METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.1 | 103.9 | 105.1 | 104.9 | * | 102.7 | 105.9 |
Weighted Avg. Price | 102.4 | 103.3 | 106.3 | 106.5 | * | 103.7 | 107.1 |
Avg. Price Bottom 5 Trades | 100.6 | 101.7 | 102.1 | 104.9 | * | 102.7 | 104.1 |
2nd Quartile Price | 101.9 | 103.7 | 104.5 | * | * | * | 106.6 |
3rd Quartile Price | 102.4 | 104.3 | 105.6 | * | * | * | 107.0 |
4th Quartile Price | 103.0 | 104.5 | 106.2 | * | * | * | 107.8 |
Avg. Price Top 5 Trades | 103.1 | 104.6 | 106.9 | 104.9 | * | 102.7 | 107.5 |
Standard Deviation | 1.2 | 1.2 | 1.5 | 1.0 | * | 2.8 | 2.6 |
VOLUME OF TRADES (000'S) | 195,857.3 | 221,959.3 | 58,390.8 | 1,643.2 | * | 8.4 | 146.7 |
NUMBER OF TRADES | 26 | 45 | 49 | 7 | * | 5 | 15 |
FHLMC | |||||||
AVERAGE PRICE | 101.3 | 104.2 | 105.8 | * | 107.1 | 101.8 | * |
Weighted Avg. Price | 101.8 | 104.3 | 106.0 | * | 107.1 | 105.9 | * |
Avg. Price Bottom 5 Trades | 100.0 | 103.7 | 105.5 | * | 107.1 | 101.8 | * |
2nd Quartile Price | 100.3 | 103.9 | 105.5 | * | * | * | * |
3rd Quartile Price | 101.9 | 104.3 | 106.0 | * | * | * | * |
4th Quartile Price | 102.6 | 104.6 | 106.4 | * | * | * | * |
Avg. Price Top 5 Trades | 102.8 | 104.8 | 106.3 | * | 107.1 | 101.8 | * |
Standard Deviation | 1.3 | 0.4 | 0.6 | * | 0.1 | 2.7 | * |
VOLUME OF TRADES (000'S) | 63,343.1 | 130,382.1 | 10,684.3 | * | 11,988.8 | 103.7 | * |
NUMBER OF TRADES | 19 | 26 | 10 | * | 35 | 5 | * |
GNMA | |||||||
AVERAGE PRICE | * | * | * | * | 0.0 | * | 97.3 |
Weighted Avg. Price | * | * | * | * | 0.0 | * | 109.8 |
Avg. Price Bottom 5 Trades | * | * | * | * | 0.0 | * | 97.3 |
2nd Quartile Price | * | * | * | * | 0.0 | * | * |
3rd Quartile Price | * | * | * | * | 0.0 | * | * |
4th Quartile Price | * | * | * | * | 0.0 | * | * |
Avg. Price Top 5 Trades | * | * | * | * | 0.0 | * | 97.3 |
Standard Deviation | * | * | * | * | 0.0 | * | 20.3 |
VOLUME OF TRADES (000'S) | * | * | * | * | 0.0 | * | 280.7 |
NUMBER OF TRADES | * | * | * | * | 0 | * | 6 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 101.5 | 103.4 | 105.6 | 107.4 | 106.6 | 104.6 |
Weighted Avg. Price | 0.0 | 101.0 | 104.3 | 106.0 | 108.8 | 109.4 | 113.7 |
Avg. Price Bottom 5 Trades | 0.0 | 100.9 | 100.3 | 101.1 | 101.3 | 100.3 | 98.7 |
2nd Quartile Price | 0.0 | 100.9 | 103.2 | 105.1 | 106.5 | 104.6 | 99.0 |
3rd Quartile Price | 0.0 | 101.1 | 103.9 | 106.3 | 108.5 | 107.5 | 100.0 |
4th Quartile Price | 0.0 | 103.0 | 104.3 | 106.6 | 108.9 | 110.8 | 112.0 |
Avg. Price Top 5 Trades | 0.0 | 102.5 | 104.8 | 107.6 | 109.3 | 110.4 | 113.3 |
Standard Deviation | 0.0 | 1.0 | 1.5 | 1.8 | 2.2 | 4.0 | 6.0 |
VOLUME OF TRADES (000'S) | 0.0 | 74,543.8 | 321,212.3 | 124,950.8 | 112,063.0 | 90.3 | 22,699.7 |
NUMBER OF TRADES | 0 | 15 | 45 | 74 | 119 | 46 | 105 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.5 | 103.8 | 106.3 | 108.0 | 105.5 | 90.3 |
Weighted Avg. Price | 0.0 | 100.9 | 104.0 | 107.4 | 109.1 | 111.2 | 111.4 |
Avg. Price Bottom 5 Trades | 0.0 | 100.5 | 101.5 | 104.5 | 107.4 | 104.7 | 90.3 |
2nd Quartile Price | 0.0 | 100.7 | 103.6 | 106.0 | 107.6 | 103.3 | * |
3rd Quartile Price | 0.0 | 100.8 | 103.9 | 106.2 | 107.7 | 109.7 | * |
4th Quartile Price | 0.0 | 102.9 | 104.4 | 106.9 | 108.1 | 111.1 | * |
Avg. Price Top 5 Trades | 0.0 | 102.9 | 104.9 | 108.2 | 108.9 | 108.2 | 90.3 |
Standard Deviation | 0.0 | 1.4 | 1.1 | 1.1 | 1.0 | 4.9 | 25.6 |
VOLUME OF TRADES (000'S) | 0.0 | 42,491.6 | 469,526.0 | 274,647.6 | 31,756.8 | 50,017.7 | 76.6 |
NUMBER OF TRADES | 0 | 12 | 61 | 53 | 19 | 9 | 12 |
GNMA | |||||||
AVERAGE PRICE | * | 101.6 | 103.8 | 106.5 | 105.6 | 107.3 | 100.9 |
Weighted Avg. Price | * | 101.7 | 104.8 | 106.8 | 109.7 | 110.7 | 112.2 |
Avg. Price Bottom 5 Trades | * | 99.9 | 101.4 | 103.6 | 97.3 | 97.5 | 77.5 |
2nd Quartile Price | * | 100.6 | 102.6 | 105.8 | 105.4 | 105.4 | 99.0 |
3rd Quartile Price | * | 101.0 | 104.6 | 106.8 | 106.9 | 109.7 | 99.0 |
4th Quartile Price | * | 102.9 | 105.0 | 107.3 | 109.5 | 111.5 | 100.0 |
Avg. Price Top 5 Trades | * | 103.4 | 106.2 | 108.0 | 109.9 | 113.1 | 117.7 |
Standard Deviation | * | 1.6 | 1.6 | 1.2 | 5.6 | 5.7 | 6.6 |
VOLUME OF TRADES (000'S) | * | 70,581.6 | 499,926.0 | 714,451.3 | 2,945.8 | 973.3 | 1,506.3 |
NUMBER OF TRADES | * | 20 | 47 | 71 | 24 | 45 | 253 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | * | * | * | 0.0 | * | |||
Weighted Avg. Price | * | * | * | 0.0 | * | |||
Avg. Price Bottom 5 Trades | * | * | * | 0.0 | * | |||
2nd Quartile Price | * | * | * | 0.0 | * | |||
3rd Quartile Price | * | * | * | 0.0 | * | |||
4th Quartile Price | * | * | * | 0.0 | * | |||
Avg. Price Top 5 Trades | * | * | * | 0.0 | * | |||
Standard Deviation | * | * | * | 0.0 | * | |||
VOLUME OF TRADES (000'S) | * | * | * | 0.0 | * | |||
NUMBER OF TRADES | * | * | * | 0 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | 104.2 | * | 0.0 | |||
Weighted Avg. Price | * | 0.0 | 103.3 | * | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | 103.8 | * | 0.0 | |||
2nd Quartile Price | * | 0.0 | 102.8 | * | 0.0 | |||
3rd Quartile Price | * | 0.0 | 105.8 | * | 0.0 | |||
4th Quartile Price | * | 0.0 | 105.8 | * | 0.0 | |||
Avg. Price Top 5 Trades | * | 0.0 | 104.5 | * | 0.0 | |||
Standard Deviation | * | 0.0 | 1.6 | * | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | 32,037.8 | * | 0.0 | |||
NUMBER OF TRADES | * | 0 | 6 | * | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | * | 102.7 | * | 0.0 | 0.0 | |||
Weighted Avg. Price | * | 102.6 | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 102.5 | * | 0.0 | 0.0 | |||
2nd Quartile Price | * | 103.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | * | 103.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | * | 103.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | * | 102.9 | * | 0.0 | 0.0 | |||
Standard Deviation | * | 0.7 | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 14,857.0 | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | * | 13 | * | 0 | 0 |