© 2024 Arizent. All rights reserved.

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 99.08 +01 2.45 3.7 4.1 1.96 49.0 +01
  N 5.00 100.05 +01 1.90 3.6 3.9 1.96 -6.0 +01
  M 5.50 102.06 +01 1.56 3.8 3.7 1.96 -40.0 +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
For reprint and licensing requests for this article, click here.
MORE FROM ASSET SECURITIZATION REPORT