© 2024 Arizent. All rights reserved.

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 1.10 3.8 4.0 1.04 6.0 UNC 20.0
N 5.00 102.31 +01 0.87 3.5 3.8 1.04 -17.0 UNC 21.0
M 5.50 103.07 +01 0.74 3.4 3.7 1.04 -30.0 UNC 22.0
A 6.00 103.20 +01 0.57 2.4 3.5 1.04 -47.0 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
For reprint and licensing requests for this article, click here.
MORE FROM ASSET SECURITIZATION REPORT