METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.1 | 102.4 | 104.8 | 105.4 | 104.7 | 104.5 | 103.9 |
Weighted Avg. Price | 102.1 | 102.9 | 105.4 | 106.4 | 107.2 | 108.7 | 107.0 |
Avg. Price Bottom 5 Trades | 98.6 | 99.0 | 103.1 | 103.4 | 102.2 | 98.6 | 98.1 |
2nd Quartile Price | 100.0 | 101.2 | 104.3 | 104.4 | 103.9 | 103.4 | 100.4 |
3rd Quartile Price | 101.2 | 103.0 | 105.2 | 105.5 | 105.0 | 106.1 | 104.6 |
4th Quartile Price | 102.5 | 103.8 | 105.5 | 106.4 | 106.6 | 107.1 | 107.5 |
Avg. Price Top 5 Trades | 103.0 | 104.2 | 106.0 | 107.5 | 107.7 | 109.6 | 109.7 |
Standard Deviation | 1.4 | 1.5 | 1.0 | 1.6 | 2.4 | 4.4 | 4.2 |
VOLUME OF TRADES (000'S) | 159,941.3 | 145,910.8 | 26,749.0 | 37,141.2 | 4,168.8 | 4,205.3 | 2,758.5 |
NUMBER OF TRADES | 59 | 81 | 46 | 32 | 29 | 36 | 36 |
FHLMC | |||||||
AVERAGE PRICE | 101.4 | 102.6 | 101.8 | 104.7 | 107.1 | 103.8 | 106.0 |
Weighted Avg. Price | 101.3 | 103.6 | 105.6 | 105.0 | 108.0 | 106.0 | 107.5 |
Avg. Price Bottom 5 Trades | 101.0 | 102.2 | 101.8 | 102.7 | 105.9 | 101.7 | 105.6 |
2nd Quartile Price | 101.1 | 102.1 | * | 103.0 | 106.4 | 102.0 | 107.3 |
3rd Quartile Price | 101.2 | 103.5 | * | 105.7 | 107.3 | 103.8 | 107.9 |
4th Quartile Price | 102.5 | 103.7 | * | 106.2 | 108.0 | 105.5 | 108.0 |
Avg. Price Top 5 Trades | 101.7 | 103.5 | 101.8 | 106.7 | 107.9 | 106.9 | 107.2 |
Standard Deviation | 0.8 | 1.1 | 2.1 | 1.9 | 1.2 | 2.1 | 3.2 |
VOLUME OF TRADES (000'S) | 6,620.0 | 5,527.5 | 1,222.0 | 50,498.5 | 17,153.9 | 517.1 | 567.1 |
NUMBER OF TRADES | 8 | 10 | 10 | 33 | 12 | 25 | 6 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | 105.7 | * | 105.8 | 103.5 | 100.0 |
Weighted Avg. Price | 0.0 | * | 106.0 | * | 107.3 | 105.3 | 100.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 105.2 | * | 105.8 | 103.2 | 100.0 |
2nd Quartile Price | 0.0 | * | 105.6 | * | * | 102.2 | * |
3rd Quartile Price | 0.0 | * | 105.8 | * | * | 105.5 | * |
4th Quartile Price | 0.0 | * | 106.3 | * | * | 105.5 | * |
Avg. Price Top 5 Trades | 0.0 | * | 106.5 | * | 105.8 | 104.2 | 100.0 |
Standard Deviation | 0.0 | * | 0.9 | * | 2.0 | 2.7 | 0.3 |
VOLUME OF TRADES (000'S) | 0.0 | * | 4,740.8 | * | 449.1 | 281.2 | 3.1 |
NUMBER OF TRADES | 0 | * | 12 | * | 5 | 8 | 5 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 100.1 | 103.2 | 105.9 | 107.4 | 107.0 | 107.6 |
Weighted Avg. Price | 0.0 | 101.1 | 103.2 | 106.6 | 110.3 | 110.2 | 111.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.1 | 100.5 | 104.1 | 103.3 | 90.0 | 82.6 |
2nd Quartile Price | 0.0 | 99.3 | 103.2 | 105.7 | 107.7 | 108.1 | 106.0 |
3rd Quartile Price | 0.0 | 99.7 | 103.3 | 106.0 | 107.8 | 109.4 | 110.1 |
4th Quartile Price | 0.0 | 101.6 | 103.5 | 106.5 | 108.0 | 109.4 | 112.5 |
Avg. Price Top 5 Trades | 0.0 | 101.8 | 104.8 | 107.0 | 109.9 | 110.5 | 114.0 |
Standard Deviation | 0.0 | 1.2 | 0.8 | 0.9 | 1.6 | 8.2 | 7.2 |
VOLUME OF TRADES (000'S) | 0.0 | 310,032.6 | 1,032,025.3 | 201,173.6 | 180,562.1 | 2,999.4 | 13,891.6 |
NUMBER OF TRADES | 0 | 41 | 173 | 64 | 90 | 90 | 147 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 102.8 | 105.8 | 107.2 | 107.7 | 108.0 |
Weighted Avg. Price | 0.0 | 100.3 | 103.0 | 106.6 | 108.9 | 109.8 | 111.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.9 | 102.3 | 105.0 | 106.7 | 107.5 | 101.5 |
2nd Quartile Price | 0.0 | 99.3 | 102.5 | 105.5 | 107.6 | 107.1 | 109.1 |
3rd Quartile Price | 0.0 | 99.5 | 102.7 | 105.7 | 107.6 | 109.1 | 110.0 |
4th Quartile Price | 0.0 | 101.5 | 103.0 | 106.3 | 107.9 | 109.3 | 111.5 |
Avg. Price Top 5 Trades | 0.0 | 101.3 | 104.0 | 106.8 | 108.4 | 108.7 | 111.5 |
Standard Deviation | 0.0 | 1.1 | 0.6 | 0.6 | 2.3 | 2.6 | 4.5 |
VOLUME OF TRADES (000'S) | 0.0 | 176,385.0 | 215,341.3 | 983,115.6 | 6,957.6 | 201.9 | 238.4 |
NUMBER OF TRADES | 0 | 21 | 52 | 48 | 32 | 11 | 21 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.3 | 103.8 | 106.0 | 108.0 | 108.1 | 104.3 |
Weighted Avg. Price | 0.0 | 101.0 | 103.9 | 106.9 | 108.4 | 108.7 | 112.4 |
Avg. Price Bottom 5 Trades | 0.0 | 99.6 | 102.9 | 103.0 | 105.3 | 102.7 | 73.2 |
2nd Quartile Price | 0.0 | 100.9 | 103.7 | 105.6 | 107.4 | 106.8 | 100.0 |
3rd Quartile Price | 0.0 | 101.2 | 103.9 | 106.1 | 108.1 | 108.9 | 101.4 |
4th Quartile Price | 0.0 | 101.8 | 104.1 | 107.3 | 108.9 | 109.9 | 110.2 |
Avg. Price Top 5 Trades | 0.0 | 102.7 | 104.5 | 107.9 | 109.6 | 111.4 | 118.3 |
Standard Deviation | 0.0 | 1.1 | 0.5 | 2.0 | 1.4 | 2.5 | 8.6 |
VOLUME OF TRADES (000'S) | 0.0 | 238,251.9 | 284,436.1 | 80,202.0 | 53,486.0 | 70,125.6 | 168,406.8 |
NUMBER OF TRADES | 0 | 29 | 36 | 24 | 38 | 58 | 313 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.9 | 0.0 | * | * | 101.2 | |||
Weighted Avg. Price | 105.8 | 0.0 | * | * | 101.7 | |||
Avg. Price Bottom 5 Trades | 100.9 | 0.0 | * | * | 101.2 | |||
2nd Quartile Price | 104.8 | 0.0 | * | * | * | |||
3rd Quartile Price | 104.8 | 0.0 | * | * | * | |||
4th Quartile Price | 104.9 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 105.0 | 0.0 | * | * | 101.2 | |||
Standard Deviation | 2.1 | 0.0 | * | * | 1.2 | |||
VOLUME OF TRADES (000'S) | 7,080.7 | 0.0 | * | * | 9,256.5 | |||
NUMBER OF TRADES | 18 | 0 | * | * | 5 | |||
FHLMC | ||||||||
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 | * | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | 104.0 | * | 100.6 | 0.0 | 0.0 | |||
Weighted Avg. Price | 104.2 | * | 100.7 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 104.0 | * | 100.6 | 0.0 | 0.0 | |||
2nd Quartile Price | 103.9 | * | * | 0.0 | 0.0 | |||
3rd Quartile Price | 104.0 | * | * | 0.0 | 0.0 | |||
4th Quartile Price | 104.0 | * | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 104.3 | * | 100.6 | 0.0 | 0.0 | |||
Standard Deviation | 0.2 | * | 0.9 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 35,284.5 | * | 1,898.6 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 33 | * | 6 | 0 | 0 |