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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 98.27 -02 2.22 3.7 4.1 1.56 66.0 +02
  N 5.00 99.23 -03 1.95 3.6 3.9 1.56 39.0 +03
  M 5.50 100.30 -03 1.58 3.6 3.7 1.56 2.0 +03
 
  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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