| AUG ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 10:00 07/02/04 | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| – TBA 1-YEAR CMT | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | ||
| G | 4.50 | 98.25 | +06 | 2.51 | 4.1 | 4.1 | 2.07 | 44.0 | -04 | |
| N | 5.00 | 100.18 | +06 | 2.00 | 4.0 | 3.9 | 2.07 | -7.0 | -04 | |
| M | 5.50 | 101.25 | +05 | 1.61 | 3.9 | 3.7 | 2.07 | -46.0 | -03 | |
| F | FNMA TBA COFI | |||||||||
| N | 3.46 | 102.28 | +01 | 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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