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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 99.08 +01 2.54 4.0 4.1 2.06 48.0 UNC
  N 5.00 101.09 +01 1.95 3.9 3.9 2.06 -11.0 UNC
  M 5.50 102.11 +01 1.61 3.5 3.7 2.06 -45.0 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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