METRIC | COUPON | ||||||
<= 3.5 | 4 | 4.5 | 5 | 5.5 | 6 | > 6 | |
FNMA | |||||||
AVERAGE PRICE | 104.6 | 106.9 | 105.9 | 103.7 | 105.0 | 106.7 | 106.6 |
Weighted Avg. Price | 104.2 | 107.0 | 107.1 | 109.5 | 109.0 | 108.9 | 105.9 |
Avg. Price Bottom 5 Trades | 102.3 | 105.8 | 102.9 | 100.7 | 103.5 | 104.6 | 106.6 |
2nd Quartile Price | 104.0 | 106.0 | 106.4 | 102.0 | 102.0 | 105.9 | * |
3rd Quartile Price | 104.7 | 106.2 | 106.5 | 102.3 | 107.3 | 107.1 | * |
4th Quartile Price | 105.2 | 108.3 | 106.9 | 107.6 | 108.1 | 108.5 | * |
Avg. Price Top 5 Trades | 106.9 | 108.7 | 107.8 | 109.7 | 109.1 | 108.9 | 106.6 |
Standard Deviation | 1.0 | 1.2 | 1.9 | 5.6 | 3.3 | 2.4 | 3.7 |
VOLUME OF TRADES (000'S) | 2,344,102.7 | 85,606.5 | 25,699.5 | 62,098.9 | 25,938.1 | 1,615.1 | 162.5 |
NUMBER OF TRADES | 270 | 44 | 56 | 54 | 44 | 13 | 7 |
FHLMC | |||||||
AVERAGE PRICE | 104.3 | 106.2 | 106.7 | 104.0 | 105.1 | 108.0 | 97.3 |
Weighted Avg. Price | 104.0 | 106.5 | 107.5 | 107.4 | 109.0 | 109.1 | 108.0 |
Avg. Price Bottom 5 Trades | 103.9 | 105.6 | 106.3 | 101.6 | 102.1 | 107.2 | 97.3 |
2nd Quartile Price | 103.9 | 105.9 | 106.5 | 101.0 | 102.0 | 107.0 | * |
3rd Quartile Price | 104.0 | 106.0 | 106.5 | 103.5 | 106.5 | 107.9 | * |
4th Quartile Price | 104.6 | 107.3 | 106.6 | 107.3 | 108.5 | 108.8 | * |
Avg. Price Top 5 Trades | 105.3 | 107.3 | 108.7 | 107.4 | 108.7 | 109.7 | 97.3 |
Standard Deviation | 0.5 | 0.9 | 0.7 | 3.0 | 3.0 | 1.2 | 12.4 |
VOLUME OF TRADES (000'S) | 899,379.3 | 40,187.6 | 48,944.5 | 4,109.2 | 12,799.9 | 22,345.6 | 79.3 |
NUMBER OF TRADES | 77 | 16 | 46 | 43 | 38 | 19 | 5 |
GNMA | |||||||
AVERAGE PRICE | 106.8 | 107.2 | 0.0 | 106.4 | * | * | * |
Weighted Avg. Price | 106.9 | 107.2 | 0.0 | 107.8 | * | * | * |
Avg. Price Bottom 5 Trades | 105.5 | 106.7 | 0.0 | 104.9 | * | * | * |
2nd Quartile Price | 106.6 | 107.0 | 0.0 | 105.0 | * | * | * |
3rd Quartile Price | 107.4 | 107.3 | 0.0 | 107.6 | * | * | * |
4th Quartile Price | 107.4 | 107.3 | 0.0 | 107.8 | * | * | * |
Avg. Price Top 5 Trades | 107.4 | 107.8 | 0.0 | 107.8 | * | * | * |
Standard Deviation | 0.9 | 0.4 | 0.0 | 1.8 | * | * | * |
VOLUME OF TRADES (000'S) | 42,830.5 | 87,565.0 | 0.0 | 3,462.1 | * | * | * |
NUMBER OF TRADES | 17 | 36 | 0 | 10 | * | * | * |
METRIC | COUPON | ||||||
<= 3.5 | 4 | 4.5 | 5 | 5.5 | 6 | > 6 | |
FNMA | |||||||
AVERAGE PRICE | 103.6 | 105.4 | 106.2 | 102.7 | 103.4 | 106.7 | 104.6 |
Weighted Avg. Price | 103.7 | 105.5 | 107.5 | 106.7 | 109.3 | 110.3 | 111.8 |
Avg. Price Bottom 5 Trades | 100.5 | 102.5 | 99.2 | 100.0 | 97.8 | 97.1 | 99.2 |
2nd Quartile Price | 103.6 | 105.5 | 106.3 | 100.0 | 100.0 | 104.0 | 98.5 |
3rd Quartile Price | 103.6 | 105.5 | 106.8 | 100.0 | 100.0 | 109.3 | 105.0 |
4th Quartile Price | 103.8 | 105.6 | 107.0 | 106.6 | 108.4 | 110.0 | 111.9 |
Avg. Price Top 5 Trades | 105.1 | 106.4 | 108.8 | 108.8 | 110.6 | 112.5 | 113.2 |
Standard Deviation | 0.8 | 0.8 | 1.9 | 3.4 | 4.1 | 4.4 | 6.1 |
VOLUME OF TRADES (000'S) | 1,133,693.2 | 1,447,660.2 | 991,842.2 | 24,736.1 | 326,729.2 | 269,544.9 | 1,353.8 |
NUMBER OF TRADES | 180 | 190 | 260 | 383 | 440 | 185 | 43 |
FHLMC | |||||||
AVERAGE PRICE | 103.6 | 105.6 | 106.3 | 106.8 | 107.4 | 107.7 | 104.3 |
Weighted Avg. Price | 103.5 | 105.7 | 106.8 | 108.4 | 108.6 | 109.9 | 119.5 |
Avg. Price Bottom 5 Trades | 102.5 | 104.2 | 101.8 | 101.2 | 103.1 | 100.7 | 96.6 |
2nd Quartile Price | 103.4 | 105.2 | 106.1 | 106.1 | 107.5 | 106.6 | 99.0 |
3rd Quartile Price | 103.5 | 105.9 | 106.2 | 107.8 | 108.6 | 109.8 | 100.0 |
4th Quartile Price | 103.5 | 106.0 | 107.8 | 108.0 | 108.6 | 109.9 | 111.5 |
Avg. Price Top 5 Trades | 104.8 | 106.9 | 107.9 | 108.9 | 109.1 | 109.9 | 116.9 |
Standard Deviation | 0.6 | 0.8 | 1.9 | 1.9 | 2.1 | 3.4 | 8.1 |
VOLUME OF TRADES (000'S) | 789,367.2 | 474,792.4 | 1,000,640.1 | 710,025.1 | 460,893.6 | 70,461.9 | 8,865.9 |
NUMBER OF TRADES | 52 | 71 | 71 | 138 | 94 | 60 | 37 |
GNMA | |||||||
AVERAGE PRICE | 105.0 | 107.7 | 108.5 | 108.8 | 109.4 | 110.4 | 106.9 |
Weighted Avg. Price | 105.2 | 107.8 | 109.3 | 111.0 | 111.0 | 113.0 | 114.5 |
Avg. Price Bottom 5 Trades | 103.8 | 105.4 | 106.0 | 105.1 | 102.8 | 101.0 | 91.5 |
2nd Quartile Price | 104.7 | 107.8 | 108.1 | 108.1 | 108.0 | 109.0 | 101.0 |
3rd Quartile Price | 105.1 | 107.8 | 108.7 | 108.8 | 109.8 | 110.8 | 109.9 |
4th Quartile Price | 105.3 | 107.8 | 109.2 | 109.5 | 110.9 | 113.8 | 113.8 |
Avg. Price Top 5 Trades | 106.2 | 108.5 | 109.9 | 112.0 | 113.4 | 113.9 | 118.9 |
Standard Deviation | 1.0 | 0.5 | 1.1 | 1.5 | 2.7 | 3.6 | 7.9 |
VOLUME OF TRADES (000'S) | 2,498,595.2 | 996,333.1 | 752,353.9 | 81,321.5 | 495,914.4 | 6,652.7 | 9,662.7 |
NUMBER OF TRADES | 50 | 171 | 73 | 148 | 113 | 123 | 296 |