Sentiment: Listless Traders Looking Forward To Abbreviated Rumor Day

As DB's Jim Reid summarizes, "it is fair to say that newsflow over the next 72 hours will be fairly thin before we head into a tense final few business days of the year." It is also fair to say, that the usual tricks of the new normal trade, such as the EUR and risk ramp as Europe walks in around 3 am, precisely what happened once again overnight to lift futures "off the lows", will continue working until it doesn't. In the meantime, the market is still convinced that some compromise will appear miraculously in the 2 trading sessions remaining until the end of the year, and a recession will be avoided even as talks now appear set to continue as far down as late March when the debt ceiling expiration, not cliff, will become the primary driving power for a resolution. That said, expect to start hearing rumors of a US downgrade by a major rating agency as soon as today: because the agenda is known all too well.

In other news, there was no other news, with some notable but hardly market moving developments such as Greece reporting an 11 month state budget deficit of €12.9 billion, better than expected and below the €21.5 billion seen last year. The small print is that this excludes outlays by state-controlled enterprises, however many billions of those are. Elsewhere, in China, the Shanghai exchange is reported to raise margin requirements by 1%, news which came after the SHCOMP's closing up 0.27% to 2159.

And while volumes already are absolutely abysmal during during the regular session, at least today there will be an excuse dur to early exchange closures as per the following breakdown:

    NYSE (or is that N-ICE?): 1:00 pm Eastern
    CME/CBOT: IR, FX, Commodities: 12:00 pm Eastern; Equities: 1:15 pm Eastern
    NYMEX/COMEX: 1:30 pm Eastern

Look for some muted kneejerk reactions to Cliff resolution rumors, followed by just as muted selloffs.

More from DB's Jim Reid

Following the abandonment of Boehner’s bill on Thursday night it appears that President Obama will be calling on Congress to approve his own version of “Plan B” this week which the New York Times describes as a “stripped down” fiscal cliff deal similar to legislation already passed by the Senate previously. The fallback plan would include extending current tax rates for incomes up to $250,000, increasing taxes on capital gains and dividends from 15% to 20%, extending unemployment insurance and delays spending sequesters until 2013. The NYT also added that the President may be willing to extend tax rates for incomes as high as $500,000 if it would seal a deal with Republicans. In a statement on Friday, Obama described his plan as an “achievable goal that can get done in 10 days” and conceded that a “grand bargain” for deficit reduction with the GOP is unlikely before year-end. With the House and the Senate only reconvening on Thursday 27th and the President on vacation in Hawaii at the start of the week, it is  fair to say that newsflow over the next 72 hours will be fairly thin before we head into a tense final few business days of the year.

Asian markets are faring relatively well overnight despite the worst performance for the S&P 500 (-0.94%) in more than a month last Friday. The Hang Seng, Shanghai Composite and the KOSPI are around a tenth to a quarter of a percent higher as we type. In Asian specific headlines, the Chinese government has pledged to increase agricultural subsidies and offer better protection to farmers’ land rights according to local Xinhua news.

The Nikkei is closed overnight but there have been some interesting headlines out of Japan. Incoming PM Abe over the weekend threatened to revise the law of the Bank of Japan if the central bank refuses to introduce a 2% inflation target at the coming January policy meeting. PM Abe has made clear that BoJ Governor Shirakawa’s term will end in April as the government wants to have someone who is more willing to push more aggressive easing. This aggressiveness also echoed another comment he made on Sunday as Abe called on the BoJ to resist moves by other central banks to devalue their currencies after having cited the Fed’s money printing as an example. The USDJPY is trading 0.18% higher at 84.41 overnight.

Recapping Friday’s markets, the S&P 500 weakness was led by declines in all ten major sectors. Interestingly, S&P 500 volumes on Friday were 2.8x the average daily volume of the previous 3 months and the highest since 15th Sept 2011 in what was the last full trading day before Christmas which coincided with the expiration of index and single stock futures and options. Discouraging fiscal cliff progress weighed on the trading session although data was generally positive.

Personal Income (+0.6% vs +0.3% expected) surprised on the upside and we also saw an in-line but improving Personal Spending (+0.4% vs -0.1% previous). Headline durable goods orders (+0.7% vs +0.3% expected) came in better, although the final UofMichigan confidence index disappointed and fell to a five-month low of 72.9 (vs 82.7 previous).

The other notable political development over the weekend was in Italy. As was largely expected, PM Monti resigned on Friday following parliamentary approval of the government’s 2013 budget laws.

Monti announced on Sunday that he would consider seeking a second term as PM, but rather than committing himself to running with a particular party he said that "If a credible political force asked me to be candidate as prime minister for them, I would consider it". Monti added that he would publish a detailed pro-Europe manifesto of recommendations for a future government and would potentially be willing to lead a party that adopted it as its own.

Moving to Spain, the European Commission will propose giving Spain more time to cut their public deficits below the target limit of 3% of GDP. According to Reuters who cite Spanish newspaper El Pais, the Commission has agreed on new deficit targets of 7% of GDP in 2012 and 6% in 2013, from current targets of 6.3% and 4.5% respectively. Indeed, DB’s Gilles Moec believes that hitting a target of 6.3% in 2012 is very unlikely given slippages in regional deficits and social security.

Turning to the week ahead, it will be a holiday-shortened week for with little in the way of economic data to drive markets. Progress on fiscal cliff negotiations will remain the key focus for investors when lawmakers return to DC in the latter half of the week. Major exchanges will be closing early today. US markets will re-open on the 26th and major European markets the following day.

As far as data is concerned main US releases this week are Wednesday’s Richmond fed Manufacturing and Case-Shiller Home prices; Thursday’s new home sales, consumer confidence and jobless claims; followed by the Chicago PMI and pending home sales on Friday. In Europe, French employment numbers and consumer confidence (Thursday) as well as its Q3 GDP (Friday) and consumer spending (Friday) are the main reports. We will also get the Italian business confidence reading on Thursday.

Moving to Asia, the focus in Japan will on the Nov CPI release on Friday. The report comes after five consecutive months of deflation. Japan also reports November IP/PMI on the same day. Incoming PM Shinzo Abe will officially take office on Wednesday. It will be a quiet week elsewhere with China’s industrial profits the main data release of note.
Article Source: Zerohedge