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MBS Highway Daily Updates 03/15/2023

Current position: Carefully Floating



Stocks are sharply lower and Mortgage Bonds are much higher on news that the banking crisis is spreading to Europe, where several main players are feeling pressure.


The problems in Europe may be worse than in the US, which are a result of central banks keeping rates too low for too long, creating inflation. This forced banks to push out the duration curve to search for yield without taking on risk. But now banks are having duration mismatches and a liquidity crisis, which is being brought to light because central banks are hiking at an unprecedented rate. The silver lining is that there is a flight to safety, and the bond market is benefiting.


Producer Price Index Inflation Data

The February Producer Price Index (PPI) report showed that overall producer inflation decreased by 0.1%, which was much cooler than the 0.3% expected. Additionally, January was revised lower by four tenths, from 0.7% to 0.3%. This caused the year-over-year reading to decline from a downwardly revised 5.7% to 4.6%.


The core rate, which strips out food and energy prices, was flat and much lower than the 0.4% expected. Year over year, core inflation declined from 5.4% to 4.4%.


Pushing producer prices down was due to lower food and energy costs. Services fell for the second month in a row as well, which has been the sticky component in CPI. This could definitely lead to lower consumer costs if they pass along those savings rather than increasing margins.


Supporting lower producer costs was Cass Freight's report, showing that shipping costs were 5.5% lower last month.


Retail Sales

Retail sales were down 0.4% in February vs. the expected 0.3%. Ex-autos were down 0.1%, which is interesting because experts were looking for used car sales to push up inflation because three years ago there were fewer car leases taken out at that time due to COVID. And three years later, you have less stock of used cars, which causes tight supply and puts pressure on prices. But the cost of financing has gone up so much due to Fed hikes that it may be deterring used car purchases, as evidenced by today's retail sales report. We also saw used car prices go down in yesterday's CPI report.


Mortgage Apps

The MBA released their mortgage application data for last week, showing that purchases rose 7% last week and are now down 38% year over year.


Interest rates decreased from 6.79% to 6.71%, which is 2.75 percent higher than this time last year. Refinances rose 5% last week and are down 74% from this time last year.


The Champ is Here

Looking at the history of home prices since 1941 to today, home values have increased 73 years, decreased seven years, and been flat for one. That's a pretty good record that you would not want to bet against. And the concentration of losses was during the housing bubble, where there was wild speculation, not enough demand, and a glut of supply. Things could not be more different in today's market—don't bet against the champ.


Technical Analysis

Mortgage bonds are making a nice move higher today as investors come into the bond market during the wild volatility of the past few days. Mortgage bonds have gotten back above the 50-day moving average and are now testing the next ceiling at the formidable 100.758 Fibonacci level.


The 10-year has moved down to 3.41%, breaking beneath its 200-day moving average and Fibonacci level of 3.43%. But these are tough floors, and we have to be on guard for a reversal from these levels. Begin the day carefully floating.


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