eMBS Home Securities Analytics Portfolios
About eMBS Site Map Customize Your Profile News Frequently Asked Questions  

eMBS Inc

Mortgage-Backed Securities OnLine
eMBS Guest Area
eMBS Client Area
Access Products
About eMBS
Request a Login
Contact eMBS
Daily Issuance
Special Request Lists
Forget your password?
CPR Claim Calculator
CPR Claim Data
Reverse Mortgage
MTD Issuance Summary
Geographic CPR
CMO Lockup
Ginnie Delinquency
CNNfn Markets
CNNfn Bond Center
News.com Quotes:
July  Summary
Welcome to eMBS
Data News
July factors indicated that June fixed-rate prepayments increased for all 3 agencies for the 4th month in a row. The increases were small once again, similar to April and May, typically 1% CPR or less, with the exception of Ginnie II Multi-Issuer Pools which increased by 2.7% CPR.

Fixed-rate issuance increased for all 3 agencies, by a combined $7.9B to $67.4B. Fannie Mae increased by $3.7B to $26.3B, a marked change from what had been 9 months of decreases in the past 10 months; Freddie Mac increased by $2.65B to $17.7B. Ginnie Mae increased by $1.5B to $23.4B, driven by a $1.8B increase in Ginnie Mae II 30YR MIP issuance.

Freddie Mac 30yr Gold prepays increased 1.1% CPR to 12.6%, 15yr Golds increased by 0.8% CPR to 10.5%. Fannie Mae 30yrs increased 1.3% CPR to 12.3%, 15yrs increased by 0.8% CPR to 10.2%. Ginnie I 30yr prepayments increased 0.2% CPR to 17.5%, 15yrs increased 0.4% CPR to 13.4%. Ginnie II Multi-Issuer 30yrs increased 2.7% CPR to 15.5%, 15yr Multi-Issuers increased 0.8% CPR to 11.5%.

ARM prepayments increased as much as 2.5% CPR for Freddie LIBOR-indexed ARMs. Fannie Mae amortizing LIBOR ARMs increased 2.3% CPR. The highest prepaying ARM product was Ginnie Treasury-indexed ARMs, up 0.6% CPR to 22.8%. Fannie and Freddie ARM Issuance increased very slightly by $0.27B to $3.1B, and continues to be concentrated in LIBOR-indexed ARMs. Ginnie ARM issuance was all Treasury-indexed ARMs and decreased by $0.48B to $0.45B.

Summary : Details

eMBS hat

We provide reliable and cost-effective internet-based access to mortgage data and analytics. While other services end with the delivery of data, that's where eMBS starts.

Delivering data, analytics and savings is only the beginning. With over one million securities outstanding in the mortgage markets, we're confident that you'll love us for a million reasons!

12 Month Prepay Graph

12 Month Issuance Graph

Latest Data Notices
  • 07-08 eMBS Database-Format Test Files Available for FHL Modified Mortgage Disclosures
  • 07-07 Freddie Mac Pool Corrections
  • 07-02 Agency-Format Test Files Available for FHL Modified Mortgage Disclosures
  • 07-01 Change to eMBS Prefix Table - New FHL 55-day Multifamily Product
  • 06-27 Freddie Mac Adds New Data for Modified Mortgage Disclosures
  • All Data Notices

eMBS flash Prepayment Reports

Available on the 4th business evening just after each agency's factor release, to allow market participants to get a quick read on prepayments

eMBS. You'll Love Us for a Million Reasons.