Monday, September 1, 2008

Market Week Wrap-up

A light volume week in the market allowed for some exaggerated moves in the indices as the economic data remained mixed. On four of the five days this week the DJIA ended the day with a 90 point or greater move though the moves lacked any conviction as the volume was over 30% below the three month average. Overall indices moved only modestly away from the levels that which they begun the week as much of the day to day volatility offset any extended directional move. The week's final session did weigh on the NASDAQ after traders were disappointed with Dell Q2 earnings. For the week, the DJIA and the S&P were off 0.7% while the Nasdaq Composite dropped 2%.

Trading in the US bond markets generally mirrored that of stocks in terms of volumes and overall direction while the day to day volatility lagged. Treasury markets did successfully digest two record size note auctions in the 2 and 5-year. By the end of the week yields had moved little overall. The 10-year yield remains near to multi-month lows hovering near the 3.80% while the 2-year is just below 2.4%. Corporate and Junk bond spreads remain swollen near March levels indicating credit market concerns persist. Fed fund futures are still pricing in less than a 30% chance the FOMC will raises rates before year's end.

The week's economic data reports provided further confirmation of the growing sentiment that the US economy can avoid a deep recession. The strong preliminary GDP numbers gave markets a boost on Thursday, with the reading showing the US economy grew more than expected in the second quarter, surpassing the 3% level, although commentators noted that improvement in GDP came mainly from net upward revisions to exports and was boosted by Federal stimulus checks. The Conference Board's confidence index indicated that the consumer outlook brightened in August, with a slight decline in inflation expectations.

Housing data showed mixed results. Monday's July existing home sales rose to a better-than-expect 5M, up 3.1% m/m, though the average price of a home fell further and months of inventories are hovering near record highs. The report seemed to indicate that buyers are snapping up deeply discounted properties in parts of the country hit hardest by the housing crisis. On Tuesday the Commerce Department reported July new home sales at 515K units, slightly lower than expected, while the S&P/CS home price index showed prices falling at a slower pace than expected in June. The week saw homebuilding names posting solid gains, with HOV, DHI and TOL up around 5% on the week, and CTX and PHM up around 4%.

In the financial sector, the usual suspects were in the news again. FannieMae's announcement that it would replace several senior executives was taken in stride by the market, while Fannie and Freddie's successful sale of a total of $3B in short term notes seemed to bolster confidence in the GSEs. A vague rumor mid-week that the Treasury announcement on the GSEs (presumably about a bailout or nationalization) was quickly denied by a government spokesperson.

Chatter continued throughout the week regarding Lehman Brothers' ongoing efforts to raise capital. South Korean interest in a Lehman stake seems to have cooled off. Over the weekend the London Times said that while the Korea Development Bank (KDB) has refused to rule out bidding for a stake, it is saying any approach is not imminent. Regarding Neuberger Berman, Blackstone appears to have dropped out of the bidding, while early in the week CNBC reported that KKR appears to have the most interest among a narrowing group of potential buyers for the asset. Late in the week, Ladenburg's Dick Bove repeated his call that Lehman is ripe for the picking, asserting that a hostile takeover could emerge for Lehman.

In currencies this week, the theme was that of ever higher inflationary expectations coupled with slowing economic growth abroad, which led to continued demand for the Greenback. The USD continued to find support as soft German IFO data sent the euro below 1.4600 handle. However, the US economy continues to show conflicting economic data. The US housing data showed the housing market is still searching for a bottom. The US Q2 preliminary GDP also helped, coming in above estimates, although dealers noted that improvement in GDP came mainly from net upward revisions to exports and downward changes in imports. The US continuing claims data was at its highest level since November 2003. Chicago PMI beat consensus estimates, but the lower employment component offset the optimism.

German states reported CPI figures that were well below expectations to further aid the USD sentiment. However, ECB officials, including Weber, were quick to point out that the latest data is not going to force officials to consider cutting rates anytime soon. Chatter circulated from ECB sources reinforced that the ECB sees rate remaining on hold through the end of 2008. The GBP continued to exhibit weakness throughout the week as it struck fresh two-year lows below 1.8250. GBP weakness was highlighted by comments from BoE dove Blanchflower, who noted that inflation should fall in the medium term and warned that the bank is currently behind the curve since the UK economy is already contracting.

Tropical Storm Gustav provided some initial support into commodity related currencies as supply concerns remained on the front burner of energy markets. Canada avoided a 'technical' recession as it reported positive GDP numbers for the Q2, but a sharp downward revision to its prior Q1 helping keep the Loonie vulnerable.

Carry-trade currency pairs were vulnerable following Denmark's first bank bailout in 15-years. The JPY also firmed in the latter part of the week after the Japanese government formally introduced an economic stimulus package worth around ¥11.7T.

The commodity market moved mostly sideways this week, despite the first threatening storm in the Gulf of Mexico since Katrina. Storm trackers sent crude higher early in the as it became clear Gustav would enter the Gulf, but futures couldn't gain any traction as the actual location of the storm's landfall is still unclear. A larger than expected build in natural gas inventories pushed the energy complex lower on Thursday, with natural gas trading down as much as 8% that day, though it later recovered half of those losses. Meanwhile, relations between Russia and the West continue to be strained. Reports even circulated that Russia is making contingency plans for cutting off energy supplies to Western Europe, though the Kremlin denied it.

Up next week: the Republican National Convention, and the ECB, BOE, and Bank of Canada rate decisions as well as comparable store sales and auto sales for the month of August.

Trade The News Staff Trade The News, Inc.

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