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MBS Highway Daily Updates 01/09/2023

Current position: Floating

Stocks and Mortgage Bonds are both nicely higher, following through on the gains from Friday.

ISM Services join the ISM Manufacturing in Contraction


The December ISM services index has now joined its manufacturing brethren in printing below 50. The index fell to 49.6 from 56.5 in November. Not including Covid, this is the first time we've seen a below-50 figure since December 2009.


New orders dropped sharply to 45.2, employment fell into contraction, and supplier deliveries eased again. Prices paid fell over 2 points.


Here is a quote from the ISM that explains the current situation: "Orders from customers are softening, and some orders are being canceled. We have lost employees due to normal attrition and are having issues backfilling positions. The supply chain is catching up to demand, and suppliers are trying to lower inventory for calendar year end and are still working through excess supply".


Bottom line, the US economy continues to weaken, and that is now spreading into services.

More Anecdotes from the December Jobs Report

Friday's Jobs report showed a slowdown in wage growth and therefore wage pressured inflation, which the markets celebrated. It did, however, show that there were 223,000 job creations, but when sifting through the details of the report, the data is weaker than it first appears.


We already explained how all of the job gains were part time, of which 190,000 were because of "weak economic conditions," and those that took on an extra job to make ends meet jumped by 370,000.


We also mentioned that the hours worked dropped to 34.3, which is the fourth straight month where we saw a decline. But if you were to attribute the drop in hours to actual jobs, it would equate to 373,000 job losses. So instead of seeing a 223,000 job gain, you would have seen a 150,000 job loss.


Overall, this report was weaker than at first glance, and the lower wage pressure is exactly what the Fed wants to see, hence the rally on Friday and the follow-through today.



Week Ahead

The highlights of this week will be Powell's speech tomorrow, the 10 and 30 - year auctions, and, of course, the Consumer Price Index inflation report on Thursday. Will traders finally start buying 10 - year notes ahead of what is expected to be another move lower in inflation? The CPI is expected to decline from 7.1% to 6.5% on the headline and from 6% to 5.7% on the core. As mentioned on Friday, if we see a reading of 5.7% or 5.6%, we will likely see a big rally in Bonds.


Tuesday: NFIB Small Business Optimism Index, Powell Speech

Wednesday: Mortgage Apps, 10 - year Treasury Note Auction

Thursday: Consumer Price Index (CPI), Initial Jobless Claims, 30 - year Bond Auction

Friday: No meaningful news

Technical Analysis

Mortgage Bonds have broken above four levels of resistance, the last being the 25 - day Moving Average, which is now acting as support. The next ceiling is at 101.6712, which is a Fibonacci level. The 10 - year is trading at 3.58%, under its 3.644 Fibonacci level, 100 - day Moving Average, and 25 - day Moving Average , all of which will now act as resistance . The next floor of support is at 3.43%... so there is a lot of room for yields to continue lower, especially if we get more good inflation news this week. Continue floating to start the week.



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