Wednesday, October 28, 2015

Thursday Watch

Evening Headlines 
Bloomberg:  
  • Emerging-Market Credit Downgrades Soar to Overtake 2014 Tally. Investors be warned. There have been more credit-rating downgrades in developing nations in the first nine months of this year than in the whole of 2014 and the outlook keeps getting gloomier, according to Standard & Poor’s. An economic slowdown and lower commodity prices are to blame, said Diane Vazza, head of S&P’s Global Fixed Income Research Group, in a report Wednesday. S&P cut the ratings for 88 bonds sold by developing countries and companies in the third quarter, including Brazil, Zambia and Ecuador, while raising the grades for 22 securities. That brings the total number of downgrades to 224 this year, compared with the 206 cuts in 2014. The ratings cuts will continue to overwhelm emerging markets in the coming months. As of Sept. 30, about 28 percent of companies in developing nations have a negative outlook or are on the watch list for potential downgrades, compared with 24 percent in the second quarter, the report showed. S&P is not alone in sounding the alarm. UBS Group AG’s Bhanu Baweja, the strategist who correctly called this year’s rout in developing nations, is also concerned. The one-month long rebound in emerging-market currencies and stocks is poised to reverse, he said.
  • Mr. Yen Sees Currency Strengthening as Global Growth Fizzles. The yen will probably appreciate as slowing global economic growth drives investors to seek safe assets, according to Eisuke Sakakibara, who was nicknamed “Mr. Yen” when he served as Japan’s vice minister of finance from 1997 to 1999. "Given the condition of the world economy, the Japanese yen will probably go into the range of 115 and 120" against the dollar, said Sakakibara, who’s a professor at Aoyama Gakuin University. He didn’t provide a time frame. "When the world economy is in bad condition, the yen tends to appreciate -- yen is considered to be a safe currency," he said in a speech in New York. Sakakibara’s prediction for a stronger yen contrasts with bearish median forecasts for 123 per dollar by the end of the year and 125 in the first quarter, according to analysts surveyed by Bloomberg.   
  • NXP Semiconductors Revenue Trails Estimates on Stagnating Orders. NXP Semiconductors NV reported third-quarter revenue that fell short of analysts’ estimates as customers pulled back on orders in a slowing global economy and higher inventories of unsold chips. Revenue was little changed at $1.52 billion, the Eindhoven, Netherlands-based company said in a statement Thursday. That missed the average analyst estimate of $1.55 billion, according to data compiled by Bloomberg. For the fourth quarter, NXP forecast a decline in sales at a percentage in the “low to upper-teens,” while analysts are predicting an increase. An economic slowdown in China has forced other chip companies to warn of weaker-than-anticipated demand. NXP is seeing the biggest negative impact in chips designed for security and power management, the company said. “Our guidance for the fourth quarter reflects a much more cautious view of near-term sales,” NXP Chief Executive Officer Rick Clemmer said in the statement. “As we entered the third quarter, we noted a weakening of demand as our customers began to communicate concerns with an uncertain economic environment.
  • Won Leads Drop in Asian Currencies on Renewed Fed Liftoff Bets. South Korea’s won led declines in Asia on speculation the Federal Reserve will increase borrowing costs by December. The currency fell the most in more than a month after the Federal Open Market Committee dropped a reference to global risks and referred to its “next meeting” on Dec. 15-16 as it discussed liftoff timing in a statement released Wednesday in Washington, preparing investors for the first interest-rate rise since 2006. Futures contracts show a 46 percent chance the Fed will tighten policy in December compared with 35 percent a day earlier.
  • Dollar Near Two-Month High as Fed Calls Market's Bluff on Rates. The dollar remained near a two-month high after the Federal Reserve signaled it may still raise interest rates this year when announcing a decision to hold off at Wednesday’s meeting. The U.S. currency advanced against most major peers since the end of trading Tuesday as the odds of a December Fed move rose toward 50 percent. The Australian dollar was among the worst performers after the price of iron ore, the nation’s chief export, sank below $50 for the first time since July and as traders’ bets indicated they expect the nation’s central bank will lower its benchmark rate next week. The yen gained after a report showed Japan’s industrial production unexpectedly increased. “The Fed language on tightening in December was a stronger indication than we’ve had from them in a long time about going soon,” said Imre Speizer, a senior market strategist at Westpac Banking Corp. in Auckland. “Right now, the U.S. dollar is looking pretty strong.” 
  • Most Asian Stocks Rise as Fed Points to Rate Increase This Year. Most Asian stocks rose, with the benchmark gauge resuming its October rally, after the Federal Reserve signaled it’s prepared to raise interest rates as soon as December. More than two shares climbed for each that retreated on the MSCI Asia Pacific Index, which gained less than 0.1 percent to 135.33 as of 9:04 a.m. in Tokyo. 
  • Iron Ore May Struggle to Push Back Above $50 as China Stumbles. Iron ore ’s tumble back below $50 a metric ton may last for some time as the twin factors that put it there, rising low-cost production from the majors and signs of faltering demand in China, will probably persist. “We do think the price will stay below $50,” Caroline Bain, senior commodities economist at Capital Economics Ltd. in London, said by e-mail. “The combination of the ongoing ramp up in supply from Australia and Brazil and the downturn in China’s steel demand will weigh on prices.”
  • Baoshan Swings to Net Loss as China's Steel Demand Evaporates. Baoshan Iron & Steel Co., China’s second largest mill by output, swung to a net loss in the third quarter and warned that its full-year profit could be wiped out, amid an unprecedented glut of steel in the world’s largest producer. In the three months to September, Baosteel saw a net loss of 920.5 million yuan ($145 million), from a profit of 1.86 billion yuan a year ago, according to a statement late Wednesday. Sales slumped 10 percent to 41.5 billion yuan and the Shanghai-based company said its full-year net profit could fall by between 50 and 100 percent. In 2014, it made 5.79 billion yuan, according to data compiled by Bloomberg.
  • Fed Pivots Toward December Rate Rise Amid Moderate U.S. Growth. Federal Reserve officials pivoted toward a December interest-rate increase, betting that further job gains will lead to higher inflation over time and allow them to close an unprecedented era of near-zero borrowing costs. The Federal Open Market Committee dropped a reference to global risks and referred to its “next meeting” on Dec. 15-16 as it discussed liftoff timing in a statement released Wednesday in Washington, preparing investors for the first rate rise since 2006. “The case for a December liftoff continues to build,” said Ward McCarthy, chief financial economist at Jefferies LLC in New York. “Even with the weaker data of late, it is hard to make the case that the economy is still in an emergency” that requires rates near zero. 
  • FDA Shows Up, a Man Runs, and Questions Emerge on China's Drugs. When FDA inspectors showed up at a Chinese company that supplies key ingredients to two of the U.S.’s biggest drug companies, a curious thing happened. After lunch, they walked into a quality control lab on the second floor, where they saw a worker pull what looked like a memory stick from a computer and put it in the pocket of his lab coat. The inspectors asked to see what he’d taken. And then the man turned and ran.
  • Ackman’s Pershing Square Holdings Loses 15.9% on Valeant(VRX). Pershing Square Holdings, the publicly traded security of Bill Ackman’s activist hedge fund, extended losses over the past week amid attacks on Valeant Pharmaceuticals International Inc., bringing its decline this year to 15.9 percent. The latest returns, reported weekly, are as of Oct. 27. The year-to-date decline as of Oct. 20 was 11.2 percent, according to Pershing Square Holdings’ website. 
Wall Street Journal:
  • Fed Keeps December Rate Hike in Play by Jon Hilsenrath. Officials remove explicit mention of concern at overseas tumult, delivering warning to markets. Federal Reserve officials explicitly said they might raise short-term interest rates in December, pushing back against investors who have bet that the central bank wouldn’t move this year. 
  • Pfizer(PFE), Allergan(AGN) Considering Combining. A deal for Allergan would be the biggest announced takeover in an already busy year. Drug makers Pfizer Inc. and Allergan PLC are considering combining, in what would be a blockbuster merger capping off a torrid stretch for health care and other takeovers.
Barron's: 
Fox News:
  • GOP candidates tangle over tax plans at 3rd debate. The Republican presidential candidates sparred sharply over their tax plans at the opening of the third primary debate Wednesday night. Ohio Gov. John Kasich leveled the most pointed criticism, after Ben Carson defended his plan for a 10 percent flat tax. Kasich called it “fantasy.” “These plans would put us trillions and trillions of dollars in debt,” Kasich said. “Why don’t we just give a chicken in every pot.”
Twitchy: 
CNBC:
  • Cruz: This is why the American people don't trust the media. (video) A question on the debt ceiling heated up on stage at Wednesday's Republican debate, when Sen. Ted Cruz said questions on the issue "illustrate why the American people don't trust the media." "This is not a cage match," Cruz said. "The questions that are being asked shouldn't be getting people to tear into each other. It should be, 'What are your substantive solutions?'"
Zero Hedge: 
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -1.0% to -.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 129.75 -1.25 basis points.
  • Asia Pacific Sovereign CDS Index 72.5 -1.25 basis points.
  • Bloomberg Emerging Markets Currency Index 71.68 -.13%. 
  • S&P 500 futures -.26%.
  • NASDAQ 100 futures -.35%.

Earnings of Note
Company/Estimate
  • (AET)/1.75
  • (APD)/1.80
  • (ALXN)/1.04
  • (MO)/.75
  • (AMT)/1.16
  • (ABC)/1.18
  • (BWA)/.70
  • (BC)/.74
  • (BG)/1.57
  • (CLF)/-.22
  • (CME)/.99
  • (COP)/-.36
  • (DBD)/.41
  • (GCI)/.37
  • (GG)/.04
  • (GT)/.97
  • (JCI)/1.00
  • (LLL)/1.82
  • (MA)/.87
  • (MCK)/3.01
  • (MGM)/.03
  • (MWW)/.10
  • (OSK)/.78
  • (PBI)/.44
  • (POT)/.37
  • (SHW)/3.87
  • (ZBH)/1.56
  • (BIDU)/1.29
  • (BGG)/-.35
  • (CENX)/-.27
  • (DECK)/1.07
  • (EA)/.44
  • (FSLR)/1.62
  • (FLR)/1.12
  • (LSCC)/-.18
  • (LNKD)/.45
  • (PSMT)/.75
  • (SCTY)/-1.94
  • (SBUX)/.43
  • (TSRO)/-1.45
  • (YRCW)/.56
Economic Releases
8:30 am EST
  • Initial Jobless Claims are estimated to rise to 265K versus 259K the prior week.
  • Continuing Claims are estimated to fall to 2160K versus 2170K prior.
  • Advance 3Q GDP is estimated to rise +1.6% versus a +3.9% gain in 2Q.
  • Advance 3Q Personal Consumption is estimated to rise +3.3% versus a +3.6% gain in 2Q.
  • Advance 3Q GDP Price Index is estimated to rise +1.4% versus a +2.1% gain in 2Q
  • Advance 3Q Core PCE is estimated to rise +1.4% versus a +1.9% gain in 2Q. 
10:00 am EST
  • Pending Home Sales for September are estimated to rise +1.0% versus a -1.4% decline in August.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The Fed's Lockhart speaking, Eurozone Consumer Confidence report, $29B 7Y T-Note auction, weekly Bloomberg Consumer Comfort Index, weekly EIA natural gas inventory report and the (ORCL) financial analyst meeting could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down by commodity and technology 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 day.

Stocks Higher into Final Hour on Central Bank Hopes, Oil Bounce, Short-Covering, Energy/Financial Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Higher
  • Sector Performance: Most Sectors Rising
  • Volume: Slightly Above Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 14.65 -5.06%
  • Euro/Yen Carry Return Index 138.58 -.29%
  • Emerging Markets Currency Volatility(VXY) 10.85 +.56%
  • S&P 500 Implied Correlation 57.92 -2.21%
  • ISE Sentiment Index 87.0 +5.0%
  • Total Put/Call .76 -23.23%
  • NYSE Arms 1.24 +24.84% 
Credit Investor Angst:
  • North American Investment Grade CDS Index 79.14 +1.30%
  • America Energy Sector High-Yield CDS Index 1,134.0 +1.93%
  • European Financial Sector CDS Index 68.51 -2.09%
  • Western Europe Sovereign Debt CDS Index 18.39 -3.11%
  • Asia Pacific Sovereign Debt CDS Index 72.89 -1.17%
  • Emerging Market CDS Index 323.11 -.95%
  • iBoxx Offshore RMB China Corporates High Yield Index 122.28 +.02%
  • 2-Year Swap Spread 10.0 -1.5 basis points
  • TED Spread 30.75 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -29.75 -2.25 basis points
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 71.78 -.09%
  • 3-Month T-Bill Yield .04% +2.0 basis points
  • Yield Curve 139.0 -2.0 basis points
  • China Import Iron Ore Spot $49.95/Metric Tonne -3.01%
  • Citi US Economic Surprise Index -10.0 +.1 point
  • Citi Eurozone Economic Surprise Index 19.9 +1.8 points
  • Citi Emerging Markets Economic Surprise Index -13.60 -.1 point
  • 10-Year TIPS Spread 1.47 -2.0 basis points
  • # of Months to 1st Fed Rate Hike(Morgan Stanley) 5.89 +.49
Overseas Futures:
  • Nikkei 225 Futures: Indicating +137 open in Japan 
  • China A50 Futures: Indicating +49 open in China
  • DAX Futures: Indicating -12 open in Germany
Portfolio: 
  • Higher: On gains in my retail/medical/tech sector longs and emerging markets shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges, then added them back
  • Market Exposure: 50% Net Long

Bear Radar

Style Underperformer:
  • Large-Cap Growth +.42%
Sector Underperformers:
  • 1) Utilities -1.31% 2) HMOs -.66% 3) Airlines -.51%
Stocks Falling on Unusual Volume:
  • AKAM, LNCE, H, ICPT, EVER, IDXX, DORM, ZLTQ, RUBI, SAIA, COT, IBP, KKR, SNCR, FEIC, ODFL, CIB, WEX, TWTR, WBA, FLIR, QUNR, STRA, CMC, VRSK, SM, HSY, CHRW, MDSO, SKYW, HTS, RPXC, EIX, TWOU, HTLD, FSP, ARW, TECH, ECHO and SNCR
Stocks With Unusual Put Option Activity:
  • 1) DXJ 2) EA 3) KSU 4) CLF 5) JWN
Stocks With Most Negative News Mentions:
  • 1) AKAM 2) EIX 3) FEIC 4) HSY 5) UAL
Charts:

Bull Radar

Style Outperformer:
  • Small-Cap Growth +2.15%
Sector Outperformers:
  • 1) Gold & Silver +4.16% 2) Hospitals +3.52% 3) Oil Service +3.48%
Stocks Rising on Unusual Volume:
  • DMND,  ABCB, ROCK, CBI, HOT, CAB, NHTC, GNRC, VNTV, SLCA, NOC, INFN, BSX, TSS, VDSI, CEMP, CBG, TER, BAH, VNTV, LVLT, AGCO, DMND, IPHI, LLL, TDW, NRF and PAH
Stocks With Unusual Call Option Activity:
  • 1) TER 2) AKAM 3) RAD 4) HOT 5) VTL
Stocks With Most Positive News Mentions:
  • 1) CNP 2) NOC 3) HOT 4) JBSS 5) TXT
Charts:

Morning Market Internals

NYSE Composite Index:

Tuesday, October 27, 2015

Wednesday Watch

Evening Headlines 
Bloomberg: 
  • UBS Analyst Who Called Emerging-Market Rout Sees Rebound Fading. The one-month long rebound in emerging-market assets is poised to reverse, according to Bhanu Baweja, a UBS Group AG strategist, who correctly called this year’s rout. While expectations for more monetary easing from global central banks have helped stabilize developing-nation stocks and currencies in the past month, weakness in exports and commodity prices as well as higher debt repayments will keep the assets under pressure, said Baweja, USB’s head of emerging-market cross asset strategy in London. “Today EM sentiment is taking a break from perceived extreme negativity,” Baweja wrote in a note Tuesday. “However, fundamentals are still slowly worsening.” South Africa’s rand, the Indonesian rupiah, Malaysia’s ringgit and the Columbian peso will lead the renewed decline “before long,” while emerging-market stocks will start underperforming their peers in advanced economies again, he said.  
  • Landlord Boom a Bigger Risk for Aussie Bad Debts Than Businesses. The boom in Australian buy-to-let mortgages that has helped fuel record household borrowing could be the next driver of bank bad debts rather than corporate defaults. While business-loan losses were behind the biggest bad debt cycles in the past three decades, according to a discussion paper from the Reserve Bank of Australia, unprecedented borrowing by individuals and signs that the residential property market is coming off the boil mean that for banks the next one might be different.
  • Moody's Says Iron Ore to Extend Slump in 2016 on Excess Supplies. Iron ore’s slump will deepen next year as rising supplies from the biggest producers overwhelm weakening demand in China, according to Moody’s Investors Service. Prices will probably average $45 a metric ton next year and in 2017, said Carol Cowan, senior vice president in New York. So far this year, they averaged about $58. The glut may expand as the majors boost low-cost output and billionaire Gina Rinehart’s Roy Hill mine starts up, Cowan said in an interview. 
Wall Street Journal:
  • Budget Deal Stirs Anger on the Right. Two-year plan reduces risk of a government shutdown. Congressional leaders worked Tuesday to marshal support for a sweeping budget and debt deal that offered an end to fiscal fights with President Barack Obama but opened up top Republicans to criticism from conservatives, including GOP presidential hopefuls.
  • U.S. Looks at Proposals to Step Up Fight Against Islamic State. Washington may send Apache attack helicopters to Iraq. The White House is seriously considering deploying a small squadron of Apache attack helicopters to Iraq as part of a package of new assistance programs to counter Islamic State, according to U.S. officials.
  • The Best Worst Budget Deal. Obama gets more spending, the GOP gets some disability reform. The Obama Presidency staged a last policy gasp Tuesday, as the White House and congressional leaders completed a budget deal that defers every serious choice to the next Administration. The mutual nonaggression pact is the product of a hyper-polarized Washington, and perhaps the only thing worse than passing it would be not passing it. 
Fox News: 
  • House Republicans introduce measure to impeach IRS Commissioner Koskinen. House Republicans on Tuesday introduced a resolution to impeach IRS Commissioner John Koskinen, accusing him of making "false statements" under oath and failing to comply with a subpoena for evidence. House Oversight Committee Chairman Jason Chaffetz, R-Utah, and 18 other committee members introduced the resolution to begin impeachment proceedings. In doing so, they followed through on a threat first made over the summer, when Republicans accused the IRS leader of making inaccurate statements to Congress regarding the Tea Party targeting scandal and its aftermath.
Zero Hedge:
Reuters:
  • Gilead(GILD) hepatitis C drug sales trend flattens, shares dip. Gilead Sciences Inc on Tuesday said its quarterly profit rose 70 percent, but sales growth for its hepatitis C drugs flattened as health insurers limited access to the expensive treatments. Shares of the biotechnology company fell slightly. Gilead's quarterly product sales rose 37 percent to $8.2 billion. Sales of hepatitis C drugs Sovaldi and Harvoni totaled $4.8 billion, which was just ahead of the $4.5 billion average Wall Street estimate, but little changed from second quarter sales. Company officials said hepatitis C sales were likely to stay flat through 2016 as health insurers restrict patient access to Gilead's drugs, which have list prices of more than $1,000 a pill. Gilead's shares, which rose 2 percent in regular trading, were down 2 percent at $108.75 after hours.
  • FTC looking at Valeant's contact lens dealings -source. The U.S. Federal Trade Commission is looking into whether Canadian drugmaker Valeant Pharmaceuticals International Inc illegally cornered the market for a component of a new type of contact lens, an industry source told Reuters. Valeant said on Monday it had received a letter from the FTC on or about Oct. 16 seeking more information about Valeant's recent acquisition of Paragon Vision Sciences, which produces a material used to make gas permeable lenses. That probe focuses primarily on a small subset of the contact lens market, Ortho-K lenses, according to the contact lens industry source, who asked not to be named to protect business relationships.
  • Akamai(AKAM) forecasts revenue, profit below analysts' estimates. Akamai Technologies Inc, a provider of services that help deliver Internet content faster, forecast current-quarter revenue and profit below analysts' expectations, citing a strong dollar and slowing online traffic growth. The company's shares fell about 14 percent in extended trading on Tuesday.
Telegraph:
Evening Recommendations 
  • None of note
Night Trading
  • Asian equity indices are -.50% to unch. on average.
  • Asia Ex-Japan Investment Grade CDS Index 131.0 -2.75 basis points.
  • Asia Pacific Sovereign CDS Index 73.75 +2.0 basis points.
  • Bloomberg Emerging Markets Currency Index 71.79 -.07%. 
  • S&P 500 futures +.16%.
  • NASDAQ 100 futures +.16%.

Earnings of Note
Company/Estimate
  • (AGCO)/.50
  • (ADP)/.65
  • (BSX)/.23
  • (CMC)/.43
  • (GRMN)/.54
  • (GD)/2.13
  • (HSY)/1.13
  • (HES)/-1.20
  • (HLT)/.23
  • (IDXX)/.53
  • (ICE)/2.92
  • (IP)/.93
  • (JLL)/2.01
  • (MDLZ)/.41
  • (NOV)/.55
  • (NSC)/1.41
  • (NOC)/2.19
  • (OXY)/.03
  • (Q)/.81
  • (HOT)/.71
  • (WOOF)/.68
  • (WEX)/1.42
  • (aem)/.02
  • (AMGN)/2.38
  • (ABX)/.07
  • (BWLD)/1.30
  • (CRUS)/.59
  •  (ESV)/.75
  • (FFIV)/1.74
  • (GPRO)/.29
  • (MTW)/.09
  • (MAR)/.74
  • (NEM)/.18
  • (ORLY)/2.38
  • (TSO)/6.05
  • (WDC)/1.56
  • (WMB)/.15
  • (YELP)/.07
Economic Releases
8:30 am EST
  • Advance Goods Trade Balance for Sept. is estimated at -$64.3B versus -$67.19B in August.  
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory build of +3,560,000 barrels versus a +8,028,000 barrel gain the prior week. Gasoline supplies are estimated to fall by -1,050,000 barrels versus a -1,518,000 barrel decline the prior week. Distillate inventories are expected to fall by -1,765,000 barrels versus a -2,622,000 barrel decline the prior week. Finally, Refinery Utilization is estimated to rise by +.08% versus a +.4% gain prior.
2:00 pm EST
  • The FOMC is expected to leave the benchmark Fed Funds rate at 0.0%-.25%.
Upcoming Splits
  • None of note
Other Potential Market Movers
  • The $35b 5Y T-Note Auction, $15B 2Y FRN Treasury Auction, weekly MBA mortgage applications report, (ABCO) investor day, (ABM) investor day and the (PH) General Meeting could also impact trading today.
BOTTOM LINE: Asian indices are mostly lower, weighed down by industrial and financial 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 day.