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APR ARM Prices, Yields, BEEMS, and Modified Durations

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JUN ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 16:02 04/10/03
[ – TBA 1-YEAR CMT ]
  CPN PRICE CHG BEY DUR WAL INDEX BEEM CHG CPR
G 4.50 101.02 -08 1.49 3.6 4.0 1.22 27.0 +10 20.0
N 5.00 101.22 -08 1.28 3.9 3.9 1.22 6.0 +10 21.0
M 5.50 102.04 -08 1.11 3.5 3.7 1.22 -11.0 +10 22.0
A 6.00 102.26 -07 0.86 2.5 3.5 1.22 -36.0 +10 23.0
[FNMA TBA COFI]
F                    
N 3.51 102.02 -08 2.97 4.8 4.8 2.26 72.0 +04 18.0
Source: Mortgage Data

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