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MBS Highway - Daily Updates 10/28/2022

Current position: Carefully Floating


Stocks are higher and Mortgage Bonds are lower, but well off their worst levels, to start the day.


Central Banks around the world are starting to take their foot off the brake-

Many of the central banks are starting to slow rate hikes to avoid a collision course with a recession in their respective countries.

  • Canada - BoC hiked 50 instead of 75bp expected

  • Australia - RBA hiked 25bp instead of 50bp expected

  • Europe - ECB hiked 75bp yesterday and said they have made significant progress towards removing accommodation - may slow down hikes from here

  • US - After the Fed hikes 75bp in November, there is now a greater chance the Fed only hikes 50bp in December


PCE

The Fed's favorite measure of inflation, Personal Consumption Expenditures (PCE), showed that headline inflation rose 0.3% in September and remained at 6.2% year over year. Both of these readings were exactly in line with estimates.


The core rate, which strips out food and energy prices, rose by 0.5%, which is also in line with estimates. Core PCE rose from 4.9% to 5.1%, which was a tenth less than anticipated because of a 0.1% lower revision to last month's figure.


The Bond market was much lower before PCE was released, but since the year-over-year core figure came in slightly below estimates, Bonds have recouped much of their losses.


Next Week

Next Wednesday, the Fed will hike 75bp, but their comments on future hikes and the Jerome Powell press conference will be important for the markets.


It's also jobs week, with the ADP and BLS Jobs Reports due for release on Wednesday and Friday respectively. The market is expecting between 190-200k job creations in each report and for the unemployment rate to increase from 3.5% to 3.6%. If the market estimates come to fruition, it shows that things are starting to slow in the labor market. The rate of hiring is the first to slow in an economic downturn, followed by layoffs. Next week's payroll forecast of 190k would be the slowest since a negative print was seen in December 2020.


Technical Analysis

Mortgage Bonds opened the day beneath the 25 - day Moving Average, after closing above it yesterday. They have since gotten back above it, and if they can remain there, they have a lot of room for the upside. We have to stay on guard, as there is a lot of room to fall should Bonds fall back beneath the 25 - day. The 10 - year is trading at 3.95%, after getting rejected from its 25 - day Moving Average support level but does seem poised to test it once again. If yields can break beneath this level, the next floor is at 3.58%. We don't want to give up on a rally in the markets yet, especially with Bonds recouping most of their earlier losses – Begin the day carefully floating.


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