CENY @ 4:00 PM 05.05.2017
10 yr note: +3/32 (9 bp) 2.35% unch
5 yr note: +2/32 (6 bp) 1.88% -1 bp
2 Yr note: unch 1.31% unch
30 yr bond: +9/18 bp) 2.98% -1.5 bp
Libor Rates: 1 mo 0.992%; 3 mo 1.179%; 6 mo 1.436%; 1 yr 1.780%
30 yr FNMA 3.5 May: 102.64 +9 bp (+6 bp frm 9:30)
15 yr FNMA 3.0: 102.73 +6 bp (+4 bp frm 9:30)
30 yr GNMA 3.5: 103.72 -12 bp (+5 bp frm 9:30)
Dollar/Yen: 112.49 +0.03 yen
Dollar/Euro: $1.0994 +$0.009
Dollar Index: 98.60 -0.18
Gold: $1229.80 +$1.20
Crude Oil: $46.28 +$0.76
DJIA: 21,006.94 +55.47
NASDAQ: 6100.76 +25.42
S&P 500: 2399.29 +9.77
Poland
Name Value Net Change % Change 1 Month 1 Year Time (EDT) 2 Day
WIG20:IND
WIG 20
2,382.17 +1.17 +0.05% +5.95% +28.58% 11:15 AM
WIG:IND
WSE WIG INDEX
61,831.40 -31.40 -0.05% +4.29% +32.50% 11:15 AM
WIG30:IND
WIG30
2,722.90 -0.94 -0.03% +5.19% +31.90% 11:15 AM
Currency Value Change Net Change Time (EDT) 2 Day
EUR-USD
1.0998 0.0013 +0.12% 4:59 PM
USD-JPY
112.7100 0.2500 +0.22% 4:59 PM
GBP-USD
1.2982 0.0059 +0.46% 4:59 PM
AUD-USD
0.7424 0.0015 +0.20% 4:59 PM
USD-CAD
1.3652 -0.0097 -0.71% 4:59 PM
USD-CHF
0.9877 0.0013 +0.13% 4:59 PM
USD-CZK
24.3228 -0.1000 -0.41% 4:59 PM
USD-SKK
27.3886 -0.0381 -0.14% 4:59 PM
USD-PLN
3.8280 -0.0219 -0.57% 4:59 PM
USD-HUF
283.3500 -1.0000 -0.35% 4:59 PM
USD-RUB
57.9368 -0.4471 -0.77% 4:58 PM
POZYCZKI HIPOTECZNE
CONV 30 YR FIXED
4.000 102.250 102.125
CONV 15 YR FIXED
3.250 102.000 101.875
3.375 102.375 102.250
CONV 7/1 LIBOR ARM
3.625 102.250 102.125
5/1 LIBOR ARM 2/2/5
3.375 102.000 101.875
3.500 102.125 102.000
Week
Month
1-Year
3-Year
Quote Day Week Month Year
May 5, 2017 May 4, 2017 Apr 28, 2017 Apr 5, 2017 May 5, 2016
Quote % Chg Quote % Chg Quote % Chg Quote % Chg Quote
Macroeconomic Statistics
Mar Core US CPI Rate
2.0% -9.1% 2.2% 0.0% 2.2% -4.3% 2.3% 4.5% 2.2%
Mar Core US PCE Idx
1.60% -11.1% 1.80% 0.0% 1.80% 0.0% 1.80% 12.5% 1.60%
Mar Non-Farm Payroll 98,000 -55.3% 219,000 0.0% 219,000 1.4% 216,000 16.1% 186,000
Mortgage Rates
30 Yr FXD avg
4.02% -0.2% 4.03% 0.0% 4.03% -2.7% 4.14% 13.1% 3.66%
15 Yr FXD avg
3.27% 0.0% 3.27% 0.0% 3.27% -3.5% 3.39% 17.3% 2.89%
Fundamentals
1 Year CMT
1.1060% 1.1% 1.0935% 2.4% 1.0679% 5.6% 1.0112% 100.8% 0.5037%
10 Year CMT
2.33% 1.7% 2.29% -1.3% 2.32% -1.3% 2.35% 29.8% 1.81%
2-Year Treasury
1.3180% 0.9% 1.3059% 2.2% 1.2778% 3.9% 1.2299% 69.4% 0.7261%
10-Year Treasury
2.3560% 0.1% 2.3541% 2.6% 2.2946% -1.5% 2.3301% 33.2% 1.7488%
30-Year Treasury
2.9900% -0.3% 2.9983% 1.1% 2.9650% -0.6% 2.9840% 14.7% 2.6014%
12 MTA
0.724% 4.5% 0.692% 0.0% 0.692% 0.0% 0.692% 57.8% 0.439%
USD 6M LIBOR
1.4360% 0.6% 1.4274% -0.2% 1.4304% 0.3% 1.4257% 57.2% 0.9071%
USD 12M LIBOR
1.7807% 0.6% 1.7701% -0.4% 1.7765% -0.9% 1.7918% 45.7% 1.2301%
USD 1M LIBOR
0.9928% 0.1% 0.9917% -0.3% 0.9950% 0.9% 0.9861% 126.2% 0.4359%
11th District COFI
0.583% -1.4% 0.591% 0.0% 0.591% 0.0% 0.591% -12.8% 0.678%
Federal Funds
1.00% 0.0% 1.00% 0.0% 1.00% 0.0% 1.00% 100.0% 0.50%
Gold, Mini $/oz
1228.50 -0.2% 1230.50 -3.0% 1268.50 1.0% 1255.50 -1.9% 1280.25
Currencies
EUR/USD
1.0979 0.1% 1.0972 0.7% 1.0900 2.2% 1.0663 -7.2% 1.1495
USD/JPY
112.7497 0.1% 112.5922 0.9% 111.5851 0.9% 110.6139 3.5% 106.9143
GBP/USD
1.2967 0.3% 1.2930 -0.2% 1.2958 3.7% 1.2494 -13.9% 1.4511
USD/CAD
1.3707 -0.3% 1.3752 0.7% 1.3662 1.7% 1.3431 5.1% 1.2776
AUD/USD
0.741346 0.0% 0.741195 -1.0% 0.748490 -1.0% 0.756231 1.0% 0.748375
USD/CHF
0.9880 0.1% 0.9869 -0.8% 0.9953 -0.8% 1.0037 5.0% 0.9563