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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 99.24 -02 2.14 3.5 4.0 1.21 93.0 UNC
  N 5.00 100.28 -03 1.81 3.4 3.8 1.21 60.0 UNC
  M 5.50 101.25 +01 1.53 3.4 3.7 1.21 32.0 UNC
 
  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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