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APR ARM Prices, Yields, BEEMS, and Modified Durations

[ - TBA 1-YEAR CMT ]
  - TBA 1-YEAR CMT                  
    CPN PRICE CHG BEY DUR WAL INDEX BEEM CHG
  G 4.50 99.19 +02 2.23 3.5 4.1 1.33 90.0 -03
  N 5.00 100.21 +02 1.92 3.1 3.9 1.33 58.0 -04
  M 5.50 101.19 +02 1.62 3.4 3.7 1.33 29.0 -04
 
  F FNMA TBA COFI                
  N 3.46 102.28 +01 2.78 4.8 4.7 2.21 57.0 UNC
Source: Mortgage Data
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