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MBS Highway Daily Updates 11/29/2022

Current position: Carefully Floating


Stocks are relatively flat and Mortgage Bonds are lower to start the day.

Yesterday, as we had warned, the markets sold off after comments from St. Louis Fed President, James "raging" Bullard. He said that the Fed has a ways to go to get restrictive and thinks the Fed needs to raise rates to at least 5.25%. He did not mention 7%, as he did previously. Following his comments, the Mortgage Bond market went down almost 40bp but was able to recover most of the losses as it was digested throughout the day.


The Chinese citizens have been protesting the zero covid policy lockdowns, and to some extent, they are getting a response from the government. Our good friend, Peter Boockvar, believes this could be the beginning of the end of China's harsh approach to covid and we need to think about what both China and the rest of the world will look like on a full reopening, which we haven't seen since 2019. This could impact oil consumption and inflation.


New Appreciation Data

The National Case - Shiller Home Price Index, which is considered the "gold standard" for appreciation, showed home prices fell 1% in September, but increased by 10% year over year, which is a decline from the previous reading of 13% in August. Home prices are now down 2.5% from the peak, a far cry from a housing crash of 20 to 30%. To be clear, we anticipate additional softening as the full impact of peak rates was not realized in September.


The 10 - city and 20 - city were down 1.4% and 1.5% respectively, meaning that a lot of the losses were concentrated in the bigger cities that were somewhat overheated, including Seattle, Denver, San Diego, San Francisco, and LA. The decreases were milder than the previous report.



The FHFA (Federal Housing Finance Agency) released its House Price Index, which measures home price appreciation on single-family homes with conforming loan amounts. Different than Case Shiller, it does not include cash buyers or jumbo loans. The FHFA reported that prices rose 0.1% in September and are up 11% year over year. Based on this, you can interpolate that the decline in Case Shiller is coming from higher-priced homes where there is less demand.



Technical Analysis

Mortgage Bonds came close to testing overhead resistance at the 100 - day Moving Average yesterday, but were turned lower after Bullard's comments and are now once again testing support at the 100.534 Fibonacci level. We want to remain patient, especially ahead of what we think will be a good week for Bonds with another cooler inflation reading from PCE.


The 10 - year Treasury Note Yield has tested our target of 3.67%, but has been unable to break beneath it thus far and has been turned a bit higher. Continue Carefully Floating.


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