Sunday, July 10, 2022

Monday Watch

Today's Headlines

Bloomberg:              
Wall Street Journal:
Fox News:
CNBC:
Zero Hedge:
MarketWatch.com:              
NewsMax:    
TheGatewayPundit.com:
The Epoch Times:
OpenVAERS:
SKirsch.com:
Covid-19(Data, Maps, Graphs):
Night Trading
  • Asian indices are -.25% to +.75% on average.
  • Asia Ex-Japan Investment Grade CDS Index 148.75 -2.75 basis points.
  • China Sovereign CDS 80.0 -1.75 basis points.
  • Bloomberg Emerging Markets Currency Index 49.0 -.02%.
  • Bloomberg Global Risk-On/Risk Off Index 4,741.0 +101.0 points.
  • Volatility Index(VIX) futures 27.6 +.6%. 
  • Euro Stoxx 50 futures n/a.
  • S&P 500 futures -.28%.
  • NASDAQ 100 futures -.44%.

Earnings of Note
Company/Estimate

Before the Open:
  • (AZZ)/1.01
  • (GBX)/.59
After the Close:
  • (PEP)/1.74
  • (PSMT)/.82
Economic Releases
  • None of note
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Japan PPI report and the 3Y T-Note auction could also impact trading today.
US Equity Market Hours
  • 9:30 am - 4:00 pm EST
BOTTOM LINE: Asian indices are mostly higher, boosted by industrial and consumer 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 week.

Saturday, July 09, 2022

Today's Headlines

Bloomberg:

Wall Street Journal:
Barron's:
  • Had bullish commentary on (JNJ), (CL) and (WSO).

Fox News:  

CNBC:
Zero Hedge:
MarketWatch.com:        
TheGatewayPundit.com:
OpenVAERS:
SKirsch.com:
Covid-19(Data, Maps, Graphs):

Friday, July 08, 2022

Evening Headlines

Bloomberg:   

Wall Street Journal:

Fox News:  

CNBC:
Zero Hedge:
MarketWatch.com:         
NewsMax:
TheGatewayPundit.com:
OpenVAERS:
SKirsch.com:
Covid-19(Data, Maps, Graphs):

Stocks Slightly Lower into Close on Rising Long-Term Rates, Increasing Fed Rate-Hike Odds, Technical Selling, Consumer Discretionary/Road & Rail Sector Weakness

Broad Equity Market Tone:

  • Advance/Decline Line: Slightly Higher
  • Sector Performance:  Mixed
  • Volume:  Below Average
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • Volatility(VIX) 24.7 -5.2%
  • DJIA Intraday % Swing .95% unch.
  • Bloomberg Global Risk On/Risk Off Index 4,644.0 +238.0 points
  • Euro/Yen Carry Return Index 142.47 +.25%
  • Emerging Markets Currency Volatility(VXY) 12.1 -1.0%
  • CBOE S&P 500 Implied Correlation Index 45.7 -3.6% 
  • ISE Sentiment Index 109.0 +6.0 points
  • Total Put/Call .93 +14.8%
  • NYSE Arms .85 +80.9%
Credit Investor Angst:
  • North American Investment Grade CDS Index 90.4 -3.3%
  • US Energy High-Yield OAS 506.94 -2.76%
  • Bloomberg TRACE # Distressed Bonds Traded 494.0 -2.0
  • European Financial Sector CDS Index 128.22 -.47%
  • Italian/German 10Y Yld Spread 194.0 basis points -5.0 basis points
  • Asia Ex-Japan Investment Grade CDS Index 149.58 -1.2%
  • Emerging Market CDS Index 344.44 +1.7%
  • China Corp. High-Yield Bond USD ETF(KHYB) 26.8 -.22%
  • Ukraine Sovereign Debt Credit Default Swap 13,737.6 +21.0%
  • 2-Year Swap Spread 29.0 basis points +1.25 basis points
  • TED Spread 55.75 basis points +3.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -17.25 basis points +1.25 basis points
  • MBS  5/10 Treasury Spread  140.75 -.25 basis point
  • iShares CMBS ETF 47.75 -.02%
  • Avg. Auto ABS OAS .98 +2.0 basis points
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 49.0 -.10%
  • 3-Month T-Bill Yield 1.89% -1.0 basis point
  • Yield Curve -2.5 basis points (2s/10s) +1.5 basis points
  • China Iron Ore Spot 110.80 USD/Metric Tonne -2.3%
  • Citi US Economic Surprise Index -56.7 +7.6 points
  • Citi Eurozone Economic Surprise Index -40.3 -.9 point
  • Citi Emerging Markets Economic Surprise Index 29.0 -1.9 points
  • 10-Year TIPS Spread 2.39 +5.0 basis points
  • Highest target rate probability for September 21st FOMC meeting: 66.9%(-12.7 percentage points) chance of 2.75%-3.0%. Highest target rate probability for November 2nd meeting: 49.1%(+6.4 percentage points) chance of 3.25%-3.5%.
US Covid-19:
  • 231 new infections/100K people(last 7 days total). 14.0%(+1.0 percentage point) of 1/14 peak +0/100K people from prior report.
  • New Covid-19 patient hospital admissions per 100K population -75.8%(+.8 percentage point) from peak 7-day avg. of 1/9/21 - 1/15/22
Overseas Futures:
  • Nikkei 225 Futures: Indicating +308 open in Japan 
  • China A50 Futures: Indicating -45 open in China
  • DAX Futures: Indicating -45 open in Germany
Portfolio:
  • Higher:  On gains in my in my tech/commodity sector longs and emerging market shorts
  • Disclosed Trades:  None
  • Market Exposure:  50% Net Long