Magazyn “Kieszeń” (115)

CENY @ 4:00 PM

10 yr note:                   +12/32 (37 bp) 1.75% -4 bp

5 yr note:                     +6/32 (18 bp) 1.21% -5 bp

2 Yr note:                     +2/32 (6 bp) 0.73% -3 bp

30 yr bond:                  +27/32 (84 bp) 2.56% -4 bp

Libor Rates:                1 mo 0.436%; 3 mo 0.632%; 6 mo 0.902%; 1 yr 1.220%

30 yr FNMA 3.0 May:   102.63 +16 bp (+11 bp frm 9:30)

15 yr FNMA 3.0 May:    104.42 -6 bp (-10 bp frm 9:30)

30 yr GNMA 3.0 Apr:   103.67 +17 bp (+12 bp frm 9:30)

Dollar/Yen:                 108.73 -0.67 yen

Dollar/Euro:               $1.1287 +$0.0018

Gold:                          $1235.20 +$8.70

Crude Oil:                  $40.36 -$1.14

DJIA:                         17,897.46 -28.97

NASDAQ:                  4938.22 -7.67

S&P 500:                   2080.73 -2.05

WIG20	WIG 20 Poland Stock Index							1940.0		-11.8		-0.6			7.54	Apr/15
WIG	Warsaw Stock Exchange WIG Total Return Index							48095		-189.78		-0.39			5.97	Apr/15

 

CONV 30 YR FIXED

3.500	102.000	101.875
3.625	102.875	102.750
3.750	103.500	103.375

CONV 15 YR FIXED

2.875	102.250	102.125
3.000	102.750	102.625
3.125	103.250	103.125

ARM CONV 7/1 LIBOR ARM

3.250	102.000	101.875
3.375	102.250	102.125

ARM CONV 5/1 LIBOR ARM

3.000

102.125

102.000

 

 

Currency	Value	Change	Net Change	Time (EDT)	2 Day
EUR-USD	1.1284	0.0016	+0.14%	4:59 PM
USD-JPY	108.7600	-0.6400	-0.59%	4:59 PM
GBP-USD	1.4202	0.0047	+0.33%	4/8/2016
AUD-USD	0.7725	0.0030	+0.39%	4/8/2016
USD-CAD	1.2822	-0.0022	-0.17%	4:59 PM
USD-CHF	0.9679	0.0010	+0.10%	4:59 PM

 

USD-CZK	23.9527	-0.0315	-0.13%	4:59 PM
USD-SKK	26.7012	-0.0373	-0.14%	4:59 PM
USD-PLN	3.8066	-0.0091	-0.24%	4:59 PM
USD-HUF	275.7100	-0.6200	-0.22%	4:59 PM
USD-RUB	66.4877	0.3837	+0.58%	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
	Apr 15, 2016		Apr 14, 2016		Apr 8, 2016		Mar 16, 2016		Apr 16, 2015
	Quote	% Chg	Quote	% Chg	Quote	% Chg	Quote	% Chg	Quote
Macroeconomic Statistics
Mar Core US CPI Rate	2.2%	-4.3%	2.3%	0.0%	2.3%	4.5%	2.2%	22.2%	1.8%
Feb Core US PCE Idx	1.70%	0.0%	1.70%	0.0%	1.70%	0.0%	1.70%	30.8%	1.30%
Mar Non-Farm Payroll	215,000	-12.2%	245,000	0.0%	245,000	45.8%	168,000	41.2%	119,000
Mortgage Rates
30 Yr FXD avg	3.58%	-0.3%	3.59%	0.0%	3.59%	-2.4%	3.68%	0.5%	3.66%
15 Yr FXD avg	2.86%	-0.7%	2.88%	0.0%	2.88%	-2.7%	2.96%	1.0%	2.93%
Fundamentals
1 Year CMT	0.5139%	-2.9%	0.5292%	3.0%	0.5139%	-19.3%	0.6366%	235.1%	0.1900%
10 Year CMT	1.77%	-1.1%	1.79%	1.7%	1.76%	-10.7%	1.97%	3.7%	1.90%
2-Year Treasury	0.7255%	-5.3%	0.7663%	10.3%	0.6950%	-18.7%	0.8550%	75.2%	0.4879%
10-Year Treasury	1.7483%	-2.1%	1.7867%	4.1%	1.7167%	-9.8%	1.9028%	0.5%	1.8932%
30-Year Treasury	2.5571%	-1.5%	2.5951%	1.7%	2.5525%	-5.9%	2.7113%	5.3%	2.5753%
12 MTA	0.412%	9.0%	0.378%	0.0%	0.378%	0.0%	0.378%	164.1%	0.143%
USD 6M LIBOR	0.9024%	0.4%	0.8992%	0.5%	0.8947%	-1.9%	0.9123%	127.3%	0.4014%
USD 12M LIBOR	1.2208%	0.3%	1.2176%	1.0%	1.2056%	-2.5%	1.2370%	78.6%	0.6927%
USD 1M LIBOR	0.4363%	0.8%	0.4328%	-0.8%	0.4365%	-1.1%	0.4413%	144.6%	0.1804%
11th District COFI	0.670%	0.9%	0.664%	0.0%	0.664%	1.4%	0.655%	-6.4%	0.700%
Federal Funds	0.50%	0.0%	0.50%	0.0%	0.50%	0.0%	0.50%	100.0%	0.25%
Gold, Mini $/oz	1235.50	0.4%	1230.75	-0.8%	1241.00	-1.3%	1257.00	5.0%	1197.25
Currencies
EUR/USD	1.1259	-0.6%	1.1331	-0.5%	1.1383	2.5%	1.1105	4.5%	1.0628
USD/JPY	109.3738	0.3%	109.0671	0.4%	108.6600	-4.1%	113.3051	-5.1%	119.3699
GBP/USD	1.4168	-0.4%	1.4230	1.0%	1.4090	-0.9%	1.4213	-3.7%	1.4764
USD/CAD	1.2836	0.4%	1.2784	-2.4%	1.3093	-1.8%	1.3327	7.0%	1.2454
AUD/USD	0.767290	0.0%	0.767085	1.4%	0.756557	1.1%	0.748283	-1.8%	0.761651
USD/CHF	0.9662	0.6%	0.9600	0.5%	0.9557	-3.1%	0.9863	1.4%	0.9729