The Yield Curve is Telling Markets the Labor Market Recession is Arriving

QUICK QUILL — Unless it’s all different this time, the yield curve steepening is broadcasting that inflation has been defeated and that a rising unemployment rate is inevitable. At 82%, the breadth of states with rising unemployment rates does little to dispute this conclusion and ratifies that the bottom for volatility for this market cycle has been put in.

TAKEAWAYS

  1. As student loan payments resume and next month marks an end to COVID-era forbearance for eligible homeowners, California has conveniently been given another one-month tax extension; the level of initial claims may still be flashing green, but the path of the 2s10s towards un-inverting says otherwise
  2. Unemployment troughed at 3.8% in April 2000, a month after the 2s10s inversion peaked, and reached its high of 6.3% in June 2003, 31 months after the 2s10s un-inverted; if the current cycle mimics this least harmful of recessions, unemployment will peak at 5.9% in roughly three years
  3. Data from the BLS indicates that 80% of states have rising MoM nonfarm payrolls at the same time that more than 80% of states have rising MoM unemployment rates; with payrolls late to reflect the reality of bankruptcies and WARN notices, the current dislocation is already underway