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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 99.09 -03 2.44 4.0 4.1 2.10 34.0 +01
  N 5.00 100.28 -03 1.97 4.0 3.9 2.10 -13.0 +01
  M 5.50 102.00 -03 1.61 3.9 3.7 2.10 -49.0 +01
 
  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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