Mortgage Market Guide -  (From www.shouldirefi.com)

Current Trend Direction: Lower

Risks favor:

Locking Bias

Current Price of FNMA 4.0% Bond:

$101.25, -19bp

Mortgage Bonds are starting the day to the downside this morning, following through on

yesterdays sell off. A better than expected Jobless Claims number along with

comments from the Wall Street Journal, stating that "fears of a double dip recession are

exaggerated", are helping Stocks and hurting Bonds so far today.

While the biggest headline of the day could be Lebron James's announcement at 9pm

ET tonight, this morning it was Initial Jobless Claims which grabbed the headlines.

People filing for first time Claims on unemployment benefits came in at 454K. This was

better than market expectations of 465K and showed improvement from last week's

472K. While the number is still high, it gave the financial markets a glimmer of hope

and an excuse for Bond investors to take a little profit. As we have been saying, Bonds

have been priced for perfection and any misstep in economic data is providing reason to

preserve profit.

There are 10M people still collecting unemployment benefits - 4.4M in Continuing

Claims and 4.6M collecting Emergency Unemployment Compensation. About 350,000

people saw their unemployment benefits expire in the last week, after Congress went

into recess without passing any extension to the benefits. If these individuals become

reengaged in job seeking, it will grow the labor force and the ranks of the unemployed

that are counted in the headline Unemployment Rate. These factors will likely push the

Unemployment Rate higher than the current 9.5% in the coming months.

The Technical picture for Bonds isn't looking very pretty. As reported in yesterday's

market news section within the Bond page, the closing signal established yesterday was

a Bearish "Dark Cloud Cover" Pattern. This typically portends a negative reversal and

more downside movement in prices. Combine this with a Negative Stochastic

Crossover from overbought levels, and we have the likelihood of seeing lower prices

ahead. The closest support level was tested this morning at 101.125. If this level is

broken, the next clear floor of support lies at the 25 day MA, currently at 100.49. And

later this morning the Treasury Department will announce the size of next week's 3, 10,

and 30 year auctions. This news, along with the action in Stocks could be a market

mover.

We will start the day with a bias towards Locking.

Locking Bias

Current Price of FNMA 4.0% Bond:

$101.25, -19bp

Mortgage Bonds are starting the day to the downside this morning, following through on

yesterdays sell off. A better than expected Jobless Claims number along with

comments from the Wall Street Journal, stating that "fears of a double dip recession are

exaggerated", are helping Stocks and hurting Bonds so far today.

While the biggest headline of the day could be Lebron James's announcement at 9pm

ET tonight, this morning it was Initial Jobless Claims which grabbed the headlines.

People filing for first time Claims on unemployment benefits came in at 454K. This was

better than market expectations of 465K and showed improvement from last week's

472K. While the number is still high, it gave the financial markets a glimmer of hope

and an excuse for Bond investors to take a little profit. As we have been saying, Bonds

have been priced for perfection and any misstep in economic data is providing reason to

preserve profit.

There are 10M people still collecting unemployment benefits - 4.4M in Continuing

Claims and 4.6M collecting Emergency Unemployment Compensation. About 350,000

people saw their unemployment benefits expire in the last week, after Congress went

into recess without passing any extension to the benefits. If these individuals become

reengaged in job seeking, it will grow the labor force and the ranks of the unemployed

that are counted in the headline Unemployment Rate. These factors will likely push the

Unemployment Rate higher than the current 9.5% in the coming months.

The Technical picture for Bonds isn't looking very pretty. As reported in yesterday's

market news section within the Bond page, the closing signal established yesterday was

a Bearish "Dark Cloud Cover" Pattern. This typically portends a negative reversal and

more downside movement in prices. Combine this with a Negative Stochastic

Crossover from overbought levels, and we have the likelihood of seeing lower prices

ahead. The closest support level was tested this morning at 101.125. If this level is

broken, the next clear floor of support lies at the 25 day MA, currently at 100.49. And

later this morning the Treasury Department will announce the size of next week's 3, 10,

and 30 year auctions. This news, along with the action in Stocks could be a market

mover.

We will start the day with a bias towards Locking.