Top of Form

 

 

Market Snapshot

 

Secondary Market


1/16/2008 12:22:00 AM Fannie Mae (Subject to change)

 

 

Agencies

 30-Day

60-Day

90-Day

FHLMC

  5.38%

5.42%

 

Fannie Mae

  5.50%

5.53%

 

 

 

Weekly Indices

 

 

 

 

01/11/08

01/04/08

6 Month CD

  4.15%

4.52%

1 Year T-Bill

  3.04%

3.18%

2 Year T-Note

  2.70%

2.88%

3 Year T-Note

  2.71%

2.89%

5 Year T-Note

  3.13%

3.29%

10 Year T-Note

  3.85%

3.94%

25+ Year T-Bond

  4.37%

4.38%

 

 

Monthly Indices

 

 

 

 

Jan 

Dec

11th Dist. COFI

4.172%

4.233%

6 Month LIBOR

4.596% 

4.910%

1 Month LIBOR

4.600% 

5.236%

MTA Index

4.522% 

4.662%

 

 

Other

 

 

 

Prime Rate

7.250% 

  

Fed. Funds Rate

 

4.250%

Discount Rate

4.750% 

12 Month LIBOR

3.474%  (daily)

Bottom of Form

 

 

 



Wednesday: 01/16/08 10:30 AM EST :

The major economic releases were slightly less bond-friendly than traders were expecting and they have used the occasion to take back some recent profits. But the economic data was not exactly stock-friendly either and the indices are down slightly in early trading action.

The inflation data released today was mixed. The Labor Department reported that its Consumer Price Index, a gauge of inflation at the retail level, rose in December by 0.3%. This was a little higher than analysts had predicted and the increase follows a 0.8% jump in November (the largest surge in two years).

But energy prices were once again the key factor behind the headline number. The index of energy prices rose by 0.9% in December -- a large increase but the smallest in three months. Another volatile category is food and its price index rose by just 0.1% last month.

Excluding the energy and food categories, the so-called core index was up by 0.2% last month after a 0.3% rise in November. The increase was in-trend and in line with predictions. Moreover, of the core components, the biggest increase was in the energy-dependent transportation category. Its index rose by 0.5%.

On a year-over-year basis, the CPI was up by 4.1%. While this was better than the previous month's 4.3% increase, it was the largest December to December gain in seventeen years. But for all of 2007, the index was up over 2006 by 2.8%, the lowest increase in three years.

At the core level, the index was in December by 2.4% over the previous December -- the largest monthly Y/Y increase since last March. But for the whole year, the index was up by 2.3%, down from the 2.5% Y/Y increase between 2005 and 2006.

In the other major release of the day, the Federal Reserve reported that its index of industrial production -- a gauge of output from the nation's factories, mines, and utilities -- was unchanged (0.0%) in December following a 0.3% increase in November. While certainly not a bullish indicator, forecasters had been predicting a decline last month of about 0.2%.

The report said that capacity utilization, the ratio of output to potential output, was 81.4%, down from an upwardly revised 81.6% in November (originally 81.5%). While the latest figure was in line with predictions, the ratio for the manufacturing sector was encouraging at 79.7%, the lowest reading since last February. High utilization can lead to production bottlenecks which drive up prices, so a declining figure is a sign of decreasing inflation pressure.

In industry news, the Mortgage Bankers Association of America released its latest application data today and the overall, seasonally adjusted index leapt by 28.4% last week. This follows a 32.2% jump the week before. The main driver was the refinance category. Its index rose by 43.4% last week following a 53.9% jump the week before. Refinances accounted for 62.7% of application activity, up from 57.7% the week before and the highest portion since March of 2004. Both the overall index and the refinance index posted almost four-year highs.

Purchases also made good progress in the last two weeks but the gains were less impressive in comparison with the refi sector. The purchase index rose by 11.4% after a 14.7% rise in the preceding week.

Applications for both conventional and government mortgages were up sharply. The conventional index was up by 28.6% after a 34.1% rise the week before. It was the highest last week since June of 2005. The government index rose by 26.7% following a rise of 18.2%. Demand for adjustable rate mortgages continued to decline. They accounted for just 9.2% of application activity last week.

Some of the increases is the result of declining mortgage rates but some may well be due to distortions stemming from faulty seasonal adjustment factors associated with the holidays.

This afternoon, the Federal Reserve will release its Beige Book, an anecdotal summary of economic conditions in the twelve Fed districts. The book is used as one of the background resources in the monetary policy committee's deliberations. The next policy meeting is slated for the 29th and 30th of this month.

The summary does not usually have a large impact on the markets since the general state of the economy has already been revealed in other reports. But the latest Beige Book is expected to reinforce the gloomy economic outlook and this may further boost expectations of a bold rate cut by the Fed.

Tuesday, 01/15/08 : Treasuries were up throughout the day Tuesday and reached their highest levels late in the session. The fuel for the rally was a steep plunge in the stock market triggered by weak economic data and renewed concerns about the financial sector.

In late trading, the 10-Year Treasury Note was up by 28/32, lowering its yield to 3.67%; the Dow was down by 277.04 points to 12,501.11; and the Nasdaq was down by 60.71 points to 2,417.59.

The big news of the day was that retail sales contracted last month and the weakness was not confined to the auto sector. Since consumer spending accounts for the bulk of all economic activity, the sales data subtracts from gross domestic product estimates for the fourth quarter. This follows last Friday's report of a larger than anticipated trade deficit for November -- another negative in the GDP calculation.

Another bearish item released yesterday morning was the New York index on manufacturing activity. It revealed a third monthly deceleration in growth and it was the weakest expansion indicator since last April.

To address the flagging economy, the Fed is expected to cut interest rates again when the policy committee meets later this month. Some Fed watchers are even predicting a rate cut before the meeting date.

Also helping to support the rate-cut speculation was the release of the PPI data for last month. It indicated a slight contraction in the price of wholesale goods in December following a sharp jump in November. And excluding food and energy, the core index returned to trend in December following a larger than normal rise the month before.

Not all of yesterday's economic news was bond-friendly. Business inventories rose in November and because of strong sales, the remaining inventories were at their leanest levels in the history of the data series (1958).

But the inventory news was anticipated and not strong enough to offset the weak retail sales numbers. Stocks were also pressured by a dismal earnings report from Citigroup. The news rattled the financial sector and the broader market followed the sector down. A report that Boeing would announce more production delays in its 787 line of planes sent its stock sharply lower.

A decline in oil prices did not provide any lift for stocks since the decline was due to lowered demand projections based on the weak economic news. The price of a barrel of light, sweet crude oil for February delivery fell by $2.30 on the New York Mercantile Exchange to settle at $91.90, the lowest close since December 20.

By the end of stock trading, the Dow had lost 2.17%; the S&P 500, 2.49%; and the Nasdaq, 2.45%. The Dow's close was the lowest in nine months and the other indices closed at their lowest in about ten months.

With stocks plummeting, traders shifted into the safety of government backed debt securities (Treasuries). The yield of the benchmark 10-Year Note closed at its lowest level in four-and-a-half years . . . .

source: Lion, Inc.

 

Market Snapshot for Thursday Sep 14, 2006 12:04 PM Eastern
Stocks Sep 14, 2006 10:34 AM Eastern
Dow Jones Industrial Average 11,522.66 down -22.58
NASDAQ Composite index 2,227.01 down -0.66
US Treasury Issues as of Sep 14, 2006 12:04 PM Eastern
Issue Current Change Yield
3month T-Bill 4.79 up 1 basis pt (4.91)
6month T-Bill 4.89 unchanged (5.08)
2year T-Note 100 03/32 down 1/32 (4.81)
3year T-Note 100 10/32 down 2/32 (4.73)
5year T-Note 99 18/32 down 2/32 (4.71)
10year T-Note 100 28/32 unchanged (4.76)
30year T-Bond 93 29/32 up 1/32 (4.89)
Secondary Market Agencies (30-yr, fixed rate, required net yields)
Agencies 30-Day 60-Day  
Freddie Mac 6.19% 6.21%  
Fannie Mae 6.28% 6.30%  
RNYs Effective 09/13
Weekly Index 09/08/06 09/01/06
6 Month CD 5.38% 5.41%
1 Year T-Bill 5.02% 5.03%
2 Yr. T-Note 4.81% 4.83%
3 Yr. T-Note 4.75% 4.75%
5 Yr. T-Note 4.73% 4.73%
10 Yr. T-Note 4.79% 4.76%
30 Yr. T-Bond 4.94% 4.91%
Monthly Index Sep Aug
11th Dist. COFI 4.177% 4.090%
6 Month LIBOR 5.450% 5.547%
1 Month LIBOR 5.331% 5.405%
MTA Index 4.664% 4.563%
Other (0.250% Fed hike on 06/29/06)
PRIME RATE 8.250%
FED FUNDS 5.250%
DISCOUNT 6.250%
12-MO.LIBOR daily 5.409%
Thursday's Interest Rate/Loan Fee Pricing Trend: PENDING

 



Thursday: 09/14/06 10:30 AM EDT :
The headline figure in the retail sales report for August is pressuring both the bond and stock markets this morning, but for different reasons. The report indicated an increase in sales of just 0.2%, a sharp deceleration following a 1.4% surge in July. This has discouraged stock traders somewhat but bond traders are reacting to the fact that the increase was stronger than recent predictions of no change (0.0%) or a slight decline.

The report said that sales in the volatile category of autos, light trucks, and parts rose by 0.4% in August after a 4.3% jump the month before. Excluding the category, sales were still up by 0.2%. This was a little weaker than had been predicted.

For obvious reasons, sales at gas stations constitute another volatile category. The category saw a 1.0% drop in August, the first decline since February. Excluding both the auto and gas station categories, sales were up by 0.4% after a 0.5% rise in July. Notable gains were seen in sporting goods, hobby, book, and music store sales, up 0.8%; food services and drinking places, up 0.7%; health and personal care stores, up 0.6%; general merchandise stores, up 0.4%; and miscellaneous store retailers, also up 0.4%. Other than gas station sales, the biggest decline was in the furniture and home furnishing category, which fell by 0.3%.

Another negative for both stocks and bonds is the inflation signal coming from the report on import and export prices for last month. In it, the Labor Department said that its index of import prices rose by 0.8% last month, a larger increase than analysts expected. In addition, July's initially reported increase of 0.9% was revised to 1.0%. The price index of imported oil rose by 2.3% following an increase of 5.1% in July. Excluding the petroleum category, prices were still 0.5% higher last month following a flat (0.0%) reading in July (originally reported as a 0.1% decline).

From the previous August, the import price index was up by 6.6%, an improvement over the preceding August to August increase of 8.2%. But excluding oil, the latest year-over-year price change is a 2.7% increase versus a 1.9% rise from August 2004 to August 2005.

In a separate report this morning, the Labor Department said that the seasonally adjusted level of initial claims for state unemployment benefits fell by 5,000 last week to 308,000 from an upwardly revised 313,000 the week before (originally reported as 310,000). The four-week moving average, which smoothes out some of the short-term volatility, fell by 1,500 to 314,250. The trend in claims has been relatively flat throughout the year so far with an average weekly claims reading of about 310,000. But the trend in continuing claims has been on the rise since hitting a five-year low in May. In the week of September 2 (continuing claims must be at least a week old) the level rose by 18,000 to 2.499 million. The four-week average fell by 500 to 2.485 million, the second highest reading in six months.

In the final economic release of the day, the Commerce Department said that the seasonally adjusted level of business inventories rose by 0.6% in July. This topped consensus predictions of a 0.5% increase but the news was not too much of a surprise. As previously reported, manufacturers' inventories rose by 0.6% and wholesalers' inventories by 0.8%. The only unknown prior to the release of today's report was the state of retail inventories. They rose a stronger than expected 0.4% following a spike of 1.6% in May (the largest monthly jump in twelve years) and a 0.9% increase in June.

The increase in inventories reflects accommodation of increasing demand. The report indicated that inventory outflows were flat in the manufacturer sector but they were up by 0.4% in the wholesaler category and by 1.5% in retail. This left remaining inventory levels lean; that is, there is little slack at the prevailing sales pace. The inventory-to-sales ratio came in at 1.26, meaning that supplies on hand would be completely depleted in 1.26 months at the current outflow rate. This is only slightly higher than the record low 1.25 posted in January and May.

Wednesday, 09/13/06 : Treasuries made slight gains yesterday on subsiding oil-related inflation concerns. But the upside was capped by risks contained in today's retail sales report and tomorrow's Consumer Price Index. Stocks also made progress, posting a fourth winning session that pushed the indices to four-month highs. In late trading, the 10-Year Treasury Note was up by 3/32, lowering its yield to 4.76%; the Dow was up by 45.23 points to 11,543.32; and the Nasdaq was up by 11.85 points to 2,227.67.

The only bond-related data out yesterday had little impact on the market. The Treasury reported that government outlays exceeded receipts last month by $64.6 billion. This was a larger deficit figure than the $51.3 billion posted in August of 2005 and the widening was due to a 1.0% decline in receipts relative to the year before and a 5.7% increase in outlays. Yet, while the gap figure was slightly larger than predictions of $64.0 billion, the running total for the current fiscal year to date (begun last October) is a deficit of $304.3 billion, still an improvement over the $354.1 billion shortfall posted for the same period in the last fiscal year.

The development that underpinned the markets a recent decline in oil prices, which took some of the edge off inflation worries and improved prospects that the Federal Reserve would continue its wait-and-see stance regarding interest rates. Although oil futures moved higher yesterday, the move was negligible. Following seven consecutive declines totaling $6.50, the price of a barrel of light, sweet crude oil for October delivery rose by $0.21 yesterday on the New York Mercantile Exchange to settle at $63.97.

The oil inventory report was largely benign. The Energy Department reported that inventories of crude oil fell last week by 2.904 million barrels (one barrel equals forty-two gallons). However, supplies were still ahead of year-ago levels by 5.6%. Inventories of gasoline grew for a fourth consecutive week, gaining 114,000 barrels in the latest increase. The inventory level was 6.4% higher than a year earlier.

Despite the decline in crude supplies, observers were gratified by a solid increase in inventories of distillates, which include diesel and heating fuel. They rose by 4.641 million barrels last week and by over 12 million barrels in the last five weeks. Supplies stand 5.8% above where they were a year ago. With the heavy driving season over and cooler weather approaching, the state of the distillate category will be getting increased attention.

By the end of stock trading, the Dow had risen by 0.39%; the S&P 500, 0.38%; and the Nasdaq, 0.53% . . . .

source: www.lioninc.com

 


 

 

 

 

THIS WEEK

Date

EDT

Release

For

Forecast

Actual

Prior

Tue

09/12

-08:30-

Balance of Trade

Jul

-$65.5B

 

-$64.8B

 

09/12

-13:00-

10-Year Treasury Note Auction

Wed

09/13

-14:00-

Treasury Budget

Aug

-$64.0B

 

-$51.3B

Thur

09/14

-08:30-

Initial Jobless Claims

09/09

--

 

310K

 

09/14

-08:30-

Retail Sales

Aug

0.1%

 

1.4%

 

09/14

-08:30-

Retail Sales Ex-Auto

Aug

0.4%

 

1.0%

 

09/14

-08:30-

Import Prices

Aug

0.2%

 

0.9%

 

09/14

-08:30-

Import Prices Ex-Oil

Aug

--

 

-0.1%

 

09/14

-08:30-

Export Prices

Aug

--

 

0.4%

 

09/14

-08:30-

Export Prices Ex-Ag

Aug

--

 

0.2%

 

09/14

-10:00-

Business Inventories

Jul

0.5%

 

0.8%

Fri

09/15

-08:30-

NY Fed Index

Sep

14.0

 

10.3

 

09/15

-08:30-

Consumer Price Index

Aug

0.3%

 

0.4%

 

09/15

-08:30-

Core CPI

Aug

0.2%

 

0.2%

 

09/15

-09:15-

Industrial Production

Aug

0.2%

 

0.4%

 

09/15

-09:15-

Capacity Utilization

Aug

82.5%

 

82.4%

 

09/15

-09:45-

Consumer Sentiment (P)

Sep

83.5

 

82.0

Source: www.lioninc.com