Wednesday, November 04, 2015

Thursday Watch

Evening Headlines
Bloomberg:
  • The Bear Case for China Sees PBOC Following Fed to Zero Rates. Danny Gabay “bows to nobody” in his pessimism about China’s economy. Gabay, a former Bank of England economist, says the world’s second-biggest economy is barreling toward a hard landing. He and colleagues at Fathom Financial Consulting Ltd. reckon its growth rate has slowed to about 3 percent a year -- less than half the official estimate of 6.9 percent for the year to the third quarter and the 6.5 percent the government is aiming for over the next five years. That means desperate measures are in store, he says.
  • RBA's Stevens Says Accommodative Policy Likely for Some Time. Australia’s central bank Governor Glenn Stevens said accommodative monetary policy is likely to be appropriate “for some time yet,” while adding the macroeconomic impact of recent mortgage rate increases by major banks “may not be large.” Stevens’s speech, titled “The Path to Prosperity,” ranged across the challenges Australia faces, which he noted hadn’t changed much since he last delivered an address at the same forum in Melbourne six years earlier. The nation is even more reliant on China, budget repair remains necessary and the country has to focus on boosting productivity to generate greater wealth, he said.
  • Is a Global Financial Crisis Looming? (video)
  • Scotch Whisky Exports Fall on Downturn in Brazil, Taxes in India. Scotch whisky exports continued to decline in the first six months of the year as the economic downturn in Brazil and high import taxes in India curbed demand for the spirit. Volume fell about 3 percent to 517 million bottles from the same period last year, the Edinburgh-based Scotch Whisky Association said in a statement Thursday. That matches the pace of contraction for all of 2014. The value of exported Scotch also dropped about 3 percent, the industry body said. 
  • Bonds Tumble Around the Globe as Fed Rate Odds Climb Past 50%. Bonds are falling around the world as traders increased odds to more than 50 percent that the Federal Reserve will raise interest rates this year. Benchmark 10-year Treasury yields climbed to a seven-week high of 2.24 percent on Wednesday after Fed Chair Janet Yellen said policy makers may move as soon as their December meeting. German yields reached a two-week high. Australian 10-year yields rose for a sixth day Thursday.
  • Emerging Currencies Drop With Aussie Bonds Amid Rising Fed Bets. Asian emerging-market currencies slipped against the dollar and Australian bonds dropped as comments by Federal Reserve Chair Janet Yellen sent bets on U.S. interest rates being increased next month soaring. Asian stocks were mixed. South Korea’s won and Malaysia’s ringgit led declines as the Bloomberg Dollar Spot Index traded near its highest levels since March. Traders have boosted the odds of December liftoff to 58 percent from as low as 27 percent midway through last month, reining in a rebound in emerging-market assets and triggering declines in sovereign bonds.
  • Most Asia Stocks Climb After Yellen as Japan Gains on Weaker Yen. Most Asian stocks advanced after comments from Federal Reserve Chair Janet Yellen boosted the dollar against the yen, spurring equity gains in Tokyo. Two stocks rose for each that fell on the MSCI Asia Pacific Index, which added 0.1 percent to 134.92 as of 9:09 a.m. in Tokyo.  
  • Iron Ore Chief Says Rio Can't Turn Off Tap to Boost Prices. Rio Tinto Group, the world’s second-largest iron ore producer, said it will keep defending market share and insisted it’s wrong to believe cuts to output would lift waning prices, which are headed for a third annual decline. “If you think for one second that you can just take some volume out and no one else will actually move to fill that volume, then you are fooling yourself,” Andrew Harding, Chief Executive Officer for iron ore and Australia, said Thursday in Perth. The producer is “vigorously competing against global suppliers for market share,” he said. 
  • Passport's Burbank Says He's Bearish Commodities, Long Dollar. John Burbank, founder of $4.4 billion hedge fund Passport Capital, said he’s betting against commodities and “markets in general” while wagering on the U.S dollar for the next 12 months. He said he’s short Potash Corp. of Saskatchewan Inc. and Mosaic Co. while long fertilizer producer CF Industries Holdings Inc. “It’s a home run for the next 12 months,” Burbank said on Wednesday at the Invest for Kids conference in Chicago. He said the U.S. will feel “like a recession next year” and investors should be wary of most stocks.
  • Gold Gets Thumped by the Fed as Bets Climb on December Liftoff. Gold traded near a one-month low after Federal Reserve Chair Janet Yellen and New York Fed President William Dudley said the U.S. central bank could raise interest rates as soon as next month, boosting the dollar and hurting the metal’s allure. Bullion for immediate delivery was at $1,110.33 an ounce at 10:19 a.m. in Singapore from $1,107.90 on Wednesday, when it fell to $1,106.53, the lowest since Oct. 2, according to Bloomberg generic pricing. Prices have sunk 5.1 percent in the past six days. Odds of a hike at next month’s meeting jumped to 58 percent on Wednesday from 46 percent a week ago, according to data tracked by Bloomberg.  
  • Killer Chart: Why a Dec. Rate Hike Is a Real Possibility. (video) 
  • Yellen and Dudley Signal December Is Still ‘Live’ for Rate Hike. Federal Reserve Chair Janet Yellen and New York Fed President William Dudley both said the central bank could boost interest rates as soon as next month.  
  • Qualcomm(QCOM) Forecasts Show Struggle for License Deals in China. Qualcomm Inc.’s forecast for quarterly sales and profit fell short of some analysts’ estimates, underscoring the chipmaker’s struggle to collect technology-licensing fees for smartphones sold in China. The company said it’s facing tough negotiating tactics at phone makers in the world’s most populous nation, as some companies there withhold payments and stop reporting shipments in an attempt to secure better terms. That led to the weaker outlook for the company’s licensing business, its most profitable, sending shares down as much as 6.7 percent in extended trading. 
Wall Street Journal:
  • Fed’s Yellen: December Is ‘Live Possibility’ for First Rate Increase. Speaking before House committee, emphasizes no decision has been made yet. The Federal Reserve may raise short-term interest rates in mid-December so long as the U.S. economy remains on track, Chairwoman Janet Yellen said Wednesday.
  • U.S. Detects Flurry of Iranian Hacking. American officials say they believe cyberattacks tied to arrest in Tehran of Iranian-American businessman. Iran’s powerful Revolutionary Guard military force hacked email and social-media accounts of Obama administration officials in recent weeks in attacks believed to be tied to the arrest in Tehran of an Iranian-American businessman, U.S. officials said.
  • China Life Insurance Invests More Than $1 Billion in U.S. Warehouses. Deal marks country’s largest overseas real-estate purchase to date. State-owned China Life Insurance Co. is investing more than $1 billion in U.S. warehouses, according to a person with knowledge of the deal, marking its largest cross-border real-estate purchase to date.
  • Obama Looks More Likely to Close Guantanamo Via Executive Action. President making last-ditch effort to get Congress on board, but his allies say move won’t work
  • Health Co-Ops’ Failures Spur Finger-Pointing. Nonprofits’ financial squeeze causes consumers to lose coverage.
  • The ObamaCare Albatross. The entitlement that keeps on giving to Republicans. The Democratic Party has prospered for decades by promising voters entitlements in return for Election Day loyalty. It worked with Social Security and Medicare, and so it was supposed to work for ObamaCare: Pass it and they will come. Instead the Affordable Care Act has become a recurring political catastrophe for Democrats, most recently on Tuesday in Kentucky.
Fox News: 
  • Explosion likely brought down Russian airliner, sources say. (video) Evidence suggests an explosion -- and not a mechanical malfunction -- brought down the Russian passenger jet over Egypt, two sources told Fox News Wednesday. One congressional source put the chance of an explosion at 80 percent. That source says an ISIS device is under strong consideration, but that investigators have not reached a conclusion.
MarketWatch.com:
CNBC:
  • Talk of euro parity with US dollar heats up. The euro versus the U.S. dollar hitting $1.0843 Wednesday reignited a debate among traders over whether the currency will trade in parity with the dollar before the end of the year. The euro zone currency has been steadily moving down on European Central Bank President Mario Draghi's dovish commentary. Wednesday, the euro reacted to hawkish comments from Fed Chair Janet Yellen, suggesting a U.S. central bank rate hike could come in December.
 Zero Hedge:
Business Insider:
Reuters:
  • Fertilizer maker CF Industries'(CF) profit tumbles 31 pct. U.S. fertilizer producer CF Industries Holdings Inc reported a 31 percent drop in third-quarter profit on Wednesday after markets closed, pressured by weakening prices. Nitrogen fertilizer prices have fallen sharply year over year, weighed down by excessive global production and soft demand. CF and other North American producers, however, benefit from low costs of natural gas, a key ingredient in nitrogen fertilizer production. 
Evening Recommendations 
  • None of note
Night Trading 
  • Asian equity indices are -.75% to +.5% on average.
  • Asia Ex-Japan Investment Grade CDS Index 124.5 +.25 basis point.
  • Asia Pacific Sovereign CDS Index 68.25 -.25 basis point.
  • Bloomberg Emerging Markets Currency Index 71.92 -.08%.
  • S&P 500 futures -.02%.
  • NASDAQ 100 futures -.07%.
Morning Preview Links 

Earnings of Note
Company/Estimate
  • (AES)/.36
  • (APA)/-.36
  • (AZN)/.97
  • (CELG)/1.22
  • (DUK)/1.51
  • (MGA)/1.09
  • (TAP)/1.29
  • (ZEUS)/-.09
  • (RL)/1.74
  • (RGLD)/.28
  • (SFM)/.19
  • (SYMC)/.42
  • (TK)/.26
  • (MNST)/.81
  • (NVDA)/.35
  • (SHAK)/.07
  • (DIS)/1.14
Economic Releases 
7:30 am EST
  • Challenger Job Cuts for October.
8:30 am EST
  • Initial Jobless Claims are estimated to rise to 262K versus 260K the prior week. 
  • Continuing Claims are estimated to fall to 2140K versus 2144K prior.
  • Preliminary 3Q Nonfarm Productivity is estimated to fall -.3% versus a +3.3% gain in 2Q.
  • Preliminary 3Q Unit Labor Costs are estimated to rise +2.5% versus a -1.4% decline in 2Q.
Upcoming Splits
  • None of note
Other Potential Market Movers 
  • The Fed's Fischer speaking, Fed's Harker speaking, Fed's Dudley speaking, Fed's Evans speaking, Fed's Lockhart speaking, Fed's Tarullo speaking, BoE inflation report, BoE rate decision, weekly Bloomberg Consumer Comfort Index, weekly EIA natural gas inventory report, (CSC) investor day and the (FAST) investor day could also impact trading today. 
BOTTOM LINE: Asian indices are mostly lower, weighed down 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 50% net long heading into the day.

Stocks Reversing Lower into Final Hour on Fed Rate Hike Fears, Oil Decline, Earnings Outlook Worries, Retail/Commodity Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Modestly Lower
  • Sector Performance: Most Sectors Declining
  • Volume: Around Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 15.20 +4.54%
  • Euro/Yen Carry Return Index 137.86 -.60%
  • Emerging Markets Currency Volatility(VXY) 10.68 +1.14%
  • S&P 500 Implied Correlation 56.54 +1.64%
  • ISE Sentiment Index 55.0 -33.73%
  • Total Put/Call 1.0 +5.26%
  • NYSE Arms 1.38 +104.15
Credit Investor Angst:
  • North American Investment Grade CDS Index 77.38 +2.54%
  • America Energy Sector High-Yield CDS Index 1,100.0 -2.40%
  • European Financial Sector CDS Index 68.13 +.56%
  • Western Europe Sovereign Debt CDS Index 18.77 -3.50%
  • Asia Pacific Sovereign Debt CDS Index 68.12 -.84%
  • Emerging Market CDS Index 301.49 +.74%
  • iBoxx Offshore RMB China Corporate High Yield Index 123.25 +.09%
  • 2-Year Swap Spread 10.0 -1.25 basis points
  • TED Spread 27.75 +2.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -33.0 -2.75 basis points
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 71.96 -.61%
  • 3-Month T-Bill Yield .04% -1.0 basis point
  • Yield Curve 142.0 -3.0 basis points
  • China Import Iron Ore Spot $49.18/Metric Tonne +.14%
  • Citi US Economic Surprise Index -6.5 +6.9 points
  • Citi Eurozone Economic Surprise Index 33.1 +.7 point
  • Citi Emerging Markets Economic Surprise Index -6.5 +1.8 points
  • 10-Year TIPS Spread 1.57 -2.0 basis points
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 3.82 -.05
Overseas Futures:
  • Nikkei 225 Futures: Indicating +169 open in Japan 
  • China A50 Futures: Indicating -44 open in China
  • DAX Futures: Indicating +12 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my medical/tech sector longs, index hedges and emerging markets shorts
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges and to my (EEM) short
  • Market Exposure: Moved to 25% Net Long

Today's Headlines

Bloomberg:   
  • China's Economy Is Worse Than You Think. (video)
  • PBOC Inadvertently Boosts Stocks With Dated Zhou Comments. China’s central bank unintentionally sparked a surge in the nation’s stock market by publishing five-month-old comments from governor Zhou Xiaochuan that said a link between exchanges in Shenzhen and Hong Kong would start in 2015. Zhou’s comments appeared in a lengthy article dated Tuesday that focused on the need for Communist Party discipline. It was published on the PBOC’s website without any indication that the statements were old. The central bank later said via text message that the comments were taken from a speech on May 27, while Hong Kong’s bourse said the link is still subject to regulatory approval. The clarifications came after a 3.3 percent surge in the Shenzhen Composite Index and a 3.1 percent gain in Hong Kong’s Hang Seng Index in early trading. The PBOC article moved markets because it came as a surprise to many investors who had anticipated the link would be delayed after a $5 trillion rout in Chinese shares. Ten of the 13 respondents in a Bloomberg survey in September predicted the Shenzhen connect would start next year as authorities focused their efforts on stabilizing mainland equity prices.
  • Brazil, Desperate for Cash, Plans to Start Ranking Tax Debtors. Brazil’s Finance Ministry, seeking to shore up the country’s accounts, is creating a system that would determine how much it’s likely to be able to collect from companies that owe it back taxes and overdue pension contributions. Ministry lawyers are working with the central bank to evaluate the creditworthiness of companies that owe the government 1.5 trillion reais ($400 billion), according to Luiz Roberto Beggiora, the manager for active debt at the Finance Ministry in Brasilia. About 1.2 trillion reais are for taxes, and 300 billion reais are tied to pension-related debts.
  • UBS: Emerging Markets Are Entering 'a New and Dangerous Phase' in 2016. (video) Balance sheets are in disarray.
  • Maersk Line to Cut Capacity and Jobs as Global Demand Sags. A.P. Moeller-Maersk A/S is scaling back capacity and cutting jobs in the world’s largest shipping line to adapt to a drop in demand. The Danish company, which last month lowered its profit forecast for 2015 citing a gloomier outlook for the global shipping market, will shed 4,000 jobs in its Maersk Line unit as part of a program to “simplify the organization,” it said in an e-mailed statement on Wednesday.
  • Euro-Area Bonds Fall as Yellen Says 2015 Rate Move Is Possible. Euro-area government bonds fell, following U.S. Treasuries, after Federal Reserve Chair Janet Yellen said it’s a “live possibility” to raise interest rates at the December meeting if data supported such a step. The region’s securities erased gains made after European Central Bank President Mario Draghi reiterated that the institution will reconsider their policy stance at the December meeting to assess whether enough support was being provided to the region’s economy. German bunds, Europe’s benchmark sovereign securities, declined for a third day, pushing the 10-year yield to the highest level in two weeks.
  • Hollande Says Rich Countries Must Pay Up for Climate Technology. French President Francois Hollande issued a thinly veiled call to the U.S. to pay its promised share into a United Nations fund for climate projects in developing countries. “The richest countries must do their part,” Hollande said in Seoul after a round-table discussion on climate at a South Korean University, without specifically referring to the U.S. “Sometimes those who talk the most do the least.” 
  • European Stock Rally Continues as Draghi Reiterates Ready to Act. Mario Draghi’s reiteration that the European Central Bank is ready to act to support the euro-area economy helped the region’s stocks extend a rally that has recouped about half the losses from a summer rout, although speculation of a Federal Reserve rate increase this year pruned gains in late trading. Glencore Plc led miners to the best performance of the 19 industry groups on the Stoxx Europe 600 Index, adding 5.4 percent after selling a share of its future silver output, while also maintaining its full-year profit forecast. ING Groep NV gained 2 percent after the Dutch lender reported a 14 percent rise in third-quarter profit. Marks & Spencer Group Plc rose 2.8 percent after first-half earnings beat analyst estimates and it raised its profitability forecast. The Stoxx 600 climbed 0.5 percent to 380.28 at the close of trading.
  • God Wants Yellen to Delay Rate Hike Until Spring, Lawmaker Says. (video) “God’s plan is not for things to rise in the autumn, as a matter of fact, that’s why we call it fall, nor is it God’s plan for things to rise in the winter, through the snow,” Sherman, a Democrat from California, told Yellen at a hearing of the House Financial Services Committee. “God’s plan is that things rise in the spring. And so if you want to be good with the Almighty, you might want to delay until May.” Sherman more seriously went on to say that he’s worried about the risks if the Fed lifts off too early and then has to return to zero, among other issues. While his comments were a little more colorful than the typical rationale for postponing liftoff, they underline an important point: Yellen is coming under congressional and political pressure as the Fed inches closer to raising rates.
  • Yellen Signals Solid Economy Would Spur December Rate Hike. (video) Fed Chair Janet Yellen said an improving economy has set the stage for a December interest-rate increase if economic reports continue to assure policy makers that inflation will accelerate over time. “At this point, I see the U.S. economy as performing well,” Yellen said on Wednesday in testimony before the House Financial Services Committee in Washington. “Domestic spending has been growing at a solid pace” and if the data continue to point to growth and firmer prices, a December rate hike would be a “live possibility,” she said in response to a question from Representative Carolyn Maloney, a New York Democrat.
  • Bond Liquidity Seen Worsening by BofA as Regulations Tighten. Dwindling liquidity in bond markets may get worse next year as more regulation hits the financial industry, raising questions as to whether rules are making financial markets safer, Bank of America Merrill Lynch said. New supply of corporate debt is having a bigger impact on government rates than in the past years, suggesting the sovereign bond-market depth has decreased, according to the report published Wednesday by the bank, one of 22 primary dealers that trade directly with the Federal Reserve. Other signs that point to a decline in ease of trading include all-time high Treasury futures volume relative to the cash market, and “very large differentials” between generic off-the-runs, or older securities, and futures contracts on deliverable bonds, BofA Merrill Lynch said. 
  • This Is the Worst U.S. Earnings Season Since 2009. Biggest quarterly drop since the aftermath of the financial crisis. This U.S. earnings season is on track to be the worst since 2009 as profits from oil & gas and commodity-related companies plummet. So far, about three-quarters of the S&P 500 have reported results, with profits down 3.1 percent on a share-weighted basis, data compiled by Bloomberg shows. This would be the biggest quarterly drop in earnings since the third quarter 2009, and the second straight quarter of profit declines. Earnings growth turned negative for the first time in six years in the second quarter this year.
  • Loeb Boosts Short Bets Citing Sloppy Accounting, Volatility. Billionaire hedge fund manager Dan Loeb said he’s building bets against stocks that surged because companies are relying too much on dubious financial metrics. “There’s been some real sloppiness in accounting, and this move toward using adjusted Ebitda and adjusted earnings has produced some companies that I think are trading on valuations that are not supported by the real numbers,” Loeb said Wednesday in a conference call held by Third Point Reinsurance Ltd., referring to earnings before interest, taxes, depreciation and amortization. “We’ve seen some real themes that favor the type of short selling that we do.” Loeb, who oversees investments for the insurer, said there are several shifts in recent months that make shorting more attractive. He cited increased volatility, a more tempered economic outlook and a rally that may have lost momentum.
  • 'Wal-Mart(VIAB) Moms' Hold Warnings for Candidates. New focus groups offer early hints about which way the key voting demographic is leaning ahead of the 2016 election. In focus groups conducted Tuesday night, likely Republican primary voters in New Hampshire and likely Democratic caucus-goers in Iowa cited the national deficit, the U.S. debt to China, insufficient wages, student loans, and dysfunctional government among their leading concerns. The Republican women were “overwhelmingly negative about the mood of the country,” said pollster Neil Newhouse, who observed the focus groups. “They’re still stressed by the economy.” The Democratic group sounded “Republican-lite” rather than like a markedly different group, on “everything from mood of the country, their personal finances, their attitudes toward” Washington dysfunction, he said. The groups were made up of 10 women in each state who have shopped at Wal-Mart in the past month and have at least one child under 18 living at home, a swing-vote subgroup in past elections.
  • U.S. Senators to Investigate Valeant, Turing. The U.S. Senate’s Special Committee on Aging will investigate drug pricing practices by four drug companies, including Valeant Pharmaceuticals International Inc., in the latest political challenge to an industry under intensifying scrutiny. The panel, led by Senator Susan Collins of Maine, a Republican, and Senator Claire McCaskill of Missouri, a Democrat, sent letters to the companies asking about why they raised prices on drugs. Along with Valeant, the senators contacted Turing Pharmaceuticals AG, Retrophin Inc. and Rodelis Therapeutics. Daraprim, Turing’s anti-infection drug that increased from $13.50 to $750 per tablet, is of particular interest, the senators said.
CNBC:
Zero Hedge:
Reuters:
  • Exclusive: OPEC confidential report sees market share squeeze to 2019. Global demand for OPEC's crude oil will remain under pressure in the next few years, the producer group said in an internal report, potentially fuelling a debate on its strategy of defending market share rather than prices. The draft report of OPEC's long-term strategy, seen by Reuters, forecasts crude supply from OPEC - which has an output target of 30 million barrels per day (bpd) - falling slightly from 2015's level until 2019, unless output slows faster than expected in rival producers.

Bear Radar

Style Underperformer:
  • Large-Cap Value -.62%
Sector Underperformers:
  • 1) Coal -4.10% 2) Gaming -2.31% 3) Steel -2.03%
Stocks Falling on Unusual Volume:
  • FARO, PAGP, RVNC, PZZA, CRTO, HSNI, WCG, DKT, DSW, UNTD, BAH, KFRC, CLLS, BSQR, RTRX, USNA, TWX, Z, HF, AYR, CLH, FMI, PAA, CERN, ETSY, DIS, SNI, BLMN, NS, NHTC, DENN, DISCA, RRGB, FOR, NSM, EEQ, RSO, MSI, VERT, FOGO, ENLC, SEMG, EEP, INSY, FOXA, AAOI, WCG, HF, HSNI, X, SCMP and FMI
Stocks With Unusual Put Option Activity:
  • 1) FOXA 2) XLF 3) FXE 4) DIS 5) KRE
Stocks With Most Negative News Mentions:
  • 1) BHI 2) DSW 3) PBR 4) AAL 5) FCX
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Growth -.54%
Sector Outperformers:
  • 1) Internet +.94% 2) Hospitals +.38% 3) Software +.15%
Stocks Rising on Unusual Volume:
  • MXL, PAYC, MR, ZEN, KORS, BSFT, SSNI, DPLO, WBMD, EFOI, NXTM, FLTX, CSTE, DDD, GMED, TSLA, LL, ZEN, RXN, PRAA, RRC, CHUY, DWRE and MYGN
Stocks With Unusual Call Option Activity:
  • 1) SLCA 2) BYD 3) TWX 4) GRPN 5) MJN
Stocks With Most Positive News Mentions:
  • 1) ATVI 2) LB 3) AN 4) KORS 5) LPX
Charts:

Morning Market Internals

NYSE Composite Index: