MBS & US Treasury Markets
10/2 11:04:54AM EST : Delayed Data

More weakness since the first alert. MBS now unchanged on the day and down 3/8ths from highs and a quarter point from early rate sheet times. Negative reprices are becoming more likely for jumpier lenders. 

No new reasons for selling, just an ongoing reconsideration of what this morning's data meant. 

10:06 AM

Initially much stronger after NFP, but dialing back a bit. MBS up a quarter point and 10yr down 4.1bps at 4.198