Univ. of Mich. Consumer Sentiment for September is estimated to rise to 86.5 versus 85.7 in August.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's Bullard speaking, Fed's George speaking, Eurozone Money Supply data, (AAPL) iPhone 6S Release, (CAG) general meeting and the (CA) investor day could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down 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.

Stocks Lower into Final Hour on Global Growth Fears, Surging European/Emerging Markets/US High-Yield Debt Angst, Earnings Worries, Transport/Healthcare 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) 23.0 +3.89%
  • Euro/Yen Carry Return Index 140.62 +.1%
  • Emerging Markets Currency Volatility(VXY) 13.17 +3.86%
  • S&P 500 Implied Correlation 64.13 +2.94%
  • ISE Sentiment Index 67.0 +26.42%
  • Total Put/Call 1.02 unch.
  • NYSE Arms .65 -59.41% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 86.19 +2.52%
  • America Energy Sector High-Yield CDS Index 995.0 +1.72%
  • European Financial Sector CDS Index 91.71 +4.55%
  • Western Europe Sovereign Debt CDS Index 21.21 +.62%
  • Asia Pacific Sovereign Debt CDS Index 86.86 +5.27%
  • Emerging Market CDS Index 376.06 +.58%
  • iBoxx Offshore RMB China Corporates High Yield Index 119.68 +.01%
  • 2-Year Swap Spread 10.5 +.75 basis point
  • TED Spread 32.5 -.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -24.25 +.25 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 70.44 +.35%
  • 3-Month T-Bill Yield .00% -1.0 basis point
  • Yield Curve 144.0 -1.0 basis point
  • China Import Iron Ore Spot $55.30/Metric Tonne n/a
  • Citi US Economic Surprise Index -27.5 +.7 point
  • Citi Eurozone Economic Surprise Index 16.9 +2.4 points
  • Citi Emerging Markets Economic Surprise Index -24.5 -1.1 point
  • 10-Year TIPS Spread 1.49 -4.0 basis points
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.62 -.13
Overseas Futures:
  • Nikkei 225 Futures: Indicating -99 open in Japan 
  • China A50 Futures: Indicating -36 open in China
  • DAX Futures: Indicating +111 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my index hedges and emerging markets shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 50% Net Long

Today's Headlines

Bloomberg:  
  • Emerging Markets Are Facing a Big Foreign FX Debt Bill. All that hard-currency borrowing is coming back to haunt emerging economies. The extent of emerging markets' foreign-currency borrowing binge is laid bare in new number-crunching from CreditSights. With EM currencies down a collective 15 percent since the start of the year, the cost of repaying debt and loans denominated in foreign currencies, such as the U.S. dollar and the euro for EM countries, is likely to increase.
  • Countries Looking to Devalue Their Way to Growth Have a Big Problem, HSBC Says. Currency depreciations just don't have the impact they used to. Economists at HSBC have a message for monetary policymakers who are hoping their stimulus will help devalue their local currencies and spur exports: Good luck with that. According to HSBC Global Chief Economist Janet Henry and Economist James Pomeroy, a depreciating currency just doesn't pack the same punch it used to. Since the 2008 global financial crisis, "there has so far been little evidence that any major region has benefited from a weaker exchange rate for any significant period," write the economists. "A World Bank study of developed and emerging economies recently found that even for the devaluing countries the currency declines between 2004 and 2012 were only half as effective at boosting exports as they had been in the previous eight-year period."
  • These Charts Tell the Story of Brazil's Economic Turmoil. (graph) The selloff in Brazilian assets has picked up pace as President Dilma Rousseff fends off impeachment speculation less than a year into her second term and struggles to win lawmakers’ support for measures to shore up the nation’s accounts. “What is really amazing about it is the speed of the deterioration since the election,” says Geoffrey Dennis, the head of global emerging-market strategy at UBS Securities. “All the sources of growth in Brazil have disappeared.”
  • Brazil Bank Turns Into Money Pit for Former Steel Billionaires. The Steinbruchs, a family of former Brazilian billionaires who own Banco Fibra SA, have already injected about 1.4 billion reais ($336 million) into the company to cover losses since 2010, more than its book value. The tally is likely to get higher later this year. “They will do what’s necessary so the bank will stay above minimal capital requirements,” Chief Executive Officer Luis Felix Cardamone Neto said in an interview in Sao Paulo, where the company is based. He declined to say how much will be needed, though he said the family is “completely committed to keeping the bank financially healthy.” 
  • ECB Loan Offer Meets Weak Demand in Sign of Recovery Risks. The European Central Bank attracted just 15.5 billion euros ($17.4 billion) of demand from lenders for the latest round of its long-term loan program, in a sign that weak investment may hinder the euro-area recovery. The take-up was lower than all the estimates in a Bloomberg News survey, which ranged from 35 billion euros to 120 billion euros. Banks borrowed 74 billion euros in a similar operation in June. The euro area is struggling to boost investment as its fragile recovery runs into the headwinds of a China-led emerging-market slowdown. The TLTROs are an indication of banks’ willingness to bet on Europe’s economic upswing.
  • Canada Dollar on Worst Losing Streak Since 2013 as Growth Slows. The Canadian dollar is in the midst of its worst losing streak in more than two years as global economic growth looks set to derail the country’s plan for an export-led recovery. The currency plunged to an 11-year low after Norway, another large oil exporter, unexpectedly cut interest rates and said it may ease monetary policy even further. Signs that economic growth in China, the world’s biggest commodity consumer, is slowing down have sent prices for everything from oil to copper plunging and prompted speculation demand won’t be quick to recover.
  • Germany's DAX Falls to Lowest This Year as Emission Woes Spread. The fallout from Volkswagen AG’s emissions-cheating scandal spurred a selloff in shares that dragged Germany’s DAX Index to its lowest level of the year. BMW AG dropped 5.2 percent as Autobild reported that diesel emissions from an X3 model exceeded European Union limits by as much as 11 times in a real-world road test. That helped push a regional gauge of automakers to its lowest level since November. The DAX retreated 1.9 percent today, taking its losses since Volkswagen admitted the deception to 4.9 percent. The Stoxx Europe 600 Index fell 2.1 percent and closed at its lowest level since January.
  • Goldman(GS) Says Copper Bear Market to Last Years as Gluts Build. Copper will slump as the U.S. Federal Reserve starts to raise interest rates, demand growth stalls in China and stockpiles surge, according to Goldman Sachs Group Inc., which stood by a year-end forecast that signals the biggest annual drop since the global financial crisis. Copper prices will probably drop to $4,800 a metric ton by the end of December and $4,500 at the end of next year, analysts including Max Layton and Jeffery Currie wrote in a report. The metal fell 0.8 percent to $5,015 by 1:22 p.m. in London. Separately, the bank cut the target price for Glencore Plc shares, citing a weaker commodities outlook. The miner and trader’s stock dropped as much as 8.7 percent. “We see a long list of potential catalysts for copper’s next major move lower,” Layton, Currie and Yubin Fu wrote in the note received on Thursday. Of particular importance for copper has been the weakness in China, which points to a hard landing for commodities demand during 2015, they said. A drop to Goldman Sachs’s end-2015 target implies a full-year retreat of 24 percent, the most since the 54 percent plunge in 2008. 
  • Goldman Cuts Coal Forecast as Indian Demand Seen Following China. The shrinking need for imports by two of the world’s largest coal consumers is undermining the fuel’s outlook, according to Goldman Sachs Group Inc., which cut price forecasts through 2018. Imports by India, which overtook China as the main driver of seaborne thermal coal demand, may slow as the country increases domestic production, analysts including New York-based Christian Lelong wrote in a Sept. 22 report. Prices will also be pressured by a 30 percent drop in marginal production costs over two years through 2016, according to the note. The bank cut its price forecast for Newcastle coal, a benchmark in Asia, by 17 percent to $54 a metric ton for next year.
  • Caterpillar(CAT) Cutting 10,000 Jobs, Sales Forecast. (video) 
  • Economist: The Fed Would've Hiked Rates Already If It Went Back to Its Old Measure of Inflation. The Federal Reserve doesn't have a deflation problem: It has a measurement problem. So says Joe Lavorgna, chief U.S. economist at Deutsche Bank, who reckons that the Fed should go back to the days of using the Consumer Price Index rather than Personal Consumption Expenditures, as it did prior to the dawn of the new millennium. One measure could make a big difference.  
  • Junk Deals Get Wary Welcome as Investors Put Off by Fed Inaction. Junk-rated borrowers are finding it harder to convince bond investors to overlook the global growth concerns that pushed the Federal Reserve to maintain its zero-interest rate policy. Billionaire Patrick Drahi’s Altice NV and chemicals manufacturer Olin Corp. are among companies sweetening terms on debt offerings as investors grow more cautious, according to people with knowledge of the matter.
  • Clinton's `Price Gouging' Tweet Sends Drugmaker Hedges Surging. Biotechnology is being singled out by options investors as the sick sibling of the health-care family. Losses for U.S. biotech stocks have accelerated in the three days since Democratic presidential hopeful Hillary Clinton suggested there may be “price gouging” in the market for prescription pills. The high-flying industry, which has surged more than 450 percent during the six-year bull market, is now finding less favor among investors than its more staid older cousins that include Aetna Inc. and HCA Holdings Inc. Implied volatility on an exchange-traded fund tracking biotechnology companies is at its highest in 16 months versus an ETF that mirrors a broader universe of health companies including insurers and hospitals.
Zero Hedge:
AFP:
  • NATO Head Concerned by 'Substantial' Russian Syria Build-Up. NATO head urges Russia to play "constructive" Syria role, citing an interview.

Bear Radar

Style Underperformer:
  • Mid-Cap Growth -1.62%
Sector Underperformers:
  • 1) Coal -4.74% 2) Hospitals -3.83% 3) Biotech -3.22%
Stocks Falling on Unusual Volume:
  • SIEN, SMLP, CAT, UBIO, THRM, CNCE, YPF, TEN, SOXX, HRTX, WES, TNC, PAG, PCTY, HZNP, ETE, XPO, DGI, DE, MGA, LNG, HQH, VRX, GNTX, GLOG, LDOS, AMPH, SPWH, AMAG, SPW, ETE, TWOU, PCRX, CNCE and ZFGN
Stocks With Unusual Put Option Activity:
  • 1) AMJ 2) DE 3) LRCX 4) LNG 5) MON
Stocks With Most Negative News Mentions:
  • 1) CAT 2) TWTR 3) DGI 4) GBX 5) COL
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Value -.53%
Sector Outperformers:
  • 1) Gold & Silver +5.9% 2) Steel +.58% 3) Utilities +.06%
Stocks Rising on Unusual Volume:
  • VBLT, SNCR, AEM and DMND
Stocks With Unusual Call Option Activity:
  • 1) KHC 2) HZNP 3) EPD 4) ARWR 5) LGF
Stocks With Most Positive News Mentions:
  • 1) MNST 2) RL 3) MAR 4) ASEI 5) ARWR
Charts:

Morning Market Internals

NYSE Composite Index: