Westport Geek

A Financial Technologist's Blog

Archive for the ‘Mortgage’ Category

10-year note hit 4%

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Overall bond market is hit…

Related links :
MND : Mortgages Hit 2010 Price Lows as 10s Test 4.00%. Lack of Liquidity Affecting Action
WSJ : Auctions, Data Weigh on Treasury Prices

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Written by walkinggeek

April 5, 2010 at 2:36 pm

Posted in Mortgage

System Open Market Account Holdings

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Securities Holdings as of March 31, 2010 ($ thousands) :

Summary Report
Security Type Total (in Thousands)
US Treasury Bills (T-Bills) 18,422,636.7
US Treasury Notes and Bonds (Notes/Bonds) 708,871,742.9
US Treasury Inflation-Protected Securities (TIPS)* 43,777,163.1
Federal Agency Securities** 168,988,000.0
Agency Mortgage-Backed Securities*** 1,068,697,160.7
Total SOMA Holdings 2,008,756,703.4
Change From Prior Week -3,602,865.9

A cool trillion dollar, out of 7.5 trillion total outstanding, of mortgage backed securities was held by government. Now government has stopped buying MBS, let’s see what happens.

Written by walkinggeek

April 5, 2010 at 12:50 pm

Posted in Mortgage