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MBS Highway - Daily Updates 11/09/2022

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Current position: Carefully Floating


Bonds will go through their monthly coupon rollover after the close of the market today. This occurs each month because Mortgage


Bonds are finite. They have an end term, such as 30 years. Therefore, each month a new 30 - year period begins. This new 30 - day extension is reflected in an adjusted rollover price. This rollover does not impact your pricing.


Stocks and Bonds are both lower to start the day. The focus today will be the 10 - year Treasury Note Auction at 1:00 pm ET, ahead of the important Consumer Price Index inflation report tomorrow. The level of demand is of course important for the direction of the Bond market, as a strong auction will likely help Bonds and rates. But the auction may tell us more - Many Bond investors, often called the "smart money", may try to speculate how tomorrow's CPI report will come out. If there is a strong auction, it could mean that they believe inflation will begin to turn lower tomorrow. If there is weak demand, it may mean they think inflation is still on the way


up. This auction will be very important and interesting to dissect.


Election Implications

It appears the Republicans won a slim majority in the House and the Senate is up for grabs. The Senate race is so close that there may have to be a runoff election in some states like Georgia, meaning that a second election must be held because the first election did not reach the necessary threshold of votes needed for a candidate to win. There may not be clarity on who won the Senate for some time.


With the Republicans apparently winning the House, this creates gridlock in congress. In order to pass legislation and send it to the President for their signature, both the House and the Senate must pass the same bill by majority vote. This could make it harder to pass further spending bills, and from a market perspective, may be good for inflation.


Inflation Comments

Some encouraging news came from the New York Fed as President Williams stated that he is very impressed with the fact that long-term inflation expectations have remained so stable. The three most important Fed members are Fed Chair Powell, Vice Chair Brainard, and always voting NY Fed President Williams. Even though Powell talked very tough about continuing to hike at the last Fed meeting, Fed Vice Chair Brainard voiced her concerns about doing too much too fast, and now Williams appears to be pleased with inflation expectations remaining stable.


We also received some commentary out of the RBA to the effect that it sees inflation peaking. Against that backdrop, the 10 - year bond yield in Australia moved much lower, but we have yet to see any benefit here.


Consumer Debt Rising at Record Levels

US consumers piled on another $25 billion of consumer debt in September, taking the total balance outstanding to $4.7 trillion. Year-to-date, consumer credit is up $270 billion, marking the greatest 9 - month surge in recorded history. Consumer confidence is showing that the consumer is being resilient, but are they just continuing to spend, putting things on credit? An important thing to remember about credit is that it has a limit, and we could start to see consumer spending drop, causing a slowdown in the overall economy.


Mortgage Apps

The MBA released their Mortgage Application data for last week, showing Purchases rose 1% last week and are down 41% year over year. Interest rates moved slightly higher from 7.06% to 7.14%, which is 3.82% higher than this time last year. Refinances fell 4% last week and are down 87% year over year. ARMs made up 12% of transactions.


Charting

Mortgage Bonds continue to battle with their 25 - day Moving Average. This is an important test and will likely be decided by the results of the 10 - year Auction. If there is a strong auction, followed by a lower inflation reading, we will likely see a strong rally in Bonds. With that in mind, we want to be patient. Begin the day carefully floating.


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