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July  Summary
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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

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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

 
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