Asian Session: Risk-Neutral, Low Volume

Published 09/07/2020, 01:22 AM

It is difficult to tell what is going on today as volumes remain extremely low.

Since the week is beginning with a US holiday, many traders have opted to position risk-neutral today. Still, there is a palatable maleficence level lingering about SoftBank's large derivative position amid the recent tech sell-off. Mind you, the detail and the streets derivative trade analysis is always tinged with the poetic license of " Stephen King's Amazing Stories."

And while there is not a great deal going on due fast money risk neutrality after last week's "wipeout," the supposed heft of "one man's call position" is still not sitting well with many bulls at the moment. Will this be the other case of this too shall pass? Probably, after all, we have just come from an economic Armageddon to record stock market highs, so what are a few billion call options to stand in front of a mega-trillion dollar recovery once the vaccine is in hand. Still, the usual caveats apply around momentum when it comes to stocks, so investors need to choose their buys wisely.

But if you want to latch onto a bearish view, forget the VIX, you may want to pay more attention to what company insiders are doing. Data compiled for the FT by Smart Insider showed the number of executives selling stock was the highest since August 2018. In terms of value selling in August was the most since November 2015. Data from brokerage StoneX also showed insider sales in Q2 for NASDAQ 100 companies was up 171% compared to the same quarter last year.

China Trade

There was not a huge amount of follow-through in stock or currency market inter-day highs in Asia after China's August exports rang in higher than expected. China August trade balance CNY416.6 bn vs. CNY386.0 bn consensus; exports +11.6% y/y vs. +12.4% consensus and imports -0.5% y/y vs. +6.1% consensus, both in yuan terms.

And while China's export growth has surprised on the upside for several months. The strength mainly came from external demands of medical equipment and other supplies related to work and school from home, which could slow down in future months if the vaccine becomes a reality.

What Bonds Are Saying

Although all the headlines were on the rout in US equities, little attention was paid to what was happening in fixed income. In some ways, this was understandable, given where all the action was. However, although bonds did rally initially, it was hardly huge given the NASDAQ was down around 6% at one point, but then Yields moved higher after NFP. This underlines the fact that last week's tech rout was equity market-specific rather than any real change in underlying sentiment.

While equities traded wishy-washy in Asia today, there was no real sign of any panic and again. I am not wildly optimistic about the prospects for the global economy going forward. Still, I think bonds are telling their own story here, and it is only that until the outlook materially worsens or the central banks step back in, yields will struggle to fall meaningfully.

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