Home Price Growth in First Quarter 2007 Slows Sharply

Purchase-transaction Only Series Added To Conventional Mortgage Home Price Index


by Eileen B. Fitzpatrick

(from Freddie Mac)

June 8, 2007

McLean, VA – Freddie Mac (NYSE: FRE) announced today that its Conventional Mortgage Home Price Index (CMHPI) now features a new purchase-transaction only series for the nation and the nine Census divisions. At a national level, this new index showed that home prices rose 1.3 percent in the first quarter on an annualized basis and 2.8 percent year-over-year, the slowest annual rate of growth in 14 years (since the first quarter of 1993 when prices increased by 1.6 percent). The CMHPI-Purchase growth rates for the fourth quarter of 2006 were –0.4 percent annualized quarterly change and a 4.0 percent rise from the fourth quarter of 2005.

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The classic version of the CMHPI relies on data from both purchase and refinance-appraisal transactions and indicated that home values rose 1.7 percent in the first quarter 2007 on an annualized basis, up from a revised fourth quarter 2006 annualized rate of 5.4 percent, and the slowest quarterly growth rate in more than 12 years. Over the twelve months ending in March, home prices appreciated 4.4 percent.

“Existing home sales rose in the first quarter relative to the fourth quarter, on a seasonally adjusted basis, but were down more than 9 percent from a year ago and as a result home price growth decelerated further,” said Frank Nothaft, Freddie Mac vice president and chief economist. “With home-sales prices rising just 1.3 percent, house price appreciation did not keep pace with the overall level of inflation during the quarter, and as the housing market settles near the bottom of its cycle during the second half of this year, we will likely see national home price growth slow further with price declines in many parts of the U.S.

“At the moment, we’re forecasting home price appreciation to slow further later in the year, with a total average rise in home values nationally of around 1 percent over the whole year as measured by the purchase-only series.

New England and the East North Central states are showing declines both quarterly and year-over-year. These differences in home price appreciation rates across regions match the differences in employment growth, especially in these two regions: all but one state in East North Central division lost jobs over the past twelve months, and in New England only two states showed more than a one-percent rise in employment.”

Nationally, home values increased 2.8 percent from the first quarter of 2006 through the first quarter of 2007, down from the 10.3 percent annual growth seen over the four quarters ended in March 2006, according to the new CMHPI-Purchase index. In the classic CMHPI, home values rose 4.4 percent nationally over the past year, down from the 12.8 percent growth over the same period a year earlier.

Based on the new CMHPI-Purchase series, the Pacific Division states led growth in home sales prices with an annualized appreciation rate of 4.1 percent during the first quarter, followed by the West South Central states, which showed a smaller gain of 3.6 percent. The South Atlantic states came next, with a growth rate of 3.2 percent. The Mountain states experienced average price growth of 1.8 percent, while the East South Central states saw home prices grow 1.7 percent followed closely by the Middle Atlantic states, which posted an average appreciation rate of 1.6 percent. The West North Central states saw an increase of 0.1 percent but states in the New England Division saw a decrease of 2.4 percent in home values. Finally, the East North Central states trailed the list with a decline in home value of 4.3 percent.

“We are excited about the release of the home purchase-only series of the CMHPI for the nation and the nine Census Divisions, but the classic series also provides important information,” noted Amy Crews Cutts, Freddie Mac deputy chief economist. “Indexes such as the CMHPI that rely on matched transactions on the same property over time require many observations to have good statistical properties. Refinance transactions, although based on appraisals, help by providing timely information on prices that is especially valuable in markets where we don’t observe many homes sales. We might not see many purchase transactions either because of small population in an area, a depressed market or a market where prices are too high, like in San Francisco, to have many home purchases backed by mortgages below the conforming loan limit. This latter case affects the CMHPI because it relies on data from mortgages purchased by Freddie Mac and Fannie Mae.

“Seven states experienced price declines during the first quarter of 2007 based on the classic CMHPI: California, Florida, Massachusetts, Michigan, New Hampshire, Nevada and West Virginia. Two states, Massachusetts and Michigan, are now showing year-over-year declines in home values and among the eleven largest metropolitan areas, three cities – Boston, Detroit and San Francisco – had an annual decline in values. While these declines are worrisome, homeowners in these large cities that have had their homes for two or more years have seen their homes’ values grow by 5 percent or more since they purchased them except in Detroit where values are essentially flat over that period.

“A total of 45 metro areas saw declines in home values of more than one percent over the year ended in the first quarter, with Ithaca, NY showing the largest decline at over 6 percent, while Punta Gorda, FL and Modesto, CA both decreased by over 5 percent. Just two states accounted for 27 of the cities showing annual declines – California had 17 and Florida had 10. This is the first time in several quarters that the Midwestern states that have experienced large declines in manufacturing employment have not had the most cities with declining home values, although 8 cities in Michigan and 6 in Ohio are also showing annual declines. Wenatchee, WA reported the largest gain in home values in the CMHPI between the first quarter of 2006 and the first quarter of 2007 at 25.6 percent, followed by Cumberland, MD which had a gain of 22.9 percent.”

The purchase-transaction only Conventional Mortgage Home Price Index series shows the following regional performances:

Pacific Division (AK, CA, HI, OR, WA): increased 1.0 percent (4.1 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values increased 4.1 percent, and during the last five years, home values have increased 80.2 percent.

West South Central Division (AR, LA, OK, TX): increased 0.9 percent (3.6 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values increased 5.9 percent, and during the last five years, home values increased 30.4 percent.

South Atlantic Division (DC, DE, FL, GA, MD, NC, SC, VA, WV): increased 0.8 percent (3.2 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values increased 2.7 percent, and during the last five years, home values increased 56.5 percent.

Mountain Division (AZ, CO, ID, MT, NM, NV, UT, WY): increased 0.4 percent (1.8 percent, annualized) in the first quarter of 2007. In the last 12 months, home values increased 5.7 percent; during the last five years, home values increased 57.6 percent.

East South Central Division (AL, KY, MS, TN): increased 0.4 percent (1.7 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values increased 5.3 percent, and during the last five years, home values increased 32.0 percent.

Middle Atlantic Division (NJ, NY, PA): increased 0.4 percent (1.6 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values increased 2.5 percent, and during the last five years, home values increased 64.0 percent.

West North Central Division (IA, KS, MN, MO, ND, NE, SD): increased 0.0 percent (0.1 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values increased 2.1 percent; over the last five years, home values increased 28.0 percent.

New England Division (CT, MA, ME, NH, RI, VT): decreased 0.6 percent (-2.4 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values decreased 1.6 percent, and during the last five years, home values increased 45.4 percent.

East North Central Division (IL, IN, MI, OH, WI): decreased 1.1 percent (-4.3 percent, annualized) in the first quarter of 2007. Over the last 12 months, home values decreased 0.6 percent, and during the last five years, home values increased 19.2 percent.

Jointly developed by Freddie Mac and Fannie Mae and first published by Freddie Mac starting in 1994, the Conventional Mortgage Home Price Index features indexes for the nine Census divisions as well as a national index. The national index is the average of the nine divisional indexes weighted by the distribution of one-unit detached, single-family structures in each Census division.

Unlike other home price indexes based on mean or median values of homes sold during a given period, the Conventional Mortgage Home Price Index is constructed, using regression techniques, from observations of actual sales prices or appraised values of the same homes over time. The street addresses of properties that serve as collateral for mortgages funded by the two secondary mortgage market firms are first processed using software certified by the United States Postal Service to create a uniform address format and are then matched to identify consecutive transactions on the same property. There are currently 33.6 million records in the repeat-transactions database used to construct the classic Conventional Mortgage Home Price Index – this database includes transactions on one-unit detached and single-family townhome properties serving as collateral on loans originated through the first quarter of 2007 and purchased by Freddie Mac and Fannie Mae by April 30, 2007.

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Freddie Mac publishes the Conventional Mortgage Home Price Index each quarter. Index values and growth rates for the nation as a whole as well as for the nine Census divisions, the 50 states and the District of Columbia, and 392 metropolitan statistical areas (MSAs) and metropolitan divisions under the classic series of the CMHPI are available and the purchase-transaction only series is available for the nation and nine Census divisions. All of the index series can be found on Freddie Mac’s web site, www.freddiemac.com/finance/cmhpi/.

Freddie Mac is a stockholder-owned corporation established by Congress in 1970 to support homeownership and rental housing. Freddie Mac purchases single-family and multifamily residential mortgages and mortgage-related securities, which it finances primarily by issuing mortgage pass through securities and debt instruments in the capital markets. Over the years, Freddie Mac has made home possible more than 50 million times, ensuring financing for one in six homebuyers and more than four million renters. For additional information about Freddie Mac, visit: www.FreddieMac.com.


MEDIA CONTACT:
Eileen B. Fitzpatricl
703.903.2446
eileen_Fitzpatrick@freddiemac.com