Makret Updateand reports

MBS  +5/32 @ 100.04      10 Yr Treasury  +9/32 @ 2.811       Dow -14 @ 16,010

 

With little news, MBS have moved higher this morning. No economic data will be released today. The results from the 3-yr Treasury auction will come out around 1:00 et.

 

 

 

 

Treasuries
10-Dec-13 Last Change 3-Month T-Bill 0.07% 0.00% 6-Month T-Bill 0.09% -0.01% 1-Year T-Bill 0.11% 0.00% 2-Year Note 0.30% 0.00% 3-Year Note 0.61% 0.00% 5-Year Note 1.46% -0.03% 10-Year Note 2.81% -0.04% 30-Year Bond 3.84% -0.03%

 

Major Indices
10-Dec-13 Last Change 11th District COFI 0.963% 0.006% 1-Month LIBOR 0.169% -0.002% 6-Month LIBOR 0.344% 0.002% 12-Month LIBOR 0.573% -0.001% MTA Index 0.134% -0.005% Prime Rate 3.25% 0.00% Federal Funds Rate 0.25% 0.00% Discount Rate 0.75% 0.00%

 

Mortgage Rates
10-Dec-13 Last Change 15-Year Fixed Freddie 3.47% 0.17% 30-Year Fixed Freddie 4.46% 0.17% 1-Year ARM Freddie 2.59% -0.01% 5/1-Year ARM Freddie 2.99% 0.05%

 

 APOR (Changes Mondays)

30 Yr Fixed-  4.50%

15 Yr Fixed- 3.53%

5/1 ARM -     2.94%

7/1 ARM   -   3.30%

10/1-ARM -  3.83%

 

	Event	Actual	Cons.	Previous
Dec 09	3-Month Bill Auction			0.075%
	6-Month Bill Auction			0.1%
	Fed's Lacker speech
	Fed's Bullard speech
	Fed's Richard Fisher's speech
Dec 10	NFIB Business Optimism Index (Nov)		92.3	91.6
	Redbook index (MoM) (Dec 1)			-0.2%
	Redbook index (YoY) (Dec 1)			4.9%
	Wholesale Inventories (Oct)		0.3%	0.4%
	4-Week Bill Auction			0.03%
	52-week Bill auction			0.135%
	3-Year Note Auction			0.64%
Dec 11	MBA Mortgage Applications (Dec 6)			-12.8%
	Treasury Sec Lew Speech
	EIA Crude Oil Stocks change (Dec 6)			-5.585M
	10-Year Note Auction			2.75%
	Monthly Budget Statement (Nov)		$-145.0B	$-91.6B
Dec 12	Import Price Index (YoY) (Nov)			-2%
	Export Price Index (MoM) (Nov)		-0.3%	-0.5%
	Export Price Index (YoY) (Nov)			-2.1%
	Import Price Index (MoM) (Nov)		-0.6%	-0.7%
	Initial Jobless Claims (Dec 6)		320K	298K
	Continuing Jobless Claims (Nov 29)		2.750M	2.744M
	Retail Sales (MoM) (Nov)		0.6%	0.4%
	Retail Sales ex Autos (MoM) (Nov)		0.2%	0.2%
	Business Inventories (Oct)		0.3%	0.6%
	EIA Natural Gas Storage change (Dec 6)			-162B
	30-Year Bond Auction			3.81%
Dec 13	Producer Price Index (YoY) (Nov)		0.6%	0.3%
	Producer Price Index (MoM) (Nov)		0.0%	-0.2%
	Producer Price Index ex Food & Energy (MoM) (Nov)		0.1%	0.2%
	Producer Price Index ex Food & Energy (YoY) (Nov)		1.4%	1.4%