Magazyn Kieszeń (149)

CENY @ 4:00 PM

10 yr note:                        -9/32 (28 bp) 2.39% +3 bps

5 yr note:                           -6/32 (18 bp) 1.90% +4 bps

2 Yr note:                          -1/32 (3 bp) 1.19% +2 bps

30 yr bond:                       -17/32 (53 bp) 2.99% +3 bps

Libor Rates:                      1 mo 0.767%; 3 mo 1.021%; 6 mo 1.332%; 1 yr 1.697%

30 yr FNMA 3.5 Feb:      102.53 -28 bp (-9 bps frm 9:30)

15 yr FNMA 3.0:             102.74 -27 bp (-14 bps frm 9:30)

30 yr GNMA 3.5:            103.67 -31 bp (-17 bps frm 9:30)

Dollar/Yen:                     114.56 -0.16 yen

Dollar/Euro:                   $1.0638 +$0.0027

Dollar Index:                 101.24 -0.21

Gold:                               $1197.80 -$2.00

Crude Oil:                      $52.54 -$0.47

DJIA:                              19,885.73 -5.27

NASDAQ:                      5574.12 +26.63

S&P 500:                      2274.64 +4.20

 

Poland

Name			Value				Net Change			% Change				1 Month			1 Year	Time (EST)	2 Day
WIG20:IND WIG 20			2,015.89				-7.06			-0.35%				+5.07%			+16.20%	11:15 AM
WIG:IND WSE WIG INDEX			53,498.26				-152.68			-0.28%				+4.66%			+22.37%	11:15 AM
WIG30:IND WIG30			2,334.94				-8.75			-0.37%				+5.22%			+19.86%	11:15 AM
Currency		Value			Change				Net Change				Time (EST)		2 Day
EUR-USD		1.0643			0.0030				+0.28%				4:59 PM
USD-JPY		114.4900			-0.2300				-0.20%				4:59 PM
GBP-USD		1.2182			0.0020				+0.16%				4:59 PM
AUD-USD		0.7502			0.0018				+0.24%				4:59 PM
USD-CAD		1.3114			-0.0031				-0.24%				4:59 PM
USD-CHF		1.0084			-0.0025				-0.25%				4:59 PM
USD-CZK	25.3939			-0.0676		-0.27%		4:59 PM
USD-SKK	28.3017			-0.0862		-0.30%		4:59 PM
USD-PLN	4.1222			0.0026		+0.06%		4:59 PM
USD-HUF	288.6900			-0.9700		-0.33%		4:59 PM
USD-RUB	59.5782			0.1880		+0.32%		4:58 PM

 

 

CONV 30 YR FIXED

4.000	101.875	101.750
4.125	102.625	102.500

CONV 15 YR FIXED

3.500

102.375

102.250

CONV 7/1 LIBOR ARM

3.625	101.875	101.750
3.750	102.000	101.875

CONV 5/1 LIBOR ARM

3.375	102.000	101.875
3.500	102.125	102.000

 

 

 

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
	Jan 13, 2017		Jan 12, 2017		Jan 6, 2017		Dec 14, 2016		Jan 14, 2016
	Quote	% Chg	Quote	% Chg	Quote	% Chg	Quote	% Chg	Quote
Macroeconomic Statistics
Nov Core US CPI Rate	2.1%	0.0%	2.1%	0.0%	2.1%	0.0%	2.1%	5.0%	2.0%
Nov Core US PCE Idx	1.60%	-11.1%	1.80%	0.0%	1.80%	0.0%	1.80%	28.6%	1.40%
Dec Non-Farm Payroll	156,000	-23.5%	204,000	0.0%	204,000	0.0%	204,000	-24.7%	271,000
Mortgage Rates
30 Yr FXD avg	4.12%	-1.9%	4.20%	0.0%	4.20%	1.7%	4.13%	4.0%	3.97%
15 Yr FXD avg	3.37%	-2.0%	3.44%	0.0%	3.44%	2.4%	3.36%	3.1%	3.26%
Fundamentals
1 Year CMT	0.8130%	1.5%	0.8010%	-3.7%	0.8314%	-9.2%	0.9160%	71.0%	0.5358%
10 Year CMT	2.38%	0.0%	2.38%	-3.3%	2.46%	-1.2%	2.49%	17.5%	2.12%
2-Year Treasury	1.2050%	2.0%	1.1810%	-2.4%	1.2098%	-4.6%	1.2680%	42.3%	0.8911%
10-Year Treasury	2.4020%	1.2%	2.3740%	-1.9%	2.4193%	-6.0%	2.5750%	23.4%	2.0874%
30-Year Treasury	2.9960%	0.8%	2.9730%	-1.2%	3.0088%	-5.1%	3.1720%	10.1%	2.8799%
12 MTA	0.614%	2.9%	0.597%	0.0%	0.597%	0.0%	0.597%	82.8%	0.327%
USD 6M LIBOR	1.3327%	-0.1%	1.3346%	1.0%	1.3210%	1.8%	1.2982%	51.0%	0.8597%
USD 12M LIBOR	1.6979%	-0.3%	1.7029%	0.8%	1.6890%	2.1%	1.6540%	42.2%	1.1631%
USD 1M LIBOR	0.7672%	0.0%	0.7672%	0.2%	0.7656%	8.8%	0.7039%	65.4%	0.4255%
11th District COFI	0.603%	0.8%	0.598%	0.0%	0.598%	0.0%	0.598%	-7.9%	0.649%
Federal Funds	0.75%	0.0%	0.75%	0.0%	0.75%	0.0%	0.75%	50.0%	0.50%
Gold, Mini $/oz	1196.75	0.3%	1193.75	1.8%	1172.50	2.6%	1142.75	5.8%	1080.50
Currencies
EUR/USD	1.0639	0.3%	1.0612	0.8%	1.0533	0.0%	1.0535	-2.7%	1.0827
USD/JPY	114.6494	0.0%	114.6465	-2.0%	116.9820	0.0%	117.0358	-0.9%	118.1241
GBP/USD	1.2196	0.3%	1.2158	-1.0%	1.2278	-2.3%	1.2566	-13.0%	1.4443
USD/CAD	1.3130	-0.1%	1.3146	-0.8%	1.3248	-0.2%	1.3275	-6.9%	1.4266
AUD/USD	0.748986	0.2%	0.747682	2.5%	0.729795	-1.4%	0.740511	5.8%	0.700209
USD/CHF	1.0076	-0.3%	1.0104	-0.7%	1.0174	-0.3%	1.0202	1.4%	1.0060