Thursday, August 2, 2018

The Morning Call--The long bond breaks its long term uptrend


The Morning Call

8/2/18

The Market
         
    Technical

The Averages (DJIA 25333, S&P 2813) were off yesterday on higher volume and weaker breadth.  They remain strong technically, but have a few minor negatives (1) the Dow fell back below its June high and (2) VIX has been range bound since mid-July between its 200 DMA and the lower boundary of its short term trading---which is providing no directional information.

The major technical story of the day was the drop of TLT (increase in interest rates) below its 100 DMA (now support; if it remains there through the close on Friday, it will revert to resistance) and, more importantly, the lower boundary of its long term uptrend (if it remains there through the close next Wednesday, it will reset to a trading range.  While neither of these challenges have yet proven successful, as I noted previously, a break especially of the long term uptrend has major fundamental (much higher rates) as well as technical significance.

            The dollar bounced, remains technically strong but certainly did not mirror the pin action of TLT.  On the other hand, GLD was off ¾ %, still has the ugliest chart around and is pointing towards higher rates.

            Bottom line:  the Averages remain quite strong technically speaking.  The technical assumption remains that they are going to challenge their all-time highs.
           
            TLT’s performance has potentially important negative fundamental as well as technical implications.  I want my time and distance discipline to work itself out before assuming that the twenty year bond bull market is over.  Plus, I would remind everyone that TLT successfully challenged the lower boundary of its long term uptrend in mid-May and quickly reversed itself.  On the other hand, since that mid-May break, the dollar has continued to rise and GLD to fall, suggesting that they were anticipating higher interest rates.  Stay tuned.

            Yesterday in the charts.

    Fundamental

       Headlines

            Yesterday’s economic data was somewhat negative: the ADP private payroll report was a blowout number, the May/June construction spending stats were mixed and weekly mortgage/purchase applications, July light vehicle sales, the July manufacturing PMI and the July ISM manufacturing were disappointing.

            Overseas, the July UK manufacturing PMI was below consensus.

            The FOMC meeting concluded, leaving rates unchanged but upgrading its assessment of the economy---in other words, the tone shifted slightly negative from the Markets perspective (i.e. no pause in rate hikes or the unwinding of its balance sheet).  All the details plus the red line statement are in the link below, so I won’t be repetitious.  But this clearly will/is weigh heavily on the bond market.

            This comes on top of the restlessness (I discussed in yesterday’s Morning Call) in the Japanese bond market, as seller were hitting bids and the government was not there for support.
           
            ***overnight the BOJ stepped in to stabilize rates, but in a somewhat unconventional way---which traders interpreted as a sign that it will allow rates to go higher but at a more measured pace.

            ***overnight, the Bank of England raised rates.  Plus the accompanying commentary was more hawkish than expected.

            As noted above, this all got reflected in the TLT pin action.  We don’t know yet whether the global central banks are now really tightening in unison (except for maybe the Chinese who are easing) and their respective bond markets will end a long bond bull market.  But we likely will in the next fortnight.  So it is too soon to be making bets those outcomes.

            Late in the day, Trump extended the deadline for the imposition of additional tariffs on Chinese goods to early September, apparently as an act of good faith to the Chinese.  However, he also threatened to raise those additional tariffs from 10% to 25%.     https://www.zerohedge.com/news/2018-08-01/stocks-yuan-bounce-trump-extends-china-tariff-comment-deadline-week

Bottom line: the Fed’s opinion notwithstanding, the economy is not strong.  It may not be weakening, but it is not strong.  As evidence all one has to look at is last week’s dataflow and the readings on the primary indicators this week.  Further, as the above link indicates, notable by its absence in the FOMC’s comment was anything on the housing market where the numbers have definitely been waning (and housing is a leading indicator).

Nonetheless, the Fed maintains its path to normalization.  As you know, I applaud that.  For the economy to work right, we have to have price discovery and we will never have it as long as QE disrupts the pricing and allocation of assets.  However, generally stocks don’t like higher interest rates especially if they are accompanied by a shrinking money supply.   That has been my thesis for the last nine years: the central banks encumbered by massive hubris have implemented a monetary easing with no precedent.  The Fed has never, ever successfully transitioned from easy to normal monetary policy without the Markets getting hammered.  This time around the order of magnitude of its easing effort (QE) was so much larger than on any previous occasion, I assume that the ‘hammering’ will be commensurate.

            All that said, we do not yet know if global quantitative tightening has actually begun.  There are signs.  But rates are unlikely to go a lot higher or stocks lower until that occurs.

    News on Stocks in Our Portfolios
 
Becton, Dickinson (NYSE:BDX): Q3 EPS of $2.91 beats by $0.05.
Revenue of $4.28B (+40.8% Y/Y) beats by $40M.

General Dynamics (NYSE:GD) declares $0.93/share quarterly dividend, in line with previous.

Kimberly-Clark (NYSE:KMB) declares $1.00/share quarterly dividend, in line with previous.

BlackRock TCP Capital Corp announced that BlackRock (BLK -4.2%) has completed the acquisition of Tennenbaum Capital Partners, LLC.
In connection with the transaction, the Company's name was changed from TCP Capital Corp. to BlackRock TCP Capital Corp.
BlackRock TCP Capital Corp. also announced today that Karyn L. Williams has been appointed to its board of directors as an independent director.
Economics

   This Week’s Data

      US

            The July manufacturing PMI came in at 55.3 versus expectations of 55.5.

            The July ISM manufacturing index was 58.1 versus estimates of 59.5.

            June construction spending fell 1.1% versus forecasts of +0.3%; however, the May number was revised from +0.4% to +1.3%.

                July light vehicle sales came in at 16.8 million units versus consensus of 17.1 million units.

                Weekly jobless claims rose by 1,000, in line.

     International

            The July UK manufacturing PMI came in at 55.9 versus projections of 52.5.

    Other

            Are stock buybacks hurting the economy? (medium):

What I am reading today

           

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