MISMO and SFA are separately working to update the ASF dataset for non-agency MBS; BNY Mellon is offering new agency MBS service; a relatively rare downgrade for commercial MBS.

MBS trading has been relatively quiet the past two months and much lower than early in the year. Then again, traders have other things on their minds, namely what might be said Friday regarding central bank tapering.

Are Ginnie Mae servicers still making 500 basis points to 600 bps on early buyouts? So we hear. Also, there’s an angle for smaller players.

Despite protests that existing yield maintenance protects investors from prepayment risk on agency CMBS, FHFA directed the Federal Home Loan Banks to limit their exposure.

Commentators seem to agree that stronger capital positions are good for the Ginnie Mae business in general, but getting there is the hard part.

Will prepayment speeds on agency product continue to decline? No one knows for certain, but the UMBS 2.5 is waiting in the wings to be the new kid in town.

In the past six years, repos backed by MBS nearly doubled to roughly $400 billion a day, a new Federal Reserve study found.

Loans in Freddie multifamily securities rarely default; but when they do, the distribution of those defaults can be quite interesting.

Refinance loans accounted for less than half of the collateral securitized in agency MBS in July for the first time in nearly two years. (Includes two data charts.)