Monday, June 05, 2017

Tuesday Watch

Evening Headlines
Bloomberg:
  • Russia and China Are Bulking Up in the U.S.’s Backyard. Putin and Xi are working to win over small, poor countries with promises of aid, military support, and investment, even as Trump scales back. As supplies of crude from its old ally Venezuela dwindled last year, Cuba began turning out the lights in government offices and shuttering oil refineries. Then, Havana turned to an old friend for help: Russia. In early May the Kremlin sent a tanker full of fuel across the Atlantic as part of a deal to keep the communist island running for three months. It was the first such shipment Cuba had received in years from its former benefactor, but it wasn’t the only sign Russia has returned to a region it had all but abandoned after the Cold War. Moscow is building a satellite-tracking station in Managua and considering reopening Soviet-era military bases in the region, as well as expanding economic ties and doling out aid in countries across Central America and the Caribbean. President Vladimir Putin has even offered to restore the Capitol building in Havana, which bears a striking resemblance to the one in Washington.
  • Chinese Banks Are Reshaping Asia's Sovereign Dollar-Bond Market. Chinese economic diplomacy is spurring a shake-up in the world of frontier-bond underwriting. When the tiny island nation of the Maldives prepared to make its dollar-debt debut last week, it looked beyond more veteran international arrangers to Bocom International Holdings Co., the securities arm of China’s fifth-biggest bank. The firm was sole lead on the $200 million, five-year bond, the latest in a slew of frontier-market dollar offerings this year.
  • What to Watch For on U.K. Election Night: An Hour-by-Hour Guide. The U.K.’s general election is actually 650 separate votes in 650 individual districts. Most seats won’t change hands, and the outcome of only about 100 will determine the final tally for Theresa May’s Conservatives and Jeremy Corbyn’s Labour Party. Last time round, it was the result from Nuneaton in the English Midlands at 1:50 a.m. that set the stage for David Cameron’s eventual victory -- not only did Ed Miliband’s Labour fail to take a must-win bellwether seat, the Tories actually increased their share of the vote. The projected declaration times here are from a list compiled by the Press Association newswire and they’re only estimates. If the result is close in any given district, a recount could delay the announcement.
  • Asian Stocks Slip Amid Cautious Tone; Oil Gains. Equity markets in Asia slipped in early trading, with investors opting for a note of caution following a stellar seven-week surge for global stocks. Oil resumed gains. Japanese and Australian shares declined after U.S. stocks posted small drops. American services and factory figures, along with first-quarter productivity and labor costs, stayed close to forecasts, indicating steady if unspectacular U.S. growth. Oil edged higher after sliding Monday as traders downplayed concerns that Qatar’s turmoil would hamper supply from the country. The yen and gold were steady. Japan’s Topix index fell 0.1 percent and Australia’s S&P/ASX 200 Index dropped 0.7 percent. South Korea is closed for a holiday.
  • For OPEC, Saudi-Qatar Crisis Is Just the Latest Family Squabble. (video) The diplomatic clash between Qatar and three Arab allies flared regional tensions and caused oil prices to jump. For OPEC, it’s likely to remain business as usual. Saudi Arabia and three other Arab countries severed most diplomatic and economic ties to Qatar to punish the nation for its links with Iran and Islamist groups. Although most of the countries involved are members of the Organization of Petroleum Exporting Countries, the stand-off is seen posing little threat to the group’s initiative to re-balanceworld oil markets by cutting production.
  • Drug Prices Become Target for FDA as Chief Expands Purview. The head of the U.S. Food and Drug Administration is considering using the agency’s powers to bring more price competition to the market for generic drugs, targeting high-priced products by prioritizing the approval of additional competing treatments. FDA Commissioner Scott Gottlieb said in an interview Monday that the agency is looking at how to push applications to the front of the line in cases where there are fewer than three competing generic manufacturers. The policy would target cases where there are few or no competing versions of drugs, which has led to high prices in some situations.
Wall Street Journal:
Night Trading 
  • Asian equity indices are -.5% to unch. on average.
  • Asia Ex-Japan Investment Grade CDS Index 87.25 -1.0 basis point. 
  • Asia Pacific Sovereign CDS Index 19.0 -.25 basis point.
  • Bloomberg Emerging Markets Currency Index 73.44 +.02%.
  • S&P 500 futures -.07%.
  • NASDAQ 100 futures -.07%.
Morning Preview Links

Earnings of Note
Company/Estimate

  • (FRED)/-.02
  • (GIII)/-.40
  • (HDS)/.66
  • (MIK)/.39
  • (LE)/-.22
  • (OXM)/1.04
Economic Releases 
10:00 am EST
  • JOLTS Job Openings for April are estimated to rise to 5750 versus 5743 in March.
Upcoming Splits
  • (DST) 2-for-1
Other Potential Market Movers
  • The Eurozone Retail Sales report, Eurozone Manufacturing PMI report, weekly US retail sales reports, RBC Global Energy Conference, Stephens Investor Conference, Goldman Lodging/Gaming/Restaurant/Leisure Conference and the Jefferies Healthcare Conference, Baird Consumer/Tech/Services Conference, BofA Merrill Tech Conference, CSFB Energy Conference, Wells Fargo Financial Services Investor Forum, (GM) Annual Meeting, (FCX) Annual Meeting, (NBR) Annual Meeting and the (FAST) May Sales Report could also impact trading today.
BOTTOM LINE:  Asian indices are mostly lower, weighed down by commodity and industrial shares in the region. I expect US stocks to open modestly lower and to rally into the afternoon, finishing mixed.  The Portfolio is 75% net long heading into the day.

Stocks Slightly Lower into Final Hour on Terrorism Fears, Oil Decline, Profit-Taking, Defense/Hospital Sector Weakness

Broad Equity Market Tone:
  • Advance/Decline Line: Lower
  • Sector Performance: Mixed
  • Volume: Light
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 9.68 -.72%
  • Euro/Yen Carry Return Index 129.77 -.22%
  • Emerging Markets Currency Volatility(VXY) 8.03 -1.95%
  • S&P 500 Implied Correlation 38.81 +5.92%
  • ISE Sentiment Index 64.0 -33.33%
  • Total Put/Call .71 -11.25%
  • NYSE Arms .79 -51.91%
Credit Investor Angst:
  • North American Investment Grade CDS Index 59.95 -.15%
  • America Energy Sector High-Yield CDS Index 382.0 +2.18%
  • European Financial Sector CDS Index 71.0 +1.23%
  • Western Europe Sovereign Debt CDS Index 8.29 +2.16%
  • Asia Pacific Sovereign Debt CDS Index 18.01 -.39%
  • Emerging Market CDS Index 190.16 -.84%
  • iBoxx Offshore RMB China Corporate High Yield Index 138.71 +.03%
  • 2-Year Swap Spread 21.5 -1.0 basis point
  • TED Spread 24.75 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -31.75 -.5 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 73.44 +.12%
  • 3-Month T-Bill Yield .97% unch.
  • Yield Curve 88.0 unch.
  • China Import Iron Ore Spot $55.90/Metric Tonne -3.27%
  • Citi US Economic Surprise Index -44.70 -3.8 points
  • Citi Eurozone Economic Surprise Index 43.50 +.1 point
  • Citi Emerging Markets Economic Surprise Index 11.50 +.8 point
  • 10-Year TIPS Spread 1.82 unch.
  • 94.1% chance of Fed rate hike at July 26 meeting, 95.8% chance at Sept. 20 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating -5 open in Japan 
  • China A50 Futures: Indicating +2 open in China
  • DAX Futures: Indicating n/a open in Germany
Portfolio: 
  • Slightly Lower: On losses in my biotech sector longs 
  • Disclosed Trades: None
  • Market Exposure: 75% Net Long

Today's Headlines

Bloomberg:
  • Gulf Spat Threatens to Put Brakes on Qatar's $335 Billion Empire. (video) The windfall from being the world’s largest exporter of liquefied natural gas has allowed Qatar to amass about $335 billion of investments around the world through its sovereign wealth fund. Now, a diplomatic spat with neighboring countries threatens to hamper the Qatar Investment Authority’s ability to continue making headline-grabbing global deals. Saudi Arabia and three other Arab countries cut off most diplomatic and economic tiesto Qatar Monday in an unprecedented move designed to punish one of the region’s financial superpowers for its ties with Iran and Islamist groups.
  • European Stocks Decline as Qatar Crisis Jolts Energy Sector. (video) European stocks fell, with shares in energy companies extending Friday’s loss after Saudi Arabia and three other Arab countries cut off most diplomatic and economic ties to gas-rich Qatar. The Stoxx Europe 600 Index slid 0.1 percent at the close, halting a two-session gain. Markets are closed for a public holiday in a number of European countries including Germany, Switzerland, Norway, Denmark, Austria, Greece and Ireland.
  • Junk Bonds Couldn't Care Less About Stock Market's Alarm Bells. (video) Stop talking about the Trump trade dying. Cease the chatter about FAANG stocks booming. This year’s all about balance sheet risk. Amid rising interest rates and growing corporate leverage, investors have cast aside debt-riddled companies in favor of cash-rich businesses, which include the FAANG stocks -- Facebook Inc., Amazon.com Inc., Apple Inc., Netflix Inc. and Google parent Alphabet Inc, according to an analysis by Societe Generale SA. 
Wall Street Journal:
Zero Hedge: 

Bear Radar

Style Underperformer:
  • Small-Cap Growth -.3%
Sector Underperformers:
  • 1) Hospitals -1.6% 2) Homebuilders -.9% 3) Defense -.7%
Stocks Falling on Unusual Volume: 
  • BOX, MNK, HLF, JUNO, JKS, BWLD, GLYC, NLNK, INSY, BMY, BPMC, INCY, VMW and TGTX
Stocks With Unusual Put Option Activity:
  • 1) MNK 2) URBN 3) TPX 4) HAIN 5) YUM
Stocks With Most Negative News Mentions:
  • 1) INSY 2) VEEV 3) SNAP 4) HLF 5) ECYT
Charts: