Will Unemployment Hold Up?


INTEREST RATES

OVERNIGHT
CHANGE to 4:15 AM
:
BONDS, -1 — The trade is poised for a big reaction to the

US
payroll report with economic sentiment in many regards expecting a double-dip
recession. For the past month it would appear that the bond market has expected
the worst from the

US
economy, and the

US
economy has proven to be just a little more resilient than was expected. While
most numbers have been soft, the trade has consistently overestimated the
weakness.


STOCK INDICES

OVERNIGHT
CHANGE to

4:15 AM:
S&P, -50;
NIKKEI
, +91; FTSE, -44 — There is no easy way through the economic numbers today!
The


stock market
has seen periodic optimism and that might serve to
mitigate damage to prices and sentiment today if the numbers disappoint. We do
think that the COT report to be released after the close will show the small
spec position to be the least long, since the initial reaction to Sept. 11
back in 2001. However, we doubt a leveled technical position in the


S&P futures market
will prevent prices from dropping sharply if
the numbers foster the idea of a double dip recession.


FOREIGN EXCHANGE


DOLLAR: Like the stock market,
there will be no small moves today in the dollar. Fortunately, the euro zone and
the

UK
have seen some partially hot inflation numbers and that would seem to limit
those central banks from cutting rates easily. Therefore, while the trade might
want to exit the dollar, they still have a limited number of alternatives. The
dollar stands toward the lower end of the


consolidation
zone, and therefore one might expect the damage off a
negative payroll reading to be mitigated. Near-term support in the dollar comes
in at 106.86, and we would expect that level to be tested. However, if the
payrolls come in at +15,000 and the unemployment rates up ticks by less than 0.2%,
then the dollar might spring to life and rise toward the top of the


consolidation
up at 108.53. The international equity markets are
already


factoring
a negative

US
report!

EURO:
With inflation up ticking in the August ECRI, one might conclude that the ECB is
less likely to cut interest rates. However, the real direction in the euro will
come from the

US
payroll report. The euro is 120 points above support if the numbers this morning
allow the

US
equity market to feel better about prospects! On the other hand, if the US
numbers on their face cause stock prices to decline, the euro will instantly
forge an upside breakout on the charts. Resistance in the euro is 98.79, and an
upside target on a poor report would put the euro up to 99.46.

YEN: The
Nikkei managed to bounce overnight, but the yen is extremely vulnerable. Not only
is the world concerned about the


bad debt
load, but it is also concerned that the Japanese economy
won’t be able to handle the

US
slipping back into a double dip recession. Therefore, the yen is primed for a
major decision. We think there is a bigger payout on a downside break, but no
greater probability that a break will take place as opposed to a rally. Therefore,
traders should look to buy December yen at 81.68 and look to buy 4 79.50 Nov yen
puts for 30 ticks, prior to the payroll report this morning.

SWISS:
The Swiss Jobless rate rose slightly to 2.8% with those on unemployment reaching
the highest level since early 1999. It is thought that the Swiss National Bank
won’t move rates until the economy recovers significantly or the other central
banks provide some direction. The Swiss is 200 points above support if the

US
numbers are strong, and primed for a rally to 68.63 if the numbers are
significantly weak.

POUND:
Like the euro zone, August inflation levels rose in the

UK
and might be seen as a barrier to cutting interest rates, if such a move is
needed to head off a secondary wave of slowing. Sharp rises in

UK
home prices and increased home equity loans, suggest that the consumer sector in
the

UK
remains strong and that is probably why the pound is displaying such leadership
among key currencies. Like the Swiss, the pound has some of a weak

US
number factored with the September rally from 152.04 to 156.20, but the trend of
things suggests the pound will continue to rise, but that a surprise will be
very painful to the longs.

CANADIAN:
There is no escaping the

US
economy today for the Canadian. This would seem to be a classic place to sell 1
December Canadian and buy 5 December Canadian 64.50 calls for 17 ticks. Net
premium expense is 85 ticks and the Canadian could easily fall 50 ticks on a bad

US
release today.


METALS


OVERNIGHT CHANGE to 4:15 AM: GLD
+0.50, SLV -0.5, PLAT
+3.90; London Gold Fix $321.65, -$.05; LME Copper
Warehouse stks
866,250 tns, -1,250 tns; Comex Gold stocks 1.892, Unchanged;
COMEX
Silver stocks
107.4 ml oz, -39,111 oz; OVERNIGHT: Initial weakness was reversed by
aggressive and late Japanese buyin
g.

GOLD: The
rather aggressive slide in stock prices put the gold market right back into a
supportive position and that favorable status yielded long interest in the Asian
session overnight. The CEO of Newmont Mining promised that his company would
continue to reduce its hedge position because world supply should decline due
to slack investment. The mining executive suggested that gold supply might
decline by 2% to 4% per year for the next several years and that feeds into the
current bull environment.

SILVER:
It could be a simple track for the silver today, as the macroeconomic spin
should be defined by the payrolls, and therefore gold looks to provide enough
direction to silver to post a big move. We would look straight to the payroll
report for guidance. If the stock market liquidates aggressively off the report,
then silver is probably set to rally.

PLATINUM:
With the stock market easily giving back recent gains and a negative look
expected from the payroll report, platinum is already giving ground. We would
expect the slack macroeconomic condition and the reduced chance for European
rate cuts (both the

UK
and EURO zone posted rising ECRI readings for August) to impact platinum
negatively. The corrective target for January platinum is at least $550 and a
further slide is possible.

COPPER:
To a degree the copper market is expecting bad news today from the

US
payroll report as prices have faded 320 points off the high this week. Near-term
technical support is seen down at 65.95, but if there is cause to fear a double
dip recession after the reports this morning, new contract lows will easily be
posted. It all comes down to having a bad feeling or a good feeling off the
reports this morning.


CRUDE COMPLEX

OVERNIGHT
CHG to 4:15 AM: CRUDE +18, HEAT
+62, UNGA +45 — The regular energy complex
corrected in a profit-taking mode Thursday possibly because of comments from the
White House and partly because hurricane Lili has become less of an issue. In
our opinion, the energy complex might have faded after the President suggested
that war should be the last option as that is less hawkish than the stance the
administration has been assuming.


NATURAL GAS


The
weekly inventory report showed a 47 bcf injection despite the potential
disruption of the last two weeks off the inclement weather. It might be
difficult to determine just how much technical profit taking must be undertaken
before the market finds solid support but we suspect that a logical correction
point might be $3.60 in the November contract.