METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.8 | 104.3 | 105.3 | 106.3 | 104.0 | 106.5 | 104.4 |
Weighted Avg. Price | 102.2 | 104.5 | 106.1 | 106.7 | 102.1 | 110.8 | 105.4 |
Avg. Price Bottom 5 Trades | 99.7 | 102.1 | 102.5 | 103.0 | 99.9 | 102.3 | 98.1 |
2nd Quartile Price | 101.0 | 104.2 | 105.1 | 105.0 | 101.0 | 103.6 | 100.9 |
3rd Quartile Price | 102.2 | 104.7 | 105.5 | 106.5 | 104.5 | 105.7 | 103.9 |
4th Quartile Price | 102.7 | 104.9 | 106.0 | 108.5 | 105.4 | 111.0 | 107.6 |
Avg. Price Top 5 Trades | 103.3 | 105.6 | 108.0 | 109.7 | 108.3 | 109.9 | 112.7 |
Standard Deviation | 1.1 | 1.1 | 1.3 | 2.6 | 3.7 | 4.2 | 4.5 |
VOLUME OF TRADES (000'S) | 437,214.6 | 272,533.6 | 385,235.1 | 8,517.9 | 4,449.5 | 53,064.1 | 7,158.0 |
NUMBER OF TRADES | 61 | 65 | 74 | 25 | 26 | 26 | 52 |
FHLMC | |||||||
AVERAGE PRICE | 102.4 | 104.6 | 105.7 | 106.1 | 104.6 | 102.7 | 97.9 |
Weighted Avg. Price | 102.6 | 104.7 | 106.5 | 106.3 | 105.2 | 104.0 | 107.6 |
Avg. Price Bottom 5 Trades | 100.1 | 104.2 | 105.6 | 105.3 | 103.9 | 101.9 | 88.8 |
2nd Quartile Price | 102.3 | 104.5 | 105.5 | 105.3 | 104.4 | 102.1 | 91.0 |
3rd Quartile Price | 102.6 | 104.7 | 105.5 | 106.4 | 104.9 | 102.2 | 101.3 |
4th Quartile Price | 103.1 | 104.9 | 106.2 | 106.6 | 105.4 | 104.1 | 105.3 |
Avg. Price Top 5 Trades | 103.5 | 105.2 | 106.3 | 106.7 | 105.3 | 104.6 | 110.0 |
Standard Deviation | 1.0 | 0.4 | 0.5 | 0.8 | 0.9 | 1.8 | 10.7 |
VOLUME OF TRADES (000'S) | 151,846.6 | 262,839.1 | 30,030.2 | 4,618.0 | 6,793.0 | 260.5 | 709.0 |
NUMBER OF TRADES | 49 | 41 | 14 | 15 | 12 | 16 | 39 |
GNMA | |||||||
AVERAGE PRICE | 101.5 | 105.0 | 106.1 | * | 103.5 | * | * |
Weighted Avg. Price | 102.5 | 105.0 | 106.2 | * | 103.9 | * | * |
Avg. Price Bottom 5 Trades | 99.4 | 104.9 | 105.4 | * | 103.5 | * | * |
2nd Quartile Price | 100.7 | 104.9 | 106.0 | * | * | * | * |
3rd Quartile Price | 103.1 | 105.1 | 106.1 | * | * | * | * |
4th Quartile Price | 103.3 | 105.6 | 106.3 | * | * | * | * |
Avg. Price Top 5 Trades | 103.2 | 105.1 | 106.7 | * | 103.5 | * | * |
Standard Deviation | 2.5 | 0.3 | 0.6 | * | 0.7 | * | * |
VOLUME OF TRADES (000'S) | 7,949.5 | 12,986.1 | 33,577.1 | * | 268.2 | * | * |
NUMBER OF TRADES | 11 | 6 | 20 | * | 10 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 102.2 | 104.5 | 106.9 | 108.7 | 109.9 | 111.1 |
Weighted Avg. Price | * | 102.1 | 105.0 | 107.3 | 110.0 | 111.4 | 113.6 |
Avg. Price Bottom 5 Trades | * | 101.5 | 100.1 | 102.2 | 101.3 | 101.3 | 98.5 |
2nd Quartile Price | * | 101.6 | 104.3 | 106.4 | 108.6 | 110.6 | 110.1 |
3rd Quartile Price | * | 102.0 | 104.8 | 106.9 | 108.7 | 111.0 | 112.4 |
4th Quartile Price | * | 102.3 | 105.2 | 108.0 | 110.3 | 111.0 | 112.4 |
Avg. Price Top 5 Trades | * | 104.1 | 106.3 | 108.6 | 110.5 | 112.9 | 121.2 |
Standard Deviation | * | 0.8 | 1.2 | 1.4 | 1.8 | 2.6 | 3.8 |
VOLUME OF TRADES (000'S) | * | 830,957.0 | 618,206.7 | 430,348.1 | 744,722.0 | 125,036.1 | 108,749.2 |
NUMBER OF TRADES | * | 72 | 122 | 169 | 321 | 293 | 297 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.9 | 104.3 | 106.4 | 107.9 | 108.2 | 111.1 |
Weighted Avg. Price | 0.0 | 101.9 | 104.5 | 107.0 | 108.8 | 108.8 | 113.2 |
Avg. Price Bottom 5 Trades | 0.0 | 101.2 | 101.5 | 105.3 | 105.5 | 104.7 | 100.4 |
2nd Quartile Price | 0.0 | 101.3 | 104.1 | 106.3 | 108.1 | 107.3 | 110.0 |
3rd Quartile Price | 0.0 | 101.8 | 104.4 | 106.3 | 108.3 | 109.1 | 111.9 |
4th Quartile Price | 0.0 | 102.0 | 104.7 | 106.7 | 108.5 | 109.5 | 113.0 |
Avg. Price Top 5 Trades | 0.0 | 103.2 | 105.6 | 107.6 | 109.2 | 109.9 | 122.2 |
Standard Deviation | 0.0 | 0.7 | 1.0 | 0.5 | 1.2 | 2.4 | 6.0 |
VOLUME OF TRADES (000'S) | 0.0 | 167,932.9 | 386,236.1 | 148,895.2 | 95,610.5 | 192.5 | 31,858.2 |
NUMBER OF TRADES | 0 | 33 | 83 | 88 | 50 | 27 | 55 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.9 | 105.0 | 107.0 | 108.4 | 109.8 | 107.0 |
Weighted Avg. Price | 0.0 | 102.6 | 105.0 | 107.6 | 109.5 | 110.6 | 112.4 |
Avg. Price Bottom 5 Trades | 0.0 | 99.6 | 103.7 | 102.2 | 104.6 | 106.3 | 38.6 |
2nd Quartile Price | 0.0 | 101.7 | 104.6 | 105.9 | 107.7 | 108.5 | 102.6 |
3rd Quartile Price | 0.0 | 102.7 | 105.1 | 107.1 | 109.1 | 109.8 | 111.6 |
4th Quartile Price | 0.0 | 102.7 | 105.3 | 108.8 | 109.8 | 111.5 | 114.0 |
Avg. Price Top 5 Trades | 0.0 | 103.0 | 106.2 | 108.9 | 110.5 | 112.0 | 121.6 |
Standard Deviation | 0.0 | 1.5 | 0.8 | 2.1 | 2.0 | 1.9 | 17.5 |
VOLUME OF TRADES (000'S) | 0.0 | 216,901.0 | 248,129.1 | 1,062,208.8 | 117,913.9 | 39,042.8 | 29,080.2 |
NUMBER OF TRADES | 0 | 24 | 35 | 114 | 37 | 43 | 311 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 101.6 | 0.0 | 103.1 | 104.8 | 104.5 | |||
Weighted Avg. Price | 105.8 | 0.0 | 102.8 | 104.5 | 104.9 | |||
Avg. Price Bottom 5 Trades | 100.1 | 0.0 | 102.5 | 102.9 | 103.9 | |||
2nd Quartile Price | 100.5 | 0.0 | 102.5 | 103.6 | 104.0 | |||
3rd Quartile Price | 100.9 | 0.0 | 102.7 | 105.5 | 104.9 | |||
4th Quartile Price | 100.9 | 0.0 | 103.8 | 106.0 | 107.5 | |||
Avg. Price Top 5 Trades | 106.0 | 0.0 | 104.3 | 106.8 | 104.8 | |||
Standard Deviation | 2.4 | 0.0 | 0.8 | 1.5 | 1.6 | |||
VOLUME OF TRADES (000'S) | 127,979.1 | 0.0 | 79,877.8 | 175,322.1 | 13,726.1 | |||
NUMBER OF TRADES | 278 | 0 | 23 | 32 | 6 | |||
FHLMC | ||||||||
AVERAGE PRICE | 101.5 | 0.0 | 105.4 | 103.7 | * | |||
Weighted Avg. Price | 105.8 | 0.0 | 106.0 | 103.7 | * | |||
Avg. Price Bottom 5 Trades | 100.8 | 0.0 | 103.9 | 103.7 | * | |||
2nd Quartile Price | 100.5 | 0.0 | 104.1 | * | * | |||
3rd Quartile Price | 100.9 | 0.0 | 106.6 | * | * | |||
4th Quartile Price | 100.9 | 0.0 | 106.8 | * | * | |||
Avg. Price Top 5 Trades | 106.8 | 0.0 | 106.6 | 103.7 | * | |||
Standard Deviation | 1.8 | 0.0 | 1.5 | 0.2 | * | |||
VOLUME OF TRADES (000'S) | 13,347.3 | 0.0 | 235,082.6 | 52,713.6 | * | |||
NUMBER OF TRADES | 95 | 0 | 11 | 5 | * | |||
GNMA | ||||||||
AVERAGE PRICE | 103.3 | 102.6 | 103.9 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.7 | 102.5 | 104.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.1 | 102.5 | 103.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 103.1 | 102.5 | 103.1 | 0.0 | 0.0 | |||
3rd Quartile Price | 103.9 | 102.5 | 103.4 | 0.0 | 0.0 | |||
4th Quartile Price | 104.1 | 102.6 | 105.5 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 104.1 | 102.7 | 104.9 | 0.0 | 0.0 | |||
Standard Deviation | 1.1 | 0.3 | 1.1 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 2,962.8 | 11,817.9 | 18,138.6 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 15 | 13 | 16 | 0 | 0 |