Friday, March 12, 2010

· Market Update · Equity Sectors-Commodities Updates from the desk $USO

·         Market Update – stocks seeing small profit taking; not really heavy selling going on - more an issue of buying taking a break (the tape has become overbought - the R2K is lower today - would be first down day for this index in last 10 sessions; the sp declined double digit points only 1x since Feb 5).  It was pretty quiet on the data front - the retail sales were strong this morning, although after seeing the same-store-sales out last week this wasn’t too much of a surprise; the Michigan confidence reading was weaker.  The desk continues to note an interest to buy stock on any weakness; shorts aren’t interested on laying out fresh exposure and are using dips to cover.  Other asset classes not showing any clear signals – longer TSYs are rallying (10s, 30s) while the 2s are flat-to-down ahead of the Fed meeting this Tues.  Despite 2yr yields (most sensitive to Fed rate expectations) hitting multi-week highs, the dollar is weaker on back of the Yellen headlines (you would expect the dollar to strengthen if 2s are weakening in anticipation of a more hawkish Fed).  Despite the weaker dollar, commodities are coming for sale into the afternoon.  Corp credit continues to outperform stocks (its tighter/higher today). 

·         Equity Sectors – financials and tech are both up small while health care, utilities, and energy underperofrm.  No major sub-sector is up/down more than 1% today.  Materials are up 0.6% and the best acting major group (CLF is up 5% on back of a pos. JPMorgan note this morning and leading materials; CF dips ~4% on the deal news out today and NEM falls 1.5%).  Financials are flat-to-up on the day – there is some profit taking occuring (see C) but the group remains better to buy (see strength in MS/GS and the regional banks today).  The BKX is up 5% this week and is up ~20% YTD alrady.  Retail stocks are up 0.4% based on this morning’s sales #s (M, JWN, BBY, SHLD, BBBY, etc, are all up on the day). 

·         Best Performing SP500 stocks: CLF, SVU, ZMH, PCAR, MU, MCHP, HBAN, FSLR, PXD, CAT, ETN, IVZ, M, PWR, KR, ECL, OI, DOW, ATI

·         Weakest performing sp500 stocks: PLL, CF, SLM, NRG, ABT, KEY, SCHW, HRS, C, ADM, GCI, CPWR, CBS, DVN, IPG, ETR, EXC, XRX, PFE

·         Commodities: commodities have sold off sharply in the afternoon (despite the dollar being flat really since 6am). Oil is now just above $81, down ~1.35%. Natural gas is trading near its lows, at ~$4.42, down about ~0.45%. Gold is down ~0.5% trading at near $1102 – again at its lows. Similar to the rest of the group, copper is trading at its lows of the day, down ~0.2%

·         FX: USD (DXY) has sold off this morning, with news that Janet Yellen is Barack Obama’s choice for Fed Vice Chairman (she is seen as being dovish); it’s trading near its lows around $79.80, down ~0.6%, for most of the day so far. The dollar sold off vs. the Euro in the overnight, and has traded flat since, down ~0.55%.  The euro is catching a bid ahead of a European Fin Ministers meeting this Mon/Tues (where the anticipation is for a discussion around Greece); Greek CDS are ~13bp+ tighter today.  The dollar is trading near its lows vs. the pound, down 0.9% (the pound is catching a bid after the latest polls show the Conservative party regaining its double digit lead).  The dollar sold off sharply just before noon vs. the Yen, down ~0.1%. Similar to the dollar, the Euro just recently sold off vs. the Yen, although its up ~0.5% after the morning.

·         Corp. Credit:  Corp. Credit is outperforming today, while IG spreads have tightened .75 bps and HY has gained 3/8 of a pt.

·         Treasuries: TSYs are mixed this morning. The 2ys are flat (they were weaker this morning) and are now yielding .96bps (from .895bps earlier in the week) while the 10s have rallied and are yielding 3.71%; 30yrs also are rallying.  The 2-10 year spread has reached its tightest level in a few weeks to 2.75bps.  Color from the TSY desk today: very good real $ buying in TSY land...seen it in the back end and CB buying of the front end thru 5s

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