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MBS Highway Daily Updates 04/21/2023

Current position: Carefully Floating

Stocks are mixed and mortgage bonds are slightly lower to start the day, giving back their earlier gains after a stronger than expected manufacturing report.



S&P Global Manufacturing PMI

The Global Manufacturing PMI (Purchasing Managers' Index), which shows the performance of the manufacturing sector, came in at 50.4, hotter than estimates of 49 and in expansionary territory. The services component came in hotter as well, at 53.7 vs. the 51.5 expected. The better-than-expected manufacturing report is pressuring bonds this morning, erasing their early gains.

Next Week's PCE Inflation Data

Next Friday, the Fed's favorite measure of inflation, PCE (personal consumption expenditures), will be released. The previous report showed inflation increasing as follows:

Headline Inflation: +0.3% MOM, +5% YOY

Core: +0.3% MOM, +4.6% YOY


When we get the new March readings next Friday, those monthly readings will replace the March readings from 2022. The replacement figures are as follows:

Headline: 0.95%

Core : 0.37%


That means that if we get 0.3% readings for both once again, you could see headline inflation drop from 5% to 4.5% or even 4.4%, while core could remain flat or potentially decrease to 4.5%.


This would be similar to the CPI report, where we saw a big drop in headline inflation, but core inflation did not make much progress and actually rose 0.1%.


We know the Fed is focused on core inflation because that's what they feel they can control with their monetary policy. So long as core PCE doesn't increase and headlines drop, we may see a good market reaction.

Next Week

Tuesday: Case-Shiller HPI, FHFA HPI, New Home Sales

Wednesday: Mortgage Apps, Durable Goods Orders

Thursday: Q1 GDP, Initial Jobless Claims, Pending Home Sales

Friday: Personal Consumption Expenditures (PCE), Employment Cost Index

Technical Analysis

Mortgage bonds are battling with their 50-day moving average and thus far have been able to remain above it. The 10-year is testing support at its 200-day moving average and, after breaking beneath it earlier, has moved back above it following the stronger than anticipated manufacturing report. The stochastics are looking favorable, and if we see some more positive movement in MBS and yields continue to decline, we could have momentum working in our favor. Begin the day carefully floating.


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