A powerful solution for secondary marketing managers, mortgage pipeline hedgers, and mortgage-backed securities capital markets professionals


Unique Information. Trusted Sources

Market data desktop providing access to trusted news, data, and analytics, all filtered by relevance to your exact needs, and displayed in a highly visual way that intuitively triggers immediate trading decisions.

  • Workflow Automation. Mortgage data is uniquely complex. We streamline the collection, cleansing, and monitoring of specialized content from hundreds of disparate sources so you can spend more time on mission-critical tasks.
  • Elastic Analytics. Complex content is seamlessly connected to sophisticated analytical tools that empower users to discover hidden risks and opportunities
  • Connectivity.  Feed content directly into custom spreadsheet models and 3rd party financial libraries. Drag and drop easily from Eikon into Eikon Excel or call information using a formula builder.
  • Tradeweb TBA MBS. Simply put, Tradeweb is the center of the mortgage market. The majority of all TBA MBS trades ---the primary driver of mortgage rates – are executed on this platform.
  • Agency MBS Specified Pools. Need payups? Our team of independent bond evaluators collects trading color to price 1.6 million Agency MBS pools . Every. Day.
  • Global, Multi-Asset Coverage. We cover 175 currencies, with data from 2,000 contributing sources, including 1,800 contributors across government debt, credit and equity markets.

MORTGAGE APPLICATIONS ON EIKON

MBS DASHBOARD

Live streaming, fully customizable market monitoring dashboard providing access to Tradeweb TBA MBS transaction capabilities. It gives the user the ability to create a single screen that shows prices for TBAs and dollar rolls, along with valuations in a variety of related markets.  It also allows users to post news headlines and economic indicators, with a rich variety of charts.


MBS BASIS MONITOR

Monitor the duration-neutral performance of different MBS products against multiple fixed income benchmarks using empirical, realized, user-defined, or third party contributed duration assumptions. Price the market in real-time based on your own prepayment views. Calculate a variety of financing and carry calculations on MBS using the dollar roll calculator.

  


MBS EXPLORER

Big Data Search Analytics, Aggregations, and Information Visualization .Intuitively identify specific loan stories hidden within thousands of mortgage pools.  Filter down from the entire Agency MBS universe or upload your own list to instinctively discover new opportunities and unknown risks


MBS ANALYSIS

The MBS Analysis app provides users with key information and functions necessary to evaluate and value MBS pools and TBAs.  The application combines analytics and data from several sources, including eMBS, Andrew Davidson & Co, and Thomson Reuters Pricing Service (TRPS), to allow users to calculate prices and yields for the universe of agency MBS.  It also allows the user to research a security’s prepayment and cash flow history and view detailed data on the loans backing a pool.

LOAN-LEVEL DATA

The MBS Analysis Loan-Level tab supplies the user with loan-level information on the chosen pool.  Find a breakdown of the pool’s underlying loans, including a geographic breakdown, balance information, and information (maximums and minimums) on the collateral’s age, remaining terms, FICO scores, LTVs and DTIs.  

POOL HISTORY

Detailed history of the pool’s prepayment and price performance.  Provides monthly data on the pool’s factor, balance, prepayment speeds, WAC, WAM and WALA.  Either a table or charted version of the data is available. The charted version shows a very flexible “heat map” of the pool’s performance. The Pool History page also shows, either as a chart or matrix, the price history of the pool (as calculated from trade color by Thomson Reuters Pricing Service) relative to the front-month TBA price of the cohort (with pricing options including Tradeweb).

ORIGINATORS AND SERVICERS

A breakdown of the loan collateral by the loans’ originators and servicers.  The data can be displayed as either a chart or a table, and shown using either the number of loans or the percentage of the pool’s remaining balance.  

QUARTILES DISTRIBUTION

Pie charts for definitive variables such as property type, origination channel, loan purpose, and property type.  It also contains a “heat map” of the United States that illustrates the geographic distribution of the loan population.  


MBS AGGREGATIONS

Geographic visualization of Big Data search analytics and Agency MBS loan-level aggregations. 

A new version of the app has just been released containing dynamic aggregations of loan-level data. Users can aggregate by agency, originator, servicer, State, or Government agency. Additional groupings are available within each report.


MBS STATS

With data contributed by eMBS, view prepayment and issuance trends by Agency, Coupon, and Production Year. Includes WAC, WAM, WALA, and # of Securities.  Create up to five custom lists. Export directly to Eikon Excel


MBS TRADE VIEWER

Access live post-trade reporting from FINRA TRACE including executed price, trade size, trade time, and security identifier. Filter out specific trades to track illiquid products such as ARMs, Reverse Mortgages, and Jockeys.


EIKON EXCEL

Eikon Excel allows you to easily integrate Thomson Reuters and 3rd party data into your own MS Excel spreadsheets. It includes a library of market-standard financial functions help you to get more value out of our realtime, historical and fundamental data. Several pre-built Eikon Excel applications are available for download including the MTGE EIKON MARKS workbook which automates downloads of TBA MBS pricing and local storage.

 

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