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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 4.50 100.05 -03 1.68 4.0 4.0 1.21 47.0 +02
  N 5.00 101.03 -104 1.39 3.9 3.9 1.21 18.0 +28
  M 5.50 102.04 -10 1.07 3.7 3.7 1.21 -14.0 +08
 
  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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