Tuesday, October 18, 2016

Wednesday Watch

Evening Headlines
Bloomberg:

  • Why China's Territorial Disputes Could Mean War. (video)
  • China Unicom Profit Declines 81% as Network, Sales Costs Climb. China Unicom (Hong Kong) Ltd.’s profit dropped about 81 percent in the first nine months of the year as spending to catch up with bigger rival China Mobile Ltd. in 4G services and costs for marketing rose. Net income was about 1.59 billion yuan ($236 million), the company reported Tuesday on a preliminary basis, compared with 8.18 billion yuan a year earlier. The carrier added about 9.76 million subscribers in the period, bringing the total to 262 million, it said.
  • Stocks in Asia Extend Gains Before China Data Amid Weaker Dollar. Asian stocks rose for a second day amid speculation the Federal Reserve will stick to a gradual tightening of monetary policy and as investors awaited key economic data from China. The MSCI Asia Pacific Index gained 0.1 percent to 139.49 as of 9:02 a.m. in Tokyo. A gauge of global equities jumped the most in almost four weeks on Tuesday amid mounting speculation that the Federal Reserve will boost interest rates in December but take a slow path when it comes to further increases amid mixed signals from the U.S. economy. Investors are bracing ahead of the release of Chinese data on industrial production, retail sales and gross domestic product Wednesday after a report last week showed the nation’s exports unexpectedly dropped in September.
Wall Street Journal:
Zero Hedge:
Night Trading 
  • Asian equity indices are -.25% to +.50% on average.
  • Asia Ex-Japan Investment Grade CDS Index 114.25 -2.25 basis points.
  • Asia Pacific Sovereign CDS Index 34.5 +1.0 basis point.
  • Bloomberg Emerging Markets Currency Index 72.43 +.05%.
  • S&P 500 futures +.06%.
  • NASDAQ 100 futures +.02%.

Earnings of Note 
Company/Estimate
  • (ABT)/.58
  • (ASML)/.96
  • (BBT)/.71
  • (CP)/2.79
  • (GPC)/1.28
  • (HAL)/-.06
  • (MTB)/2.04
  • (MS)/.63
  • (NTRS)/1.09
  • (RAI)/.64
  • (STX)/.91
  • (STJ)/1.01
  • (SVU)/.10
  • (TUP)/.80
  • (USB)/.83
  • (AXP)/.96
  • (BXS)/.40
  • (CCK)/1.30
  • (EBAY)/.44
  • (GGG)/.89
  • (KMI)/.16
  • (LRCX)/1.78
  • (LSTR)/.81
  • (MAT)/.71
  • (STLD)/.65
  • (TSCO)/.66
  • (URI)/2.44
  • (VMI)/1.49
  • (WDFC)/.82
  • (XLNX)/.54  
Economic Releases
8:30 am EST
  • Housing Starts for September are estimated to rise to 1175K versus 1142K in August.
  • Building Permits for September are estimated to rise to 1165K versus 1139K in August.
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory build of +2,181,500 barrels versus a +4,850,000 barrel gain the prior week. Gasoline supplies are estimated to fall by -903,000 barrels versus a -1,907,000 barrel decline the prior week. Distillate supplies are estimated to fall by -1,620,000 barrels versus a -3,746,000 barrel decline the prior week. Finally, Refinery Utilization is estimated to rise by +.03% versus a -2.8% decline prior.
2:00 pm EST
  • US Fed releases Beige Book.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's Williams speaking, Fed's Dudley speaking, Fed's Kaplan speaking, Australia Employment Change, Eurozone Construction Output report and the weekly MBA mortgage applications report could also impact trading today.
BOTTOM LINE: Asian indices are mostly higher, boosted 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 Surging into Afternoon on Earnings Optimism, Less European/US High-Yield Debt Angst, Oil Gain, Healthcare/Metals & Mining Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Higher
  • Sector Performance: Almost Every Sector Rising
  • Volume: Below Average
  • Market Leading Stocks: Outperforming
Equity Investor Angst:
  • Volatility(VIX) 15.36 -5.24%
  • Euro/Yen Carry Return Index 119.15 -.16%
  • Emerging Markets Currency Volatility(VXY) 9.79 -2.97%
  • S&P 500 Implied Correlation 46.24 -5.2%
  • ISE Sentiment Index 61.0 -30.7%
  • Total Put/Call 1.04 +8.33%
  • NYSE Arms 1.21 +10.2
Credit Investor Angst:
  • North American Investment Grade CDS Index 75.09 -1.22%
  • America Energy Sector High-Yield CDS Index 598.0 +.06%
  • European Financial Sector CDS Index 98.0 -1.45%
  • Western Europe Sovereign Debt CDS Index 18.51 -5.42%
  • Asia Pacific Sovereign Debt CDS Index 34.46 -.49%
  • Emerging Market CDS Index 244.38 -1.23%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.50 +.03%
  • 2-Year Swap Spread 22.75 +.25 basis point
  • TED Spread 55.25 -4.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -41.25 +4.25 basis points
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 72.38 +.46%
  • 3-Month T-Bill Yield .33% +3.0 basis points
  • Yield Curve 94.75 -.25 basis point
  • China Import Iron Ore Spot $58.41/Metric Tonne +.05%
  • Citi US Economic Surprise Index -16.70 -7.0 points
  • Citi Eurozone Economic Surprise Index 20.4 -1.4 points
  • Citi Emerging Markets Economic Surprise Index -18.30 -.2 point
  • 10-Year TIPS Spread 1.68% -1.0 basis point
  • 63.5% chance of Fed rate hike at Dec. 14 meeting, 65.0% chance at Feb. 1 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating +31 open in Japan 
  • China A50 Futures: Indicating +38 open in China
  • DAX Futures: Indicating +3 open in Germany
Portfolio: 
  • Slightly Lower: On losses in my index hedges and emerging markets shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my emerging market shorts
  • Market Exposure: Moved to 50% Net Long