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MBS Highway Daily Updates 06/02/2023

Current position: Carefully Floating

Stocks are higher and Mortgage Bonds are lower following a stronger than expected May Jobs Report.


May Jobs Report

The Bureau of Labor Statistics (BLS) reported that were 339,000 jobs created in May, which was stronger than estimates of 190,000. There were 93,000 in positive revisions to March and April. March was revised higher by 52,000 from 165,000 to 217,000, while April we as revised higher by 41,000 from 253,000 to 294,000. When factoring in the revisions from the previous two months, there were 432,000 net job gains from what we expected.


One of the biggest reasons why we saw job gains was the Birth/Death model, where the BLS estimates hiring from new business creation relative to closed businesses. The problem with it is it overestimates during the inflection point of a downturn and underestimates at the inflection of an upturn after a recession. In May, it added 231,000 jobs...it's hard to believe there are that many businesses being created last month with the economic climate and banking issues where there is much less lending.


Remember, there are two surveys within the Jobs report, the Business Survey and the Household Survey. The Business Survey is where the headline job creation number comes from and includes a lot of modelling and estimations. The Household Survey is where the unemployment rate comes from and is derived from calling households to see if they are employed.

The Household Survey has its own job creation component, and it showed that there were 310,000 job losses, while the labor force increased by 130,000. This caused the unemployment rate to rise from 3.4% to 3.7%.


Average hourly earnings were up 0.3% in May, which was in line with estimates of 0.3%. From last year, average hourly earnings are up 4.3%, which is down from 4.4%.


Average weekly hours worked fell to 34.3 hours from 34.4.


Average weekly earnings were flat month over month and are now up 3.4% year over year, down from 3.8% in the previous report.


Debt Ceiling

The Senate has passed the Debt Ceiling Bill and the President is expected to sign it later today.


Technical Analysis

Mortgage Bonds are lower following the Jobs Report, but we hope the Bond market digests some of the weaker internals throughout the day. Bonds are currently testing support at the 99.845


Fibonacci Level

The 10-year is moving higher, testing overhead resistance at the 3.644% Fibonacci Level. Begin the day carefully floating.


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