MBS & US Treasury Markets
12/11 5:00:58PM EST : Delayed Data

MBS are still slightly stronger on the day but now down 6 ticks (.19) from the AM price plateau.  This is definitely in the range of potential reprice risk scenarios. 

10:23 AM

Stronger after claims data. MBS up 6 ticks (.19) and 10yr down 3.6bps at 4.115

12:44 PM

MBS up an eighth and 10yr down 2.7bps at 4.123

02:30 PM

Gains fading a bit. MBS up only 2 ticks (.06) and 10yr down 1.1bps at 4.14

03:57 PM

drifting out at same levels as last update.  MBS up 2 ticks (.06) and 10yr down 0.9 bps at 4.142