| DEC ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 15:45 10/16/03 | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
| G | 4.50 | 100.09 | -03 | 1.97 | 3.5 | 4.1 | 1.27 | 70.0 | -10 | 20.0 |
| N | 5.00 | 101.04 | -02 | 1.71 | 3.5 | 3.9 | 1.27 | 44.0 | -11 | 21.0 |
| M | 5.50 | 101.26 | -02 | 1.48 | 3.4 | 3.7 | 1.27 | 21.0 | -11 | 22.0 |
| A | 6.00 | 101.22 | -01 | 1.47 | 2.9 | 3.5 | 1.27 | 20.0 | -12 | 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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