| JAN ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| – TBA 1-YEAR CMT | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | ||
| G | 4.5 | 99.2 | -1.0 | 2.22 | 3.5 | 4.1 | 1.32 | 90.0 | UNC | |
| N | 5.0 | 100.22 | -1.0 | 1.9 | 3.1 | 3.9 | 1.32 | 58.0 | UNC | |
| M | 5.5 | 101.19 | 1.0 | 1.62 | 3.4 | 3.7 | 1.32 | 30.0 | UNC | |
| F | FNMA TBA COFI | |||||||||
| N | 3.46 | 102.28 | 1.0 | 2.78 | 4.8 | 4.7 | 2.21 | 57.0 | UNC | |
| Source: Mortgage Data | ||||||||||
APR ARM Prices, Yields, BEEMS, and Modified Durations
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