2012 Prepayment Tables

December 31, 2012

2012 Prepayment Tables

SIFMA's Mortgage Prepayment Projection Tables provide "street consensus" long-term prepayment projections, based upon a survey of Association members, for TBA securities that are traded widely in the MBS market. Data are published twice a month, with data published on full quarter lag.

The tables on this web page are strictly for non-commercial use. Subscriptions are available; please read the Questions and Answers for more details.


December 17, 2012

December 03, 2012

November 15, 2012

November 01, 2012

October 15, 2012

October 1, 2012

September 17, 2012

September 4, 2012

August 15, 2012

August 1, 2012

July 16, 2012

July 02, 2012

June 15, 2012

June 1, 2012

May 15, 2012

May 01, 2012

April 16, 2012

April 02, 2012

March 15, 2012

March 1, 2012

February 15, 2012

February 01, 2012

January 17, 2012

January 03, 2012

December 15, 2011


SIFMA Securitization Group 

  • Cohort List: Chris Killian

SIFMA Research 

  • Tables Maintenance, Subscriptions: Justyna Podziemska

The Securities Industry and Financial Markets Association (SIFMA) prepared this material for informational purposes only. SIFMA obtained this information from multiple sources believed to be reliable as of the date of publication; SIFMA, however, makes no representations as to the accuracy or completeness of such third party information. SIFMA has no obligation to update, modify or amend this information or to otherwise notify a reader thereof in the event that any such information becomes outdated, inaccurate, or incomplete.


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