by
Adam Quinones
on
January 29 2009, 1:19 PM
MBS Stack Sell Off is Intensifying... Fn 4.0-> -0-16 to 99-14 Fn 4.5-> -0-12 to 100-26 Gn 4.5-> -0-10 to 100-28 Fn 5.0-> -0-08 to 101-24 Gn 5.0-> -0-08 to 101-31 Fn 5.5-> -0-06 to 102-13 Gn 5.5-> -0-06 to 102-15 Fn 6.0-> -0-01 to 103-04 Gn 6.0-> -0-02 to 102-28 Since the UST5Y Auction here is how TSY Yields have performed. As expected, the massive supply of US Gov. debt weighed on the Auction. Bid to cover 1.98 2yr: 0.93 (+0.02) 3 yr: 1.30 (+0.03) 5yr : 1.77 (+0.05) 10yr