Wednesday, September 14, 2016

Thursday Watch

Evening Headlines
Bloomberg:
  • China’s Credit Surge Shows Growth Imperative Trumping Debt Risks. China’s surging credit in August boosted property sales while barely moving the dial on private investment, underscoring the challenge for policy makers striving to support growth while reining in debt risks. Aggregate financing jumped to 1.47 trillion yuan in August ($220 billion), helping fuel a 39 percent jump in property sales by value in the first eight months. Medium and long-term new loans, mostly mortgages, climbed 528.6 billion yuan. Private investment in fixed assets, meanwhile, stalled at 2.1 percent for a second straight month in the January through August period, matching a record low. Months after an unidentified “authoritative person” told the Communist Party’s People’s Daily newspaper that China must face up to risks associated with soaring debt levels, policy makers are grappling with how to do that without growth slipping below a target of at least 6.5 percent. At the same time, there’s scant evidence of progress on pledges to rein in excess capacity in industries from steel to cement that are at the center of President Xi Jinping’s efforts to restructure the economy. “It’s clear that reform of the state sector is taking a back seat to increasing monetary stimulus into the economy,” said Andrew Collier, an independent analyst in Hong Kong and former president of Bank of China International USA. "Xi Jinping’s supply-side reform has encountered significant opposition from provincial governors. The answer seems to be to continue to throw money at the problem until the music stops.”
  • Japanese Shares Drop for Seventh Day as Crude Trades Below $44. The global equities selloff continued in Asian trading with Japanese shares falling for a seventh day, their longest losing streak in more than two years. The yen weakened and crude oil traded near a two-week low. The Topix index led losses in the region, while about twice as many shares fell as rose on Australia’s S&P/ASX 200 Index. Futures on Hong Kong’s Hang Seng Index were little changed while those on the S&P 500 Index gained after the U.S. benchmark closed at a two-month low.
  • Goldman’s Currie Sees Oil Staying Below $50 as Surplus Lingers. Don’t count on a big rally in crude oil, said Jeff Currie, head of commodities research at Goldman Sachs Group Inc. Or any rally, for that matter. Two years into an oil rout that saw West Texas Intermediate oil fall to about $26 a barrel in February, the risk is “to the downside” because there aren’t any clear catalysts to push up prices, Currie said in an interview in Lake Louise, Alberta. For the next 12 months, he said, oil is likely to trade in the $45-$50 range. In May, Goldman cut its 2017 forecast for oil prices to $53 a barrel from $58 as producers became more efficient and Saudi Arabia, Russia and Iran boosted output more than expected. A “modest” supply deficit in the market is forecast to turn to a surplus early next year, Currie said Wednesday. “It really looks similar to the period of the early 1990s, when we were at $20 oil,” he said.
Wall Street Journal:
Fox News:
  • Clinton campaign releases additional health details on candidate. (video) The Hillary Clinton campaign on Wednesday released what it called a “comprehensive update” on the candidate’s medical information, describing the illness that took her off the trail this week as a mild and non-contagious bacterial pneumonia. “She is recovering well with antibiotics and rest,” said Dr. Lisa Bardack, Clinton’s physician, who provided the information to the campaign.
CNBC:
  • JPMorgan sees the S&P 500 sliding 6% — here's how it happens. (video) Increased market volatility and rising long-term bond yields are raising risks for the S&P 500's leading sectors and the broader market, Dubravko Lakos-Bujas, JPMorgan head of U.S. equity strategy, said Wednesday. JPMorgan expects the S&P 500 to end the year at 2,000, representing a roughly 6 percent decline from its current level, making it the most bearish of its peers on the Street. In this scenario, the market leaders are poised for the biggest fall, while some sector laggards will do relatively better, Lakos-Bujas said.
Zero Hedge:
Business Insider:
Night Trading 
  • Asian equity indices are -.50% to -.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 112.5 unch.
  • Asia Pacific Sovereign CDS Index 38.75 -1.0 basis point.
  • Bloomberg Emerging Markets Currency Index 72.17 -.02%
  • S&P 500 futures +.17%
  • NASDAQ 100 futures +.15%.
Morning Preview Links

Earnings of Note
Company/Estimate 

  • (ORCL)/.58 
Economic Releases
8:30 am EST
  • Empire Manufacturing for September is estimated to rise to -1.0 versus -4.21 in August.
  • The 2Q Current Account Balance is estimated at -$121.0B versus -$124.7B in 1Q.
  • Advance Retail Sales MoM for August are estimated to fall -.1% versus unch. in July.
  • Retail Sales Ex Autos MoM for August are estimated to rise +.2% versus a -.3% decline in July.
  • Retail Sales Ex Autos and Gas for August are estimated to rise +.3% versus a -.1% decline in July.
  • Initial Jobless Claims are estimated to rise to 265K versus 259K the prior week.
  • Continuing Claims are estimated to rise to 2151K versus 2144K prior.
  • PPI Final Demand MoM for August is estimated to rise +.1% versus a -.4% decline in July.
  • PPI Ex Food and Energy MoM for August is estimated to rise +.1% versus a -.3% decline in July.        
  • Philly Fed Business Outlook for September is estimated to fall to 1.0 versus 2.0 in August.
9:15 am EST
  • Industrial Production MoM for August is estimated to fall -.2% versus a +.7% gain in July.
  • Capacity Utilization for August is estimated to fall to 75.7% versus 75.9% in July.
  • Manufacturing Production for August is estimated to fall -.3% versus a +.5% gain in July.  
10:00 am EST
  • Business Inventories for July are estimated to rise +.1% versus a +.2% gain in June.
Upcoming Splits 
  • (BMI) 2-for-1
  • (TTC) 2-for-1
Other Potential Market Movers
  • The Bank of England decision, UK retail sales report, weekly Bloomberg Consumer Comfort Index, weekly EIA natural gas inventory report, BofA Gaming/Lodging conference, (JCI) analyst day, (USB) investor day and the (GT) investor day could also impact trading today.
BOTTOM LINE:  Asian indices are lower, weighed down by technology and industrial 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 Oil Decline, Yen Strength, Technical Selling, Energy/Hospital Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Around Even
  • Sector Performance: Mixed
  • Volume: Slightly Above Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 17.48 -2.07%
  • Euro/Yen Carry Return Index 120.26 +.08%
  • Emerging Markets Currency Volatility(VXY) 10.91 +2.73%
  • S&P 500 Implied Correlation 54.75 -2.3%
  • ISE Sentiment Index 108.0 +80.0%
  • Total Put/Call 1.05 +5.0%
  • NYSE Arms 1.44 -51.51
Credit Investor Angst:
  • North American Investment Grade CDS Index 77.66 +.82%
  • America Energy Sector High-Yield CDS Index 682.0 +1.89%
  • European Financial Sector CDS Index 91.18 -1.61%
  • Western Europe Sovereign Debt CDS Index 24.97 -.32%
  • Asia Pacific Sovereign Debt CDS Index 38.45 -2.98%
  • Emerging Market CDS Index 254.12 +2.34%
  • iBoxx Offshore RMB China Corporate High Yield Index 131.62 -.05%
  • 2-Year Swap Spread 25.5 +.75 basis point
  • TED Spread 50.5 +1.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -28.75 unch.
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 72.22 +.20%
  • 3-Month T-Bill Yield .33% -2.0 basis points
  • Yield Curve 93.0 unch.
  • China Import Iron Ore Spot $55.97/Metric Tonne -.21%
  • Citi US Economic Surprise Index -6.0 -.2 point
  • Citi Eurozone Economic Surprise Index -20.5 +.3 point
  • Citi Emerging Markets Economic Surprise Index -15.4 -.3 point
  • 10-Year TIPS Spread 1.50% -1.0 basis point
  • 28.6% chance of Fed rate hike at Nov. 2 meeting, 52.3% chance at Dec. 14 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating -190 open in Japan 
  • China A50 Futures: Indicating -22 open in China
  • DAX Futures: Indicating -10 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my biotech/tech sector longs
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges, then added them back
  • Market Exposure: 25% Net Long

Today's Headlines

Bloomberg:
  • Gloom Descends on Luxury-Goods Industry. The crisis in the global luxury-goods industry deepened after Hermes International SCA abandoned a long-standing forecast and Richemont predicted a profit plunge that Chairman Johann Rupert deemed unacceptable. Richemont, the maker of Cartier jewelry, said first-half operating profit will probably decline about 45 percent and warned it may have to deepen cost cuts. Kelly bag maker Hermes, traditionally among the industry’s most resilient companies, scrapped a target for 8 percent annual sales growth, replacing it with what it described as “an ambitious goal.”
  • How Donald Trump Could Wipe $420 Billion Off China's Exports.
  • China’s Stocks Fall to One-Month Low on Monetary Policy Concern. (video) Chinese stocks dropped to their lowest level in a month on the last trading day of this week amid speculation the central bank won’t add to stimulus. The Shanghai Composite Index fell 0.7 percent at the close. The gauge has lost 2.5 percent this week, the most since May, after plunging on Monday amid a jump in the cost of borrowing the yuan in Hong Kong. Commodity producers paced a retreat in Shanghai after U.S. oil prices slumped. The Hang Seng China Enterprises Index dropped for a third day.
  • Global Oil Glut Set to Worsen as Nigeria, Libya Fields Restart. Amid the most enduring global oil glut in decades, two OPEC crude producers whose supplies have been crushed by domestic conflicts are preparing to add hundreds of thousands of barrels to world markets within weeks. Libya’s state oil company on Wednesday lifted curbs on crude sales from the ports of Ras Lanuf, Es Sider and Zueitina, potentially unlocking 300,000 barrels a day of supply. In Nigeria, Exxon Mobil Corp. was said to be ready to resume shipments of Qua Iboe crude, the country’s biggest export grade, which averaged about 340,000 barrels a day in shipments last year, according to Bloomberg estimates. On top of that, a second Nigerian grade operated by Royal Dutch Shell Plc is scheduled to restart about 200,000 barrels a day of flow within days.
  • IPhone 7 Preorders Normal at Verizon Despite T-Mobile’s Surge. Preorders for the iPhone 7 have come in at the normal range for Apple Inc. device introductions, Verizon Communications Inc. said, putting a damper on speculation that the new product is off to a faster start than usual. While T-Mobile US Inc. and Sprint Corp. said they’d received four times as many orders for the iPhone 7 as previous models, Verizon has a much larger base of iPhone subscribers so its numbers are less dramatic, Marni Walden, an executive vice president, said at an investor conference Wednesday.
Wall Street Journal:
Zero Hedge:

Bear Radar

Style Underperformer:
  • Small-Cap Value -.2%
Sector Underperformers:
  • 1) Hospitals -1.7% 2) Alt Energy -1.4% 3) Energy -1.3%
Stocks Falling on Unusual Volume: 
  • PENN, CBRL, SEDG, BANR, MCK, NAP, VRTX, BKS, CAH, UEIC, NICE, RETA, APC, SWNC, COH, THS, ABC, CCRN, DQ, INGR, APD, DPLO, BECN and FSLR
Stocks With Unusual Put Option Activity:
  • 1) GT 2) MON 3) XLB 4) APA 5) EEM
Stocks With Most Negative News Mentions:
  • 1) COH 2) FNMA 3) ATW 4) ALGT 5) UNFI
Charts:

Bull Radar

Style Outperformer:
  • Large-Cap Growth +.3%
Sector Outperformers:
  • 1) Gaming +2.5% 2) Disk Drives +1.1% 3) Computer Hardware +1.0%
Stocks Rising on Unusual Volume:
  • VTAE, SRPT, GBT, AERI, SOHU, AAPL, GIMO, ARIA, AVXS, HOME and AAOI
Stocks With Unusual Call Option Activity:
  • 1) AMJ 2) RPTP 3) TJX 4) ARIA 5) SIG
Stocks With Most Positive News Mentions:
  • 1) CAT 2) WTW 3) SUNE 4) VSLR 5) GWR
Charts:

Morning Market Internas

NYSE Composite Index: