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MBS Highway Daily Updates 05/01/2023

Current position: Carefully Floating

Stocks are mixed, and mortgage bonds are lower to start the day.



First Republic Bank

In the third bank failure since March, regulators have taken possession of First Republic Bank. JPMorgan has acquired all of First Republic Bank's deposits and a substantial majority of their assets. All depositors at First Republic Bank will become depositors at JPMorgan Chase Bank. However, First Republic shareholders and bond holders will not receive anything. The recent trouble in banking has highlighted the unprecedented challenges facing community, midsize, and regional banks. With the trend of very large banks acquiring smaller ones, we appear to be headed toward a European-style system dominated by a handful of effectively government-guaranteed, too-big-to-fail banks.

Nick Timiraos

Nick Timira from the WSJ and Fed Mole was on CNBC this morning, where he said the banking situation gives the Fed room to hike 25bps on Wednesday. He'll be looking for guidance during the press conference and Q&A on whether or not we'll be getting a June increase, but he doesn't expect any indications of a clear pause in hikes.

This Week

Tomorrow: JOLTS

Wednesday: Mortgage Applications, ADP Employment Report, FOMC Statement, and Press Conference

Thursday: Initial Jobless Claims

Friday: BLS Jobs Report

Technical Analysis

Mortgage bonds are battling with the dual floor comprised of the 100-day moving average and 100.758 Fibonacci level. A break beneath this level could see mortgage bonds retest the 50-day moving average.


The 10-year is currently testing a ceiling at its 25-day moving average. If this level fails to keep a cap on yields, the 10-year may look to retest its 200-day moving average. Begin the day carefully floating.


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