MBS ALERT: Lows of The Day... But...

By: Matthew Graham

Suddenly, nominal profit taking accelerated to the lows of the day...  When "lows of the day" occur, there is always a chance that lenders will reprice for the worse.  So it is our duty to at least inform you of that.  BUT!  We do it grudgingly for three huge reasons.

REASON 1: Today is the first actual day of the settlement process for Fannie and Freddie 30yrs.  This is always going to create inexplicable inconsistencies in the price charts.  Things get back to normal next week.

REASON 2: Partly because of reason 1, and partly because of the nature of trading today in general, volume is LOW LOW LOW!  When this occurs, any given trade has a significantly higher impact on the current price level.  In other words, that trade now comprises a larger portion of the pricing sentiment and will there for make the curve, to use a technical term, "all cockeyed."

REASON 3: Look at Treasuries...  There's not some sudden reason for MBS to disconnect from the yield curve to such a degree.  So the fact that tsy's are holding UNDER 3.30 on the 10yr and have experienced no major selling would actually be viewed as a POSITIVE for the MBS situation at the moment.  We just have to wait until trading in the new front month August coupon picks up and indeed until trading picks up in general.

Bottom line, this is another one of those "don't panic" messages.  But of course be aware some lenders might not be MBS Blog readers or otherwise possess this same perspective and thus may reprice for the worse simply because prices are down.  I'd urge you to take the 3 "reasons" listed above into consideration before rushing to lock as long as you're aware it may happen.  Conclusion...  Watch the 10yr if anything, don't read too much into any of the numbers today, and if you have some risk tolerance, don't panic yet.  Personally, I'd wait this out for a majority of my pipe.

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MBS, TSY, LIBOR QUOTES