Magazyn “Kieszeń” (122)

CENY @ 4:00 PM

10 yr note:                     +49/32 (153 bp) 1.57% -7 bps

5 yr note:                       +26/32 (81 bp) 1.09% -17 bps

2 Yr note:                       +8/32 (25 bp) 0.65% -13 bps

30 yr bond:                   +85/32 (256 bp) 2.43% -13 bps

Libor Rates:                 1 mo 0.453%; 3 mo 0.640%; 6 mo 0.928%; 1 yr 1.249%

30 yr FNMA 3.0 July:    103.23 +48 bp (-19 bps frm 9:30)

15 yr FNMA 3.0:           104.62 +25 bps (-17 bps frm 9:30)

30 yr GNMA 3.0 July:  104.03 +45 bp (-15 bps frm 9:30)

Dollar/Yen:                 102.28 -3.87 yen

Dollar/Euro:               $1.1093 -$0.0292 (dollar stronger)

Gold:                         $1323.20 +$60.10

Crude Oil:                 $47.69 -$2.42

DJIA:                        17,399.86 -611.21

NASDAQ:                 4707.98 -202.06

S&P 500:                  2037.30 -76.02

Poland

Name	Value	Net Change	% Change	1 Month	1 Year	Time (EDT)	2 Day
WIG20:IND WIG 20	1,769.67	-84.04	-4.53%	-3.36%	-24.66%	11:15 AM
WIG:IND WSE WIG INDEX	44,773.75	-2,053.10	-4.38%	-3.24%	-17.26%	11:15 AM
WIG30:IND WIG30	1,970.65	-94.00	-4.55%	-3.09%	-23.45%	11:15 AM

 

CONV 30 YR FIXED

3.500

102.750

102.625

CONV 15 YR FIXED

2.750	102.000	101.875
2.875	102.375	102.250

CONV 7/1 LIBOR ARM

3.125

102.125

102.000

CONV 5/1 LIBOR ARM

2.875

102.125

102.000

 

Currency		Value		Change		Net Change		Time (EDT)			2 Day
EUR-USD		1.1117		-0.0268		-2.35%		4:59 PM
USD-JPY		102.2200		-3.9400		-3.71%		4:59 PM
GBP-USD		1.3679		-0.1198		-8.05%		4:59 PM
AUD-USD		0.7466		-0.0147		-1.93%		4:59 PM
USD-CAD		1.3005		0.0252		+1.98%		4:59 PM
USD-CHF		0.9720		0.0140		+1.46%		4:59 PM
USD-CZK	24.3399		0.5614		+2.36%		4:59 PM
USD-SKK	27.1332		0.6714		+2.54%		4:59 PM
USD-PLN	3.9990		0.1645		+4.29%		4:59 PM
USD-HUF	285.5300		9.7300		+3.53%		4:59 PM
USD-RUB	65.1206		1.4595		+2.29%		4:58 PM

 

 

 

Top of Form Week Month 1-Year 3-Year Bottom of Form
[click item to view chart]	Current		Previous		Previous		Previous		Previous
	Quote		Day		Week		Month		Year
	Jun 24, 2016		Jun 23, 2016		Jun 17, 2016		May 25, 2016		Jun 25, 2015
	Quote	% Chg	Quote	% Chg	Quote	% Chg	Quote	% Chg	Quote
Macroeconomic Statistics
May Core US CPI Rate	2.2%	4.8%	2.1%	0.0%	2.1%	0.0%	2.1%	23.5%	1.7%
Apr Core US PCE Idx	1.60%	0.0%	1.60%	0.0%	1.60%	0.0%	1.60%	23.1%	1.30%
May Non-Farm Payroll	38,000	-69.1%	123,000	0.0%	123,000	0.0%	123,000	-52.7%	260,000
Mortgage Rates
30 Yr FXD avg	3.56%	0.6%	3.54%	0.0%	3.54%	-1.1%	3.58%	-10.5%	4.00%
15 Yr FXD avg	2.83%	0.7%	2.81%	0.0%	2.81%	0.0%	2.81%	-13.0%	3.23%
Fundamentals
1 Year CMT	0.4782%	-16.9%	0.5753%	16.6%	0.4934%	-26.6%	0.6725%	140.0%	0.2802%
10 Year CMT	1.69%	-1.2%	1.71%	6.9%	1.60%	-13.0%	1.84%	-24.0%	2.42%
2-Year Treasury	0.6329%	-18.7%	0.7788%	12.4%	0.6927%	-22.9%	0.8987%	31.4%	0.6841%
10-Year Treasury	1.5599%	-10.6%	1.7458%	8.6%	1.6078%	-13.4%	1.8560%	-22.5%	2.3961%
30-Year Treasury	2.4072%	-5.8%	2.5547%	5.6%	2.4196%	-8.9%	2.6549%	-16.2%	3.1673%
12 MTA	0.466%	6.1%	0.439%	0.0%	0.439%	0.0%	0.439%	164.1%	0.166%
USD 6M LIBOR	0.9289%	-0.1%	0.9297%	0.5%	0.9246%	-4.5%	0.9682%	116.7%	0.4468%
USD 12M LIBOR	1.2498%	-0.1%	1.2510%	1.0%	1.2385%	-5.6%	1.3124%	69.2%	0.7758%
USD 1M LIBOR	0.4533%	0.3%	0.4521%	0.9%	0.4481%	0.9%	0.4442%	138.2%	0.1865%
11th District COFI	0.690%	1.8%	0.678%	0.0%	0.678%	0.0%	0.678%	-1.3%	0.687%
Federal Funds	0.50%	0.0%	0.50%	0.0%	0.50%	0.0%	0.50%	100.0%	0.25%
Gold, Mini $/oz	1319.50	-2.0%	1346.00	3.3%	1302.50	5.7%	1231.75	5.0%	1173.50
Currencies
EUR/USD	1.1349	0.7%	1.1271	0.4%	1.1226	0.4%	1.1180	-0.1%	1.1192
USD/JPY	105.2440	0.7%	104.5014	0.0%	104.5473	-4.6%	109.6174	-11.5%	123.8500
GBP/USD	1.4821	1.0%	1.4674	3.6%	1.4159	-2.8%	1.4563	-7.4%	1.5734
USD/CAD	1.2788	0.0%	1.2789	-1.3%	1.2959	-1.4%	1.3146	6.5%	1.2347
AUD/USD	0.754745	0.9%	0.748165	1.6%	0.736443	2.6%	0.717880	-7.1%	0.772683
USD/CHF	0.9584	-0.1%	0.9592	-0.3%	0.9624	-3.0%	0.9925	6.2%	0.9343