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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 4.50 102.08 +01 1.22 3.5 4.0 1.12 10.0 UNC 20.0
N 5.00 102.29 +01 1.00 3.5 3.9 1.12 -12.0 UNC 21.0
M 5.50 103.06 +01 0.86 3.4 3.7 1.12 -26.0 UNC 22.0
A 6.00 103.23 +01 0.65 2.4 3.5 1.12 -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
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