Thursday, September 15, 2016

Friday Watch

Evening Headlines
Bloomberg:
  • Europe Said to Threaten Revolt Over Bank Capital-Rule Overhaul. Europeans told the world’s top banking regulator that they’ve had enough. In two heated meetings in the past week, regulators from countries including Germany and Italy told the Basel Committee on Banking Supervision that proposed changes to how banks assess credit, market and operational risks must be scaled back and slowed down, according to two people with knowledge of the matter. Some European officials went so far as to say they wouldn’t adopt the proposals on the table, according to the people, who asked not to be identified because the deliberations were private. If the European Union -- home to nearly half of the world’s most systemically important banks -- balks at implementing the Basel Committee’s rules, it could undermine the global regulator’s authority and contribute to fragmentation of the industry.
  • Yen Traders in Paralysis as Central Banks Become Guessing Game. Just when the world is most craving clarity on the future of Japan’s monetary policy, currency markets show it has become particularly hard to predict. With so little consensus on what Bank of Japan Governor Haruhiko Kuroda will come up with for the Sept. 21 policy decision, Eaton Vance Corp. and a unit of Bank of New York Mellon Corp. are abstaining from any positions in the yen, while JPMorgan Chase & Co. says some investors have closed out bets on declines in the dollar versus the yen. Such is the consternation that the options premium on contracts to buy the currency in a month’s time disappeared for the first time since November, before reversing course this week.
  • Asian Stocks End Six-Day Slump as Fed Rate-Increase Bets Wither. Asian stocks rebounded from its longest losing streak since May, after weaker-than-anticipated U.S. data triggered a delay in investor expectations for an American interest-rate increase, spurring a rally in risk assets. The MSCI Asia Pacific Index rose 0.2 percent to 136.82 as of 9:05 a.m. in Tokyo, halting a six-day run of declines and paring this week’s loss to 2.5 percent. Reports Thursday showed U.S. industrial production contracted more than forecast, while retail sales unexpectedly slid, sending the odds for a rate increase from the Federal Reserve next week to below 20 percent.
  • Oil Set for Weekly Drop as Resilient Supply Seen Sustaining Glut. Oil headed for a weekly loss on speculation a global crude glut will persist as disrupted supply returns and demand growth slows. Futures fell 0.6 percent in New York, extending a weekly decline to 4.9 percent. OPEC members Libya and Nigeria, whose supplies have been reduced by domestic conflicts, are preparing to boost exports within weeks. The oil surplus will last longer than previously thought as demand growth slumps and output proves resilient, the International Energy Agency said Tuesday.
  • Commodities Seen Ending With Whimper After World-Beating Rally. For commodities, 2016 started with a bang. If history is any guide, it will end with a whimper. The Bloomberg Commodity Index, tracking returns for 22 components, is heading for a third-quarter slump after posting consecutive gains in the first two periods. Since the data begins in 1991, that’s only happened in four other years -- and the final quarter was a loser for three of them. With supply gluts persisting from corn to oil, traders are already gearing up for declines. Investors pulled $791 million out of exchange-traded funds tracking commodities over the past month, a reversal from earlier this year that have still left inflows up by $34.1 billion for the year. Hedge funds have cut their combined wagers on a rally for raw materials in nine of the past 11 weeks, and open interest across the asset class has fallen.
Wall Street Journal:
Zero Hedge: 
Business Insider:
Night Trading 
  • Asian equity indices are +.25% to +.75% on average.
  • Asia Ex-Japan Investment Grade CDS Index 113.0 +.5 basis point.
  • Asia Pacific Sovereign CDS Index 38.25 -.5 basis point.
  • Bloomberg Emerging Markets Currency Index 72.40 +.07%
  • S&P 500 futures -.19%
  • NASDAQ 100 futures -.17%.
Morning Preview Links

Earnings of Note
Company/Estimate 

  • None of note
Economic Releases
8:30 am EST
  • The CPI MoM for August is estimated to rise +.1% versus unch. in July.
  • The CPI Ex Food and Energy MoM for August is estimated to rise +.2% versus a +.1% gain in July.
  • Real Avg. Weekly Earnings YoY for August.
10:00 am EST
  • Preliminary Univ. of Mich. Consumer Sentiment for September is estimated to rise to 90.6 versus 89.8 in August.
12:00 pm EST
  • 2Q Household Change in New Worth.
4:00 pm EST
  • Net Long-Term TIC Flows for July.
Upcoming Splits 
  • (TTC) 2-for-1
Other Potential Market Movers
  • The EU Summit and Italy Trade Balance report could also impact trading today.
BOTTOM LINE:  Asian indices are modestly higher, boosted by by commodity and consumer 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 Surging into Final Hour on Diminished Fed Rate-Hike Odds, Less Emerging Markets/US High-Yield Debt Angst, Short-Covering, Tech/Biotech Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Higher
  • Sector Performance: Every Sector Rising
  • Volume: Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 15.9 -12.35%
  • Euro/Yen Carry Return Index 120.02 -.27%
  • Emerging Markets Currency Volatility(VXY) 10.96 +.74%
  • S&P 500 Implied Correlation 51.23 -10.27%
  • ISE Sentiment Index 127.0 +25.74%
  • Total Put/Call .82 -24.1%
  • NYSE Arms .53 -68.21
Credit Investor Angst:
  • North American Investment Grade CDS Index 74.55 -3.98%
  • America Energy Sector High-Yield CDS Index 680.0 +.53%
  • European Financial Sector CDS Index 92.16 +1.07%
  • Western Europe Sovereign Debt CDS Index 25.31 +1.36%
  • Asia Pacific Sovereign Debt CDS Index 37.95 -1.89%
  • Emerging Market CDS Index 256.31 -1.92%
  • iBoxx Offshore RMB China Corporate High Yield Index 131.64 +.02%
  • 2-Year Swap Spread 25.5 unch.
  • TED Spread 53.0 +2.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -29.0 -.25 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 72.37 +.25%
  • 3-Month T-Bill Yield .28% -5.0 basis points
  • Yield Curve 97.0 +4.0 basis points
  • China Import Iron Ore Spot $55.97/Metric Tonne unch.
  • Citi US Economic Surprise Index -9.5 -3.5 points
  • Citi Eurozone Economic Surprise Index -21.0 -.5 point
  • Citi Emerging Markets Economic Surprise Index -14.3 +1.1 points
  • 10-Year TIPS Spread 1.51% +1.0 basis point
  • 26.8% chance of Fed rate hike at Nov. 2 meeting, 49.7% chance at Dec. 14 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating +60 open in Japan 
  • China A50 Futures: Indicating n/a open in China
  • DAX Futures: Indicating +27 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my biotech/tech/retail/medical sector longs
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges, then added them back
  • Market Exposure: Moved to 50% Net Long

Today's Headlines

Bloomberg:
  • Hollande Sees EU in Danger Amid Talks With Merkel to Plot Future. French President Francois Hollande and German Chancellor Angela Merkel urged fellow European Union leaders to agree on a post-Brexit road map as economists warn that a weak response risks holding back growth and plunging the EU into extended malaise. “This isn’t one more crisis, this could very well be the crisis threatening its very existence,” Hollande told reporters in Paris on Thursday alongside Merkel on the eve of a post-Brexit summit of EU leaders in Bratislava. “Europe finds itself at a very decisive point in time,” the German leader said. All EU leaders except Britain’s will meet in the Slovak capital on Friday to focus on a common agenda after the U.K. voted in June to leave the 28-member bloc. As Prime Minister Theresa May’s government struggles to work out how to manage Britain’s departure, the remaining 27 are seeking common approaches on items such as defense, economic growth and border security.
  • Eight Years After Lehman, Europe Banks Far From Recovery: Chart.
  • Europe Stocks Rebound as Gains Accelerate in Final Trading Hour. (video) European stocks rebounded from a selloff that sent equities to an almost six-week low, with gains accelerating in the final hour of trading. A weakening pound following the Bank of England’s update boosted U.K. exporters, while European equities also took their cue from rising U.S. shares. The Stoxx Europe 600 Index rose 0.6 percent at the close, the most in almost two weeks, halting its longest stretch of losses since June.
  • Apple(AAPL) Rally Masks Latest Weakness in U.S. Stock Indexes: Chart.
  • Warren: Next Administration Should Probe, Maybe Jail Wall Street Bankers. (video) In trying to reopen the investigation, she’s telegraphing her new Senate tactics—and sending a message to Hillary Clinton.
Zero Hedge:

Bear Radar

Style Underperformer:
  • Large-Cap Value +.6%
Sector Underperformers:
  • 1) Agriculture -.1% 2) REITs +.1% 3) Banks +.3%
Stocks Falling on Unusual Volume: 
  • APOG, CRF, CLM, MCK, ITGR, VFC, WFC, FGP, MON, SRPT, DPLO, NTLA, SNY, ATRA, ULTA, PII, ZEUS, INGR, SGEN, VIAB, TWX, EVA, AMCX and VGLT
Stocks With Unusual Put Option Activity:
  • 1) DXJ 2) OII 3) MGM 4) WFC 5) HPQ
Stocks With Most Negative News Mentions:
  • 1) ATRA 2) VFC 3) RT 4) EGY 5) AMCX
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Growth +.8%
Sector Outperformers:
  • 1) Semis +1.9% 2) I-Banks +1.5% 3) Energy +1.3%
Stocks Rising on Unusual Volume:
  • AERI, BLUE, CLCD, GKOS, CRUS, SWKS, GT, XRS, ERII and HFC
Stocks With Unusual Call Option Activity:
  • 1) RAD 2) AERI 3) LC 4) COTY 5) RRC
Stocks With Most Positive News Mentions:
  • 1) DKS 2) GT 3) GPN 4) EXTR 5) SWKS
Charts:

Morning Market Internals

NYSE Composite Index: