| JUN ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 15:45 05/01/03 | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
| G | 4.50 | 101.25 | +01 | 1.31 | 3.9 | 4.0 | 1.22 | 9.0 | +02 | 20.0 |
| N | 5.00 | 102.15 | +01 | 1.08 | 3.8 | 3.9 | 1.22 | -14.0 | +03 | 21.0 |
| M | 5.50 | 102.25 | +01 | 0.94 | 3.8 | 3.7 | 1.22 | -28.0 | +03 | 22.0 |
| A | 6.00 | 103.10 | +01 | 0.73 | 2.5 | 3.5 | 1.22 | -49.0 | +03 | 23.0 |
| [FNMA TBA COFI] | ||||||||||
| F | ||||||||||
| N | 3.46 | 102.14 | +01 | 2.84 | 4.8 | 4.8 | 2.21 | 63.0 | UNC | 18.0 |
| Source: Mortgage Data | ||||||||||
APR ARM Prices, Yields, BEEMS, and Modified Durations
Published
1 Min Read
