MBS RECAP: Late December Liquidity Causing Volatility

Most of the slowing from the 2.8% q/q annual rate in Q2 reflects diminished utilities usage in a warm Oct-Nov. Household confidence measures appear consistent with faster growth, and we expect the University of Michigan consumer sentiment index to hold onto recent gains in late December.

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MBS RECAP: Bonds Start Strong But End Weak – Stocks subsequently bounced and bond markets continued to move into weaker. after the ISM Non-Manufacturing data, bond yields and stock prices moved higher and higher throughout the rest of the.

In fact, last week’s recap touched on this topic in discussing the waning liquidity heading into the end of the year (i.e. last week was characterized as "last call" for active trading). A highly liquid marketplace is a bustling marketplace. Late December sees the bustle die down among bond traders.

Mortgage rates today, January 17, plus lock recommendations Mortgage rates today, January 16, 2019, plus lock recommendations | Mortgage Rates, Mortgage News and Strategy – The Mortgage Reports.. financial data affecting today’ s mortgage rates. This morning’s opening data are mostly bad for mortgage rates.

Today’s conference call includes forward-looking statements and projections and we ask that you refer to KCAP Financial’s most recent filings with the SEC for important factors that would cause actual.

proposed changes, including providing parallel reporting since December 2017. However, given the potential impact of the proposed changes, certain volatility exhibited through the parallel testing results, and the need for APSL to complete appropriate back-testing and obtain further insight into FICC’s back

MBS RECAP: Late December liquidity causing volatility dec 18 2017, 5:27PM Last Friday I said that bond traders had "had enough" when it came to reacting to every little tax bill headline.

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From late December through period end, the price of government securities then rallied strongly after the Federal Reserve signaled the case for raising policy rates had weakened and that it would be patient in assessing the need for further rate hikes. This caused Treasury rates to decline and MBS spreads to tighten, with agency MBS outpacing

In fact, last week’s recap touched on this topic in discussing the waning liquidity heading into the end of the year (i.e. last week was characterized as "last call" for active trading ). A highly liquid marketplace is a bustling marketplace. Late December sees the bustle die down among bond traders.

reform until late December. The level of political. race was the cause for temporary volatility in sovereign bond spreads. japanese institutional. and mortgage-backed securities (MBS) totalled $2.5T and $1.8T respectively. The issue is