| OCT ARM PRICES, YIELDS, BEEMS, AND MODIFIED DURATIONS AT 16:01 08/19/04 | ||||||||||
| [ – TBA 1-YEAR CMT ] | ||||||||||
| – TBA 1-YEAR CMT | ||||||||||
| CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | ||
| G | 4.50 | 99.08 | +01 | 2.45 | 4.0 | 4.1 | 1.97 | 48.0 | +01 | |
| N | 5.00 | 100.05 | +09 | 1.90 | 3.6 | 3.9 | 1.97 | -7.0 | -07 | |
| M | 5.50 | 102.06 | +07 | 1.57 | 3.8 | 3.7 | 1.97 | -40.0 | -05 | |
| 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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