Dec 20 Daily Update: Quadruple Witching Day

Published on 20 December 2024 at 12:42

Today marks quadruple witching day for the quarter, with a large number of options and futures contracts expiring—watch for rollover activity.

 

Pre-market data shows that November PCE (Personal Consumption Expenditures) inflation continued to cool:

Monthly core PCE (annualized): 2.8% vs. 2.9% expected

Headline PCE (annualized): 2.4% vs. 2.5% expected, prior reading was 2.3%

 

The new administration hasn’t even taken office, yet political unrest has already begun. Congress failed to pass legislation desired by Trump, and a government shutdown over the weekend is now possible.

 

Equity indices gapped down pre-market, with broad-based losses across individual stocks. However, the VIX (fear index) pulled back slightly, and Treasuries rebounded in early trading. With little time left in the year and markets having surged, risk appetite has faded, sending risk assets broadly lowerBitcoin and quantum computing stocks are among the top losers.

 

Notable movers:

FDX to spin off freight division, +8%

CM (Canadian bank) to redeem preferred shares, +4%

NVO (weight loss drug) crashed -20% after disappointing trial results; rivals gained: VKTX +9%, LLY +7%, AMGN +4%

NKE dropped -5% on poor flagship product performance

 

SPY (S&P 500 ETF) attempted to rebound from its medium-term moving average yesterday but failed. Pre-market, it broke below the post-election gap upper bound.

Intraday upside test is now lowered to the $583–586 range

Downside test is near the $577 area (bottom of the election gap)

 

The index has now completely retraced its post-election gains. After two consecutive years of strong rallies, earnings growth can’t keep up with price appreciation. For long-term investors, a healthy correction may not be a bad thing.

 

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