There is an interesting discussion of this wholeissue of interest rate sensitivities to be found at theTMA board. (Recent messages re "swapspreads.")At least one of these guys has a pretty good graspof mortgage paper.
you might try:www.barchart.comenter symbol NLY and click onopinion
About the same as WSRN--i.e. bad.Very nice site. I'd never seen it before.