Friday, August 10, 2012

Up Down up Down

Mortgage bond prices opened better adding to the gains from yesterday afternoon.

News around the globe showed continued economic weakness. Indications that Chinese exports are weakening reignited those concerns and sent some flight to quality buying into U.S. debts including mortgage bonds.

News out of the euro zone indicated France continues to struggle. The Bank of France indicated the economy is likely headed for recession. Just another indication of how troubling things are in Europe.

There is no data today but hopefully this positive rebound will continue so we recover the losses seen earlier this week.

This morning represents a forward drop for MBS traders. The front month for delivery has rolled to SEPTEMBER. This is a technical aspect of the bond market and has no real impact on daily rates. Secondary managers have been pricing into the SEPTcoupon for some time. What is most noticeable is the drop in bond prices as forward months fall approximately 8/32s to 10/32s.

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