The Emperor's New Clothes


12/15/2012 SIFMA Prepay Speeds
December 18, 2012, 10:26 am
Filed under: Mortgage Servicing Rights, MSRs, Prepay Speeds

December 15th prepay speeds have been uploaded to the L1A valuation site. Speeds seem to have leveled off for the current coupon 30s. The 15 speeds have ameliorated somewhat (see graph below). Let’s hope this trend continues into year-end.

15 year conforming PSA

15 year conforming PSA


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