Tue, Mar 6 2012, 1:06 PM
MBS and Treasuries continue to trade in positive territory in reasonably strong volume on what has turned out to be a good example of a "risk-off" day...
Mon, Mar 5 2012, 11:24 AM
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Mon, Mar 5 2012, 7:56 AM
Bond markets experienced almost the full spectrum of February's range last week, with 10yr yields moving from the lows of the range, to the highs, and...
Mon, Mar 5 2012, 4:24 PM
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Mon, Mar 5 2012, 1:01 PM
MBS opened today just over the well-travelled 103-10 pivot point and moved higher to hold a sideways range around 103-16 since 10am. Volume has been ...
Fri, Mar 2 2012, 11:19 AM
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Fri, Mar 2 2012, 10:05 AM
It's been a good morning so far for production MBS as Fannie 3.5's are back above price levels from Wednesday afternoon. Improving the situation is s...
Fri, Mar 2 2012, 7:43 AM
Bond markets spent most of the day yesterday defending recent ranges as MBS and 10yr yields were both backed up against recent technical support. Thi...
Fri, Mar 2 2012, 4:24 PM
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Thu, Mar 1 2012, 11:19 AM
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Thu, Mar 1 2012, 6:58 AM
Wednesday lived up to the hype, which we suggested was overly
downplayed by the time the key events hit. Then again, 10yr yields were
still under...
Thu, Mar 1 2012, 4:19 PM
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Thu, Mar 1 2012, 1:12 PM
MBS continue to trade in the red into the afternoon basically in the same range as this morning. Despite the jump lower in prices today, we're still...
Wed, Feb 29 2012, 12:07 AM
Markets mostly shrugged off a much-better-than-expected Consumer
Confidence number on Tuesday in favor of a much worse-than-expected
Durable Goods...
Wed, Feb 29 2012, 11:19 AM
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Wed, Feb 29 2012, 4:19 PM
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Wed, Feb 29 2012, 4:12 PM
A topic of particular current interest is the state of the ARM market , particularly with respect to the factors that drive ARM lending rates. Despit...
Wed, Feb 29 2012, 2:15 PM
( MBS Live ) - 1:51 PM - For all the apparent drama on the short term charts, today's sell-off in bond markets is rather orderly in broader contexts. ...
Tue, Feb 28 2012, 12:51 AM
After a Monday with only one major economic report, Tuesday's calendar is busier by comparison. Additionally, Today's data has more more market-movin...
Tue, Feb 28 2012, 11:19 AM
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Tue, Feb 28 2012, 4:19 PM
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Tue, Feb 28 2012, 1:36 PM
Bond markets came into today in positive territory from the outset. Technical conditions helped foster bullish momentum for Treasuries overnight and ...
Mon, Feb 27 2012, 12:43 AM
Although Non-Farm Payrolls does not make it onto this week's scheduled in it's traditional 'first Friday of the month' slot, there's still more domest...
Mon, Feb 27 2012, 12:40 PM
Very little has changed from this morning. There haven't been any significant market moving events for MBS. The most noticeable uptick in bond marke...
Mon, Feb 27 2012, 11:17 AM
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Mon, Feb 27 2012, 4:17 PM
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Fri, Feb 24 2012, 12:43 AM
In terms of economic data, the day kicks off with the more important
of the two reports offered: Consumer Sentiment at 9:55am. The forecast
calls...
Fri, Feb 24 2012, 11:17 AM
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Fri, Feb 24 2012, 4:17 PM
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Fri, Feb 24 2012, 1:16 PM
So far, today has been a serious snoozer for bond markets. Volume is low and volatility is all but absent as 10yr notes and production MBS continue...
Thu, Feb 23 2012, 12:00 AM
Wednesday ended on a positive note for Mortgage-Backed Securities and Treasuries after uneventful economic data in the morning, a reasonable 5yr Note ...
Thu, Feb 23 2012, 11:17 AM
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Thu, Feb 23 2012, 10:33 AM
This morning's release of weekly Jobless Claims data turned out to be a relative non-event as the 351k claims perfectly matched last week's numbers (r...
Thu, Feb 23 2012, 7:27 PM
Previously we discussed the technical factor convexity .
Another set of technical factors that impact secondary managers are in
the dollar roll ...
Thu, Feb 23 2012, 7:23 PM
In a few recent columns, we’ve talked about duration and convexity in the context of changing market prices. They are some of the most misunderst...
Thu, Feb 23 2012, 4:17 PM
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Wed, Feb 22 2012, 11:20 AM
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Wed, Feb 22 2012, 4:16 PM
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Wed, Feb 22 2012, 1:56 PM
From a technical standpoint, the past few sessions have been a fairly gloomy scene for MBS and Treasuries--our two representatives from those camps be...
Wed, Feb 22 2012, 1:46 AM
As readers may be aware, we're rather fond of being close to utterly
dismissive of 2yr Treasury Note Auctions as significant market moving
events ...
Tue, Feb 21 2012, 11:20 AM
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Tue, Feb 21 2012, 8:21 AM
Bond markets are slightly weaker from Friday's latest levels as the Greek bailout that has been the markets focal point for several weeks, was technic...
Tue, Feb 21 2012, 4:20 PM
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Tue, Feb 21 2012, 1:47 PM
It's getting to be fairly popular to dismiss the ongoing efforts to stave off a default in Greece as "can-kicking," etc. We're guilty of this, but re...
Fri, Feb 17 2012, 12:47 AM
Stronger than expected employment data, via weekly Jobless Claims
printing 348k versus a 365k consensus, combined with a poorly received
30yr TIPS...
Fri, Feb 17 2012, 11:20 AM
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FNMA 3.5
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Fri, Feb 17 2012, 9:21 AM
Bond markets are trying to find their footing this morning after yesterday's weakness extended through the overnight session. News that the ECB may g...
Fri, Feb 17 2012, 4:20 PM
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Thu, Feb 16 2012, 11:24 AM
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Thu, Feb 16 2012, 7:37 AM
Relatively late in the domestic session yesterday, a few details finally
emerged from the conference call between Greece and the Eurogroup. They
...
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