 |
 |
Table 2: FNMA 30yr on May 16, 2003
| Stable | Stable | Stable | Forward | Forward | Forward | |||
|
Net Coupon
|
Price
|
WAM |
PSA
|
Yld |
WAL
|
PSA
|
Yld
|
WAL
|
|
5.5
|
103.77
|
354
|
1,047
|
3.03
|
1.78
|
426
|
4.23
|
3.95
|
|
6.0
|
104.05
|
349
|
1,242
|
2.34
|
1.26
|
613
|
3.96
|
2.61
|
|
6.5
|
104.36
|
344
|
1,100
|
2.46
|
1.23
|
646
|
4.01
|
2.27
|
Table 3: FNMA 30yr on May 16, 2003
|
Net Coupon
|
Edur
|
Ecvx |
|
5.5
|
0.99
|
-1.80
|
|
6.0
|
0.62
|
-0.27
|
|
6.5
|
0.99
|
0.23
|
