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  • MBS AFTERNOON: Grinding to the Right

    Its 430 on a Friday afternoon. The market is resting after a week's worth of grinding to the right. (Note sarcasm.) It was exciting when the week began...but it sure did fizzle out into the close. Everything we watch turned a profit this week. We hope you followed the crowd and booked a few extra bps yourself. Gobble Gobble. I can smell the mashed
    Posted to MBS Commentary (Weblog) by Adam Quinones on Fri, Nov 20 2009
  • MBS MORNING: Reminder of Rates Reality

    Much of our analysis this week has focused on the technical dynamics of range limits and the interconnected relationship between the market's perception of fundamentals and trader's ongoing short term profit churning positional tactics. While some of the explanatory logic we have provided was mere exploratory reasoning based on the speculative
    Posted to MBS Commentary (Weblog) by Adam Quinones on Fri, Nov 20 2009
  • MBS OPEN: Choppy Benchmark Prices. Sideways MBS Movement

    Got this email update from eFannieMae last night.... Fannie Mae lanza nuevo HomePath.com en español, con el propósito de ayudar a más hispanos a adquirir su vivienda. Herramientas interactivas e información diseñada para guiar a los potenciales propietarios a través del proceso de adquisición de una vivienda
    Posted to MBS Commentary (Weblog) by Adam Quinones on Fri, Nov 20 2009
  • Fed MBS Purchases Focus on New Loan Production

    The Federal Reserve today reported on their weekly purchases of agency mortgage-backed securities (MBS). In the five trading days between November 12 and November 18, the Federal Reserve purchased a total of $17.23 billion agency MBS. In those five days the Federal Reserve sold $1.23 billion agency MBS (dollar rolls) bringing net purchases to a total
    Posted to MND NewsWire (Weblog) by Adam Quinones on Thu, Nov 19 2009
  • MBS AFTERNOON: Flat on the Day With Room to Move Lower

    Heading into the close, the FN 4.0 is trading +0-02 at 99-09 yielding 4.078% and the FN 4.5 is +0-02 at 101-24 yielding 4.286%. The secondary market current coupon (CC) is 4.13%. The CC is +78/10yr TSY and +67/10yr swap. As you can see in the chart below, after prices fell early in the week, "rate sheet influential" MBS prices haven't
    Posted to MBS Commentary (Weblog) by Adam Quinones on Thu, Nov 19 2009
  • MBS OPEN: Range Still Containing Price Action

    Recap of Yesterday... Housing Starts fell 10.6% in October to lowest level in six months. Led by a 6.8% decline in construction of single-family dwellings and 34.6% drop in multi-family starts. Building Permits, the more important, forward looking housing market indicator, fell by 0.2%. Not too bad considering the tax credit extension was still in limbo
    Posted to MBS Commentary (Weblog) by Adam Quinones on Thu, Nov 19 2009
  • MBS AFTERNOON: Testing Limits of Range

    Heeeeeeeeeading into the 5 pm marking period... The FN 4.0 is trading -0-04 at 99-09 yielding 4.084% and the FN 4.5 is bid -0-02 at 101-23 yielding 4.294%. The secondary market current coupon is 4.137%. The CC is +77/10yr TSY and +67/10yr swap. It has been a choppy day... 10s went out selling with most of the flows taking place early is the session
    Posted to MBS Commentary (Weblog) by Adam Quinones on Wed, Nov 18 2009
  • Housing Starts Fall. Single Family Building Permits On Hold

    The Commerce Department released October New Residential Construction: Building Permits, Housing Starts, and Housing Completions data this morning. Housing Starts data estimates how much new residential real estate construction occurred in the previous month. New construction means digging has begun. Adding rooms or renovating old ones does not count
    Posted to MND NewsWire (Weblog) by Adam Quinones on Wed, Nov 18 2009
  • Refinance Applications Down 1.4%. Purchase Index at 12 Year Low

    The Mortgage Bankers Association today released the Weekly Survey on Mortgage Application Activity for the week ending November 13, 2009. Housing is a key component of economic forecasts, thus real estate surveys and housing data are closely scrutinized by policy makers. The Mortgage Banker's application survey covers over 50% of all US residential
    Posted to MND NewsWire (Weblog) by Adam Quinones on Wed, Nov 18 2009
  • MBS OPEN: Choppy Price Action. Range Moderating Directionality

    Happy Hump Day Recap of Yesterday October Producer Price Index +0.3%. Core Prices -0.6%---much weaker than expected. Strength: Energy +1.6%, Food +1.6%. Crude goods +5.4%. Weakness: +0.3. Cars -0.5%, light trucks -5.2%, computers -0.3%. Rising commodity prices to blame for higher raw material costs. September TIC Data: strong foreign buying of US Treasuries
    Posted to MBS Commentary (Weblog) by Adam Quinones on Wed, Nov 18 2009
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