Tuesday, March 01, 2016

Wednesday Watch

Evening Headlines
Bloomberg:
 
  • China Credit Outlook Cut to Negative From Stable by Moody's. (video) China’s credit-rating outlook was lowered to negative from stable at Moody’s Investors Service, which highlighted the country’s surging debt burden and questioned the government’s ability to implement reforms just days before leaders gather to approve a five-year road map for the economy. The government’s financial strength may come under pressure if it takes on liabilities from troubled state-owned companies, while capital outflows have limited policy makers’ scope to stimulate the weakest economy in a quarter century, the ratings company said in a statement on Wednesday. State intervention in equity and foreign-exchange markets has heightened uncertainty about the leadership’s commitment to reforms, Moody’s said. While market reaction to the outlook cut was muted on Wednesday, it highlights growing concern among global investors that the ruling Communist Party will struggle to overhaul Asia’s largest economy at a time when debt levels have climbed to an unprecedented 247 percent of gross domestic product. Chinese leaders will begin nearly two weeks of policy meetings on Saturday to map out how to tackle the nation’s economic challenges and meet the government’s goal of doubling per-capita income by 2020. “The government’s ability to absorb shocks has diminished and we want to signal this in the negative outlook,” Marie Diron, a senior vice president at Moody’s, said in an interview on Bloomberg Television. Authorities “have stepped backward in their reform steps and so that is creating some uncertainty. 
  • Death and Despair in China's Rustbelt. This is the city of Tonghua in China’s rustbelt, where a desperate handful of steelworkers has gathered each week outside the management office of their mill in freezing temperatures to demand months of wages they say they’re owed. The answer, according to interviews with workers and residents, is always the same: there is no money. This is the last vestige of protests that once drew thousands, and which, one fateful day nearly seven years ago, ended with a manager being beaten to death.
  • China's Real Estate Frenzy Is Back as Shenzhen Prices Surge 50%. After getting burned by the bursting of China’s stock-market bubble, Liu Yihui is seeking salvation from the country’s latest investment mania: big-city properties. The 35-year-old civil engineer dumped his equity holdings after losing 40 percent last year, using the proceeds to buy a 5 million yuan ($763,464) apartment in Shenzhen. Prices in the southern business hub have surged more than 50 percent over the past year, the fastest pace since at least 2011. “People are a bit crazy in this market, but what can you do?” said Liu, who took on a mortgage to buy the apartment, an investment property that he’s renting out. “Stock returns were terrible, so I made up my mind to put my money in real estate.” In an echo of the buying frenzy that propelled Chinese shares to unsustainable valuations last June, leveraged speculators are snapping up homes in top-tier cities in hopes that prices will keep surging. The boom, fueled by monetary stimulus and a loosening of property curbs in February, shows how government efforts to revive the world’s second-largest economy risk fueling asset bubbles instead.
  • Offshore Yuan Falls as PBOC Weakens Fixing, Moody's Cuts Outlook. China’s yuan weakened offshore after the central bank cut the reference rate to the lowest in four weeks and Moody’s Investors Service reduced its credit-rating outlook on the nation to negative. The yuan traded in Hong Kong declined 0.05 percent to 6.5521 a dollar at 10:24 a.m. The onshore exchange rate rose for a second day, gaining 0.03 percent to 6.5519, according to China Foreign Exchange Trade System prices.
  • Funds Exit Opening Door to China Bond Market as Risks Escalate. China is opening its bond market to foreign investors just as they head for the exit at a record pace amid warnings of rising debt risks. Global funds’ holdings shrank by a record 49.6 billion yuan ($7.6 billion) to 553 billion yuan in January, Chinabond data going back to July 2014 show. That’s more than double the 22.7 billion yuan of net sales in August, when China shocked global markets by devaluing its currency. Aberdeen Asset Management Plc says investors are still withdrawing money, after the yuan slumped 3 percent in the past six months. Moody’s Investors Service Inc. cut China’s credit outlook to negative from stable on Wednesday.
  • South Korea's Output Drops More Than Estimates as Exports Slump. South Korea’s industrial output dropped even more than estimated in January as a slump in exports and the end of temporary tax benefits weighed down production. Output dropped 1.9 percent from a year earlier (estimate -0.6 percent). Decline was 1.8 percent from December (estimate -1.0 percent). Notable drops in electronic parts, devices and machines. Falling production is a risk to the government’s target of achieving 3.1 percent growth this year. Overseas shipments dropped for a 14th straight month in February as the export-dependent economy suffered from weaker demand in key markets including China.
  • Japan's Three Biggest Banks Declare Yen's Depreciation Is Over. Japan’s megabanks are calling time on the yen’s four years of depreciation, a blow to Haruhiko Kuroda’s chances of reviving inflation and growth. Bank of Tokyo-Mitsubishi UFJ Ltd., Sumitomo Mitsui Banking Corp. and Mizuho Bank Ltd. all see the yen ending the year stronger than where it started. And all three have revised up their 2016 forecasts as the yen gained 6.7 percent in the first two months of the year.
  • Capital Expenditure in Japan May Be Running Out of Steam. Capital expenditure is shaping up as another area of concern for Japan as economists trim their forecasts for this key measure of economic health. With exports and household spending already in decline, Japan can ill-afford any weakness in expenditure from the corporate sector. Yet with the economy contracting in the final three months of last year, volatility in financial markets and gains in the yen eroding the competitiveness of Japanese goods overseas, companies may be thinking twice before spending.
  • Asian Stocks Extend Global Rally as Aussie Advances; Gold Drops. A global equities rally gained momentum in Asian trading and emerging-market currencies strengthened as economic data from the U.S. and Australia spurred risk-taking. Gold fell for a second day. Asian stocks jumped the most in two weeks, led by gains in Japan. Australia’s dollar rose for a third day and the nation’s bonds tumbled as the nation’s economic growth beat estimates. The offshore yuan weakened after China’s central bank lowered the currency’s reference rate and Moody’s Investors Service cut the outlook on the nation’s credit rating. Oil fell for the first time this week after industry data showed American stockpiles increased. Standard & Poor’s 500 Index futures held steady as results of the so-called Super Tuesday U.S. presidential candidate contests started to come in. The MSCI Asia Pacific Index surged 2.5 percent as of 11:01 a.m. Tokyo time, headed for its highest close since January as all 10 industry groups advanced
  • Deutsche Bank Says Fed Should Move in March Based on the Data. Deutsche Bank AG, one of the Wall Street firms that trade directly with the Federal Reserve, says U.S. policy makers should raise interest rates this month if the latest economic figures are any guide. “If the Fed is truly data dependent then they should be raising rates at their next meeting,” Torsten Slok, the chief international economist for the company in New York, wrote in a report Tuesday. Manufacturing, factory jobs, consumer spending and inflation are all improving, according to the report.
  • Rubio Slams Trump, Reiterating ‘Con Artist’ Charge. “Just 5 days ago we began to unmask the true nature of the frontrunner so far in this race. Five days ago we began to explain to American people that Donald Trump is a con artist,” says GOP presidential candidate Marco Rubio.
Wall Street Journal:
  • Trump Voters Need a Mirror. The blaming of elites has gone too far. The U.S. voter is behind his own disappointments. Trump supporters are disappointed in America’s leadership elites. They have this feeling even if they lack clear thoughts. Yet this late moment is not too late for some political types to insist that Trump voters must be understood, even though Trump voters have been easy to understand all along. Indeed, a whiff of fear enters the air as Mr. Trump progresses toward the nomination. These disappointed-with-elites people are in...
Fox News:
  • Fox News projects: Trump nails down wins in Ala., Mass., Tenn., Va.; Clinton wins in Ala., Ark., Tenn. (video) Donald Trump and Hillary Clinton racked up a string of Super Tuesday victories, with Fox News projecting each to win key contests across the South and beyond. Trump is projected to win in Virginia, Tennessee, Alabama, Massachusetts and Georgia. Clinton is projected to win Alabama, Arkansas, Tennessee, Georgia and Virginia. On the Democratic side, Bernie Sanders was projected to notch his first win of the night in his home state of Vermont. But elsewhere, races were too close to call, including in Oklahoma and Massachusetts, where Sanders has a slight lead over Clinton in both states. On the GOP side, Sen. Ted Cruz enjoys a slight lead in Oklahoma, though it's too early to call.
MarketWatch:
CNBC:
  • Tesla(TSLA) shares slide as Citron reveals short. (video) Dominic Chu looks into Tesla shares dropping after a tweet from Citron Research fixed a $100 price target for the stock citing supply and demand problems. Tesla Motors shares slid Tuesday as Citron Research revealed a short position in the electric automaker's stock. In a tweet, the short-selling firm contended that Tesla shares could fall to roughly half their current value by the end of the year due to supply and demand problems. The "news flow all around does not look good" for Tesla, Citron wrote.
Zero Hedge:
Business Insider:
  • Bill Ackman is getting obliterated. Pershing Square Holdings, his fund's publicly traded vehicle, has fallen 19.9% through the end of February, according to a performance update.
Reuters:
  • Brazil's No. 2 builder admits illegal Rousseff campaign funding: paper. Executives from Brazil's second-largest engineering company, Andrade Gutierrez, have testified that the company paid suppliers for President Dilma Rousseff's 2010 electoral campaign off the books, newspaper a Folha de S.Paulo reported on Tuesday. The testimony, as part of a plea bargain by 11 executives, would be the first direct link between the widening "Operation Carwash" investigation into bribes and political kickbacks at state-run oil company Petrobras and the election of Rousseff, the paper said.
Financial Times: 
  • Nato accuses Russia of ‘weaponising’ immigrants. Nato’s top commander accused Russia and the Syrian regime on Tuesday of “weaponising” immigration by using bombs aimed at civilians to deliberately cause large flows of refugees and challenge European political resolve. General Philip Breedlove, Nato’s supreme allied commander, said that the types of bombs being used in Syria — especially the Assad regime’s barrel bombs — were designed to force civilians from their homes.
Telegraph:
China Securities Journal:
  • China 1Q Industrial Output May Slow to About 5.6%. China's industrial output growth may slow to about 5.6% in 1Q because of overcapacity in energy and raw materials industries and high levels of real estate inventory, the State Information Center says. 1Q exports in dollar terms may decline 9% because of slower global economic growth as imports decline 15.2%.
Xinhua:
  • China Reserve Ratio Cut Not Sign of Large-Scale Stimulus. China's cut of the reserve requirement ratio recently indicates that monetary policy is "easing slightly" but still within a "prudent" stance, Xinhua says in a commentary. China won't initiate a large-scale stimulus, the commentary said. PBOC moves in cutting the reserve ratio and interest rate since end-2011 shouldn't be seen as "significant" money stimulus.
Night Trading 
  • Asian equity indices are +1.0% to +2.25% on average.
  • Asia Ex-Japan Investment Grade CDS Index 151.50 -7.5 basis points. 
  • Asia Pacific Sovereign CDS Index 73.0 -1.5 basis points. 
  • Bloomberg Emerging Markets Currency Index 69.06 +.04%. 
  • S&P 500 futures +.01%. 
  • NASDAQ 100 futures +.15%.
Morning Preview Links

Earnings of Note
Company/Estimate 

  • (ANF)/.99
  • (BF/B)/.99
  • (DSX)/-.24
  • (AEO)/.42
  • (COST)/1.28
  • (SMTC)/.16
  • (SINA)/.34
  • (SKUL)/.25
  • (WB)/.13 
Economic Releases 
8:15 am EST
  • The ADP Employment Change for February is estimated to fall to 190K versus 205K in January.
9:45 am EST
  • The ISM New York for February.  
10:30 am EST
  • Bloomberg consensus estimates call for a weekly crude oil inventory build of +2,540,000 barrels versus a +3,502,000 barrel gain the prior week. Gasoline supplies are estimated to fall by -1,148,000 barrels versus a -2,236,000 barrel decline prior. Distillate inventories are estimated to fall by -960,000 barrels versus a -1,660,000 barrel decline the prior week. Finally, Refinery Utilization is estimated to fall by -.31% versus a -1.0% decline the prior week. 
2:00 pm EST:
  • US Fed Beige Book release.
Upcoming Splits 
  • None of note
Other Potential Market Movers
  • The Fed's Williams speaking, China Services PMI, Swiss GDP report, weekly MBA mortgage applications report, BofA Merrill Ag Conference, (HUN) investor day, (MDP) investor day, (XOM) analyst meeting and the (HON) investor conference could also impact trading today.
BOTTOM LINE: Asian indices are higher, boosted by financial 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 50% net long heading into the day.

Stocks Surging into Final Hour on Central Bank Hopes, Less Eurozone/Emerging Markets/US High-Yield Debt Angst, Yen Weakness, Financial/Tech Sector Strength

Broad Equity Market Tone:
  • Advance/Decline Line: Substantially Higher
  • Sector Performance: Most Sectors Rising
  • Volume: Around Average
  • Market Leading Stocks: Performing In Line
Equity Investor Angst:
  • Volatility(VIX) 17.9 -12.56%
  • Euro/Yen Carry Return Index 129.44 +1.03%
  • Emerging Markets Currency Volatility(VXY) 11.64 -2.84%
  • S&P 500 Implied Correlation 58.71 -4.49%
  • ISE Sentiment Index 86.0 -28.93%
  • Total Put/Call .85 -29.17%
  • NYSE Arms 1.27 -5.56
Credit Investor Angst:
  • North American Investment Grade CDS Index 102.06 -5.07%
  • America Energy Sector High-Yield CDS Index 2,327.0 -4.94%
  • European Financial Sector CDS Index 103.13 -4.43%
  • Western Europe Sovereign Debt CDS Index 32.83 -4.03%
  • Asia Pacific Sovereign Debt CDS Index 73.09 -2.03%
  • Emerging Market CDS Index 355.67 -3.62%
  • iBoxx Offshore RMB China Corporate High Yield Index 123.99 unch.
  • 2-Year Swap Spread 4.0 -1.0 basis point
  • TED Spread 31.50 -1.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -30.25 -.25 basis point
Economic Gauges:
  • Bloomberg Emerging Markets Currency Index 69.03 +.90%
  • 3-Month T-Bill Yield .32% unch.
  • Yield Curve 98.0 +2.0 basis points
  • China Import Iron Ore Spot $51.44/Metric Tonne +3.67%
  • Citi US Economic Surprise Index -12.70 +6.7 points
  • Citi Eurozone Economic Surprise Index -67.70 +3.2 points
  • Citi Emerging Markets Economic Surprise Index -8.80 +.1 point
  • 10-Year TIPS Spread 1.49% +4.0 basis points
  • 22.6% chance of Fed rate hike at April 27 meeting, 38.0% chance at June 15 meeting
Overseas Futures:
  • Nikkei 225 Futures: Indicating +495 open in Japan 
  • China A50 Futures: Indicating +45 open in China
  • DAX Futures: Indicating +51 open in Germany
Portfolio: 
  • Slightly Lower: On losses in my index hedges and emerging market shorts
  • Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and some of my (EEM) short
  • Market Exposure: Moved to 75% Net Long

Today's Headlines

Bloomberg:
  • Global Junk-Bond Default Rate to Rise to '09 Level, Moody's Says. Global junk-bond defaults will rise to the highest level in seven years in 2016 as a prolonged downturn in commodity prices continues to wreak havoc on company profits and balance sheets, according to Moody’s Investors Service. The ratings company forecasts that the speculative-grade default rate will reach 4 percent this year, up from 3.5 percent in 2015 and the highest level since 2009. The default rate for all of Moody’s-rated corporate issuers is estimated to rise to 2.1 percent, also a post-financial crisis high, from 1.7 percent last year. "Persistently low commodity prices, slowing economic expansion and widening high-yield spreads will send default rates higher in 2016," Moody’s credit analyst Sharon Ou wrote in a Feb. 29 report. Diminished credit quality "combined with the sharp increase in defaults and rising investor caution, indicate that the credit cycle is turning."
  • Merkel Says Euro Is at Risk If Europe Crumbles in Refugee Crisis. German Chancellor Angela Merkel said Europe’s discord over refugees threatens the euro, raising the stakes as European Union leaders prepare for their next emergency meeting to stem the crisis. “If we disintegrate into small countries again, a common currency will be very difficult,” Merkel said at a party rally late Monday in the western German town of Volkmarsen. “What we are seeing in recent days, with certain countries going their own way to the detriment of another country like Greece -- that isn’t the European way.”
  • Euro-Area Factories Cut Prices at Fastest Pace Since 2013. Euro-area factories cut prices at the fastest pace in almost three years in February, compounding an already worrisome inflation environment for the European Central Bank. Markit Economics said the price gauge of its manufacturing Purchasing Managers Index fell further below the key 50 level, dropping to the lowest since June 2013. All countries bar one in its monthly survey reported falling output prices, including Germany, France and Italy, the region’s three largest. The report comes a day after data showed consumer prices in the euro region fell an annual 0.2 percent in February, the most in a year. With ECB policy makers due to meet next week, the mounting catalogue of negative numbers may prompt them to increase their stimulus programs again. Chris Williamson said the report suggests that “deflationary pressures have intensified.” “With all indicators -- from output and demand to employment and prices -- turning down, the survey will add pressure on the ECB to act quickly and aggressively to avert another economic downturn,” he said.
  • U.K. Manufacturing Has Its Worst Month in Almost Three Years. U.K. manufacturing grew the least in almost three years in February and new orders barely rose, highlighting the fragility of the economy as it heads into an uncertain year. Markit Economics said its factory index dropped to 50.8 from 52.9, marking the weakest reading since April 2013. A gauge of new orders was just above the key 50 line that divides expansion from contraction while employment shrank for a second month.
  • Europe's Biggest Oil Hub Fills as Ship Queue at Seven-Year High. The queue of ships waiting outside Europe’s biggest port and oil-trading hub of Rotterdam has grown to the longest in seven years as a global supply glut fills storage capacity. As many as 50 oil tankers, twice as many as normal, are waiting outside Rotterdam because storage sites are almost full, the port’s spokesman Tie Schellekens said by phone on Tuesday. “This is a clear sign of the oversupply filling up storage to the brim,” Gerrit Zambo, an oil trader at Bayerische Landesbank in Munich, said by phone. “People are preferring to store oil rather than cut production. These are bearish signs.” 
  • Barclays Plummets as Bank Slashes Dividend in Plan to Shrink. (video) Barclays Plc fell the most in more than three years in London trading as investors balked at Chief Executive Officer Jes Staley’s pitch that more short-term pain will be necessary for the bank to right itself. The lender cut its dividend for the next two years and said costs from its non-core division will rise by as much as 1 billion pounds ($1.39 billion) this year as it accelerates the unit’s wind-down, according to a statement Tuesday. The shares plummeted 8.1 percent to close at 158.1 pence in London, the most since June 2012. The stock has dropped 28 percent this year, more than any other large U.K. lender.
  • European Stocks Complete Longest Rally Since October; LSE Jumps. (video) Carmakers led a fourth day of gains in European stocks, while London Stock Exchange Group Plc jumped amid a bidding war. BMW AG gained 4.2 percent after its chief executive officer forecast another year of record sales, and Daimler AG added 2.5 percent after its CEO noted strong growth in Europe and China. LSE surged 7.2 percent after Intercontinental Exchange Inc. said it’s considering a bid for the company that’s in merger talks with Deutsche Boerse AG. The Stoxx Europe 600 Index added 1.4 percent at the close of trading, as all 19 industry groups rose.
  • Fed's Dudley 'Somewhat Less Confident' on Inflation Outlook. Federal Reserve Bank of New York President William Dudley said that while he still expects inflation to reach the U.S. central bank’s 2 percent target over time, he’s lost some confidence in that prediction, adding his voice to the concern expressed by several other policy makers. “On balance, I am somewhat less confident than I was before,” Dudley, the vice chairman of the policy-setting Federal Open Market Committee, said Tuesday in the Chinese city of Hangzhou. “Partly, this reflects my assessment that uncertainty to the outlook has increased and that downside risks have crept up.”
  • Ryan Chides Trump, Indirectly, Over Lack of KKK Denunciation. House Speaker Paul Ryan on Tuesday scolded Donald Trump -- without directly naming him -- over his refusal to sufficiently disavow the support of former Ku Klux Klan grand wizard David Duke. Ryan’s criticism was indirect, but clear. "If a person wants to be a nominee of the Republican Party, there can be no evasion and no games," he said. "They must reject any group or cause that is built on bigotry. This party does not prey on people’s prejudices."
  • Sports Authority Said to Plan Bankruptcy as Soon as This Week. Sports Authority Inc. is planning to file for bankruptcy within the next few days, assuming it can finalize terms for a loan to keep it operating during court proceedings, according to people with knowledge of the matter. The retailer is sorting out details on the loan, known as debtor-in-possession financing, said the people, who asked not to be identified because the talks are private. Lenders such as Wellington Management and Blackstone Group’s credit unit GSO Capital Partners are considering providing the financing, two of the people said. They are two of the holders of Sports Authority’s $300 million term debt maturing November 2017.
Wall Street Journal:
Fox News:
CNBC:
Zero Hedge: 
Business Insider:
CNN:
  • National poll: Clinton, Sanders both top Trump. (video) Both of the remaining Democratic candidates for president easily top Republican front-runner Donald Trump in hypothetical general election match-ups, according to a new CNN/ORC Poll. But Hillary Clinton, who is well ahead in the Democratic race for the presidency, would likely face a stronger challenge should Florida Sen. Marco Rubio or Texas Sen. Ted Cruz capture the Republican nomination for president. In the scenario that appears most likely to emerge from the primary contests, Clinton tops Trump 52% to 44% among registered voters. That result has tilted in Clinton's favor since the last CNN/ORC Poll on the match-up in January. But when the former secretary of state faces off with either of the other two top Republicans, things are much tighter and roughly the same as they were in January. Clinton trails against Rubio, with 50% choosing the Florida senator compared to 47% for Clinton, identical to the results in January. Against Cruz, Clinton holds 48% to his 49%, a slight tightening from a 3-point race in January to a 1-point match-up now.

Bear Radar

Style Underperformer:
  • Small-Cap Growth +1.2%
Sector Underperformers:
  • 1) Gold & Silver -3.1% 2) Oil Tankers -.9% 3) Medical Equipment -.5%
Stocks Falling on Unusual Volume:
  • ASPS, DPLO, POM, OA, NVRO, TNET, MSI, KAMN, MHG, GB, TUBE, ANAC, LNCE, ZLTQ, LLTC, MDT, PAM, ASCMA, ICE, NLNK, ENDP, SCOR, VRX, NRZ, SRDX, FSS, MSI and NRZ
Stocks With Unusual Put Option Activity:
  • 1) FAST 2) MRO 3) EWH 4) RH 5) F
Stocks With Most Negative News Mentions:
  • 1) FSLR 2) VRX 3) DSW 4) SUNE 5) DKS
Charts:

Bull Radar

Style Outperformer: 
  • Large-Cap Growth +1.9%
Sector Outperformers:
  • 1) Gaming +5.7% 2) Steel +4.8% 3) Banks +4.1% 
Stocks Rising on Unusual Volume: 
  • WDAY, KATE, SMLP, HIMX, LXRX, CKEC, KITE and F
Stocks With Unusual Call Option Activity: 
  • 1) MCHP 2) MPLX 3) KATE 4) WWAV 5) SGMS
Stocks With Most Positive News Mentions: 
  • 1) WDAY 2) TMUS 3) HPQ 4) RTN 5) T
Charts:

Morning Market Internals

NYSE Composite Index: