What drives Mortgage Rates – and no it’s not the Federal Reserve

I am always astonished by the number of reports I read, before and after the Federal Reserve (Fed) makes a change in its interest rate, about the effect such a change will have on mortgage rates.
No doubt it came as a surprise to those writers when there was virtually no change in the Freddie Mac weekly survey of mortgage rates this week.

Myth
“Mortgage rates react to the Fed.”
Look at this chart for the last year:

The FFR rate was unchanged at 5.5% for over a year until last week, but during that time frame the FRM varied between a high of almost 7.8% last October and a low of just over 6% last week before the Fed cut its inetrest rate by 0.5%.(The Freddie Mac survey takes place from Monday-Wednesday each week, so the 6.09% reported on September 19 reflected rates before the Fed cut its interest rate).

What happened after the Fed cut rates?
Precious little. The rate before the Fed cut rates was 6.09% and afterwards…. 6.08%.

In simple terms, there is no correlation or link between the Fed’s interest rates and the rate on 30-year Fixed Rate Mortgages.

What does determine Mortgage Rates?
Take a look at this chart which compares the FRM with the yield on the 10-year Treasury note (10T).

Note that the two charts follow each other closely.

Why do Mortgage Rates track the yield on the 10-year Treasury?
Most conventional mortgages (i.e.those meeting the terms set by Fannie Mae and Freddie Mac) are sold by the originator to Fannie and Freddie, thereby freeing up the lenders’ capital to make more loans. Exactly why Fannie and Freddie were founded.
And what do Fannie and Freddie do with these loans? They package them into large pools and sell them to investors in the public market as Mortgage-Backed Securities (MBS). Because investors demand a higher yield to buy MBS than they would to buy a Treasury Note – because the risk is higher – they demand a premium – or spread – above the yield they would receive from the Treasury Note with a similar maturity to the expected life of the mortgages – and that is the 10T.

Is the spread consistent?
Good question. The answer is no.
For most of this century the spread was in the 1.6 – 1.8% range and averaged around 1.75%. The exceptions were:
2008 – the Great Recession and the height of the foreclosure crisis making mortgages unattractive to investors, who demanded higher yields
2020 – at the outset of the pandemic, amidst widespread uncertainty, spreads widened before the Fed started its huge program of pouring money into the economy, buying both Treasuries and MBS and igniting an asset boom
2022-23 – when the Fed finally, belatedly, stopped injecting liquidity into the system, the market reacted to two main factors: the Treasury would need to sell a lot more Securities to fund the spending, and the growing Budget deficit; and the biggest buyer of Treasuries – the Fed itself – was switching from being a buyer to a seller.The Fed also continues to hold a huge amount of MBS, which it is slowly reducing by not reinvesting.

Fannie and Freddie have increased fees to lenders
In addition to the fact that the Budget deficit continues to increase, while the Fed has been a seller of Treasuries, Fannie and Freddie have increased the fees they charge to lenders. These two factors have combined to increase the spread to more than the historic 1.6-1.8% , as shown in this chart, again for the last year:

Where are Mortgage Rates headed?
Thw two biggest questions facing the Treasury market are: will Congress take steps to rein in the soaring Budget deficit, and will foreign investors retain their appetite for US securities?
I don’t know, but to know where mortgage rates are headed,the most important number to watch is the yield on the 10-year Treasury Note.

Cheaper Mortgages are available
The Freddie Mac weekly survey is a national report. I work with lenders in both Florida and Massachusetts who are offering 30-year FRM for 5.5%. And other options are as low as 5%. Call me for details.

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Economic and mortgage commentary
The Federal Reserve’s new buzzword: Recalibrate
Federal Reserve Chair Powell:The Time has Come
Earth to Federal Reserve: What are you waiting for?”
The Federal Reserve’s Analysis Paralysis

Andrew.Oliver@Compass.com

AndrewOliverRealtor.com

 

Federal Reserve Chair Powell:”The Time has Come”

“The time has come,” the Chair announced,
“For easing to begin—
From tightening strings, and cautious holds—
And dovish, hawkish spin
And then the market breathed a sigh—
When at last the Fed gave in.”

Read:
Earth to Federal Reserve: What are you waiting for?

The Federal Reserve’s Analysis Paralysis

Andrew.Oliver@Compass.com

AndrewOliverRealtor.com

 

Earth to Federal Reserve: What are you waiting for?

This is the same headline I used in February 2022 in this article
Earth to Federal Reserve: What are you waiting for?,
when the Federal Reserve (Fed) was dithering about raising rates. It is just as applicable today as they dither about cutting rates.
Indeed, sometimes I wonder if the Fed is more concerned about coming up with catchy phrases: “transient inflation; “data dependent”; “higher for longer”; and now “data-dependent, not data point dependent” – than actually taking decisions.

“Date-dependent mean the Fed doesn’t have a clue”
This was a heading in an earlier Bloomberg article, which continued: But perhaps the bigger takeaway is that Chair Jerome Powell and his fellow policymakers really don’t have a clue what’s going to happen in the economy. They’re shooting in the dark. “They’re making it up as they go along.”

These comments may seem harsh but it expresses the frustration many feel about what I described in this recent article: The Federal Reserve’s Analysis Paralysis

The data is unreliable and subject to change
Mohamed El-Erian, whom I often quote, captured the current state of affairs when he observed: “I think the major issue is that the market has become overly data-dependent, just like our central banks have become overly data-dependent. So, we’re not looking beyond the next data release because we’re worried about what will the Fed do in September, what will the ECB (European) Central) Bank) do in September.”

Central bankers and markets should be aware of the risks associated with an overly data-dependent approach to monetary policymaking. In 2019, Powell himself highlighted the basic challenge: “We must sort out in real time, as best we can, what the profound changes underway in the economy mean for issues such as the functioning of labor markets, the pace of productivity growth, and the forces driving inflation.”
Yet economic data are often unreliable. Official statistics undergo multiple and often substantial revisions. For instance, the payroll numbers undergo subsequent revisions —sometimes large ones that give the lie to the initial perceptions.
Richard Fisher, a former Dallas Fed president, once offered an example of the dangers involved. Data pointing to excessively low levels of inflation had prompted the Fed to keep rates low in 2002 and 2003. Subsequent revisions, he acknowledged, showed that “inflation had actually been a half point higher than first thought. In retrospect, the real fed funds rate turned out to be lower than what was deemed appropriate at the time and was held lower longer that it should have been.”

In a recent Financial Times article, Mohammed-El Erian asked a number of questions, amongst them:
Why did Fed forecasts get it so wrong, be it on inflation or unemployment — the so-called dual mandate — in recent years? And to what extent has this resulted in a longer-term shift to excessive data dependency in the formulation of the central bank’s policy?

Ongoing structural and secular changes in how the US and global economies function are more consequential for policy design than “noisy” short-term data. So, is it not now time to combine data dependency with a much greater injection of forward-looking strategic thinking? (more…)

INFLATION and RECESSION UPDATE

This time last year, stocks were still in the gutter, inflation was in the stratosphere and Fed interest rates were going up, up, up. Today the S&P 500 has risen 17% since Jan. 1, the much-anticipated recession has yet to arrive, unemployment remains below 4% and consumers are still spending–Walmart, Target, and Gap all beat expectations this week.
Inflation has dropped to around 3%, not too far off the Fed’s 2% target. Walmart CEO Doug McMillon was talking about deflation in the coming months. Oil prices are below $75 a barrel, Airfares are significantly cheaper this year than they were for the holidays last year. Bond yields are dropping, too, as traders start to price in Fed rate cuts next year. The 10-year yield has dropped back to around 4.4% from as high as 5% in October. (Barrons)

On Thursday, Walmart CEO Doug McMillon said deflation could be coming as general merchandise and key grocery items, such as eggs, chicken and seafood get cheaper.
He said the retailer expects some of the stickier higher prices, such as the ones for pantry staples, to “start to deflate in the coming weeks and months,” too.
“In the U.S., we may be managing through a period of deflation in the months to come,” he said on the company’s Thursday earnings call. “And while that would put more unit pressure on us, we welcome it, because it’s better for our customers.”

“I think the most important observation we’ve made is that the worst of the inflationary environment is behind us,” Hone Depot, Chief Financial Officer Richard McPhail

The question now is whether the Federal Reserve, having been extremely slow to start raising rates and reversing Quantative Easing, will be similarly late in easing. The Fed claims to be data dependent, but data tells us what happened in the past – and the Fed’s actions impact the future.

“The Fed must lower rates to cause money suply to grow by 5% per year, consistent with the 2% inflation target.If the Fed waits until core inflation is 2% we could have a recession.”(Jeremy Siegel, Wharton)

And read these articles:
Why Mortgage Rates will fall in 2024
Transitory inflation? Recession? What else will forecasters get wrong?
More insurers coming to Florida
Core Inflation Prices Barely Budged in August
August Housing Market: Median Prices Rise Year on Year

Market Reports
BAY FOREST Q3 MARKET REPORT 2019-2023
BONITA BAY Q3 MARKET REPORT 2019-2023
IMPERIAL GOLF ESTATES Q3 MARKET REPORT 2019-2023 (more…)

Two More Ways the Mortgage Market differs from 2007/2008

The chart below shows how loans with a credit score under 660 – the bottom colours of yellow and dark blue – which were about 20% of the total in the 2004-2007 period, have virtually ceased, with loans over 720 now making up the vast majority of new mortgages.

Two other changes:
Adjustable-rate mortgages can lead to higher default rates when interest rates rise, but they now represent less than 5% of total purchase and refinance loans, compared with over 35% at the peak of the pre-GFC (Global Financial Crisis) housing cycle. (FORTUNE)

The ratio of Americans’ mortgage debt to their real estate assets—also called loan-to-value—was just 27% in the second quarter, compared to over 40% in 2008 and roughly 50% in 2010. (Bank of America)

And read these articles:
More insurers coming to Florida
Core Inflation Prices Barely Budged in August
August Housing Market: Median Prices Rise Year on Year (more…)

Core Inflation Prices Barely Budged in August

While inflation rose 3.5% year-to-year in Aug. – still above the Fed’s 2% goal – it was only up 0.1% month-to-month after backing out higher gas prices.

Core inflation slows
But excluding the volatile food and gas categories, “core” inflation rose by the smallest amount in almost two years in August, evidence that it’s continuing to cool. Fed officials pay particular attention to core prices, which are considered a better gauge of where inflation might be headed.

Core prices rose just 0.1% from July to August, down from July’s 0.2%. It was the smallest monthly increase since November 2021.

Compared with a year ago, (more…)