METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.4 | 103.0 | 104.8 | 105.6 | 107.1 | 104.7 | 106.6 |
Weighted Avg. Price | 101.5 | 103.8 | 104.5 | 106.3 | 108.8 | 105.5 | 107.1 |
Avg. Price Bottom 5 Trades | 98.8 | 100.1 | 99.5 | 104.0 | 105.0 | 102.8 | 102.2 |
2nd Quartile Price | 101.5 | 102.9 | 104.5 | 105.0 | 105.7 | 103.5 | 106.1 |
3rd Quartile Price | 101.5 | 103.2 | 105.6 | 105.6 | 108.3 | 106.0 | 107.2 |
4th Quartile Price | 101.5 | 103.6 | 105.6 | 106.8 | 108.6 | 106.6 | 108.2 |
Avg. Price Top 5 Trades | 102.9 | 104.3 | 106.2 | 107.0 | 109.1 | 106.5 | 109.7 |
Standard Deviation | 0.7 | 1.1 | 1.6 | 1.1 | 2.2 | 2.0 | 2.7 |
VOLUME OF TRADES (000'S) | 1,539,493.0 | 190,851.4 | 80,572.1 | 6,863.6 | 7,222.5 | 1,113.0 | 10,415.9 |
NUMBER OF TRADES | 207 | 68 | 109 | 22 | 14 | 11 | 40 |
FHLMC | |||||||
AVERAGE PRICE | 101.2 | 103.6 | 105.2 | 105.8 | 105.1 | 105.8 | 104.8 |
Weighted Avg. Price | 101.3 | 103.6 | 105.6 | 106.2 | 105.5 | 106.3 | 107.7 |
Avg. Price Bottom 5 Trades | 100.0 | 103.0 | 104.8 | 105.3 | 104.7 | 104.7 | 102.3 |
2nd Quartile Price | 101.2 | 103.6 | 105.1 | 105.3 | 104.8 | 105.6 | 100.0 |
3rd Quartile Price | 101.6 | 103.7 | 105.5 | 106.0 | 104.8 | 106.5 | 107.3 |
4th Quartile Price | 101.8 | 103.8 | 105.7 | 107.6 | 105.4 | 107.5 | 108.6 |
Avg. Price Top 5 Trades | 102.5 | 104.0 | 105.7 | 106.2 | 106.7 | 106.7 | 108.7 |
Standard Deviation | 1.0 | 0.4 | 0.8 | 1.1 | 1.0 | 1.5 | 4.1 |
VOLUME OF TRADES (000'S) | 24,625.2 | 887,374.5 | 4,406.5 | 2,086.9 | 6,601.7 | 597.9 | 671.8 |
NUMBER OF TRADES | 30 | 25 | 10 | 7 | 51 | 9 | 13 |
GNMA | |||||||
AVERAGE PRICE | 101.3 | 104.2 | 105.8 | 0.0 | 106.5 | 103.7 | * |
Weighted Avg. Price | 101.4 | 104.5 | 105.8 | 0.0 | 107.9 | 105.2 | * |
Avg. Price Bottom 5 Trades | 99.0 | 103.9 | 105.4 | 0.0 | 104.9 | 103.7 | * |
2nd Quartile Price | 101.7 | 104.1 | 105.6 | 0.0 | 106.5 | * | * |
3rd Quartile Price | 102.0 | 104.2 | 105.7 | 0.0 | 107.6 | * | * |
4th Quartile Price | 102.3 | 104.3 | 105.9 | 0.0 | 108.0 | * | * |
Avg. Price Top 5 Trades | 102.5 | 104.3 | 106.3 | 0.0 | 108.0 | 103.7 | * |
Standard Deviation | 1.5 | 0.2 | 0.5 | 0.0 | 1.9 | 1.8 | * |
VOLUME OF TRADES (000'S) | 71,343.3 | 96,758.0 | 8,855.5 | 0.0 | 8,822.3 | 386.6 | * |
NUMBER OF TRADES | 19 | 18 | 17 | 0 | 13 | 5 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.1 | 100.4 | 103.3 | 106.1 | 107.8 | 108.5 | 108.2 |
Weighted Avg. Price | 101.5 | 100.8 | 103.8 | 106.8 | 109.5 | 110.8 | 113.9 |
Avg. Price Bottom 5 Trades | 101.1 | 97.6 | 99.8 | 102.2 | 103.2 | 103.1 | 98.7 |
2nd Quartile Price | * | 99.4 | 102.8 | 105.7 | 107.3 | 108.2 | 104.2 |
3rd Quartile Price | * | 100.6 | 103.6 | 106.5 | 108.0 | 109.3 | 110.8 |
4th Quartile Price | * | 101.0 | 104.0 | 107.0 | 108.6 | 110.8 | 112.0 |
Avg. Price Top 5 Trades | 101.1 | 102.7 | 105.3 | 108.0 | 110.5 | 110.7 | 114.7 |
Standard Deviation | 1.5 | 1.5 | 1.2 | 1.3 | 1.6 | 2.7 | 5.1 |
VOLUME OF TRADES (000'S) | 25,914.6 | 362,170.3 | 3,852,827.2 | 2,439,722.3 | 546,450.3 | 25,905.4 | 16,316.6 |
NUMBER OF TRADES | 12 | 52 | 137 | 148 | 129 | 49 | 129 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.0 | 103.4 | 105.7 | 107.2 | 109.1 | 105.9 |
Weighted Avg. Price | 0.0 | 101.2 | 104.6 | 106.8 | 110.1 | 109.8 | 109.9 |
Avg. Price Bottom 5 Trades | 0.0 | 98.8 | 101.5 | 102.4 | 103.9 | 108.7 | 99.9 |
2nd Quartile Price | 0.0 | 99.3 | 102.9 | 105.1 | 105.7 | 109.1 | 102.3 |
3rd Quartile Price | 0.0 | 100.1 | 102.9 | 105.7 | 107.7 | 109.6 | 106.4 |
4th Quartile Price | 0.0 | 100.7 | 104.8 | 106.7 | 109.9 | 110.0 | 109.7 |
Avg. Price Top 5 Trades | 0.0 | 102.2 | 105.4 | 107.5 | 109.6 | 109.9 | 112.0 |
Standard Deviation | 0.0 | 1.5 | 1.3 | 1.3 | 2.8 | 1.3 | 4.4 |
VOLUME OF TRADES (000'S) | 0.0 | 167,213.7 | 166,490.4 | 115,853.4 | 29,496.4 | 1,019.3 | 14,198.9 |
NUMBER OF TRADES | 0 | 23 | 66 | 88 | 25 | 8 | 32 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.4 | 104.3 | 106.2 | 107.9 | 107.4 | 106.6 |
Weighted Avg. Price | 0.0 | 101.6 | 104.3 | 106.3 | 108.1 | 108.3 | 110.9 |
Avg. Price Bottom 5 Trades | 0.0 | 100.1 | 102.5 | 103.7 | 105.4 | 104.0 | 91.6 |
2nd Quartile Price | 0.0 | 101.3 | 104.2 | 106.1 | 107.9 | 107.0 | 100.0 |
3rd Quartile Price | 0.0 | 101.7 | 104.4 | 106.6 | 108.1 | 107.3 | 107.5 |
4th Quartile Price | 0.0 | 101.7 | 104.5 | 106.7 | 108.2 | 108.5 | 112.0 |
Avg. Price Top 5 Trades | 0.0 | 102.1 | 105.0 | 107.2 | 109.6 | 110.9 | 118.4 |
Standard Deviation | 0.0 | 0.6 | 0.6 | 0.9 | 1.1 | 1.9 | 6.4 |
VOLUME OF TRADES (000'S) | 0.0 | 927,250.5 | 3,432,718.1 | 3,270,209.3 | 400,403.7 | 38,741.4 | 8,583.8 |
NUMBER OF TRADES | 0 | 45 | 113 | 116 | 59 | 53 | 244 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.6 | 0.0 | * | 102.7 | 97.6 | |||
Weighted Avg. Price | 107.0 | 0.0 | * | 102.6 | 99.2 | |||
Avg. Price Bottom 5 Trades | 101.3 | 0.0 | * | 102.5 | 97.1 | |||
2nd Quartile Price | 102.6 | 0.0 | * | 102.4 | 97.4 | |||
3rd Quartile Price | 104.0 | 0.0 | * | 103.4 | 97.5 | |||
4th Quartile Price | 105.3 | 0.0 | * | 103.5 | 100.0 | |||
Avg. Price Top 5 Trades | 106.3 | 0.0 | * | 103.0 | 98.0 | |||
Standard Deviation | 2.2 | 0.0 | * | 0.9 | 2.1 | |||
VOLUME OF TRADES (000'S) | 19,405.2 | 0.0 | * | 19,355.1 | 31.5 | |||
NUMBER OF TRADES | 18 | 0 | * | 6 | 8 | |||
FHLMC | ||||||||
AVERAGE PRICE | 106.6 | 0.0 | 106.6 | 104.6 | * | |||
Weighted Avg. Price | 106.7 | 0.0 | 106.7 | 104.2 | * | |||
Avg. Price Bottom 5 Trades | 105.4 | 0.0 | 106.6 | 104.6 | * | |||
2nd Quartile Price | 106.7 | 0.0 | * | * | * | |||
3rd Quartile Price | 106.7 | 0.0 | * | * | * | |||
4th Quartile Price | 106.7 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 106.6 | 0.0 | 106.6 | 104.6 | * | |||
Standard Deviation | 0.3 | 0.0 | 1.5 | 2.9 | * | |||
VOLUME OF TRADES (000'S) | 80,278.5 | 0.0 | 20,548.4 | 13,475.9 | * | |||
NUMBER OF TRADES | 80 | 0 | 8 | 8 | * | |||
GNMA | ||||||||
AVERAGE PRICE | 103.1 | 102.2 | 103.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 104.0 | 102.0 | 103.2 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.0 | 101.3 | 101.5 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.6 | 102.0 | 102.4 | 0.0 | 0.0 | |||
3rd Quartile Price | 103.3 | 102.3 | 103.4 | 0.0 | 0.0 | |||
4th Quartile Price | 104.1 | 102.5 | 103.7 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 104.2 | 102.7 | 104.0 | 0.0 | 0.0 | |||
Standard Deviation | 1.0 | 0.7 | 0.8 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 13,377.0 | 13,998.7 | 85,008.6 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 23 | 18 | 46 | 0 | 0 |