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 Monday, 23 January 2012.

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 the 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 starting Monday 16 January and continue until the update of the model.