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MBS Highway Daily Updates - 11/16/2022

Updated: Nov 22, 2022

Watch the Update Here --> wwh.app/mbsupdatenov16


Current position: Floating


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Stocks are lower and Mortgage Bonds are trading near unchanged levels at the time of writing but are vacillating significantly between gains and losses.



Mortgage Apps

The MBA released their Mortgage Application data for last week, showing Purchases rose 4% last week and are down 46% year over year. Interest rates declined from 7.14% to 6.9%, so roughly 0.25%... but this can be skewed by points. Last year, rates were roughly 3.2%, which means they are 3.7% higher than 6.9%. Refinances fell 2% last week and are down 88% year over year.


Diana Olick wrote on CNBC: Sharp drop in mortgage rates does little to boost demand. Of course, the media had to do their best to grab the headline, but while we did see a big drop in rates last week, it came on Thursday after the CPI report and Friday was a holiday. It's extremely likely the activity from the decline in rates is yet to be captured and will show up in the numbers next week.


Retail Sales

Retails Sales rose 1.3% in October, which was stronger than estimates of 1%. Core Retail sales rose 0.7%, which was more than double expectations. The previous report for September was also revised higher by 0.2%. So far the consumer is hanging in there, but they are likely using credit, as there are several reports that outstanding credit card debt has climbed to record highs.


Consumers could also be making different choices - Walmart reported that 75% of grocery market sale gains came from individuals earning over $100,000 per year. It appears even those earning more compared to the median are moving away from more expensive stores like Whole Foods.


Important Auction Today

There will be a 20 - year Bond Auction at 1:00 pm ET. Last week's 10 - year Auction was weak, but following the lower inflation data Thursday morning, the 30-year Bond Auction was very strong. Based on inflation heading lower and appearing to peak, investors may think it's a good time to invest in 20 - year Bonds, which could provide a tailwind for Mortgage Bonds this afternoon.


Technical Analysis

Mortgage Bonds are once again battling with resistance at the 100.534 Fibonacci level, which has kept a lid on prices for the last three sessions. If there is a strong 20 - year Bond Auction at 1:00pm ET, it could be the catalyst to help Bonds convincingly break through. If they are able to do so, the next ceiling is at the 100 - day Moving Average, roughly 65bp above present levels. The 10 - year has broken beneath the 50 - day Moving Average, which is significant. The next floor is at 3.57%, followed by 3.40%. We won't see yields move down in one shot and right away, but one inflation report at a time, it's not hard to see yields move back towards our target of 3% in the first quarter or half of next year. Begin the day floating.


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