| JUN ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 15:15 06/26/03 | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
| G | 4.50 | 102.13 | -03 | 1.15 | 3.8 | 4.0 | 1.05 | 10.0 | -05 | 20.0 |
| N | 5.00 | 102.31 | -03 | 0.95 | 3.4 | 3.9 | 1.05 | -10.0 | -05 | 21.0 |
| M | 5.50 | 103.08 | -02 | 0.82 | 3.4 | 3.7 | 1.05 | -23.0 | -06 | 22.0 |
| A | 6.00 | 103.21 | -01 | 0.64 | 2.4 | 3.5 | 1.05 | -41.0 | -07 | 23.0 |
| [FNMA TBA COFI] | ||||||||||
| F | ||||||||||
| N | 3.46 | 102.28 | +01 | 2.78 | 4.8 | 4.7 | 2.21 | 57.0 | UNC | 18.0 |
| Source: Mortgage Data | ||||||||||
APR ARM Prices, Yields, BEEMS, and Modified Durations
Published
1 Min Read
