Sunday, May 2, 2010

Interest-Only (IO) and Principal-only(PO) passthrough securities

Interest-Only (IO) and Principal-only(PO) passthrough securities
IO stripsPO strips
favorable prepaymentsslowfast
investors' concerncontraction riskextension risk
favorable market interest rate movementup (*1)down (*2)
price volatility vs. the passthroughs from which they are derivedgreater (*3)greater (*3)

(*1) Larger than expected principal balance and thus, larger than expected interest payments.
(*2) Larger than expected prepayments, that is, early return of principal and higher return on the security.
(*3) The IO and PO returns are negatively correlated (they respond in opposite directions to changes in interest rates), but the volatility of the combined IO and PO strips equals the price volatility of the source passthrough.

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