METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.8 | 103.8 | 105.7 | 106.3 | 104.9 | 106.2 | 105.4 |
Weighted Avg. Price | 103.0 | 104.4 | 106.6 | 107.1 | 106.7 | 107.3 | 110.0 |
Avg. Price Bottom 5 Trades | 101.9 | 100.5 | 102.3 | 101.5 | 101.7 | 104.8 | 95.4 |
2nd Quartile Price | 102.6 | 103.0 | 105.5 | 106.0 | 104.1 | 105.7 | 104.0 |
3rd Quartile Price | 103.0 | 104.5 | 106.0 | 107.0 | 105.0 | 106.3 | 106.0 |
4th Quartile Price | 103.2 | 105.1 | 106.5 | 107.0 | 106.7 | 106.6 | 108.3 |
Avg. Price Top 5 Trades | 103.7 | 105.5 | 107.5 | 108.3 | 107.7 | 107.9 | 110.3 |
Standard Deviation | 0.7 | 1.6 | 1.7 | 1.7 | 2.5 | 1.2 | 4.5 |
VOLUME OF TRADES (000'S) | 101,675.2 | 152,225.0 | 82,619.7 | 63,387.8 | 8,984.1 | 19,852.5 | 13,868.4 |
NUMBER OF TRADES | 45 | 111 | 85 | 104 | 20 | 26 | 44 |
FHLMC | |||||||
AVERAGE PRICE | 102.7 | 104.8 | 106.3 | 105.5 | 105.3 | 106.2 | 108.9 |
Weighted Avg. Price | 102.9 | 105.1 | 106.9 | 107.2 | 105.4 | 106.2 | 110.4 |
Avg. Price Bottom 5 Trades | 101.9 | 104.3 | 106.1 | 103.2 | 104.9 | 105.2 | 107.4 |
2nd Quartile Price | 102.8 | 104.5 | 106.0 | 104.0 | 105.0 | 105.5 | 108.6 |
3rd Quartile Price | 102.9 | 105.0 | 106.3 | 107.2 | 105.3 | 106.5 | 109.0 |
4th Quartile Price | 103.1 | 105.2 | 106.6 | 107.5 | 106.3 | 107.3 | 110.2 |
Avg. Price Top 5 Trades | 103.5 | 105.4 | 106.6 | 107.6 | 105.9 | 107.3 | 110.3 |
Standard Deviation | 0.6 | 0.8 | 0.5 | 2.3 | 0.6 | 1.1 | 1.6 |
VOLUME OF TRADES (000'S) | 358,617.0 | 144,975.3 | 2,149.9 | 6,680.9 | 8,230.3 | 1,413.5 | 3,034.8 |
NUMBER OF TRADES | 47 | 41 | 10 | 18 | 11 | 15 | 15 |
GNMA | |||||||
AVERAGE PRICE | 101.5 | 105.6 | * | 106.2 | 105.8 | 106.0 | 103.2 |
Weighted Avg. Price | 101.3 | 105.3 | * | 106.4 | 106.5 | 108.1 | 108.3 |
Avg. Price Bottom 5 Trades | 100.8 | 105.3 | * | 106.2 | 105.4 | 102.9 | 102.0 |
2nd Quartile Price | 100.5 | 105.3 | * | * | 104.1 | 104.0 | 100.0 |
3rd Quartile Price | 100.5 | 105.5 | * | * | 106.7 | 107.0 | 103.1 |
4th Quartile Price | 103.5 | 105.9 | * | * | 108.1 | 109.6 | 105.5 |
Avg. Price Top 5 Trades | 103.4 | 105.9 | * | 106.2 | 106.1 | 108.8 | 106.1 |
Standard Deviation | 1.4 | 0.4 | * | 0.3 | 1.8 | 3.0 | 3.2 |
VOLUME OF TRADES (000'S) | 14,310.3 | 42,963.6 | * | 502.7 | 1,053.6 | 2,258.9 | 511.1 |
NUMBER OF TRADES | 15 | 12 | * | 5 | 7 | 15 | 15 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 100.2 | 103.0 | 105.1 | 107.1 | 108.2 | 109.2 | 109.8 |
Weighted Avg. Price | 99.5 | 102.7 | 105.6 | 108.4 | 110.0 | 111.7 | 116.6 |
Avg. Price Bottom 5 Trades | 100.2 | 101.5 | 102.0 | 101.9 | 103.9 | 104.4 | 93.5 |
2nd Quartile Price | * | 102.4 | 104.9 | 106.6 | 107.7 | 108.1 | 107.7 |
3rd Quartile Price | * | 102.6 | 105.3 | 107.2 | 108.5 | 109.5 | 110.3 |
4th Quartile Price | * | 104.4 | 105.8 | 108.2 | 108.8 | 110.3 | 113.4 |
Avg. Price Top 5 Trades | 100.2 | 104.3 | 106.8 | 109.4 | 111.5 | 112.6 | 120.1 |
Standard Deviation | 1.4 | 1.0 | 1.1 | 1.8 | 1.6 | 2.2 | 6.6 |
VOLUME OF TRADES (000'S) | 38,963.3 | 193,625.1 | 464,804.2 | 369,029.3 | 102,772.3 | 15,919.9 | 27,996.2 |
NUMBER OF TRADES | 5 | 44 | 124 | 148 | 146 | 97 | 131 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 103.2 | 104.9 | 107.3 | 108.7 | 109.0 | 108.8 |
Weighted Avg. Price | 0.0 | 102.6 | 105.2 | 108.5 | 108.9 | 111.3 | 114.2 |
Avg. Price Bottom 5 Trades | 0.0 | 102.0 | 103.1 | 105.7 | 107.9 | 108.2 | 102.8 |
2nd Quartile Price | 0.0 | 102.3 | 104.7 | 106.5 | 108.3 | 108.0 | 109.0 |
3rd Quartile Price | 0.0 | 103.7 | 105.1 | 107.2 | 108.6 | 110.1 | 110.3 |
4th Quartile Price | 0.0 | 104.4 | 105.4 | 108.2 | 109.1 | 111.4 | 113.5 |
Avg. Price Top 5 Trades | 0.0 | 104.3 | 106.0 | 109.1 | 110.2 | 110.0 | 113.3 |
Standard Deviation | 0.0 | 1.1 | 0.9 | 1.1 | 1.1 | 3.3 | 5.4 |
VOLUME OF TRADES (000'S) | 0.0 | 202,652.5 | 1,099,217.5 | 296,458.6 | 181,846.8 | 977.6 | 10,760.4 |
NUMBER OF TRADES | 0 | 19 | 70 | 63 | 21 | 15 | 23 |
GNMA | |||||||
AVERAGE PRICE | * | 103.4 | 105.4 | 108.3 | 108.1 | 108.0 | 113.3 |
Weighted Avg. Price | * | 103.4 | 105.9 | 108.2 | 109.3 | 110.7 | 113.3 |
Avg. Price Bottom 5 Trades | * | 103.4 | 102.1 | 106.4 | 104.0 | 101.2 | 56.2 |
2nd Quartile Price | * | * | 105.9 | 107.9 | 108.4 | 107.0 | 108.0 |
3rd Quartile Price | * | * | 105.9 | 108.4 | 108.9 | 108.3 | 115.5 |
4th Quartile Price | * | * | 106.1 | 109.1 | 110.0 | 110.9 | 120.2 |
Avg. Price Top 5 Trades | * | 103.4 | 106.5 | 109.1 | 110.0 | 112.0 | 124.0 |
Standard Deviation | * | 0.1 | 1.5 | 0.9 | 2.6 | 4.1 | 10.4 |
VOLUME OF TRADES (000'S) | * | 4,259.3 | 886,019.0 | 289,142.9 | 12,296.5 | 108,086.9 | 54,499.9 |
NUMBER OF TRADES | * | 7 | 64 | 66 | 23 | 32 | 639 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 102.6 | 0.0 | 104.2 | 103.9 | 103.7 | |||
Weighted Avg. Price | 105.5 | 0.0 | 104.5 | 103.8 | 104.0 | |||
Avg. Price Bottom 5 Trades | 99.3 | 0.0 | 103.6 | 103.9 | 103.7 | |||
2nd Quartile Price | 101.0 | 0.0 | 103.7 | * | * | |||
3rd Quartile Price | 101.5 | 0.0 | 103.7 | * | * | |||
4th Quartile Price | 105.9 | 0.0 | 105.5 | * | * | |||
Avg. Price Top 5 Trades | 106.3 | 0.0 | 106.5 | 103.9 | 103.7 | |||
Standard Deviation | 2.8 | 0.0 | 1.2 | 0.2 | 1.5 | |||
VOLUME OF TRADES (000'S) | 3,903.1 | 0.0 | 49,618.8 | 107,249.5 | 92,008.8 | |||
NUMBER OF TRADES | 24 | 0 | 27 | 6 | 9 | |||
FHLMC | ||||||||
AVERAGE PRICE | * | * | * | 103.5 | 107.5 | |||
Weighted Avg. Price | * | * | * | 103.8 | 107.4 | |||
Avg. Price Bottom 5 Trades | * | * | * | 103.4 | 107.5 | |||
2nd Quartile Price | * | * | * | 103.0 | * | |||
3rd Quartile Price | * | * | * | 103.2 | * | |||
4th Quartile Price | * | * | * | 104.4 | * | |||
Avg. Price Top 5 Trades | * | * | * | 104.1 | 107.5 | |||
Standard Deviation | * | * | * | 0.7 | 0.5 | |||
VOLUME OF TRADES (000'S) | * | * | * | 37,659.4 | 24,849.9 | |||
NUMBER OF TRADES | * | * | * | 11 | 18 | |||
GNMA | ||||||||
AVERAGE PRICE | 103.6 | * | 103.1 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.6 | * | 103.6 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.6 | * | 102.7 | 0.0 | 0.0 | |||
2nd Quartile Price | * | * | 102.1 | 0.0 | 0.0 | |||
3rd Quartile Price | * | * | 104.7 | 0.0 | 0.0 | |||
4th Quartile Price | * | * | 105.5 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.6 | * | 103.4 | 0.0 | 0.0 | |||
Standard Deviation | 0.2 | * | 1.6 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 1,839.8 | * | 10,992.3 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 6 | * | 6 | 0 | 0 |