METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 100.6 | 103.4 | 105.6 | 106.5 | 105.3 | 104.2 | 104.5 |
Weighted Avg. Price | 99.9 | 103.6 | 105.7 | 106.9 | 107.1 | 106.5 | 110.0 |
Avg. Price Bottom 5 Trades | 98.1 | 101.0 | 104.9 | 105.2 | 102.5 | 101.9 | 82.4 |
2nd Quartile Price | 99.3 | 103.4 | 105.4 | 106.4 | 104.9 | 104.0 | 104.1 |
3rd Quartile Price | 101.2 | 103.6 | 105.7 | 106.6 | 106.0 | 104.8 | 107.9 |
4th Quartile Price | 101.8 | 104.0 | 105.8 | 106.8 | 107.2 | 106.8 | 110.0 |
Avg. Price Top 5 Trades | 102.6 | 104.3 | 106.4 | 107.5 | 107.5 | 106.7 | 112.6 |
Standard Deviation | 1.5 | 0.9 | 0.5 | 0.7 | 2.3 | 2.8 | 12.3 |
VOLUME OF TRADES (000'S) | 94,250.2 | 184,152.7 | 170,955.2 | 27,586.7 | 16,328.2 | 1,421.0 | 25,407.6 |
NUMBER OF TRADES | 61 | 58 | 47 | 53 | 18 | 13 | 49 |
FHLMC | |||||||
AVERAGE PRICE | 101.0 | 103.1 | 105.3 | 106.1 | 106.6 | 105.0 | 104.2 |
Weighted Avg. Price | 101.0 | 103.2 | 105.6 | 106.8 | 107.5 | 108.1 | 107.6 |
Avg. Price Bottom 5 Trades | 99.8 | 102.7 | 104.5 | 105.1 | 105.2 | 103.3 | 102.3 |
2nd Quartile Price | 100.9 | 103.2 | 105.4 | 105.9 | 106.0 | 104.0 | 102.0 |
3rd Quartile Price | 101.2 | 103.2 | 105.4 | 106.1 | 107.0 | 104.1 | 106.1 |
4th Quartile Price | 101.5 | 103.4 | 105.7 | 107.1 | 108.2 | 106.9 | 107.2 |
Avg. Price Top 5 Trades | 102.0 | 103.4 | 106.0 | 107.3 | 107.8 | 108.5 | 106.6 |
Standard Deviation | 0.9 | 0.4 | 0.9 | 0.9 | 1.6 | 2.1 | 3.5 |
VOLUME OF TRADES (000'S) | 21,661.0 | 135,209.5 | 48,888.2 | 11,283.1 | 2,445.0 | 8,137.9 | 285.6 |
NUMBER OF TRADES | 24 | 19 | 21 | 21 | 12 | 24 | 8 |
GNMA | |||||||
AVERAGE PRICE | 101.8 | 103.6 | 105.9 | 105.9 | 107.0 | * | 105.2 |
Weighted Avg. Price | 101.8 | 104.0 | 105.9 | 105.7 | 107.2 | * | 107.4 |
Avg. Price Bottom 5 Trades | 101.8 | 103.0 | 105.9 | 105.8 | 107.0 | * | 102.0 |
2nd Quartile Price | * | 103.7 | 105.9 | 106.0 | * | * | 105.6 |
3rd Quartile Price | * | 104.0 | 106.0 | 106.0 | * | * | 106.0 |
4th Quartile Price | * | 104.0 | 106.0 | 106.2 | * | * | 108.7 |
Avg. Price Top 5 Trades | 101.8 | 104.0 | 105.9 | 106.1 | 107.0 | * | 108.5 |
Standard Deviation | 0.4 | 0.9 | 0.1 | 0.3 | 1.1 | * | 3.9 |
VOLUME OF TRADES (000'S) | 27,763.7 | 49,837.1 | 26,494.5 | 5,452.4 | 211.9 | * | 3,372.9 |
NUMBER OF TRADES | 10 | 15 | 19 | 9 | 7 | * | 14 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 98.3 | 101.6 | 105.3 | 107.8 | 107.4 | 110.2 |
Weighted Avg. Price | * | 98.2 | 101.9 | 105.6 | 108.2 | 111.0 | 112.6 |
Avg. Price Bottom 5 Trades | * | 97.1 | 97.9 | 99.4 | 97.8 | 95.6 | 98.5 |
2nd Quartile Price | * | 98.1 | 101.4 | 105.0 | 107.9 | 106.0 | 110.0 |
3rd Quartile Price | * | 98.2 | 102.2 | 105.5 | 108.1 | 109.7 | 111.7 |
4th Quartile Price | * | 98.2 | 102.2 | 105.8 | 108.1 | 110.5 | 112.0 |
Avg. Price Top 5 Trades | * | 100.7 | 103.4 | 106.9 | 109.4 | 111.4 | 116.9 |
Standard Deviation | * | 0.8 | 1.2 | 1.1 | 1.3 | 4.9 | 3.9 |
VOLUME OF TRADES (000'S) | * | 377,175.8 | 1,173,972.5 | 1,670,182.1 | 927,520.7 | 75,181.9 | 339,897.2 |
NUMBER OF TRADES | * | 94 | 158 | 349 | 818 | 109 | 273 |
FHLMC | |||||||
AVERAGE PRICE | * | 98.2 | 102.1 | 105.3 | 107.4 | 107.4 | 107.0 |
Weighted Avg. Price | * | 98.1 | 102.3 | 105.2 | 108.2 | 110.6 | 111.4 |
Avg. Price Bottom 5 Trades | * | 98.1 | 100.1 | 103.0 | 104.5 | 103.1 | 97.0 |
2nd Quartile Price | * | 98.1 | 102.0 | 105.3 | 107.1 | 105.5 | 105.0 |
3rd Quartile Price | * | 98.1 | 102.3 | 105.5 | 107.9 | 108.3 | 110.0 |
4th Quartile Price | * | 98.1 | 102.5 | 105.7 | 108.4 | 110.0 | 111.5 |
Avg. Price Top 5 Trades | * | 98.3 | 104.0 | 106.5 | 109.3 | 110.5 | 113.1 |
Standard Deviation | * | 0.5 | 0.9 | 0.8 | 1.6 | 3.1 | 6.1 |
VOLUME OF TRADES (000'S) | * | 552,852.5 | 568,239.9 | 553,209.2 | 151,309.2 | 20,898.4 | 13,976.8 |
NUMBER OF TRADES | * | 46 | 116 | 108 | 82 | 30 | 54 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.0 | 103.3 | 106.3 | 108.3 | 108.2 | 103.5 |
Weighted Avg. Price | 0.0 | 100.6 | 103.5 | 106.5 | 109.2 | 109.4 | 110.2 |
Avg. Price Bottom 5 Trades | 0.0 | 99.6 | 102.1 | 104.4 | 103.9 | 103.3 | 69.1 |
2nd Quartile Price | 0.0 | 99.5 | 103.4 | 106.4 | 107.6 | 106.3 | 100.0 |
3rd Quartile Price | 0.0 | 100.5 | 103.4 | 106.5 | 109.2 | 109.6 | 106.9 |
4th Quartile Price | 0.0 | 100.7 | 103.5 | 106.6 | 109.4 | 109.6 | 109.0 |
Avg. Price Top 5 Trades | 0.0 | 100.6 | 104.4 | 106.9 | 109.8 | 110.4 | 114.3 |
Standard Deviation | 0.0 | 0.7 | 0.7 | 0.7 | 1.7 | 2.1 | 13.0 |
VOLUME OF TRADES (000'S) | 0.0 | 106,734.9 | 661,828.6 | 849,940.4 | 395,421.9 | 94,995.5 | 5,556.4 |
NUMBER OF TRADES | 0 | 11 | 44 | 53 | 63 | 143 | 253 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 101.4 | * | 106.4 | 104.1 | 102.4 | |||
Weighted Avg. Price | 106.1 | * | 106.5 | 103.4 | 102.6 | |||
Avg. Price Bottom 5 Trades | 95.3 | * | 106.3 | 102.5 | 102.4 | |||
2nd Quartile Price | 99.0 | * | 106.8 | 103.2 | * | |||
3rd Quartile Price | 101.6 | * | 107.0 | 103.6 | * | |||
4th Quartile Price | 106.2 | * | 107.0 | 106.5 | * | |||
Avg. Price Top 5 Trades | 106.6 | * | 106.9 | 106.6 | 102.4 | |||
Standard Deviation | 5.2 | * | 1.2 | 1.7 | 0.6 | |||
VOLUME OF TRADES (000'S) | 7,724.4 | * | 30,340.2 | 223,000.9 | 25,319.0 | |||
NUMBER OF TRADES | 24 | * | 6 | 18 | 5 | |||
FHLMC | ||||||||
AVERAGE PRICE | 106.4 | 0.0 | 106.0 | * | 0.0 | |||
Weighted Avg. Price | 107.3 | 0.0 | 106.3 | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 104.2 | 0.0 | 103.0 | * | 0.0 | |||
2nd Quartile Price | 106.6 | 0.0 | 106.2 | * | 0.0 | |||
3rd Quartile Price | 107.5 | 0.0 | 106.8 | * | 0.0 | |||
4th Quartile Price | 107.5 | 0.0 | 107.5 | * | 0.0 | |||
Avg. Price Top 5 Trades | 107.5 | 0.0 | 107.4 | * | 0.0 | |||
Standard Deviation | 2.4 | 0.0 | 1.8 | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 25,363.1 | 0.0 | 101,153.2 | * | 0.0 | |||
NUMBER OF TRADES | 23 | 0 | 22 | * | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 102.0 | 102.3 | 104.2 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.6 | 102.1 | 103.8 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 100.8 | 101.3 | 103.8 | 0.0 | 0.0 | |||
2nd Quartile Price | 101.4 | 102.1 | 103.8 | 0.0 | 0.0 | |||
3rd Quartile Price | 102.0 | 102.4 | 104.0 | 0.0 | 0.0 | |||
4th Quartile Price | 103.4 | 102.6 | 105.0 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.4 | 102.9 | 104.8 | 0.0 | 0.0 | |||
Standard Deviation | 1.2 | 0.6 | 0.6 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 3,507.4 | 41,274.8 | 283,490.9 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 19 | 31 | 15 | 0 | 0 |