Quarterly Update of the DMBS Model

The prepayment model has been re-estimated and is used in the DMBS calculation setup starting Monday, January 19th, 2009.

In order to keep option adjusted measures as stable as possible we intend to update the DMBS model on a quarterly basis, even if the re-estimated model is very similar to previous.

To give users of this service an idea of the effect of the re-estimation of the prepayment model prior to the update, we will contribute key figures from the new and current prepayment model on pages <DMBS121>, <DMBS122>, <DMBS123>, and <DMBS124>.

This will be done on an hourly basis each day in the week prior to the update of the model.