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  • MBS LUNCH: 30 Year Bond Auction Results

    The bond market was clearly not interested in this auction. Rates weakness persists as we are holding outside the comfy confines of the recent range. A reprice alert has been avoided for now.....
  • MBS AFTERNOON: Post Auction Trade Serves as Reminder

    I've been hesitant to address this issue while I've watched it slowly unfold, but perhaps now is a good time to raise the red flag. Lackluster demand for the long bond can be viewed from a relatively clear cut point of view: with the economic outlook so uncertain, meaning there are several signs of recovery which are not supported by the underlying fundamentals, specifically the labor market and housing, why in the world would an investor want to loan their money to the government for 30 years?...
  • MBS MORNING: Waiting for Short Term Tactics to Play Out

    Not a bad concession built into the long bond before the auction. That said, 30s are somewhat oversold at the moment, currently testing yield levels not seen since late July. Year end is generally a seasonally supportive time for AAA assets, whether or not the market perceives current market pricing as "cheap"...we'll have to wait to find out. From a big picture perspective, nothing has really changed regarding the uncertain economic outlook. This implies the market will continue to range trade...meaning reactions to data and events are more of a reflection of current position and short term tactics rather than overall BIG PICTURE bias. Sometimes the news cooperates with these short term strategies, sometimes it doesn't. Given the market's recent willingness to let the yield curve continue to steepen, which is a function of the TSY supply set up, we are anticipating a corrective flattening trade to take place anytime now. So we sit, hands in pocket, whistling a random tune while we wait for yield curve bargain buying. ...
  • MBS LUNCH: Giving Back All of October's Gains

    The aftermath of yesterday's duration shedding which has carried over into today: LOTS OF REPRICES FOR THE WORSE AND HIGHER MORTGAGE RATES. The FN 4.0 is currently -0-25 at 99-26 yielding 4.1233% while the FN 4.5 is trading -0-18 at 101-09 yielding 4.3443%. The secondary market current coupon is 4.244%...
  • MBS AFTERNOON: Choppy Price Action Leads to Reprices

    The FN 4.0 is currently -0-05 at 99-18 yielding 4.050%. The FN 4.5 is currently -0-02 at 101-27 yielding 4.275%. The secondary market current coupon is 4.084%. The FN 4.5 has bounced around 12 tick range... Unfortunately lenders repriced for the worse when prices hit the bottom of the range. ...
  • MBS CLOSE: Continuing Discussion Of Range-Finding

    Stocks and bonds rallied hand in hand today after a better than expected 30yr bond auction. Perhaps it would be more appropriate to say a "not worse than expected" 30 yr bond auction as the numbers didn't depart massively from recent trends. But whether you chalk it up to the absence of a negative surprise or the presence of good demand for long term debt, the result speaks for itself as the long bond rallied over 2 points and catalyzed a steepening of the yield curve that left 2's10's 10bps better at 245bps. That's a substantial one day move......
 

More From MND

Mortgage Rates:
  • 30 Yr FRM 3.88%
  • |
  • 15 Yr FRM 3.25%
  • |
  • Jumbo 30 Year Fixed 4.14%
MBS Prices:
  • 30YR FNMA 4.5 106-17 (-0-03)
  • |
  • 30YR FNMA 5.0 107-31 (-0-02)
  • |
  • 30YR FNMA 5.5 108-29 (-0-01)
Recent Housing Data:
  • Mortgage Apps -1.01%
  • |
  • Refinance Index 0.83%
  • |
  • NAHB Builder Confidence 16.00%
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