The 10 yr TSY note is down 13/32....eventhough MBS prices are moving lower we are outperforming our benchmark big brother. If bids move higher look for mortgage bankers to lock in some loans and for MBS to more closely pace the price behavior of TSYs....

 

Since 5pm "Going Out" Marks....

FN30________________________________

FN 4.0 -------->>>> -0-04  to 99-26    from 99-30

FN 4.5 -------->>>> -0-04  to 101-19  from 101-23

FN 5.0 -------->>>> -0-00  to 102-19  from 102-19

FN 5.5 -------->>>> -0-01  to 103-13  from 103-14

FN 6.0 -------->>>> -0-00  to 104-21  from 104-21

GN30________________________________ 

GN 4.0 -------->>>> -0-05  to 99-27    from 100-00

GN 4.5 -------->>>> -0-05  to 101-25  from 101-30

GN 5.0 -------->>>> -0-02  to 103-08  from 103-10

GN 5.5 -------->>>> -0-01  to 103-26  from 103-27

GN 6.0 -------->>>> +0-01  to 104-19  from 104-18

 

UST10YR: 3.2133%

2s/10s: 229.01 bps

DOW FUTURES : +44  to 8466

 

EFFECTIVE FED FUNDS:  +0.00  to  0.17  from 0.17

 

LIBOR FIXINGS

O/N LIBOR:  -0.0050   to  0.2212   from 0.2262

1 MONTH:     -0.0050   to  0.3487   from 0.3537

3 MONTH:     -0.0144   to  0.9056   from 0.9200

6 MONTH:     -0.0088  to  1.4300   from 1.4388

1 YEAR:       -0.0100   to  1.7475   from 1.7575