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APR ARM Prices, Yields, BEEMS, and Modified Durations

[ - TBA 1-YEAR CMT ]
  CPN PRICE CHG BEY DUR WAL INDEX BEEM CHG CPR
G 4.50 102.10 +01 1.14 3.9 4.0 1.15 -1.0 UNC 20.0
N 5.00 103.00 +01 0.91 3.5 3.9 1.15 -24.0 UNC 21.0
M 5.50 103.04 +01 0.81 3.4 3.7 1.15 -34.0 UNC 22.0
A 6.00 103.17 +01 0.64 2.5 3.5 1.15 -51.0 UNC 23.0
[FNMA TBA COFI]
F                    
N 3.46 102.28 +01 2.78 4.8 4.7 2.21 57.0 UNC 18.0
Source: Mortgage Data
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