Archive for April, 2009

Corporate Bonds

Wednesday, April 22nd, 2009

The corporate bond market for the most part maintains a firm tone and one correspondent reports that spreads in industrial names are about a nickel tighter. The new issue machine is very quiet and that exacerbates the already firm supply/demand technicals. The new JPM 10 year which priced at 350 last week ...

Treasury Market Update

Wednesday, April 22nd, 2009

Treasury bonds are taking a severe drubbing and the yield on the benchmark 10 year note is approximately at the level which prevailed on the day when the Federal Reserve announced quantitative ease (2.96 percent currently). One participant noted that the 200 day moving average on the Long Bond was 3.798 ...

MBS

Wednesday, April 22nd, 2009

Mortgages are opening with very little change this morning relative to 300Pm closes. Swaps are 1 basis point to 2 basis points tighter and mortgages have moved 1/32 or so. One dealer reports originator selling in 4s and 4 1/2s. Asian investors have been buyers. The email did not specify but ...

Blogging

Wednesday, April 22nd, 2009

It appears that the IT department at Across the Curve has successfully conquered the virus which rendered this PC useless yesterday. I will be blogging again this morning at around 900AM. I apologize for the interruption.

Technical Difficulties/ Open thread

Tuesday, April 21st, 2009

Across the Curve headquarters is experiencing serious technical difficulties.  Hopefully, blogging will resume shortly.   Feel free to keep discussion going in the comments section below.

Bond Market Close April 20 2009

Monday, April 20th, 2009

Prices of Treasury coupon securities surged today as the equity market took a header. Equities ostensibly suffered as stories abounded about banks and credit losses and stress tests. I am certainly not Mr Equity nor do I pretend to be but I think equities cratered because all of the shorts had ...

Agency Spreads

Monday, April 20th, 2009

Agency spreads are mixed and the level of activity is lighter than normal. Two year spreads were tighter by 2 basis points. Five year spreads are approximately unchanged. Ten year paper is one basis point to two basis points wider. There was some portfolio buying of short callable paper.

Corporate Bonds

Monday, April 20th, 2009

Corporate bond spreads in the cash market are unchanged to just a touch weaker in most sectors. Financial paper has had a great run of late and so it is a tad weaker than other sectors. Two veteran salesmen (and steadfast friends of the blog) opine that demand for credit ...

Swaps and Mortgages

Monday, April 20th, 2009

Swap spreads are wider across the curve as an eclectic group of investors and traders has chosen to position for wider spreads. Weakness in the equity markets has motivated the trade. Separately, some clients have been establishing steepening positions via the swap market. Two year spreads are 1 basis point wider ...

Agencies

Monday, April 20th, 2009

Agency spreads are unchanged in the 5 year and 10 year sector and about 2 basis points tighter in the 2 year sector. Agency spreads have enjoyed a healthy period of spread tightening of late. One analyst with whom I speak notes that a confluence of circumstances should keep the narrowing trend ...