Monday, August 01, 2016

Tuesday Watch

Evening Headlines
Bloomberg:
  • Japan Set to Give Details of $273 Billion Stimulus Package. (video) Japan’s government is set to announce details Tuesday of a 28 trillion yen ($273 billion)stimulus package, as it seeks to bolster an economy threatened by a strengthening yen and weak consumer spending. Prime Minister Shinzo Abe flagged the size of the package in a speech last week, saying more investment was needed to expand the world’s third-largest economy. He said funds would be used to provide better port facilities for cruise ships and accelerate the construction of a high-speed maglev train line.
  • Mr. Yen Sees Rally Toward 90 per Dollar Spurring Intervention. (video) Former Japanese vice finance minister Eisuke Sakakibara said the yen could strengthen toward 90 per dollar as soon as this month and provoke officials to sell the currency to weaken it. Japan’s currency will appreciate gradually toward 100 per dollar, but gains are likely to accelerate beyond that level, said the 75-year-old, who was dubbed “Mr. Yen” for his ability to influence the exchange rate in the 1990s. Sakakibara sees the “intervention zone” lying between 90-95, when dollar weakness should worry the U.S. Treasury Department enough to agree to yen selling by the Finance Ministry, which he sees as a precondition for the intervention to be effective. “It’s extremely likely that the yen will break 100 this year, or even this month,” Sakakibara said in an interview in Tokyo on Monday. “If it breaks 100, it could head for 90 quite quickly. Then it becomes a question of if they intervene.”
  • Overseas Yield Hunters Bag Record Share of U.S. Corporate Debt. Foreign buyers are poised to push their record 40 percent share of the U.S. corporate-bond market even higher as they seek to escape negative yields that have swept the globe. While Europe is the biggest overseas owner of the debt with 80 percent of the foreign holdings, investors from Asia were the fastest-growing buyers, according to Nathaniel Rosenbaum at Wells Fargo & Co. Taiwanese life insurers were among the hungriest buyers, buying up the notes to boost exposure to the market after Taiwanese regulatory changes that allowed an increase in allocations to overseas bonds.
  • Ringgit Sinks as Crude’s Tumble Bodes Ill for Malaysia Finances. The ringgit led a decline in Asian currencies as slumping oil prices dim the prospects for Malaysia’s export earnings. Brent crude sank 0.8 percent to close at its lowest level in four months on Monday, while U.S. oil slid into a bear market amid renewed concern there is a global supply glut. Malaysia loses 450 million ringgit ($111 million) in annual income for every $1 drop in oil and the nation derives about a fifth of its revenue from energy-related sources.
  • Asia Stocks Fall as Japan Awaits Stimulus, Material Shares Drop. Asian stocks fell for the first time in seven days, retreating from an almost one-year high, as Japanese shares slid ahead of the announcement of a $274 billion stimulus package and a slump in oil weighed on energy and commodity companies. The MSCI Asia Pacific Index dropped 0.4 percent to 136.85 as of 9:03 a.m. in Tokyo after closing Monday at the highest since Aug. 17. Material and industrial shares led losses on the regional gauge, while energy producers also retreated, after crude sank into a bear market and sank below $40 a barrel for the first time since April on Monday. Japan’s Topix index lost 0.8 percent as investors weighed earnings and the government was poised to give details on steps to bolster an economy threatened by a strengthening yen and weak consumer spending.
  • Oil Retreats to Bear Market as Global Supply Glut Seen Growing. (video) Oil fell below $40 a barrel in New York for the first time since April, falling into a bear market on concern that the global supply glut will expand. Saudi Arabia cut prices to Asian customers as the country continues to fight for market share. Drillers in the U.S. boosted the number of rigs seeking oil for a fifth week, the longest run of gains since last August, according to data from Baker Hughes Inc. U.S. crude and gasoline supplies are at the highest seasonal level in at least two decades. West Texas Intermediate settled 22 percent below its June peak Monday, meeting the common definition of a bear market.
Wall Street Journal:
Fox News:
  • ISIS details 'Why We Hate You' in new magazine. (video) In the new edition of its full-color, glossy magazine, ISIS mocks those who claim Islam is a peaceful religion, and even wades into the controversy surrounding Donald Trump and the parents of a dead Muslim U.S. soldier. The 15th issue of Dabiq, published on July 31, is titled “Break The Cross” and appears to be primarily directed at those that ISIS considers its enemies, particularly Christians. One section is devoted to the words and actions of Pope Francis and is headlined “In The Words Of Our Enemies.” An editorial titled “Why We Hate You and Why We Fight You” takes aim at Westerners and “apostate ‘Imams’ in the West” who refuse to define ISIS’ motivation as being Islamic. ISIS calls this rhetoric purely political.
CNBC:
  • Uber is latest US giant sent packing by China. 
  • US private capex, inventories indicate American businesses lack confidence on economy. If investment is always an act of faith – because it's a leap into an unknowable future – than the numbers on U.S. capital spending in the first half of this year show worrying signs of declining business confidence. America's investment outlays over that period fell at an annual rate of 2.1 percent, marking a substantial decline from an already lackluster 3.2 percent pace of advance in the second half of last year. And there is worse. Taking a longer view of this bellwether segment of aggregate demand, which represents one-fifth of American GDP, one can see that the spending by U.S. companies on plant and equipment slowed to a growth rate of 0.6 percent in the year to June, compared with a 5.5 percent growth a year earlier.
Zero Hedge:
Business Insider:
Economic Daily:
  • China P2P Lending Volume Exceeds 1t Yuan This Year. P2P online lending volume in Jan.-July more than doubled from year ago to 1.03t yuan, the first time exceeding 1t yuan in a year, citing data.
Night Trading 
  • Asian equity indices are -.75% to -.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 118.75 -.5 basis point.
  • Asia Pacific Sovereign CDS Index 47.75 +.5 basis point.
  • Bloomberg Emerging Markets Currency Index 72.33 -.04%
  • S&P 500 futures +.23%. 
  • NASDAQ 100 futures +.26%.
Morning Preview Links

Earnings of Note
Company/Estimate 

  • (AET)/.23
  • (ABC)/1.27
  • (ADM)/.45
  • (AVP)/.03
  • (CAH)/1.13
  • (CMI)/2.17
  • (CVS)/1.30
  • (DISCA)/.58
  • (ETN)/1.07
  • (EMR)/.84
  • (EXPD)/.58
  • (H)/.46
  • (MLM)/2.02
  • (TAP)/1.10
  • (MOS)/.12
  • (PFE)/.62
  • (PG)/.74
  • (RDC)/.74
  • (RCL)/1.02
  • (STX)/.61
  • (WCG)/1.40
  • (AIG)/.94
  • (CAR)/.71
  • (CERN)/.57
  • (DVN)/-.20
  • (EA)/-.03
  • (NBR)/-.45
  • (PZZA)/.54
Economic Releases 
8:30 am EST
  • Personal Income for June is estimated to rise +.3% versus a +.2% gain in May.
  • Personal Spending for  June is estimated to rise +.3% versus a +.4% gain in May.
  • The PCE Core MoM for June is estimated to rise +.2% versus a +.2% gain in May. 
9:45 am EST
  • The ISM New York for July.
Afternoon
  • Wards Total Vehicle Sales for July are estimated to rise to 17.3M versus 16.61M in June.
Upcoming Splits 
  • None of note
Other Potential Market Movers
  • The Fed's Kaplan speaking, Eurozone Construction spending, weekly US retail sales, (DAL) July traffic data, (F) July sales call and the Keefe Bruyette Woods Community Bank conference could also impact trading today.
BOTTOM LINE:  Asian indices are lower, weighed down by technology and commodity 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 Mostly Lower into Final Hour on European Bank Worries, Oil Decline, Emerging Markets/US High-Yield Debt Angst, Energy/Healthcare Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Slightly Higher
  • Sector Performance: Mixed
  • Volume: Below Average
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • Volatility(VIX) 12.62 +6.32%
  • Euro/Yen Carry Return Index 119.38 +.18%
  • Emerging Markets Currency Volatility(VXY) 9.45 +.21%
  • S&P 500 Implied Correlation 47.17 -.69%
  • ISE Sentiment Index 73.0 -6.41%
  • Total Put/Call 1.31 +9.17%
  • NYSE Arms 1.58 +56.53
Credit Investor Angst:
  • North American Investment Grade CDS Index 75.03 +4.21%
  • America Energy Sector High-Yield CDS Index 773.0 -3.36%
  • European Financial Sector CDS Index 91.77 -.77%
  • Western Europe Sovereign Debt CDS Index 25.16 -.53%
  • Asia Pacific Sovereign Debt CDS Index 47.32 +.05%
  • Emerging Market CDS Index 263.23 +1.07%
  • iBoxx Offshore RMB China Corporate High Yield Index 131.35 +.02%
  • 2-Year Swap Spread 22.5 +.75 basis point
  • TED Spread 51.0 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -46.75 unch.
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 72.40 -.09%
  • 3-Month T-Bill Yield .25% unch.
  • Yield Curve 82.0 +2.0 basis points
  • China Import Iron Ore Spot $62.27/Metric Tonne +4.88%
  • Citi US Economic Surprise Index 13.80 -2.5 points
  • Citi Eurozone Economic Surprise Index 29.2 +.9 point
  • Citi Emerging Markets Economic Surprise Index -1.70 +4.7 points
  • 10-Year TIPS Spread 1.47% -5.0 basis points
  • 18.0% chance of Fed rate hike at Nov. 2 meeting, 36.0% chance at Dec. 14 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating -155 open in Japan 
  • China A50 Futures: Indicating -15 open in China
  • DAX Futures: Indicating -36 open in Germany
Portfolio: 
  • Higher: On gains in my biotech/tech/medical sector longs and emerging markets shorts
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 25% Net Long

Today's Headlines

Bloomberg:
  • Stress-Tests Results Fail to Revive Faith as Europe Banks Fall. (video) While the stress tests showed most of the region’s banks would keep an adequate level of capital in a crisis, investors remained skeptical about the results. Lenders in the benchmark Stoxx Europe 600 Index slipped 1.8 percent, reversing a gain of as much as 1.3 percent. UniCredit SpA sank 9.4 percent, while Britain’s Barclays Plc dropped 2 percent as it fared worse than Deutsche Bank AG, down 1.8 percent. Italy’s Banca Monte dei Paschi di Siena SpA, the worst performer in the regulators’ exam, rallied as much as 11 percent as it said it’s working on a plan involving private investors to help bolster its finances. By the end of the day, it had pared most of its gain.
  • Hardest Hit, Weakest Capital: European Stress Tests in Charts. (video) The latest round of European banking stress tests showed that many lenders still need to lift their capital levels, and some need to do it quickly. While there was no pass or fail mark, two of the 51 banks tested by the European Banking Authority fell below the regulatory minimum threshold, the regulator said late Friday. Eight had common equity Tier 1 ratio of less than 7.5 percent under the adverse scenario. Those firms could face extra scrutiny from regulators or investors, analysts at Barclays Plc wrote in a note to clients before the publication.
  • Korea Exports Fall for 19th Month as Policy Makers Await Rebound. Exports fell 10.2 percent (estimate -6.7 percent), the trade ministry reported Monday; the drop was larger than the most pessimistic projection by economists. That was the 19th straight monthly drop. Imports fell 14 percent (estimate -10.5 percent). Exports to Vietnam increased 7.6 percent; to Japan fell 2.1 percent; to EU dropped 4.3 percent; to China fell 9.3 percent and to U.S. dropped 14.3 percent.
  • Hong Kong Move to Bar Pro-Independence Candidates Jolts Election. The Hong Kong government’s decision to bar pro-independence candidates from next month’s legislative election risks giving the fringe issue more prominence in the campaign. The Hong Kong Electoral Affairs Commission on Sunday said it disqualified Yeung ­Ke-cheong, of the Democratic Progressive Party of Hong Kong, from competing in the Kowloon West district. Yeung was the second candidate barred after refusing to sign a new pledge to uphold Hong Kong’s Basic Law, which says the former British colony is an “inalienable” part of China.
  • Short Sellers Pile Into Mexico as It Lands in U.S. Crossfire. From stocks to bonds to the beleaguered peso, markets are sounding the alarm about Mexico’s future under a new U.S. president. An exchange-traded fund focused on the Latin American nation’s shares has the most bearish bets of any country, while hedge funds including Finisterre Capital in London are pouring into credit-default insurance on Mexican bonds. Societe Generale SA projects the peso will keep underperforming emerging-market peers as the country comes under attack in one of the most rancorous U.S. election campaigns in memory.
  • Uber’s China Deal Moves Ride-Sharing Giant a Step Closer to IPO. (video)
  • History No Friend to Emerging-Market Currencies as August Lands. (video)  Currencies of developing nations have had a great run since the aftermath of the Brexit vote, posting an advance in the past month or so that’s been bettered just once in 4 1/2 years. Now their gains may be about to come to an abrupt halt -- all because of a quirk of history.
  • Banks Lead Europe Stocks Lower on Skepticism After Stress Tests. (video) Lenders dragged down European equities amid investor skepticism even as stress-test results showed most of the firms would keep an adequate level of capital in a crisis. The Stoxx Europe 600 Index slipped 0.6 percent, reversing an increase of as much as 0.6 percent. Italy’s Banca Monte dei Paschi di Siena SpA, which jumped as much as 11 percent as it said it’s working on a plan involving private investors to help bolster its finances, erased almost all its gains by the end of the day. UniCredit SpA, the second-worst performer in the exam, sank 9.4 percent. Britain’s Barclays Plc and Deutsche Bank AG slid more than 1.8 percent. Energy producers also weighed on the market amid losses in oil, with Royal Dutch Shell Plc down 3.2 percent.
  • Offshore Rig Owners Fall Most in More Than Month on Drop in Oil. The world’s largest owners of offshore drilling rigs fell the most in more than a month as oil’s drop below $40 extended their pain. Diamond Offshore Drilling Inc. fell 5.7 percent to $21.42 at 12:22 p.m. in New York after earlier dropping as much as 7.4 percent, the worst intraday tumble since May 9. Competitors Transocean Ltd., Ensco Plc and Noble Corp. all had their biggest intraday fall since July 5.
  • Fragile U.S. Economy Now Facing a Slowdown in Building Boom. Construction has been one of the few pockets of strength in the U.S. economy -- until recently. Construction payrolls have declined since March and spending in May rose less than 3 percent from a year earlier, the lowest rate since 2011. Coming after super-charged growth of 10 percent last year, the question now is whether the sputtering is just a blip or something more lasting that portends a significant drag on the economy.
  • Goldman: Investors Aren't Rewarding Share Buybacks Like They Used To. A potential headwind for equity markets.
  • Pregnant Women Should Avoid Miami Zika Outbreak Area, CDC Warns. Women who are pregnant or thinking of becoming pregnant should avoid travel to an area in Miami that is the center of a small-but-growing number of mosquito-transmitted Zika cases, the U.S. Centers for Disease Control and Prevention said Monday.
Wall Street Journal:
Zero Hedge:

Bear Radar

Style Underperformer:
  • Mid-Cap Value -.7%
Sector Underperformers:
  • 1) Oil Service -3.3% 2) Hospitsls -3.2% 3) Energy -3.0%
Stocks Falling on Unusual Volume:
  • INCR, NSP, VMC, LPNT, ININ, BGNE, CVI, WYN, AMC, CCMP, ACHC, TNET, WPXP, DO, OAK, CE, UHS, DLB, VGLT, AN, BOFI, CNO, ANTX, ERJ, IESC and ACHC
Stocks With Unusual Put Option Activity:
  • 1) HLT 2) TSO 3) XLE 4) EEM 5) RCL
Stocks With Most Negative News Mentions:
  • 1) NE 2) X 3) VRX 4) ISHC 5) SCTY
Charts:

Bull Radar

Style Outperformer:
  • Large-Cap Growth unch.
Sector Outperformers:
  • 1) Biotech +1.4% 2) Internet +.9% 3) Gold & Silver +.6%
Stocks Rising on Unusual Volume:
  • IONS, ETSY, HRTX, HAE, BIIB, RIGP, FLTX, TSL, CSIQ, ITGR, MDCA and MOMO
Stocks With Unusual Call Option Activity:
  • 1) CTL 2) KERX 3) SHPG 4) PFE 5) IONS
Stocks With Most Positive News Mentions:
  • 1) CUB 2) EYEG 3) TOPS 4) ORBC 5) MEET
Charts:

Morning Market Internals

NYSE Composite Index: