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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 4.50 102.13 -03 1.15 3.8 4.0 1.05 10.0 -05 20.0
N 5.00 102.31 -03 0.95 3.4 3.9 1.05 -10.0 -05 21.0
M 5.50 103.08 -02 0.82 3.4 3.7 1.05 -23.0 -06 22.0
A 6.00 103.21 -01 0.64 2.4 3.5 1.05 -41.0 -07 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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