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Macro and Housing Market Slides. ASF Panel January 31, 2006 – Las Vegas, Nevada Mike Fratantoni Senior Director, Single Family Research and Economics Mortgage Bankers Association. Real Gross Domestic Product. Source: Bureau of Economic Analysis. Payroll Employment Monthly Change.

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macro and housing market slides

Macro and Housing Market Slides

ASF Panel

January 31, 2006 – Las Vegas, Nevada

Mike Fratantoni

Senior Director, Single Family Research and Economics

Mortgage Bankers Association

real gross domestic product
Real Gross Domestic Product

Source: Bureau of Economic Analysis.

payroll employment monthly change
Payroll EmploymentMonthly Change

Source: Bureau of Labor Statistics.

unemployment rate
Unemployment Rate

Percent, Seasonally Adjusted

Nov

5.0

Source: BLS Household Survey.

percent of us long term securities held internationally
Percent of US Long-term Securities Held Internationally

Source: U.S. Department of the Treasury.

consumer prices pce chain price index
Consumer Prices(PCE Chain Price Index)

Source: Federal Reserve Board.

federal funds rate
Federal Funds Rate

Percent

Source: Federal Reserve Board.

corporate baa minus 10 year treasury
Corporate Baa minus 10-Year Treasury

Source: U.S. Department of the Treasury.

low grade bonds minus 10 yr treasury
Low Grade Bonds minus 10-yr. Treasury

Source: U.S. Department of the Treasury.

yield spread 30 year fixed mortgages and 10 year treasuries
Yield Spread:30-Year Fixed Mortgages and 10-Year Treasuries

Basis Points

Source: Federal Reserve Board.

yield spread 30 year fixed mortgages and 10 year treasuries1
Yield Spread:30-Year Fixed Mortgages and 10-Year Treasuries

Basis Points

Source: Federal Reserve Board.

state level house price appreciation at state level q3 2005
State-level House Price Appreciation at State-Level: Q3 2005

Source: Office of Federal Housing Enterprise Oversight (OFHEO).

housing inventory sales ratio
Housing Inventory/Sales Ratio

Note: Months it would take to sell all available homes at the current pace of sales.

Sources: Census Bureau and National Association of Realtors (NAR)

annual mortgage production
Annual Mortgage Production

Billions of Dollars

Source: Mortgage Bankers Association and Department of Housing and Urban Development.

2002 5 purchase index four week moving average s a
2002-5 Purchase Index: Four Week Moving Average, S.A.

Source: Mortgage Bankers Association.

2002 05 refinance index four week moving average s a
2002-05 Refinance Index: Four Week Moving Average, S.A.

Source: Mortgage Bankers Association.

originations by loan type
Originations by Loan Type

Source: MBA’s 2005 Mortgage Originations Survey

originations by amortization type
Originations by amortization type

Source: MBA’s 2005 Mortgage Originations Survey

rmbs issuance market share
RMBS Issuance Market Share

Source: Calculations based on data from Inside MBS & ABS.

alt a issuance by documentation
Alt-A Issuance by Documentation

Source: Standard and Poor’s.

total delinquencies 1979 present
Total Delinquencies:1979-Present

Source: MBA National Delinquency Survey

nominal oil price and mortgage delinquency rate
Nominal Oil Price and Mortgage Delinquency Rate

Source: MBA National Delinquency Survey