MBS & US Treasury Markets
2/13 10:09:22AM EST : Delayed Data

This morning's econ data included weekly jobless claims, which came in roughly in line with forecasts, and the Producer Price Index (PPI) which was a bit different.  The month over month change in core PPI was as expected, but the annual change jumped 0.3 above expectations (3.6 vs 3.3).  How can that be?  Revisions to the past 4 months affect the annual number without necessarily impacting the monthly number. In this case, both December and October were revised 0.1 higher, thus accounting for the 0.2 increase from last month's 3.5% core annual PPI. 

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Meanwhile, the monthly change in January was not only on target, but also good news for the components that flow through to PCE inflation (which the Fed watches more closely).

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Jobless Claims were a non-event, but at least not showing additional labor market tightening.

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The net effect in bonds is a relative sigh of relief after yesterday's high alert following CPI.

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09:09 AM

Modestly stronger overnight and gaining more ground after AM econ data.  MBS up 6 ticks (.19) and 10yr down 5.8 bps at 4.567