Wednesday, September 21, 2016

Thursday Watch

Evening Headlines
Bloomberg:
  • G-20 Plan for Steel Glut Risks Tension With Emerging Nations. The Group of 20’s effort to eliminate the world’s steel glut will face a major obstacle if developing countries resist attempts to curtail government subsidies to local producers, according to the outgoing chief of the OECD’s steel committee. Excess supply in China is spilling over onto world markets, sparking protectionist measures from India to the U.S., and drawing attention from world leaders. One hurdle to overcome could be the unwillingness of emerging nations to abandon efforts to nurture their sectors through government support, said Risaburo Nezu, chairman of the Steel Committee at the Paris-based Organization for Economic Cooperation & Development.
  • Dollar Holds Course for Worst Year Since 2009 on Fed Dovish Turn. The dollar remains on course for its worst annual performance in four years after the Federal Reserve delayed raising interest rates again, saying more time was needed to assess U.S. economic conditions. A broad gauge of the dollar against major currencies has fallen 4 percent this year, set for its first annual drop since 2012, despite lingering expectations for U.S. policy makers to raise interest rates by the end of the year. Fed Chair Janet Yellen, while agreeing that the case for a rate rise had strengthened, argued on Wednesday that it made sense to put off a move for now amid signs that discouraged Americans who dropped out of the labor market are returning and looking for work. The dollar fell along with Treasury yields after the central bank meeting.
  • Asian Stocks Rally With Won, Bonds After Fed as Crude Oil Gains. Asian stocks rallied for a sixth day, South Korea’s won strengthened and regional bonds rose after the Federal Reserve damped the outlook for U.S. interest-rate increases. Raw-materials producers were the biggest gainers on an MSCI index of Asian shares outside of Japan, where markets are shut for a holiday. The S&P 500 Index advanced on Wednesday as the Fed left rates unchanged and scaled back its projections for hikes in 2017 and beyond. The won jumped the most since June and the yen rose to this month’s high as the dollar extended losses from the last session. New Zealand’s 10-year bonds surged by the most since June after its central bank said further policy easing will be needed. Crude oil gained following a plunge in U.S. stockpiles. The MSCI Asia Pacific excluding Japan Index was up 0.9 percent as of 9:24 a.m. Tokyo time as benchmarks climbed in Australia, New Zealand and South Korea.
  • U.A.E. Warns OPEC Against Any Hasty Decision on Oil in Algiers. OPEC must find a “sustainable” way to stabilize oil markets in any agreement its members may reach when they meet next week in Algeria, the United Arab Emirates’ energy minister said. The group’s 14 members may discuss proposals to limit production in an attempt to shore up crude prices at talks planned on Sept. 28. Oil-producing countries previously considered freezing output to counter a global supply glut that cut prices by more than half from their 2014 peak. Benchmark Brent crude has averaged about $43 a barrel this year. “We need to be cautious not to do something that is a quick solution that is not going to last,” Al Mazrouei told reporters at an energy event in the U.A.E. emirate of Fujairah. “We need to target something that is sustainable.”
  • Largest U.S. Gasoline Pipeline to Restart After Alabama Leak. The largest U.S. gasoline pipeline will return to service by the end of the day Wednesday, easing almost two weeks of curtailed shipments that drove up pump prices and caused hundreds of stations to run out of fuel in the East and Southeast. Once Colonial Pipeline Co. restarts its main line, many shipments will be rerouted to southern locations in need of supply, which could result in temporary shortages, the company said in a notice to shippers. Colonial has tied in a bypass connector that will move fuel around a segment of its Line 1 that sprung a leak on Sept. 9. Hydrostatic testing on the newly built line was completed early Wednesday. “Colonial is attempting to resume gasoline operations to all locations as soon as possible and to equitably distribute supply,” the company said in the notice.
  • Fed’s Dove-Turned-Hawk Rosengren Leads Surprise Triple Dissent. The consensus that Chair Janet Yellen has worked hard to maintain among Federal Reserve policy makers showed signs of severe strain on Wednesday. Three members of the Federal Open Market Committee, notably including Boston Fed President Eric Rosengren, dissented when the majority of voters elected to hold interest rates steady despite strong progress this year in the labor market, expectations for higher inflation and calm in global financial markets. “When Rosengren dissents in a hawkish direction, to me that’s news,” former Fed Vice Chairman Alan Blinder said in an interview on Bloomberg Television. “There is a great deal of division” and a three-dissent FOMC vote is “very, very unusual.”
Wall Street Journal:
  • Fed Stands Pat, but Says Case for Rate Increase Has Strengthened. Three Fed regional bank presidents dissent because they want to move rates up now. The Federal Reserve left short-term interest rates unchanged Wednesday but signaled it still expected to raise them before year-end, reaching a temporary truce among officials divided over when to withdraw financial stimulus from the economy.
  • Investors Stuck Between Two Central Banks. The Federal Reserve will tighten as the Bank of Japan loosens, potentially disrupting markets.
  • The Rahami Problem. It’s time to reopen the interrogation and surveillance debates.
Fox News:
Zero Hedge:
Business Insider:
Reuters:
  • UnitedHealth(UNH) trims drug coverage, including Sanofi insulin. UnitedHealth Group Inc, the largest U.S. health insurer, will stop covering several brand-name drugs as of next year, reinforcing a trend of payers steering prescriptions to lower-priced options. In a bulletin seeking client feedback by Sept. 28, UnitedHealth said it is changing reimbursement terms for long-acting insulins and will no longer cover Lantus, the main insulin drug sold by Sanofi SA.
Telegraph:
Night Trading 
  • Asian equity indices are +.25% to +.75% on average.
  • Asia Ex-Japan Investment Grade CDS Index 117.0 -4.75 basis points. 
  • Asia Pacific Sovereign CDS Index 31.0 -.75 basis point.
  • Bloomberg Emerging Markets Currency Index 72.96 +.12%
  • S&P 500 futures -.10%
  • NASDAQ 100 futures -.07%.
Morning Preview Links

Earnings of Note
Company/Estimate 

  • (AZO)/14.24
  • (RAD)/.03
  • (SCHL)/-1.35
  • (AIR)/.26
Economic Releases
8:30 am EST
  • The Chicago Fed National Activity Index for August is estimated to fall to .15 versus .27 in July. 
  • Initial Jobless Claims for last week are estimated to rise to 261K versus 260K the prior week.
  • Continuing Claims are estimated to fall to 2140K versus 2143K prior.   
9:00 am EST
  • The FHFA House Price Index MoM for July is estimated to rise +.3% versus a +.2% gain in June.
10:00 am EST
  • Existing Home Sales for August are estimated to rise to 5.45m versus 5.39m in July.
  • The Leading Index for August is estimated unch. versus a +.4% gain in July. 
11:00 am EST
  • The Kansas City Fed Manufacturing Activity Index for September is estimated to rise to -3 versus -4 in August.
Upcoming Splits 
  • None of note
Other Potential Market Movers
  • The Eurozone Consumer Confidence report, Bloomberg Economic Expectations Index for Sept., weekly EIA natural gas inventory report, weekly Bloomberg Consumer Comfort Index, (ORCL) Financial Analyst Meeting and (TOT) Investors Day could also impact trading today.
BOTTOM LINE:  Asian indices are higher, boosted by by commodity and technology shares in the region. I expect US stocks to open mixed and to rally into the afternoon, finishing modestly higher. The Portfolio is 50% net long heading into the day.

Stocks Surging into Final Hour on Central Bank Hopes, Oil Bounce, Earnings Optimism, Metals & Mining/Energy Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Higher
  • Sector Performance: Most Sectors Rising
  • Volume: Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 14.27 -10.36%
  • Euro/Yen Carry Return Index 117.41 -.90%
  • Emerging Markets Currency Volatility(VXY) 10.64 -.37%
  • S&P 500 Implied Correlation 50.80 -6.11%
  • ISE Sentiment Index 65.0 +16.07%
  • Total Put/Call .99 +2.06%
  • NYSE Arms .72 -41.35
Credit Investor Angst:
  • North American Investment Grade CDS Index 79.62 -2.60%
  • America Energy Sector High-Yield CDS Index 703.0 +4.55%
  • European Financial Sector CDS Index 100.01 -2.61%
  • Western Europe Sovereign Debt CDS Index 23.49 +7.24%
  • Asia Pacific Sovereign Debt CDS Index 31.25 -1.65%
  • Emerging Market CDS Index 233.25 -3.98%
  • iBoxx Offshore RMB China Corporate High Yield Index 131.83 +.13%
  • 2-Year Swap Spread 26.50 -.5 basis point
  • TED Spread 56.75 +.5 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.5 +2.75 basis points
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 72.83 +.64%
  • 3-Month T-Bill Yield .22% -7.0 basis points
  • Yield Curve 88.0 -3.0 basis points
  • China Import Iron Ore Spot $55.87/Metric Tonne +.18%
  • Citi US Economic Surprise Index -1.40 +.3 point
  • Citi Eurozone Economic Surprise Index -25.60 -.7 point
  • Citi Emerging Markets Economic Surprise Index -14.9 +.3 point
  • 10-Year TIPS Spread 1.53% +3.0 basis points
  • 61.2% chance of Fed rate hike at Dec. 14 meeting, 63.6% chance at Feb. 1 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating -217 open in Japan 
  • China A50 Futures: Indicating -13 open in China
  • DAX Futures: Indicating +28 open in Germany
Portfolio: 
  • Higher: On gains in my biotech/medical/tech/retail sector longs
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my (EEM) short
  • Market Exposure: Moved to 75% Net Long

Today's Headlines

Bloomberg:
  • China Coal Giant Said to Be Allowed Higher Output to Curb Prices. China’s biggest coal producer will raise output this month amid a government-led attempt to coordinate production after a sharp increase in prices this year drew concern from consumers. Fourteen coal mines owned by Shenhua Group may raise coal output by as much as 2.79 million metric tons this month, according to people with direct knowledge of the matter, who asked not to be identified because the information is private. Inner Mongolia Yitai Group Co. and China Huadian Corp. have also been allowed to increase output in September.
  • Europe’s Bonds Decline With Treasuries as Impact of BOJ Wanes. The Bank of Japan’s impact on Europe’s longer-maturity bonds proved fleeting, with investors soon turning their attention to the Federal Reserve meeting later in the day. German 30-year securities initially fell after Japanese officials said they’d amend monetary policy and concentrate on controlling yields across different maturities, before paring that slide at the start of the U.S. day. Then, as Treasuries started to decline, Europe’s benchmark long-dated securities followed suit amid speculation Fed officials will strike a hawkish tone on future interest-rate increases.
Wall Street Journal:
Zero Hedge:

Bear Radar

Style Underperformer:
  • Large-Cap Growth -.1%
Sector Underperformers:
  • 1) Hospitals -1.9% 2) Biotech -.9% 3) REITs -.8%
Stocks Falling on Unusual Volume: 
  • SKX, BANC, PCRX, PG, HNI, WST, CBRL, FTRPR, LSI, AERI, COO, WFC, TRCO, SAM, RARE, AMPH, ADMS, ASPS, CLCD, USPH, NTLA, NFLX, LJPC, KMX and CBL
Stocks With Unusual Put Option Activity:
  • 1) HOG 2) SMH 3) CTSH 4) UA 5) WFC
Stocks With Most Negative News Mentions:
  • 1) SKX 2) PLCE 3) CF 4) AAL 5) VIAB
Charts: