Wednesday, December 28, 2016

Today's Headlines

Bloomberg:
  • No Happy New Year in China as Currency, Liquidity Fears Loom. (video) China bulls could be facing a grim New Year’s eve. The first day of 2017 is when an annual $50,000 quota to convert the yuan into foreign exchange resets, stoking concern there will be a rush to sell the local currency. With tax payments and a regulatory assessment also tightening liquidity in the money market toward year-end, January may bring scant relief as lenders prepare for stronger cash demand before Lunar New Year holidays, which are only a month away. China’s markets are seeing renewed pressure this month as the Federal Reserve projects a faster pace of rate increases for 2017 and its Chinese counterpart tightens monetary conditions to spur deleveraging and defend the exchange rate. The declines are capping off a tough year for investors during which bonds, shares and currency all slumped.
  • Hao Hong: China Property Market Will Deflate. (video)
  • What Are the Most Prevalent Risks for China in 2017? (video)
  • Record Run for Company-Bond Sales Seen Coming to a 2017 Halt. Breaking habits can be hard, especially when they involve making money. That’s the prospect for bond investors in the coming year. After six straight years of growing U.S. investment-grade corporate-debt sales, bankers and investors are pegging 2017 as the year the frenzy finally fades. The new year has several hurdles in place already. For one, interest rates have risen to two-year highs, making borrowing more costly. And the pipeline for new-acquisition financing is smaller than 2016’s, which saw such mega-deals as Anheuser-Busch InBev NV’s $46 billion sale to fund its SABMiller Plc takeover, and Dell Inc.’s $20 billion offering to support its EMC Corp. bid. Uncertainty around potential tax reform and trade wars in a Trump administration may also sideline more issuers.
  • Trump Shatters Peace With Obama With Tweet on ‘Roadblocks’. Donald Trump accused President Barack Obama of hobbling the transition to the Republican’s administration with unspecified “inflammatory” statements and “roadblocks,” as tensions between the two men spilled into the open less than a month before Inauguration Day. “Doing my best to disregard the many inflammatory President O statements and roadblocks,” the president-elect tweeted on Wednesday. “Thought it was going to be a smooth transition -- NOT!” Trump’s Twitter eruption was the culmination of a growing set of grievances topped by Obama’s decision last week to have the U.S. abstain from a vote on a United Nations Security Council resolution declaring Israeli settlements in the West Bank illegal. The move allowed the measure to pass, infuriating Israeli Prime Minister Benjamin Netanyahu. Trump has promised to be friendlier to the U.S. ally, a theme he emphasized on Twitter Wednesday. “We cannot continue to let Israel be treated with such total disdain and disrespect,” Trump tweeted. “The beginning of the end was the horrible Iran deal, and now this (U.N.!) Stay strong, Israel, January 20th is fast approaching!
  • Here Are the Best and Worst Performing Assets of 2016. (video)
  • Pharma's Pricing Troubles Will Get Worse in 2017
Wall Street Journal:
Fox News:
  • Kerry defends US role in UN's Israel censure amid backlash. (video) A defiant Secretary of State John Kerry on Wednesday defended the U.S. decision allowing the United Nations to condemn Israeli settlements, while lashing out at the so-called “settler agenda” which he claimed is hurting prospects for peace – in a wide-ranging speech that inflamed tensions with Israel and drew a swift rebuke from the prime minister. During a farewell speech at the State Department, Kerry explained the U.N. decision in his most extensive terms yet. He said it was about preserving the two-state solution, which he called the only way to a “just and lasting peace.” “That future is now in jeopardy,” he warned.
CNBC:

Bear Radar

Style Underperformer:
  • Small-Cap Growth -1.2%
Sector Underperformers:
  • 1) Semis -1.7% 2) Alt Energy -1.7% 3) Homebuilders -1.2%
Stocks Falling on Unusual Volume: 
  • NVDA, IFN, CBI, YELP, FRED, ELF, CNXC, AMD, AMC, CIM, NRZ, SHG, WATT, PMT, WGO, BXMT, CAJ, AI, PI, CIT, ARI, PKX, MTN, KT and MNK
Stocks With Unusual Put Option Activity:
  • 1) BHI 2) NVDA 3) OIL 4) FEYE 5) ZNGA
Stocks With Most Negative News Mentions:
  • 1) ANTH 2) DAL 3) ITW 4) BBY 5) FC
Charts:

Bull Radar

Style Outperformer:
  • Large-Cap Growth -.8%
Sector Outperformers:
  • 1) Gold & Silver +.7% 2) Steel -.1% 3) Tobacco -.5%
Stocks Rising on Unusual Volume:
  • LIVE, KATE and ICPT
Stocks With Unusual Call Option Activity:
  • 1) CMG 2) LMT 3) HUM 4) AGN 5) HPE
Stocks With Most Positive News Mentions:
  • 1) MICT 2) OCRX 3) STZ 4) RAD 5) FBRC
Charts:

Morning Market Internals

NYSE Composite Index:

Tuesday, December 27, 2016

Wednesday Watch

Evening Headlines
Bloomberg:
Night Trading 
  • Asian equity indices are -.25% to +.75% on average.
  • Asia Ex-Japan Investment Grade CDS Index 113.25 -1.75 basis points.
  • Asia Pacific Sovereign CDS Index 37.25 +.25 basis point.
  • Bloomberg Emerging Markets Currency Index 69.63 +.02%
  • S&P 500 futures +.11%. 
  • NASDAQ 100 futures +.18%.
Morning Preview Links

Earnings of Note
Company/Estimate

  • None of note
Economic Releases
10:00 am EST
  • Pending Home Sales MoM for November are estimated to rise +.5% versus a +.1% gain in October. 
Upcoming Splits 
  • None of note
Other Potential Market Movers
  • The UK mortgage approvals report and the $34B 5Y T-Note auction 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 modestly higher and to weaken into the afternoon, finishing mixed. The Portfolio is 50% net long heading into the day.

Stocks Modestly Higher into Final Hour on US Economic Optimism, Oil Gain, Short-Covering, Metals & Mining/Homebuilding Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Higher
  • Sector Performance: Most Sectors Rising
  • Volume: Light
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 11.90 +4.0%
  • Euro/Yen Carry Return Index 128.28 +.31%
  • Emerging Markets Currency Volatility(VXY) 11.36 -.70%
  • S&P 500 Implied Correlation 48.01 -2.42%
  • ISE Sentiment Index 53.0 -48.54%
  • Total Put/Call 1.06 +23.26%
  • NYSE Arms .70 -16.8%
Credit Investor Angst:
  • North American Investment Grade CDS Index 66.33 -.88%
  • America Energy Sector High-Yield CDS Index 454.0 +.79%
  • European Financial Sector CDS Index 91.53 +.19%
  • Western Europe Sovereign Debt CDS Index 20.53 +.79%
  • Asia Pacific Sovereign Debt CDS Index 37.32 +.59%
  • Emerging Market CDS Index 243.86 -.49%
  • iBoxx Offshore RMB China Corporate High Yield Index 132.94 -.26%
  • 2-Year Swap Spread 28.25 -1.75 basis points
  • TED Spread 46.0 -3.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -66.25 -4.0 basis points
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 69.61 -.05%
  • 3-Month T-Bill Yield .51% unch.
  • Yield Curve 133.0 -1.0 basis point
  • China Import Iron Ore Spot $79.42/Metric Tonne +1.64%
  • Citi US Economic Surprise Index 24.50 -1.1 points
  • Citi Eurozone Economic Surprise Index 46.0 -8.5 basis points
  • Citi Emerging Markets Economic Surprise Index 10.40 +.5 point
  • 10-Year TIPS Spread 2.01% +1.0 basis point
  • 33.3% chance of Fed rate hike at March 15 meeting, 43.7% chance at May 3 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating +47 open in Japan 
  • China A50 Futures: Indicating +3 open in China
  • DAX Futures: Indicating +1 open in Germany
Portfolio: 
  • Slightly Higher: On gains in my tech/retail sector longs 
  • Disclosed Trades: None
  • Market Exposure: 50% Net Long