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