| NOV ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 16:00 10/09/03 | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
| G | 4.5 | 100.00 | +01 | 1.93 | 3.5 | 4.1 | 1.14 | 79.0 | UNC | 20.0 |
| N | 5.0 | 100.29 | +01 | 1.66 | 3.5 | 3.9 | 1.14 | 52.0 | UNC | 21.0 |
| M | 5.5 | 101.18 | +01 | 1.44 | 3.4 | 3.7 | 1.14 | 30.0 | UNC | 22.0 |
| A | 6.0 | 100.03 | +01 | 1.53 | 2.9 | 3.5 | 1.14 | 39.0 | UNC | 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
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