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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 98.21 +08 2.37 4.1 4.1 1.85 52.0 UNC
  N 5.00 99.16 +02 2.11 3.7 3.9 1.85 26.0 UNC
  M 5.50 100.23 +05 1.73 3.6 3.7 1.85 -12.0 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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