Mon, Jan 30 2012, 10:55 AM
After the Fed completes scheduled buying in 8-10yr maturities at 11am, potential market movers on the calendar are in short supply. Even then, the bi...
Mon, Jan 30 2012, 8:06 AM
This weeks begins the same way last week ended, with Greece's negotiations with private bond-holders in focus. Most recently this morning, the FT is ...
Mon, Jan 30 2012, 4:38 PM
The bond markets took the latest Fed OMC announcements as an "all-clear"
sign to buy Treasuries. The move has
pushed the Treasury yield curve a...
Mon, Jan 30 2012, 4:21 PM
One of the more confusing MBS topics is the concept of "dollar rolls."
While it seems esoteric, secondary markets people are implicitly considering
...
Mon, Jan 30 2012, 4:21 PM
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Fri, Jan 27 2012, 12:55 PM
The trading day is rapidly growing uneventful and charts suggest that quite a few market participants already have one or more feet out the door for t...
Fri, Jan 27 2012, 11:19 AM
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Fri, Jan 27 2012, 7:56 AM
Volume in the overnight session was just under recent averages but respectable overall. 10yr Treasuries rose as high as 1.9681 after a relatively str...
Fri, Jan 27 2012, 4:19 PM
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Thu, Jan 26 2012, 11:19 AM
MBS Live : MBS MID-DAY
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Thu, Jan 26 2012, 10:31 AM
Although the important economic releases this morning were either in-line with expectations or better (Home Sales missed expectations, but it's not an...
Thu, Jan 26 2012, 7:52 AM
Bond markets improved in the overnight session. The pace was slow at first as German, French, and Italian economic data were all close to consensus e...
Thu, Jan 26 2012, 4:19 PM
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Thu, Jan 26 2012, 2:44 PM
The "flatness" of MBS prices is simply uncanny considering that Fannie 3.5's are currently right at their highest levels since late September, and con...
Wed, Jan 25 2012, 11:21 AM
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Wed, Jan 25 2012, 8:57 AM
The overnight session was almost completely
unnecessary. 10yr yields climbed to
nearly 2.08, apparently not willing to test yesterday's highs, and ...
Wed, Jan 25 2012, 4:16 PM
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Wed, Jan 25 2012, 2:45 PM
Let's cut right to the chase... Although the 5yr auction earlier today was strong and although there were several paragraphs-worth of content in toda...
Tue, Jan 24 2012, 11:16 AM
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Tue, Jan 24 2012, 8:27 AM
Bond markets are off to a decent start with 10yr yields down just over a bp at 2.044 and Fannie 3.5 MBS up 4 ticks at 102-24. The overnight session...
Tue, Jan 24 2012, 4:16 PM
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Tue, Jan 24 2012, 1:32 PM
Not simply because MBS are currently at the same price levels as Friday afternoon do we say that their week begins tomorrow. In fact, Friday's levels...
Mon, Jan 23 2012, 11:16 AM
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Mon, Jan 23 2012, 11:05 AM
It's been a choppy morning for MBS. At their lows, Fannie 3.5's hit 102-13, while highs have been mostly capped out at 102-19. The 6/32nds gap betwe...
Mon, Jan 23 2012, 8:47 AM
"Things were fairly flat for most of the overnight session, and 10yr notes got as low as 1.99's earlier in the morning when the potential inability of...
Mon, Jan 23 2012, 4:16 PM
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Fri, Jan 20 2012, 11:20 AM
MBS Live : MBS MID-DAY
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Fri, Jan 20 2012, 8:33 AM
Yesterday's busy calendar of economic reports gives way to relative silence. Existing Home Sales at 10am is the only scheduled release. But as we've...
Fri, Jan 20 2012, 4:16 PM
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Fri, Jan 20 2012, 1:19 PM
"It's impressive that Fannie 3.5's have held on to 102-20 as long as they have with 10's inching closer to 2.03. With prices near their lows of the da...
Thu, Jan 19 2012, 11:20 AM
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Thu, Jan 19 2012, 9:29 AM
This morning's bond market weakness is highly deceptive unless you take a closer look at when the various movements occurred and match the movements a...
Thu, Jan 19 2012, 8:10 AM
Bond markets traded almost exclusive sideways in the overnight session after reaching their weakest levels of the day late yesterday. This went on in...
Thu, Jan 19 2012, 4:20 PM
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Thu, Jan 19 2012, 3:12 PM
MBS hit their highs of the day just after Philly Fed at 11AM and have been weaker ever since. 10yr yields made an attempt to hold their ground at 1.9...
Wed, Jan 18 2012, 11:20 AM
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Wed, Jan 18 2012, 10:24 AM
After a glut of economic data this morning, MBS are roughly in line with pre -data levels, down 1/32 nds in Fannie 3.5 coupons. Although this m...
Wed, Jan 18 2012, 8:10 AM
The big story overnight cited an anonymous source within the IMF as saying the fund is proposing to boost its resources by $1 Trillion dollars. Short...
Wed, Jan 18 2012, 4:20 PM
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Wed, Jan 18 2012, 2:35 PM
Alert and video of the live price action from MBS Live (learn more... ) :
10yr yields dashed to their highs in the steepest and highest volume mo...
Tue, Jan 17 2012, 11:20 AM
MBS Live : MBS MID-DAY
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FNMA 3.5
103-08 : +0-01
...
Tue, Jan 17 2012, 8:42 AM
MBS are off to an uneventful start this morning, quickly capturing back some of the losses that took them near the lows of Friday's session. Similarl...
Tue, Jan 17 2012, 4:15 PM
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Tue, Jan 17 2012, 1:54 PM
Today has been overwhelmingly slow and uneventful for MBS and Treasury markets alike. Volume is lower than every day last week with the exception, pe...
Mon, Jan 16 2012, 11:15 AM
MBS Live : MBS MID-DAY
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FNMA 3.5
103-07 : +0-05
...
Mon, Jan 16 2012, 4:15 PM
MBS Live : MBS RECAP
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FNMA 3.5
103-07 : +0-05
...
Fri, Jan 13 2012, 11:15 AM
MBS Live : MBS MID-DAY
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FNMA 3.5
103-10 : +0-08
...
Fri, Jan 13 2012, 8:15 AM
Volume was moderate overnight after a healthy session yesterday. 10yr yields rose to yesterday's highs around 1.94 around 230am this morning before c...
Fri, Jan 13 2012, 4:15 PM
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FNMA 3.5
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Fri, Jan 13 2012, 2:52 PM
In both long and short term contexts, MBS's march to the top has been uncanny in terms of its stability and determination. Lately we've noted with in...
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