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