CPR Claim Prices
This CPR Claim Prices spreadsheet is to be used in conjunction with the CPR claim methodology found in chapter 8 of the Uniform Practices Manual. The spreadsheet gives the “Claim Price” for a given month. “Claim Price” is defined as the price, as shown on Bloomberg as of close of trading on the factor release day (the 5th business day) preceding the allocation of pools. While market participants may settle fail claims as they deem appropriate, this recommendation is a methodology that we believe is widely accepted and utilized. For inquiries regarding CPR claim prices or MBS notification and settlement dates, please contact Chris Killian.