Wednesday, September 27, 2017

Thursday Watch

Evening Headlines
Bloomberg:
  • China's Great Wealth Transfer Falls to Reluctant Heirs. Liu Chang, the daughter of a billionaire industrialist, went to boarding school in the U.S., traveled the world, and married a hip Chinese film director. Next move in her charmed life: Running one of China’s largest pig feed and dairy companies. “With my background, I am almost an outsider to the family business. Once I step in, I can bring new perspectives, new thoughts, fresh ideas,” says the 37-year-old, now being groomed to take over New Hope Group, the $15 billion agribusiness company founded by her father, 66-year-old Liu Yonghao.
  • Bonds Slide as Dollar Climbs on Tax Plan, Economy. Australian bonds joined a global sell-off and Treasury yields reached the highest levels in two months as investors raised their expectations for the Federal Reserve to raise rates one more time this year despite some of Chair Janet Yellen’s colleagues continuing to push back at her contention more hikes are on the way. Bitcoin extended its rally this week to 15 percent as Morgan Stanley CEO James Gorman said it’s "certainly something more than just a fad." Japan’s Topix index advanced 0.4 percent as of 9:15 a.m. Tokyo time. Australia’s S&P/ASX 200 Index gained 0.3 percent, while South Korea’s Kospi index was 0.2 percent lower. Hang Seng Index futures slid 0.5 percent.
  • Fed's Rosengren Says `Regular and Gradual' Tightening Warranted. Federal Reserve Bank of Boston President Eric Rosengren said the central bank should raise rates in a “regular and gradual” way despite low inflation, because weak price pressures appear temporary and a tight labor market risks overheating the economy. “Appropriate risk mitigation would argue for continued gradual removal of monetary accommodation, even though we are currently below the inflation target,” Rosengren said in prepared remarks for a speech Wednesday in New York. “I believe policy makers should not overreact to low current inflation readings that are widely expected to be temporary.”
  • Stocks Catch Tax Cut Fever. (video) As they have done repeatedly, investors used the public unveiling of details on Donald Trump’s tax overhaul as an occasion to celebrate in the stock market. Whether Wednesday’s plan ends up being a net positive for equities is something they’ll worry about later.
Wall Street Journal:
Fox News:
  • Fox News Poll: Fifty-five percent of voters in the latest Fox News poll see kneeling during the national anthem as an inappropriate form of protest.
CNBC:
Zero Hedge:
Business Insider: 
Night Trading 
  • Asian equity indices are -.25% to +.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 83.0 +1.0 basis point
  • Asia Pacific Sovereign CDS Index 17.25 +.75 basis point.
  • Bloomberg Emerging Markets Currency Index 73.41 -.08%.
  • S&P 500 futures -.07%.
  • NASDAQ 100 futures -.05%.
Morning Preview Links

Earnings of Note
Company/Estimate

  • (ACN)/1.46
  • (ANGO)/.16
  • (BBRY)/.00
  • (CAG)/.40
  • (MKC)/1.06
  • (RAD)/-.01 
  • (MTN)/-1.85
  • (KBH)/.47
Economic Releases 
8:30 am EST
  • 2Q GDP is estimated to rise +3.0% versus a prior estimate of a +3.0% gain.
  • 2Q Personal Consumption is estimated to rise +3.3% versus a prior estimate of a +3.3%.
  • The GDP Price Index is estimated to rise +1.0% versus a prior estimate of a +1.0% gain.
  • The Core PCE is estimated to rise +.9% versus a prior estimate of a +.9% gain.
  • Initial Jobless Claims for last week are estimated to rise to 270K versus 259K the prior week.
  • Continuing Claims are estimated to rise to 1993K versus 1980K prior.
  • Advance Goods Trade Balance for August is estimated at -$65.1B versus -$63.9B in July.
  • Wholesale Inventories MoM for August are estimated to rise +.4% versus a +.6% gain in July.
11:00 am EST
  • The Kansas City Fed Manufacturing Activity for September is estimated to fall to 15.0 versus 16.0 in August.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's George speaking, German CPI report, $28B 7Y T-Note auction, weekly Bloomberg Consumer Comfort Index, weekly EIA natural gas inventory report, Sidoti Conference, B. Riley Consumer Conference, JPMorgan Investor Forum, (AFL) analyst briefing and the (AAL) investor day could also impact trading today.
BOTTOM LINE:  Asian indices are mostly higher, boosted by industrial 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 100% net long heading into the day.

Stocks Surging into Final Hour on Tax/Healthcare Reform Hopes, Economic Optimism, Yen Weakness, Tech/Financial Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Higher
  • Sector Performance: Almost Every Sector Rising
  • Volume: Around Average
  • Market Leading Stocks: Outperforming
Equity Investor Angst:
  • Volatility(VIX) 9.69 -4.7%
  • Euro/Yen Carry Return Index 138.15 +.15%
  • Emerging Markets Currency Volatility(VXY) 8.27 +2.35%
  • S&P 500 Implied Correlation 22.47 -3.51%
  • ISE Sentiment Index 110.0 +4.76%
  • Total Put/Call .80 -15.79%
  • NYSE Arms .91 -25.49%
Credit Investor Angst:
  • North American Investment Grade CDS Index 57.63 -2.16%
  • America Energy Sector High-Yield CDS Index 417.0 -3.55%
  • European Financial Sector CDS Index 59.57 -1.46%
  • Western Europe Sovereign Debt CDS Index 4.98 -2.74%
  • Asia Pacific Sovereign Debt CDS Index 17.13 +3.79%
  • Emerging Market CDS Index 189.69 +.12%
  • iBoxx Offshore RMB China Corporate High Yield Index 141.99 +.08%
  • 2-Year Swap Spread 25.25 -1.5 basis points
  • TED Spread 26.75 -2.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -32.75 -.5 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 73.50 -.59%
  • 3-Month T-Bill Yield 1.05% unch.
  • Yield Curve 83.0 +3.0 basis points
  • China Import Iron Ore Spot $64.15/Metric Tonne -1.23%
  • Citi US Economic Surprise Index -9.30 +3.8 points
  • Citi Eurozone Economic Surprise Index 45.70 +8.0 points
  • Citi Emerging Markets Economic Surprise Index 13.80 -.8 basis point
  • 10-Year TIPS Spread 1.87 +2.0 basis points
  • 73.4% chance of Fed rate hike at Dec. 13 meeting, 74.4% chance at Jan. 31 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating +163 open in Japan 
  • China A50 Futures: Indicating +28 open in China
  • DAX Futures: Indicating +24 open in Germany
Portfolio: 
  • Higher: On gains in my retail/tech/biotech sector longs and emerging markets shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges
  • Market Exposure: Moved to 100% Net Long

Today's Headlines

Bloomberg:
  • S&P Warns of Correction as Asia Bond Spreads Hit Decade Low. The trend of falling premiums on Asian bonds amid abundant liquidity may not last for long, as global monetary stimulus will inevitably fade, according to S&P Global Ratings. “A significant correction in prices of assets such as bonds, equity, and real property, is likely,” the ratings firm said in a note dated Sept. 26. “Abundant liquidity and steady yields have desensitized markets to tail risks, which could shock markets if they were to occur.”
  • Iraqi Kurds Choose Independence in Face of Regional Backlash. Iraqi Kurds voted overwhelmingly in favor of independence, risking retaliation from neighbors as well as the government in Baghdad who have pledged to do whatever it takes to prevent secession. Almost 93 percent of 3.3 million eligible ballots backed statehood, the Kurdistan High Election Committee said in a press conference in Erbil on Wednesday. Results will be considered final after approval from Kurdistan’s Court of Appeal, according to a report by the Kurdish Rudaw news service.
  • Your Evening Briefing.
  • Trump Tax Cut Odds Start to Make Waves Again in the Stock Market. (video) Amid FANG flu and another trash rally, a trade tied to Donald Trump has come quietly back into vogue with U.S. equity investors. It’s buying stocks seen benefiting the most from the president’s promised tax cuts. A Goldman Sachs basket of companies that pay the highest rates just beat the market for a fifth straight day.
  • JPMorgan(JPM) Suggests Bet Against CBS(CBS) Amid NFL Anthem Controversy. JPMorgan Chase & Co.’s Shawn Quigg is encouraging investors to bet against CBS Corp.stock ahead of this weekend’s NFL broadcasts. The bank recommends buying an option that gives you the right to sell the shares at $57.50 on the likelihood that the stock will fall below that price after the company discloses ratings for the games. CBS closed at $58 on Tuesday.
Wall Street Journal:
MarketWatch.com:

Bear Radar

Style Underperformer:
  • Mid-Cap Value +.3%
Sector Underperformers:
  • 1) Utilities -1.1% 2) Gold & Silver -1.0% 3) REITs -.8%
Stocks Falling on Unusual Volume: 
  • VERI, ASND, SYRS, EVTC, BPOP, REGI, TTS, DAR, AWR, WTTR, WOR, SCG, RLGY and ITCI
Stocks With Unusual Put Option Activity:
  • 1) GGP 2) RAD 3) SCHW 4) NKE 5) TWX
Stocks With Most Negative News Mentions:
  • 1) VERI 2) KRNT 3) TTS 4) SCG 5) GAR
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Growth +1.8%
Sector Outperformers:
  • 1) Disk Drives +2.6% 2) Banks +2.1% 3) Semis +1.8%
Stocks Rising on Unusual Volume:
  • AAAP, CTLT, OSTK, KEM, BOLD, CTAS, SIX, MU, EFX, LCI, SELB, HUBS, IAC, TWLO, BGNE, EVH, COWN, IBP, GNBC, DB, CTB, RGNX, ATSG, HOMB, JBL, OSTK, SPPI, KEM, AMBA, WRD, ADTN and LTXB
Stocks With Unusual Call Option Activity:
  • 1) RF 2) TRXC 3) C 4) FAST 5) MU
Stocks With Most Positive News Mentions:
  • 1) IMNP 2) HUBS 3) MARK 4) MU 5) LITE
Charts: