Monday, January 23, 2017

Tuesday Watch

Evening Headlines
Bloomberg:
  • Chinese Are Celebrating Lunar New Year by Escaping China. Shi Ying won’t be making the traditional pilgrimage back to Shanghai to celebrate the Lunar New Year holiday with her extended family. Instead, they’re all going to Japan for shopping and sightseeing. That new custom lets her family bypass the mobs, clogged roads and subways, lousy customer services -- and boredom -- that can mark holidays at home. During the past few celebrations, Shi and her relatives left China for Singapore, Malaysia, Thailand and the U.S. “The last thing my parents want for the Chinese New Year is a cheerless holiday with the three of us staying home in Shanghai,” said Shi, 30, who works for a non-governmental organization in Beijing. “Going overseas during the Spring Festival costs about the same as going to some domestic tourist spots.”
  • Top Goldman Forecaster Urges China to Tighten Monetary Policy. China should tighten monetary policy as signs of overheating emerge amid quickening inflation, according to the top-ranked forecaster for the nation’s economy. With policy makers torn between reining in price gains and stabilizing growth, corporate lending has become too cheap, said Song Yu, chief China economist at Beijing Gao Hua Securities Co. The real interest rate for companies -- the lending rate minus producer price increases -- has turned negative for the first time since 2011 as the People’s Bank of China kept its benchmark lending rate at a record low and the economy snapped out of a deflationary funk.
  • Death Cross for Biggest Emerging Markets ETF. (video)
  • Samsung Embarks on Share Buyback as Chips Fuel Higher Profit. Samsung Electronics Co.’s profit more than doubled in the last three months of 2016 on robust semiconductor sales and a recovery in its mobile business, giving it enough stamina to buy back 9.3 trillion won ($8 billion) of its own shares. Net income rose to 6.92 trillion won in the December quarter, largely buoyed by rising prices for memory chips and TV screens, the Suwon, South Korea-based company said in a statement Tuesday. Growth in demand for smartphone displays coupled with a weaker Korean won also lifted its component businesses. The repurchased shares, part of a shareholder return program unveiled in November, will be canceled, the company said.
  • Japan Shares Fall on Yen Gain, Dollar Pares Drop. Japanese shares fell for a second day after the yen touched the highest since November while Treasuries held gains that had been spurred when President Donald Trump targeted reworking America’s trade relationships. The dollar pared declines that had come after Treasury Secretary nominee Steven Mnuchin commented on currency strength. The Topix Index fell 0.4 percent as of 9:46 a.m. in Tokyo, while equities advanced in Australia. Futures on the S&P 500 Index were little changed after the benchmark declined Monday, when European shares fell to the lowest level of 2017. Gold retreated after touching the highest since November and 10-year Australian yields fell a second day. The MSCI Asia-Pacific Index was little changed.
  • OPEC Helps Cheap U.S. Oil Find Its Way to Group’s Top Customers. Add Southern Green Canyon and Mars Blend to the growing list of American crude that’s challenging OPEC’s dominance in the world’s biggest oil market. Cargoes of the two varieties produced in the Gulf of Mexico, which are heavier and more sulfurous than supply from U.S. shale fields, are poised to flow into Asia as they turn cheaper relative to similar-quality crudes from nations such as Saudi Arabia and Oman. The deal between producers worldwide to cut output and ease a glut is boosting the cost of Middle East supplies, priced against the Dubai benchmark, because most of the reductions are coming from the region. Meanwhile, U.S. marker West Texas Intermediate is turning relatively weaker as a rebound in global crude prices from the worst crash in a generation is spurring more American rigs into action. Shale oil that was already cheap enough to sail to Asia is now being joined by cargoes from more traditional fields.
  • Inside the Mind of Mnuchin: Too-Strong Dollar May Hurt Economy. (video) U.S. Treasury Secretary nominee Steven Mnuchin said an “excessively strong dollar” could have a negative short-term effect on the economy. “The strength of the dollar has historically been tied to the strength of the U.S. economy and the faith that investors have in doing business in America,” Mnuchin said in a written response to a senator’s question about the implications of a hypothetical 25 percent dollar rise. “From time to time, an excessively strong dollar may have negative short-term implications on the economy.”
  • Wells Fargo(WFC) Levied Fees on Mortgages It Delayed, ProPublica Says. Wells Fargo & Co. charged some homebuyers fees to extend promised interest rates when the bank failed to process their mortgage applications on time, ProPublica reported, citing four former employees from the Los Angeles area. The practice, apparently limited to that region, broke with the company’s policy of eating the fees when it was at fault for delays, the publication said. They typically amount to about $1,000 to $1,500 if deadlines are missed and interest rates have increased, it said.
  • Celgene's(CELG) Hugin: Drug Prices Should Be Fair. (video)
  • Alphabet(GOOGL) Gets Robotics Pioneer Back After Her Stint With Apple(AAPL). Alphabet Inc. re-hired Yoky Matsuoka to oversee technology at its Nest Labs Inc. smart home unit, snapping up the robotics and artificial intelligence expert after she recently left Apple Inc.
Wall Street Journal:
Zero Hedge:
Busines Insider:
Telegraph:
Night Trading 
  • Asian equity indices are -.25% to +.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 114.25 -.25 basis point.
  • Asia Pacific Sovereign CDS Index 34.0 -.5 basis point.
  • Bloomberg Emerging Markets Currency Index 70.58 +.06%
  • S&P 500 futures -.02%. 
  • NASDAQ 100 futures -.01%.
Morning Preview Links

Earnings of Note
Company/Estimate

  • (MMM)/1.87
  • (AKS)/.07
  • (BABA)/1.13
  • (ATI)/-.12
  • (GLW)/.44
  • (DHI)/.48
  • (DD)/.42
  • (FITB)/.44
  • (JNJ)/1.56
  • (KMB)/1.41
  • (LMT)/3.04
  • (PII)/1.17
  • (SAP)/1.41
  • (TRV)/2.81
  • (VZ)/.89
  • (AA)/.24
  • (COF)/1.59
  • (CREE)/.13
  • (ISRG)/5.99
  • (STX)/1.08
  • (STLD)/.42
  • (SYK)/1.76
  • (TXN)/.86 
Economic Releases 
9:45 am EST
  • The Preliminary Markit US Manufacturing PMI for January is estimated to rise to 54.5 versus 54.3 in December.
10:00 am EST
  • Existing Home Sales for December are estimated to fall to 5.51m versus 5.61m in November.
  • The Richmond Fed Manufacturing Index for January is estimated to fall to 7.0 versus 8.0 in December.  
Upcoming Splits
  • (OTEX) 2-for-1
Other Potential Market Movers
  • The Australia CPI report, Eurozone PMI report, $26B 2Y T-Note auction and the weekly US retail sales reports 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 rally into the afternoon, finishing modestly higher. The Portfolio is 50% net long heading into the day.

Stocks Modestly Lower into Final Hour on Protectionism Fears, Yen Strength, Oil Decline, Energy/Airline Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Lower
  • Sector Performance: Mixed
  • Volume: Below Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 12.07 +4.59%
  • Euro/Yen Carry Return Index 126.85 -.98%
  • Emerging Markets Currency Volatility(VXY) 10.94 -.73%
  • S&P 500 Implied Correlation 48.03 -4.39%
  • ISE Sentiment Index 75.0 -2.6%
  • Total Put/Call .99 unch.
  • NYSE Arms 1.58 +99.29%
Credit Investor Angst:
  • North American Investment Grade CDS Index 66.61 +1.14%
  • America Energy Sector High-Yield CDS Index 472.0 +9.99%
  • European Financial Sector CDS Index 87.14 +1.44%
  • Western Europe Sovereign Debt CDS Index 18.82 -8.37%
  • Asia Pacific Sovereign Debt CDS Index 33.94 -1.32%
  • Emerging Market CDS Index 237.52 -.40%
  • iBoxx Offshore RMB China Corporate High Yield Index 133.21 +.11%
  • 2-Year Swap Spread 33.25 +.75 basis point
  • TED Spread 55.0 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -40.0 +.5 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 70.49 +.32%
  • 3-Month T-Bill Yield .48% -1.0 basis point
  • Yield Curve 126.0 -2.0 basis points
  • China Import Iron Ore Spot $81.13/Metric Tonne +.90%
  • Citi US Economic Surprise Index 34.20 -1.4 points
  • Citi Eurozone Economic Surprise Index 57.90 -5.6 basis points
  • Citi Emerging Markets Economic Surprise Index 37.30 -1.2 points
  • 10-Year TIPS Spread 2.02 -2.0 basis points
  • 29.6% chance of Fed rate hike at March 15 meeting, 45.2% chance at May 3 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating +7 open in Japan 
  • China A50 Futures: Indicating +26 open in China
  • DAX Futures: Indicating +13 open in Germany
Portfolio: 
  • Lower: On losses in my in my retail/biotech sector longs and emerging markets shorts
  • Disclosed Trades: None
  • Market Exposure: 50% Net Long

Today's Headlines

Bloomberg:
  • China Stock Trading Most Muted Since 1992 as State Tightens Grip. Chinese stocks haven’t been so subdued since 1992 as government efforts to maintain stability as well as tightening liquidity deter traders. A gauge of 90-day volatility on the Shanghai Composite Index fell to a 24-year low at the end of December and has barely budged since, while turnover on the nation’s equity exchanges slumped to the lowest in two years last week. The benchmark measure added 0.4 percent to 3,136.78 at the close. China’s markets will be shut for a week-long holiday from Friday.
  • Russia Wrests Crown of Top China Oil Supplier From Saudi Arabia. Russia overtook Saudi Arabia as China’s top oil supplier last year for the first time ever amid the ongoing battle for market share in the world’s biggest energy market. Russia boosted crude supply to the Asian nation by 24 percent from 2015 to 52.5 million metric tons, or 1.05 million barrels per day, according to data released Monday by the General Administration of Customs. The Middle Eastern kingdom became the second-biggest supplier, shipping 51 million tons, or 1.02 million barrels per day, little changed from a year earlier.
  • Mexican Peso Leads Emerging-Market Gains as Dollar Dips on Trump. (video) The MSCI Emerging Markets Currency Index advanced 0.4 percent to the highest level on a closing basis since Nov. 9, the day after the U.S. election.
  • European Stocks Slide to 3-Week Low as Trump Spurs Trade Angst. (video) European stocks declined, while volatility surged, as Donald Trump ordered the U.S. to withdraw from the Trans-Pacific Partnership trade deal. The Stoxx Europe 600 Index lost 0.4 percent at the close, after retreating as much as 0.7 percent. Banks and energy shares fell the most, while gains in miners tempered the benchmark’s declines. Trump also prepared to sign executive orders to renegotiate the North American Free Trade Agreement, according to an official familiar with the plans.
  • Aetna’s(AET) $37 Billion Humana Takeover Blocked by Judge.
  • Blue States Are Joining Forces in Court to Protect Obama's Legacy. Attorneys general from 16 states banded together to join a federal appeals court battle in defense of the 5 1/2-year-old Consumer Financial Protection Bureau, the latest sign of state-level Democrats combining resources to shield former President Barack Obama’s legacy.
Zero Hedge:

Bear Radar

Style Underperformer:
  • Large-Cap Value -.6%
Sector Underperformers:
  • 1) Oil Service -2.3% 2) Airlines -2.3% 3) Hospitals -1.6%
Stocks Falling on Unusual Volume: 
  • QCOM, BANC, FNSR, KRNT, TRGP, WBAI, WATT, SFM, AZO, EMES, TERP and HAL
Stocks With Unusual Put Option Activity:
  • 1) EPD 2) QCOM 3) RSX 4) RCII 5) DUST
Stocks With Most Negative News Mentions:
  • 1) RCII 2) HSTM 3) FNSR 4) AZO 5) QCOM
Charts: