Wednesday, December 07, 2011

Wednesday Watch


Evening Headlines

Bloomb
erg:
  • French-German Plan Gets Geithner Backing. A German-French push for closer economic ties in Europe won the backing of U.S. Treasury Secretary Timothy F. Geithner, who urged governments to work with central banks to erect a “stronger firewall” to end the debt crisis. Geithner, speaking in Berlin yesterday after talks with German Finance Minister Wolfgang Schaeuble, praised the commitment to fiscal programs put in place by new governments in Spain, Italy and Greece, and said he was “very encouraged” by recent efforts to buttress the euro area. He welcomed “progress toward a fiscal compact for the euro zone,” echoing language used last week by European Central Bank President Mario Draghi. Geithner’s comments backing German Chancellor Angela Merkel and French President Nicolas Sarkozy were more upbeat than his recent remarks urging Europe to move faster. In a September trip to Europe, Geithner asked leaders to set aside their differences to excise “catastrophic risks” from markets, prompting European criticism of U.S. debt levels.
  • Germany Says Private-Sector Role in Stemming Crisis Ensured by IMF Rules. Germany rejected comments by French Prime Minister Francois Fillon that Chancellor Angela Merkel agreed to drop demands on investors to accept losses in any sovereign default, saying that International Monetary Fund rules will ensure private-sector involvement. “We only made it clear that the kind of PSI you had with Greece is an extreme case that won’t be repeated,” Steffen Seibert, Merkel’s chief spokesman, said by text message late yesterday. So-called collective action clauses “will stay, so the investors will only encounter risks in Europe that they already know from everywhere else in the world.”
  • Saudi Arabia's Crude Production Rises to Highest Level in 30 Years. Saudi Arabia, the world’s biggest crude exporter, boosted output last month to the most in more than three decades to meet customer demand. “We produced 10 million and 40 barrels in November because that’s what the customers wanted,” Ali al-Naimi said in an interview in Durban, South Africa, where he is attending a climate conference. That’s the highest level since at least 1980, according to data from the U.S. Energy Department. The desert nation pumped 9.4 million barrels a day in October, al- Naimi said on Nov. 20. Saudi Arabia, the largest and most influential member of the Organization of Petroleum Exporting Countries, will meet with other members of the group on Dec. 14 in Vienna to set output targets for early 2012.
  • Libyan Leaders Impose Lockdown in Tripoli and Demand Weapons. Tripoli was placed under a security lockdown as the governing National Transitional Council sought to impose control over local militias and demanded that residents give up their weapons by the end of the month. Side streets were closed and armed security units set up checkpoints on main roads in the Libyan capital in the most extensive security operation in the city since Muammar Qaddafi was toppled and Tripoli fell to revolutionary forces in August. Prime Minister Abdurrahim el-Keib said in a statement he ordered armed military units to impose the lockdown. Citizens have complained that the militias, many from outside the city, lack discipline and have engaged in skirmishes with residents and nightly shooting in the streets. Tripoli residents have until Dec. 31 to hand in firearms, and non-Tripoli militias must leave the city by Dec. 20, the National Transitional Council said in a statement yesterday. “The people demand safety provided by legitimate government enforcement bodies, and it is our duty to respond,” Razzak Abuhajar, the head of Tripoli’s city council, said in a statement. “These plans, coordinated by the government and the people of Tripoli, reflect a necessary step in the city’s transitional process.”
  • Citigroup(C) Plans to Cut 4,500 Jobs, Take $400 Million Charge. Citigroup Inc. Chief Executive Officer Vikram Pandit will cut about 4,500 jobs in coming quarters as he seeks to trim costs amid slumping revenue. Citigroup will take a charge of about $400 million in the fourth quarter tied to the reductions, including severance, Pandit, 54, said today during an investor conference in New York. Citigroup, the third-biggest U.S. lender by assets, employed about 267,000 people as of Sept. 30, according to a quarterly filing. Pandit is cutting staff as the European sovereign-debt crisis persists and banks prepare for regulations on minimum capital levels to take effect, threatening revenue from trading and investment banking. Citigroup said in September it would limit hiring to “critical” jobs to control costs. “The 4,500 is a drop in the bucket for them, particularly when you consider how big they are and their global scope,” Nancy Bush, an analyst at SNL Financial, a bank-research firm in Charlottesville, Virginia, said in a phone interview. “I’d be suspicious that this may be the tip of the iceberg.”
  • Cesium in Baby Mild Shows Risk for Japan Food. Radioactive cesium was found in milk powder in Japan made by a Meiji Holdings Co. unit, causing the shares to fall the most in eight months and raising concern that nuclear radiation is contaminating baby food.
Wall Street Journal:
  • Spain Weighing a Fast, Costly Cleanup of Banks. Spain's incoming prime minister, intent on curing the country's ailing banking sector, is considering cleanup plans that could dwarf the cost of previous efforts, including the creation of a state-funded "bad bank" to acquire toxic assets or a move to force banks to dramatically boost loan-loss reserves, people close to the situation say.
  • U.S. General Seeks Pause in Afghan Pullout. The top military commander in Afghanistan is privately recommending staving off new U.S. troop reductions until 2014, a position that could put him at odds with a White House eager to wind down the 10-year-old war. Gen. John Allen, who commands U.S. and North Atlantic Treaty Organization forces in Afghanistan, has shared his thinking with visiting congressional officials and other delegations in a series of recent closed-door briefings in Kabul, according to participants and other officials.
  • Obama Take Populist Swing. President Says GOP Policies Threaten Middle Class; Republicans Blame Him. Adopting a sharply partisan and populist tone, President Barack Obama on Tuesday painted a picture of the American middle class under siege from wealthy interests, drawing an explicit comparison to the industrial monopolies of an earlier era. In a gamble, Mr. Obama largely put aside optimism about the U.S., a tone he struck at his State of the Union address in January, and instead worked to embrace the anger and skepticism emanating from much of the electorate.
  • The Two Left Coasts. Cuomo and Brown decide to 'occupy' taxpayers.
  • Obama and the Hezbollah Terrorist. Call it the triumph of ideology over national interest and honor. Having dithered for nearly three years, the Obama administration has only a few weeks to bring to justice a Hezbollah terrorist who slaughtered five U.S. soldiers in Iraq in 2007. Unfortunately, it appears more likely that Ali Musa Daqduq will instead be transferred to Iran, to a hero's welcome.
MarketWatch:
  • NYC Weighs Change in Hedge Funds Tax. New York City is considering a tax change that could hurt the coffers of the already ailing private equity and hedge funds. At the heart of the change is a current tax arrangement that allows expenses related to management of funds, like staff compensation, to be exempt from a 4% unincorporated business tax, a corporate tax on unincorporated entities such as alternative investment management companies.
Business Insider:
Zero Hedge:
Seeking Alpha:
Fox Business:
  • Exclusive: Kiss the MF Global Money Goodbye, Sources Say. Investigators looking into the disappearance of customer funds during the implosion of MF Global last month are coming to the conclusion that the money is likely gone for good, sources with direct knowledge of the matter tell the FOX Business Network.
Washington Times:
Reuters:
  • Chanos: Moody's, S&P Wrong on China. Hedge fund manager James Chanos, who has been a long-time skeptic on the Chinese growth story, is sticking with his gloomy view of ratings agencies Moody's Corp (MCO.N) and Standard and Poor's, saying their rosy outlook on China's debt only bolsters his bearish bet. The famed short-seller said he's puzzled by the readiness of S&P, a division of McGraw-Hill Companies Inc (MHP.N), to downgrade the sovereign debt of countries like the United States and much of Europe while continuing to give a nod of approval to China and its banks. "The rating agencies are getting this one really wrong," Chanos, the founder and president of hedge fund Kynikos Associates, told the Reuters 2012 Investment Outlook Summit. S&P earlier on Tuesday affirmed its long-term rating on China's sovereign debt at AA-minus, just one day after it threatened to downgrade 15 countries in the troubled euro zone, including that of Germany, Europe's biggest economy. Moody's rates China at Aa3, with a positive outlook. For at least a year now, Kynikos, with $6 billion under management, has been shorting shares of Moody's Investor Services and S&P parent McGraw-Hill. Chanos, who specializes in making money when stocks fall in value, said China's housing bubble and opaque political and economic systems merit greater scrutiny and cynicism by the rating agencies. He is shorting mining companies and construction companies that ship raw materials to China and is also betting against shares of some Chinese banks. Short sellers make money by borrowing stocks in the hope that the price will decline, allowing them to buy the shares at a lower price and pocket the difference. Chanos, who founded Kynikos in 1985 with $16 million, gained famed on Wall Street after his prescient call on accounting fraud at Enron a decade ago. Since then, his most well-known target has been China, whose economy he says will eventually crash, driven by an unsustainable real estate bubble. "It is already happening," Chanos said, citing what he said is a drop in new apartment sales across the country of about 40 percent year-on-year. "Everybody is admitting transaction volumes have plummeted. This is what we saw in places like Las Vegas and Florida before the crash; transactions just stopped." "We are short anyone involved in the China real estate boom," he added. Recently, Chanos has been focused on China's banks, which he says have made and continue to make billions in risky loans without sufficient capital. Kynikos is short shares of the Agricultural Bank of China (601288.SS), the country's largest county lender.
  • China Export Outlook Darkens, Officials Say. China's annual rate of export growth slowed in November versus October, vice commerce minister Chong Quan told reporters on Wednesday after an official media briefing. "Export growth in November was even slower than October," Chong said on the sidelines of a news conference releasing a government report on China's long term trade development. China is due to publish November trade data on Saturday, December 10, with economists expecting the numbers to reveal the weakest growth in two years, excluding an anomalous slide in February when the Lunar New Year holiday disrupted activity.
  • Massachusetts Picks 10 More Hedge Fund Managers. Massachusetts, already a big investor with hedge funds, hired 10 more managers on Tuesday as part of its push into direct investments with these types of portfolios. Trustees for the $48 billion state pension fund picked a hometown hedge fund, some funds based in London and others from New York to jointly oversee $245 million. The state pension fund, which began putting money into hedge funds in 2004, will soon have 10 percent of its capital, or $5 billion, invested in these kinds of portfolios.
  • India Suspends Foreign Supermarket Entry After Backlash. India's government has put on hold its decision to open the country's $450 billion supermarket sector to foreign firms such as Wal-Mart Stores Inc(WMT). The decision came after a meeting of ruling coalition and opposition political parties in New Delhi, an attempt by the government to douse political fires over one of Prime Minister Manmohan Singh's boldest reforms in years. "The decision is suspended till the consensus is developed through consultation among various stakeholders," the finance ministry said in a statement, giving no timeframe for the reform to be back on track.
Financial Times:

  • Brazil's Rapid Growth Shudders To A Halt. Brazil’s economy stalled in the third quarter of this year, demonstrating the vulnerability of the world’s emerging market growth engines to the eurozone crisis and the slowdown in the developed world. Gross domestic product contracted 0.04 per cent in the three months ending on September 30 compared with the previous quarter as weakness in the industrial sector spread to Brazil’s once vibrant consumer.
  • BofA(BAC) Less Confident Than Rivals On Dividends. Some of the largest US banks intend to raise dividend payments after the Federal Reserve board completes its latest stress tests on their financial health, with Bank of America a notable absentee from the optimism expressed by its peers.
Telegraph:
  • Bank of France Debts Jump Tenfold on Capital Flight. The Bank of France faces surging debts to Germany's Bundesbank and fellow central banks in the EMU system as foreign investors pull large sums out of French accounts. French lenders lost €100bn (£86bn) in short-term deposits in September alone, mostly due to precautionary moves by US money market funds and Asian investors afraid of France's exposure to Italy. "There were huge net capital outflows," said Eric Dor from the IESEG School of Management in Lille. The effects of this capital flight are surfacing on the Bank of France's books under the European Central Bank's so-called "Target2" scheme, an ECB payment network that lets funds move automatically where needed. Liabilities jumped suddenly in late July, rising from €10bn to €98bn by September. Ireland's central bank owes €118bn, Spain's €108bn and Italy's €89bn. The triple-trigger appears to have been a sudden drop in Club Med manufacturing orders, an ECB rate rise, and the EU's July summit – which led to haircuts on Greek bondholders and battered faith in EMU sovereign debt.
  • Bob Dudley Says High Oil Prices Threaten Economic Recovery. Oil prices are so high as to risk stunting global economic growth, according to BP chief executive Bob Dudley. A combination of low supply and high prices could particularly damage the US and have a knock-on effect on the rest of the world, threatening the already fragile economic recovery, he said.
The Standard:
  • JPMorgan(JPM) Forecasts China Property Gloom. Flat prices in first-tier mainland cities may plunge as much as 30 percent next year and investors should consider shedding related equities, JPMorgan warned yesterday. "China's property market is the most volatile one among emerging markets," said Adrian Mowat, chief strategist of Asian and Emerging Market Equity at the US investment house. Mowat said inflows into the mainland property sector and related assets such as stocks have been receding in the past few months due to concerns over sliding home prices. "The correction in the Chinese property market will inevitably drag down the country's gross domestic product growth to 7 percent for the coming six months," he said. Sales revenue of developers has continued to slip. Contracted sales at Country Garden (2007) fell 43 percent in November to 2.5 billion yuan (HK$3.05 billion) from October. Beijing Capital Land (2886) sales slipped 10 percent from October to 1.11 billion yuan in November.
South China Morning Post:
  • Chan Warns European Funds May Exit Overseas Markets. Treasury chief says European banks may need to scale down in the region to shore up their capital bases in the face of tighter rules and S&P review. European banks may withdraw their funding from global markets including Hong Kong because of the European debt crisis, warned Secretary for Financial Services and the Treasury Professor Chan Ka-keung.
Evening Recommendations
  • None of note
Night Trading
  • Asian equity indices are -.25% to +1.0% on average.
  • Asia Ex-Japan Investment Grade CDS Index 194.50 unch.
  • Asia Pacific Sovereign CDS Index 152.0 -1.25 basis points.
  • FTSE-100 futures +.50%.
  • S&P 500 futures +.53%.
  • NASDAQ 100 futures +.51%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • None of note
Economic Releases
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory decline of -1,250,000 barrels versus a +3,932,000 barrel build the prior week. Distillate inventories are estimated to rise by +1,150,000 barrels versus a +5,526,000 barrel gain the prior week. Gasoline supplies are estimated to rise by +875,000 barrels versus a +213,000 barrel gain the prior week. Finally, Refinery Utilization is estimated to rise by +.63% versus a -.90% decline the prior week.
3:00 pm EST
  • Consumer Credit for October is estimated at $7.0B versus $7.39B in September.

Upcoming Splits

  • None of note
Other Potential Market Movers
  • The Germany bond auction, Fed's Sarah Bloom Raskin speaking, weekly MBA mortgage applications report, Barclays Tech Conference, CSFB Consumer Conference, (OMI) Investor Day, (OC) Investor Day, (YUM) Investor Conference, (IGT) Investor Conference and the (PH) 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 modestly higher and to weaken into the afternoon, finishing mixed. The Portfolio is 75% net long heading into the day.

Tuesday, December 06, 2011

Stocks Rising Slightly into Final Hour on Eurozone Rumors, Short-Covering, Seasonality, Investor Performance Angst


Broad Market Tone:

  • Advance/Decline Line: Slightly Lower
  • Sector Performance: Most Rising
  • Volume: Light
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • VIX 27.50 -1.22%
  • ISE Sentiment Index 171.0 +125.0%
  • Total Put/Call .76 -21.65%
  • NYSE Arms .70 +19.24%
Credit Investor Angst:
  • North American Investment Grade CDS Index 123.85 +2.62%
  • European Financial Sector CDS Index 256.66 +2.99%
  • Western Europe Sovereign Debt CDS Index 330.17 +1.54%
  • Emerging Market CDS Index 288.25 -.10%
  • 2-Year Swap Spread 43.0 unch.
  • TED Spread 54.0 unch.
  • 3-Month EUR/USD Cross-Currency Basis Swap -117.0 +5 bps
Economic Gauges:
  • 3-Month T-Bill Yield .00% unch.
  • Yield Curve 183.0 +6 bps
  • China Import Iron Ore Spot $139.60/Metric Tonne -.14%
  • Citi US Economic Surprise Index 75.10 -2.1 points
  • 10-Year TIPS Spread 2.09 +2 bps
Overseas Futures:
  • Nikkei Futures: Indicating +55 open in Japan
  • DAX Futures: Indicating +39 open in Germany
Portfolio:
  • Slightly Higher: On gains in my retail, biotech and medical sector longs
  • Disclosed Trades: Added to my (IWM)/(QQQ) hedges, then covered some them
  • Market Exposure: 75% Net Long
BOTTOM LINE: Today's overall market action is bullish, as the S&P 500 moves to session highs back to its 200-day moving average despite recent gains, rising Eurozone debt angst, rising global growth fears and high energy prices. On the positive side, Oil Tanker, Steel, Drug and Airline shares are especially strong, rising more than +1.25%. The 10-year Yield is rising +4 bps to 2.08%. Johnson Redbook Weekly Retail Sales rose +3.2% this week versus a +3.9% gain the prior week. This is still an decent rate, but a noticeable deceleration from Oct. On the negative side, Road & Rail, Restaurant, Bank, Networking, Internet and Oil Service shares are under mild pressure, falling more than -.5%. (XLK) has underperformed throughout the day. Copper is falling -.33%, lumber is down -1.2%, the UBS-Bloomberg Ag Spot Index is +.34% and gold is gaining +.6%. The TED spread continues to trend higher and is at the highest since June 2009. The 2Y Euro Swap Spread is near the highest since Nov. 2008. The 3M Euribor-OIS spread is very near the highest since March 2009. The 3M EUR/USD Cross-Currency Basis Swap is still near the worst since November 2008. The Libor-OIS spread is the widest since May 2009, which is also noteworthy considering the equity surge off the recent lows. China Iron Ore Spot has plunged -27.2% since February 16th and -22.9% since Sept. 7th. The Shanghai Composite made a new post-RRR cut low overnight, falling -.31%, and is right near its October 24th low. (EEM) is falling -1.0% today despite the sharp reversal higher in US stocks this afternoon. Volume remains poor and leadership is of fairly low-quality again. Breadth is also lacking. The S&P 500 is back to its 200-day moving average and near the high-end of its recent range. Overall, considering how many times Europe has disappointed the market with its debt crisis solution deadlines over the last couple of years, investors seem complacent ahead of the Dec. 9 summit. Rumors today out of the Eurozone suggest their kick-the-can debt crisis "solution" will include the creation of even more debt. As I have said before, this will likely boost markets short-term, but this part of the "solution" will prove disastrous longer-term. I expect US stocks to trade mixed-to-higher into the close from current levels on a bounce in the Euro, short-covering, technical buying, investor performance angst and seasonality.

Today's Headlines


Bloomberg:
  • French, Spanish Bonds Fall as S&P Reviews Ratings, Before Summit. French government bonds dropped, leading declines among euro-area government securities, after Standard & Poor’s said it may lower credit ratings across the region. Spanish and Austrian bonds slid after S&P said 15 euro nations may have their rankings lowered as “continuing disagreements” among policy makers on how to tackle the debt crisis risks damaging their financial stability. France’s two- year note yield rose from a one-month low after German Finance Minister Wolfgang Schaeuble said the downgrade warning will help force European leaders to ratchet up efforts to resolve the two- year old crisis at a Dec. 8-9 summit. “The digestion of the ratings news has raised the stakes for the summit,” said David Schnautz, a fixed-income strategist at Commerzbank AG in London. “The debt crisis and the outcome of the meeting of politicians on Friday is the focus for the markets. There was a rally last week on expectations of a positive outcome from this meeting and we see risk for a setback there.” French 10-year yields advanced 11 basis points to 3.24 percent at 4:49 p.m. London time. Two-year French notes and 10-year bonds rose the most in at least five years last week amid optimism that Europe is ready to act to stem the crisis.
  • S&P: EFSF May Lose AAA If Any AAA Euro Member Downgraded. The European Financial Stability Facility may lose its top credit rating if any of the bailout fund’s six guarantors face a downgrade from AAA, Standard & Poor’s said. “We could lower the long-term credit rating on EFSF by one or two notches if we were to lower the AAA sovereign ratings, which are currently on creditwatch, on one or more of EFSF’s guarantor members,” S&P said in a statement today. At the same time, the ratings company said it “could affirm the AAA ratings on EFSF and its issues if we affirm the rating on all six of EFSF’s guarantor members currently rated AAA.” Germany, France, the Netherlands, Finland, Austria and Luxembourg are the top-rated nations backing the rescue fund. European stocks the euro fell after S&P said late yesterday that it may cut the debt grade of 15 euro nations, including Germany and France. German Finance Minister Wolfgang Schaeuble said today the downgrade warning should spur European leaders to ratchet up efforts to resolve the region’s debt crisis at a summit in Brussels on Dec. 8-9. “The crisis has become a crisis of euro-zone governance and crisis management,” Moritz Kraemer, managing director of European sovereign ratings at S&P, said on a conference call today. He said the summit is of the “utmost importance” and that leaders must address the turmoil “in a more robust and comprehensive way than what we’ve seen so far.”
  • Sovereign, Company Bond Risk Rise in Europe, Default Swaps Show. The cost of insuring against default on European sovereign and corporate debt rose, according to traders of credit-default swaps. The Markit iTraxx SovX Western Europe Index linked to 15 governments increased five basis points to 325 at 3:30 p.m. in London. Contracts on the Markit iTraxx Crossover Index of 50 companies with mostly high-yield credit ratings climbed nine basis points to 726.5, according to JPMorgan Chase & Co. The Markit iTraxx Europe Index of 125 companies with investment- grade ratings was up three at 172.25 basis points. The Markit iTraxx Financial Index linked to senior debt of 25 banks and insurers added six basis points to 267 and the subordinated gauge was up 14 at 477.
  • U.S. Studies Derivatives That Let Investors 'Game' Tax Rules. U.S. lawmakers seeking to overhaul the Internal Revenue Code are examining how derivatives and other financial products can be used to exploit the tax system. Financial instruments, including exchange-traded notes and options, are susceptible to manipulation, according to a report by the nonpartisan Joint Committee on Taxation. Taxpayers can structure transactions to defer income, accelerate deductible losses and take advantage of lower capital gains rates.
  • Sovereign-Debt Test U-Turn Too Late to Save EBA Credibility. Less than five months after conducting stress tests that found banks needed to raise 2.5 billion euros ($3.4 billion), the European Banking Authority may tell lenders that they need 40 times that amount to defend against losses on sovereign debt. The regulator may release updated figures on how much capital lenders should raise to absorb losses from euro-area bonds as early as this week, three people familiar with the matter said. The London-based watchdog’s stress tests in July were criticized for failing to include writedowns on sovereign debt held to maturity. The EBA “has a fundamental problem, which is that they’ve lost credibility and it’s going to be very difficult to claw that back,” Bob Penn, a London-based financial regulation lawyer at Allen & Overy, said in a telephone interview. “Will anyone pay attention? I’m not so sure.”
  • UN Says Climate Pact 'Beyond Reach'. United Nations Secretary General Ban Ki-Moon said a global warming treaty may be “beyond our reach” this week as India and China rejected pressure for developing nations to adopt mandatory pollution targets. “We must be realistic about the opportunity of a breakthrough in Durban,” Ban said at UN climate talks in the South African port city today. “There are great economic troubles.” India, speaking with the Basic negotiating group of countries that also includes South Africa, Brazil and China, said industrial nations should move first in cutting fossil fuel emissions. The comments marked a hardening of positions that reduces the scope for an agreement in time for the meeting’s conclusion on Dec. 9. “Basic countries are not major polluters,” Indian Environment Minister Jayanthi Natarajan said today in Durban, South Africa, where the talks are being held. “They are emerging market economies. They have a small footprint in the context of historical emissions.”
  • Brazil Economy Contracts as Rousseff Tries to Revive Growth. Brazil’s economy shrank in the third quarter, prompting the government to slash its growth forecast for the year, one week after announcing stimulus measures to contain the spillover from Europe’s debt crisis. Gross domestic product contracted 0.04 percent from the previous three months, the national statistics agency said, as credit curbs, higher borrowing costs and budget cuts checked demand. The contraction, the first since the first quarter of 2009, is equivalent to an annualized decline of 0.17 percent.
  • Obama Says U.S. to Weigh Nations' Treatment of Gays in Issuing Foreign Aid. The Obama administration will weigh how countries treat gays and lesbians in making decisions about foreign aid, according to a presidential memorandum released by the White House. Laws prohibit same-sex sexual activity in many nations in the Middle East and Africa, and in two of the largest recipients of U.S. aid, Pakistan and Afghanistan. Homosexuality is punishable by death in Iran, Saudi Arabia and the United Arab Emirates and in some parts of Nigeria and Somalia.
Wall Street Journal:
  • Solving Euro-Zone Crisis Will Take Time, Hungarian Ministers Say. Members of the euro zone will surely solve the ongoing crisis, but it has to be accepted that the process won’t be fast, Hungarian Economy Minister Gyorgy Matolcsy said Monday. Prime Minister Viktor Orban said, however, that he anticipates major steps Friady at the European Union summit. “Everybody anticipates European leaders — we ourselves anticipate them also — to make decision that will stabilize Europe for many years to come and decide on the fate of the continent for even more than a decade,” Mr. Orban said after holding talks with German Finance Minister Wolfgang Schaeuble.
  • Blasts Kill Dozens in Afghanistan. Twin blasts in Kabul and the northern city of Mazar-e-Sharif targeted Afghanistan's minority Shiite community on Tuesday, killing nearly 60 people in one of the war's deadliest attacks and raising the danger of sectarian strife. A caller claiming to speak on behalf of Lashkar-e-Jhangvi, a Pakistani militant group notorious for attacks on Shiites, took responsibility for the attacks in a call to the Pashtu-language arm of Radio Free Europe. The claim couldn't be independently verified.
CNBC.com:
  • Geithner Doesn't See Fed Funding IMF Euro Bailout. U.S. Treasury Secretary Timothy Geithner said in Germany on Tuesday that the European Central Bank was playing a positive role in the euro zone debt crisis, but he played down talk that the U.S. Federal Reserve could boost IMF funding for the crisis.
Business Insider:
Zero Hedge:
Washington Times:
  • North Korea Making Missile Able to Hit U.S. New intelligence indicates that North Korea is moving ahead with building its first road-mobile intercontinental ballistic missile, an easily hidden weapon capable of hitting the United States, according to Obama administration officials.The intelligence was revealed in a classified Capitol Hill briefing last month.
Financial Times:
  • EU Talks On Doubling Financial Firewall. Eleventh-hour negotiations have begun to create a much bigger financial “bazooka” to present at this week’s European Union summit that could include running two separate rescue funds and winning increased support for the International Monetary Fund. This three-pronged rescue system would form part of a carefully crafted package EU leaders hope will win over financial markets, just two months after a similar summit failed to convince bond investors Europe could contain its spiralling debt crisis. The rescue system would be introduced alongside proposals to rewrite EU treaties with far tougher budget rules for the eurozone.

Telegraph:

BBC:

Die Welt:
  • European Commission President Jose Manuel Barroso said joint euro bonds present "no answer" to the current crisis, citing an interview. Barroso said euro bonds require a level of integration and discipline that the euro area does not currently have.
Hospodarske Noviny:
  • ArcelorMittal Ostrava, the Czech unit of the world's largest steelmaker, said steel prices started to fall in May, CEO Tapas Rajderkar said. The company doesn't have many indications when prices might recover, he added. The fourth quarter has been the worst of the year, he said.
Shanghai Daily:
  • Housing Deals Post Decline. HOME transactions in more than 70 percent of China's major cities in November fell monthly, with over half of them declining between 10 and 50 percent, according to a latest industry research yesterday. The report released by Soufun.com showed that transactions fell between 10 and 30 percent in 13 cities from October while they tumbled from 30 to 50 percent in 11 cities. "The central government's unwavering stance to curb housing speculation has begun to have an effect on real estate developers as some of them started to offer notable discounts in order to replenish their capital," said Tang Zhengwei, a Soufun analyst. "That could help explain the monthly rebound in sales recorded in some cities though sales in the majority were still very sluggish mainly due to the stringent enforcement of home purchase restrictions." Last weekend, the Ministry of Housing and Urban-Rural Development emphasized the need to maintain property restrictions as it ordered local governments to extend curbs, some of which will expire soon. The average home price fell in nearly 60 percent of the 47 cities from a month earlier, according to Soufun research.

Bear Radar


Style Underperformer:

  • Mid-Cap Growth (-.71%)
Sector Underperformers:
  • 1) Road & Rail -1.81% 2) Networking -1.60% 3) Oil Service -1.49%
Stocks Falling on Unusual Volume:
  • STI, HAL, BAP, SPRD, SAVE, TLEO, SQI, LULU, CTRP, ZIP, ANDE, ADTN, OTEX, DRI, GTY and RNE
Stocks With Unusual Put Option Activity:
  • 1) XHB 2) CMED 3) NBR 4) HL 5) HRB
Stocks With Most Negative News Mentions:
  • 1) TSO 2) ADS 3) HUN 4) IR 5) DRI
Charts:

Tuesday Watch


Evening Headlines

Bloomb
erg:
  • S&P Puts 15 Euro Nations on Watch for Downgrade Amid Sovereign-Debt Crisis. Standard & Poor’s said Germany and France may be stripped of their AAA credit ratings as the debt crisis prompts 15 euro nations to be put on review for possible downgrade. The euro area’s six AAA rated countries are among the nations to be placed on a negative outlook, and their credit ratings may be cut depending on the result of a summit of European Union leaders on Dec. 9, S&P said today in a statement. The euro reversed its gains and U.S. Treasuries rose earlier today after the Financial Times reported that the credit-ranking firm planned to reduce six AAA outlooks. “Systemic stress in the eurozone has risen in recent weeks and reached such a level that a review of all eurozone sovereign ratings is warranted,” S&P said in a statement. The downgrade warnings come as German Chancellor Angela Merkel and French President Nicolas Sarkozy push for a rewrite of the EU’s governing rules to tighten economic cooperation in a demonstration of unity on ending the debt crisis. With the fate of the currency shared by the 17 euro countries at risk, Merkel and Sarkozy presented a common platform for a Dec. 8-9 summit of EU leaders in Brussels that aims to halt the crisis now in its third year. “The S&P move is yet another signal that euro area countries must take decisive action to deal with the crisis or else the problems will spread from Greece and others with the most acute fiscal problems to the rest of the euro zone,” said Phillip Swagel, a professor of economics at the University of Maryland’s School of Public Policy who was an assistant Treasury secretary for economic policy in the George W. Bush administration. “It is time for Germany and France to act -- either to save Greece and the others or to let them fail.” The firm said that ratings could be cut by one level for Austria, Belgium, Finland, Germany, Netherlands and Luxembourg, and by up to two notches for the other governments. The other countries warned were Estonia, France, Ireland, Italy, Malta, Portugal, Slovakia, Slovenia and Spain, according to S&P. The company said it maintained the negative outlook for Cyprus, and Greece wasn’t put on “creditwatch.” Downgrades of Germany and France would affect the rating of the European Financial Stability Facility, the bailout fund for struggling euro member countries that has funded rescue packages for Greece, Ireland and Portugal partially through bond sales. If the EFSF has to pay higher interest on its bonds, it may not be able to provide as much funding for indebted nations. Yields on EFSF 3.375 percent bonds due in July 2021 2 basis points, snapping a five-day rally, to 3.6 percent, according to Bloomberg prices.
  • AAA Nations Held Hostage as Debt Crisis Amplifies Volatility: Euro Credit. Bonds from AAA rated Austria, the Netherlands and Finland are suffering as Europe’s debt crisis increases volatility and erodes their haven status. Sixty-day volatility on 10-year government debt from the three nations reached euro-era records in November, as investors increased bets the currency bloc may unravel and as yields on Italian and Spanish securities surged. The countries were among 15 put on watch for a downgrade by Standard & Poor’s yesterday. Europe’s leaders will try again to fashion a solution to the turmoil this week after the failure of their fourth rescue blueprint sparked concern that the crisis will infect all 17 euro nations. “Volatility clearly has increased and it makes life a lot tougher for investors,” said Alex Johnson, who helps oversee $47 billion as London-based head of portfolio management at Fischer Francis Trees & Watts. “If you are invested in countries like the Netherlands you can find that what were safe- haven positions have become correlated with what’s going on in the periphery, when actually the economic fundamentals are still very good.” The extra interest the Netherlands has to pay investors to hold its 10-year bonds instead of Germany’s rose to a two-year high of 68 basis points on Nov. 17 and stood at 37 basis points yesterday, almost triple this year’s low of 13 basis points reached in March. A measure of 60-day volatility on the so- called spread has more than doubled to 103 percent from 49 percent six months ago.
  • Basel Rules Face Change With No-Risk Sovereign Debt Major Focus. Regulators may diminish the central role of government bonds in planned banking rules designed to make the financial system safer. The Basel Committee on Banking Supervision, which coordinates regulations for 27 countries, may let banks use equities and more corporate debt, in addition to cash and sovereign bonds, to satisfy new short-term liquidity standards, said two people with direct knowledge of the plans who requested anonymity because the talks are private. The move could reduce demand for European government securities, making it harder for nations on the brink of insolvency to fund themselves. “One of the central pillars of the Basel III framework is the notion of a risk-free asset class,” said Matthew Czepliewicz, a banking analyst at Collins Stewart Hawkpoint Plc in London. “That central pillar is disintegrating. Basel is quite clearly going to have to be revised.”
  • Asia Faces 'Much Greater' Risks From Global Slowdown, ADB Says. Asian economies are facing “much greater downside risks” now because of the possibility of a recession in the U.S. and Europe and the threat of destabilizing capital flows, the Asian Development Bank said. The biggest challenge for policy makers in emerging East Asian nations is to safeguard growth against the threat of another global economic crisis, the Manila-based lender said in its Asia Economic Monitor report today. Uncertainty over the world economy means officials in the region must have “sufficient flexibility” to adjust policies quickly, it said. “The cautiously optimistic outlook for emerging East Asia is subject to much greater downside risks now than just a few months ago,” the ADB said. “The global economic recovery could flounder if the euro zone and the US fall back into recession, causing another global financial crisis. Large and destabilizing capital flows could complicate the region’s macroeconomic management and jeopardize economic growth.” Emerging East Asian economies may grow 7.2 percent next year after expanding 7.5 percent in 2011, according to the report today. That’s lower than the lender’s September forecast for 7.6 percent growth this year and 7.5 percent in 2012, it said. The MSCI Asia-Pacific Index fell about 16 percent last quarter, the biggest drop since the last three months of 2008. “The lingering eurozone debt crisis could boost risk aversion among investors, with rapid swings in risk appetite boosting capital flow volatility beyond the spurts and stops seen in the third quarter this year,” the ADB said. “Consequently, exchange rate volatility would follow from large but fickle capital movements.” Emerging East Asia won’t be immune to a “major” slowdown in advanced economies, which would hurt the region’s economic growth and pose “significant” policy challenges, the ADB said. “With the euro zone’s sovereign debt crisis unfolding and risks of faltering global recovery rising, macroeconomic policy must remain cautious and prudent,” it said.
  • Paulson Fund Loses 46% in 2011 Through November. John Paulson, the billionaire money manager having his worst year, has lost 46 percent in 2011 through November in one of his largest hedge funds, according to an investor update obtained by Bloomberg News. Paulson’s Advantage Plus Fund, which seeks to profit from corporate events such as takeovers and bankruptcies and uses leverage to amplify returns, declined 3.6 percent last month. Paulson & Co., which is based in New York and manages $28 billion, has lost money this year on investments including Citigroup Inc., Bank of America Corp. and Sino-Forest Corp., the Chinese forestry company accused by short-seller Carson Block of overstating timberland holdings. Paulson, 55, cut the so-called net exposure in his main hedge funds to 30 percent last month and reduced bullish bets across all his funds. Paulson’s biggest funds, Advantage Plus and Advantage, employ similar strategies and have $11 billion in combined assets. The dollar-denominated Advantage Fund fell 3.3 percent in November and 32 percent this year. The Recovery Fund, which invests in assets Paulson believes will benefit from a long-term economic upturn, fell 4 percent in November and 28 percent this year. The Paulson Partners Enhanced Fund, which invests in the shares of merging companies, decreased 0.6 percent last month and 18 percent this year. Paulson’s Credit Opportunities Fund slumped 3.6 percent last month and 18 percent this year.
  • More 'Mancession' Fathers Caring for Kids While Mothers at Work. One-third of fathers with working wives are now the regular caregivers for their children, the result of the depressed economy and large numbers of out-of-work men, the U.S. Census Bureau reported today. The number of such dads caring for children under age 15 increased to 32 percent in 2010 from 26 percent in 2002. Among those fathers with preschool-age children, one in five served as the adult who spends the most time with the child, the census found. The recession has spurred the number of fathers with an active role in child care, which has been increasing since at least 1988, said Lynda Laughlin, a family demographer at the Census Bureau. “The economy hasn’t completely rebounded, particularly for men,” Laughlin said. “What did they label it, a ‘mancession’?”
  • Women CEOs Say Debt Uncertainty and Regulation Hurt Job Growth. Women business leaders meeting with Republican lawmakers said tax burdens, duplicative government rules, an unskilled workforce and congressional deadlock on the deficit are hurting job creation and the economy. “Like everyone else, we need certainty when we get up in the morning and go into the office and worry about how many people we are going to hire,” said Lisa Hook, chief executive officer of Neustar Inc., a provider of telephone and Internet directories based in Sterling, Virginia, at a panel discussion today in Washington.
  • Australia Cuts Key Rate, Citing Europe Risk. Australia’s central bank reduced its benchmark interest rate today for a second straight month as Europe’s fiscal crisis threatens to slow the nation’s commodity exports, sending the nation’s currency lower. Reserve Bank Governor Glenn Stevens and his board cut the overnight cash-rate target by a quarter percentage point to 4.25 percent, saying in a statement that “financing conditions have become much more difficult, especially in Europe.” “This, together with precautionary behavior by firms and households, means that the likelihood of a further material slowing in global growth has increased,” Stevens said in the statement.
Wall Street Journal:
  • The Pitfalls of Merkozy's Third Way. What the French and German leaders appear to be cooking up at the start of the most critical week in the euro crisis appears well short of the comprehensive solution needed.
  • Euro-Zone Economy Falls Short on Growth. Europe has a glut of grand plans but a shortage of growth. The euro-zone economy has already slowed markedly this year, from a 3.1% annualized growth pace in the first quarter to just 0.8% in the third, as revised government figures due Tuesday are likely to show. And the going will only get tougher; it appears Europe is slipping into a recession in the current fourth quarter.
  • Search Begins for Next CEO at Ford(F). Ford Motor Co. has begun a broad search for candidates to replace current Chief Executive Officer Alan Mulally, who is expected to leave the company within two years, people familiar with the matter said. Candidates for the position include at least two former Ford executives as well as two internal candidates, those people said. The internal candidates are Americas President Mark Fields, 50, and Joe Hinrichs, 45, the chief of Asian operations.
  • Corzine Rebuffed Internal Warnings on Risks. MF Global Holdings Ltd.'s executive in charge of controlling risks raised serious concerns several times last year to directors at the securities firm about the growing bet on European bonds by his boss, Jon S. Corzine, people familiar with the matter said. The board allowed the company's exposure to troubled European sovereign debt to swell from about $1.5 billion in late 2010 to $6.3 billion shortly before MF Global tumbled into bankruptcy Oct. 31, these people said. The executive who challenged Mr. Corzine resigned in March.
Business Insider:
Zero Hedge:
CNBC:
Rasmussen Reports:
Reuters:
  • US Senators Call For Full Review Of Pakistani Ties. Two senior Republican senators called on Monday for a thorough review of U.S. relations with Pakistan, declaring that all security and economic aid to Islamabad must be reconsidered. John McCain and Lindsey Graham -- influential members of the Senate Armed Services committee -- said Washington had to be realistic about the deteriorating relationship. They said actions of Pakistan's military, such as its support for militant groups, were harming U.S. forces and threatening American security. "The time has come for the United States to fully review its relations with Pakistan," McCain and Graham said in a statement. "In particular, all options regarding U.S. security and economic assistance to Pakistan must be on the table, including substantial reductions and stricter standards for performance."
  • Monti Warns of Greek-Style Risk to Italy. Italy risked a Greek-style economic collapse which could threaten the future of the euro without the austerity package approved by the government, Prime Minister Mario Monti said on Monday, calling on European partners to do their part.
Telegraph:
  • Euro Enters The Last Chance Saloon. Ever since central banks agreed to provide additional liquidity support to Europe's stricken banks, stock markets have been surging in anticipation of an eventual, much wider ranging deal to save the euro. Are they right to do so?

BusinessWorld:
  • Philippine Electronics Exporters See Steeper 2011 Fall. ELECTRONICS EXPORTS could plunge by as much as 25% this year as manufacturers expect last quarter results to hit new lows, an industry official yesterday said. The even more dismal outlook for 2011 -- the -25% figure is worse than -18% estimate held as of October -- was discussed last Friday by the Semiconductor and Electronics Industries in the Philippines, Inc. (SEIPI). The group, however, tentatively expects a recovery to 10% growth next year as shipments improve in the second quarter, SEIPI President Ernesto B. Santiago told BusinessWorld. “The prognosis for the fourth quarter is bad. The second biggest retail performance already happened in the first week of October ... and there is no more expectation of more buying,” Mr. Santiago said. “We could drop by 25% to $23 billion [this year]. Given this, most companies are focusing on cost reduction and rightsizing,” he continued. The plans do not include laying off workers, Mr. Santiago claimed. Electronic exports contracted by 47.9% to $1.813 billion in September based on latest data. The result brought nine-month sales to $18.778 billion, down 20.1% from a year earlier.
Economic Daily News:
  • China Steel, Baoshan Ask Iron-Ore Firms to Cut Prices, Edn Says. China Steel Corp. and Baoshan Iron & Steel Co. have asked iron ore producers, including Vale SA, BHP Billiton Ltd. and Rio Tinto Group, to cut iron ore prices by 23% to lower costs. The steelmakers also asked iron ore supplies to cut deliveries by 20%.
China Daily:
  • China Inflation May Rise in 2012 on Labor, Energy Costs. China may have "moderate inflation" for a long time, citing Sheng Laiyun, a spokesman for the National Bureau of Statistics.
  • China Researcher Says Buying Bonds Won't Help Europe. The European debt crisis needs to be solved by enhancing the repayment ability of European countries, citing Wang Yiming, a deputy head of China's National Development and Reform Commission's macroeconomic research academy.
Shanghai Securities News:
  • China to extend property control measures into 2012, citing Zhao Luxing, real estate department head at the Ministry of Housing and Rural Development's policy research center. Policy makers have other measures in reserve to control property prices, including speeding up the implementation of property tax and loan restrictions, according to the report.
China Securities Journal:
  • China property prices may see a downward trend develop in 2012, citing Qin Hong, head of the policy research center under the Ministry of Housing and Urban-Rural Development.
  • Some companies in the Chinese eastern city of Wenzhou may still face difficulties in repaying loans to private lenders at year end, citing a report for the city's government.
Evening Recommendations
Barclays:
  • Rated (INTU) Overweight, target $62.
  • Rated (ORCL) Overweight, target $37.
  • Rated (LOGM) Overweight, target $52.
  • Rated (N) Overweight, target $50.
  • Rated (CTS) Overweight, target $87.
  • Rated (CSOD) Overweight, target $21.
  • Rated (ARBA) Overweight, target $37.
  • Rated (VMW) Overweight, target $115.
  • Rated (INFA) Overweight, target $60.
  • Rated (QLIK) Overweight, target $33.
  • Rated (SAP) Overweight, target $70.
  • Rated (CRM) Overweight, target $143.
Night Trading
  • Asian equity indices are -2.0% to -1.0% on average.
  • Asia Ex-Japan Investment Grade CDS Index 194.50 -.5 basis point.
  • Asia Pacific Sovereign CDS Index 153.25 -5.0 basis points.
  • FTSE-100 futures -1.19%.
  • S&P 500 futures -.70%.
  • NASDAQ 100 futures -.47%.
Morning Preview Links

Earnings of Note
Company/Estimate
  • (TOL)/.06
  • (AZO)/4.43
  • (TTC)/.09
  • (MW)/.65
  • (CASY)/.98
  • (SAI)/.34
  • (AVAV)/.20
Economic Releases.
  • None of note

Upcoming Splits

  • None of note
Other Potential Market Movers
  • The Fed's Tarullo speaking, Fed's Raskin speaking, ECB's Coene speaking, Bank of Canada rate decision, weekly retail sales reports, IBD/TIPP Economic Optimism Index for December, (LOW) Investor Conference, William Blair Services Conference, Goldman Sachs Financial Services Conference and the BofA Merrill Industrials Conference could also impact trading today.
BOTTOM LINE: Asian indices are lower, weighed down by commodity and technology shares in the region. I expect US stocks to open modestly lower and to maintain losses into the afternoon. The Portfolio is 75% net long heading into the day.

Monday, December 05, 2011

Stocks Rising into Final Hour on Falling Eurozone Debt Angst, Less Financial Sector Pessimism, Short-Covering, Seasonality


Broad Market Tone:

  • Advance/Decline Line: Higher
  • Sector Performance: Most Rising
  • Volume: Light
  • Market Leading Stocks: Underperforming
Equity Investor Angst:
  • VIX 27.76 +.87%
  • ISE Sentiment Index 99.0 +25.32%
  • Total Put/Call 1.0 +2.04%
  • NYSE Arms .57 -47.49%
Credit Investor Angst:
  • North American Investment Grade CDS Index 120.69 -2.85%
  • European Financial Sector CDS Index 250.68 -7.30%
  • Western Europe Sovereign Debt CDS Index 325.17 -4.22%
  • Emerging Market CDS Index 288.60 -3.17%
  • 2-Year Swap Spread 43.0 -2 bps
  • TED Spread 54.0 +1 bp
  • 3-Month EUR/USD Cross-Currency Basis Swap -122.0 +4 bps
Economic Gauges:
  • 3-Month T-Bill Yield .00% unch.
  • Yield Curve 177.0 -2 bps
  • China Import Iron Ore Spot $139.80/Metric Tonne +.72%
  • Citi US Economic Surprise Index 77.20 -8.5 points
  • 10-Year TIPS Spread 2.07 +2 bps
Overseas Futures:
  • Nikkei Futures: Indicating -55 open in Japan
  • DAX Futures: Indicating -40 open in Germany
Portfolio:
  • Higher: On gains in my tech, retail and medical sector longs
  • Disclosed Trades: Covered all of my (IWM)/(QQQ) hedges, then added them back
  • Market Exposure: 75% Net Long
BOTTOM LINE: Today's overall market action is just mildly bullish, as the S&P 500 reverses sharp morning gains near its 200-day moving average again and moves near session lows on Eurozone debt angst, rising global growth fears, technical selling, profit-taking, more shorting and high energy prices. On the positive side, Oil Service, Steel, Software, Bank, I-Banking, Hospital, Homebuilding and Airline shares are especially strong, rising more than +1.75%. Small-caps and cyclicals are outperforming. (XLF) has outperformed throughout the day. Lumber is gaining +1.5% and Gold is falling -1.4%. The France sovereign cds is falling -7.2% to 179.67 bps, the Spain sovereign cds is falling -8.58% to 351.17 bps, the Belgium sovereign cds is falling -7.8% to 270.0 bps and the Italy sovereign cds is falling -5.75% to 429.83 bps. On the negative side, Ag, Biotech, Drug, HMO and Education shares are lower on the day. Copper is falling -.96%. The 10-year yield is flat on the day at 2.02%, despite today's equity advance. The TED spread continues to trend higher and is at the highest since June 2009. The 2Y Euro Swap Spread is near the highest since Nov. 2008. The 3M Euribor-OIS spread is very near the highest since March 2009. The 3M EUR/USD Cross-Currency Basis Swap is still near the worst since November 2008. The Libor-OIS spread is the widest since June 2009, which is also noteworthy considering the equity surge off the recent lows. China Iron Ore Spot has plunged -27.1% since February 16th and -22.8% since Sept. 7th. The Shanghai Composite fell another -1.2% overnight and is down -17.0% ytd. As well, India and Russia shares fell -.25% and -.4% today, respectively. Volume remains poor and leadership is of fairly low-quality again. Breadth is decent. The S&P 500 is right near its 200-day moving average and near the high-end of its recent range. The market is coming under pressure this afternoon for the 2nd consecutive day mainly on more negative headlines out of Europe. I still believe investors will need to see some concrete evidence that the “kick-the-can” Euro crisis solution that is currently being priced into equities has more support from key Eurozone officials before any further meaningful stock surge into year-end. I expect US stocks to trade mixed-to-lower into the close from current levels on Eurozone debt angst, global growth fears, profit-taking, technical selling and more shorting.