Quarterly Update of the DMBS Model

The prepayment model has been re-estimated and the new model will be used in the DMBS calculation setup starting on Monday, July 19th, 2010. The update also includes a change in the specification of the burnout function.

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

Comparison results will be contributed on an hourly basis each day in the week prior to the update of the model.