Magazyn Kieszeń (71)

Magazyn “Kieszeń” prowadzony przez Zbigniewa Karasia. Zapraszamy Państwa do wysłuchania kolejnej (z 14 marca br.) audycji w Polskim Radiu WNVR1030

 

PRICES @ 4:00 PM

10 yr note:                   -1/32 (3 bp) 2.12% unch

5 yr note:                     +1/32 (3 bp) 1.59% unch

2 Yr note:                     +1/32 (3 bp) 0.66% unch

30 yr bond:                  -1/32 (3 bp) 2.70% unch

Libor Rates:                1 mo 0.174%; 3 mo 0.270%; 6 mo 0.403%; 1 yr 0.713%

30 yr FNMA 3.0 Apr:    101.06 -5 bp (unch frm 9:30)

15 yr FNMA 3.0 Apr:    104.44 -2 bp (+11 bp frm 9:30)

30 yr GNMA 3.0 Apr:   102.25 -5 bp (-2 bp frm 9:30)

Dollar/Yen:                 121.43 +0.14 yen

Dollar/Euro:                $1.0477 -$0.0158

Gold:                           $1154.50 +$2.60

Crude Oil:                   $45.07 -$1.98 (only $0.62 frm the low)

DJIA:                          17,749.31 -145.91

NASDAQ:                   4871.76 -21.53

S&P 500:                     2053.40 -12.55

Poland

Index Name

Value

Change

% Change

Time
Warsaw Stock Exchange WIG Total Return Index 52,740.67 -395.46 -0.74% 12:15:00
WIG20 2,303.40 -26.41 -1.13% 12:15:00
WIG30 2,511.96 -25.58 -1.01% 12:15:00

Major World Currencies

Currency Pair

Value

Change
EUR-USD 1.0496 -0.0139(1.31%)
GBP-USD 1.4744 -0.0139(0.93%)
USD-JPY 121.4000 +0.1100(0.09%)
AUD-USD 0.7637 -0.0071(0.92%)
USD-CAD 1.2783 +0.0097(0.76%)
USD-CHF 1.0056 +0.0033(0.33%)

 

 

CONV 30 YR FIXED

3.875 102.375 102.25

CONV 15 YR FIXED

3.125 102.000 101.875
3.250 102.500 102.375

CONV 7/1 LIBOR ARM

3.625 102.125 102.000

CONV 5/1 LIBOR ARM

3.500 102.125 102.000

 

ortgage Market Update
[click item to view chart]

Current

Previous

Previous

Previous

Previous

Quote

Day

Week

Month

Year

13-Mar-15

12-Mar-15

6-Mar-15

11-Feb-15

13-Mar-14

Quote

% Chg

Quote

% Chg

Quote

% Chg

Quote

% Chg

Quote
Macroeconomic Statistics
Jan Core US CPI Rate

1.6%

0.0%

1.6%

0.0%

1.6%

0.0%

1.6%

0.0%

1.6%
Jan Core US PCE Idx

1.30%

0.0%

1.30%

0.0%

1.30%

0.0%

1.30%

8.3%

1.20%
Feb Non-Farm Payroll

295,000

23.4%

239,000

0.0%

239,000

0.0%

239,000

7.7%

222,000
Mortgage Rates
30 Yr FXD avg

3.86%

2.9%

3.75%

0.0%

3.75%

4.5%

3.59%

-16.1%

4.28%
15 Yr FXD avg

3.10%

2.3%

3.03%

0.0%

3.03%

3.8%

2.92%

-12.0%

3.32%
Fundamentals
1 Year CMT

0.230%

0.0%

0.230%

-11.5%

0.260%

18.2%

0.220%

88.0%

0.117%
10 Year CMT

2.11%

-1.4%

2.14%

0.9%

2.12%

8.2%

1.96%

-29.2%

2.77%
2-Year Treasury

0.650%

-3.3%

0.672%

-7.6%

0.727%

10.2%

0.660%

95.3%

0.338%
10-Year Treasury

2.100%

-1.1%

2.123%

-5.5%

2.247%

12.8%

1.991%

-24.7%

2.645%
30-Year Treasury

2.680%

-0.9%

2.704%

-4.9%

2.845%

10.7%

2.571%

-28.4%

3.592%
12 MTA

0.128%

5.5%

0.121%

0.0%

0.121%

0.0%

0.121%

-6.5%

0.129%
USD 6M LIBOR

0.4031%

0.4%

0.4014%

1.1%

0.3971%

5.4%

0.3768%

13.5%

0.3320%
USD 12M LIBOR

0.7136%

-0.2%

0.7151%

3.8%

0.6889%

3.8%

0.6636%

19.1%

0.5570%

…