METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.7 | 103.5 | 104.9 | 105.9 | 105.8 | 104.9 | 107.1 |
Weighted Avg. Price | 102.1 | 103.6 | 103.3 | 105.9 | 109.5 | 109.4 | 108.6 |
Avg. Price Bottom 5 Trades | 98.7 | 99.0 | 100.2 | 103.6 | 102.6 | 102.5 | 100.9 |
2nd Quartile Price | 100.9 | 103.3 | 104.6 | 105.3 | 104.0 | 102.8 | 107.2 |
3rd Quartile Price | 101.8 | 104.0 | 105.7 | 106.6 | 107.0 | 105.5 | 108.4 |
4th Quartile Price | 102.9 | 104.4 | 105.9 | 106.8 | 107.6 | 107.2 | 109.0 |
Avg. Price Top 5 Trades | 103.9 | 104.9 | 106.5 | 107.6 | 109.0 | 107.8 | 110.6 |
Standard Deviation | 1.5 | 1.4 | 1.8 | 1.3 | 2.5 | 2.5 | 3.2 |
VOLUME OF TRADES (000'S) | 130,915.9 | 747,368.7 | 557,359.2 | 26,737.6 | 40,613.2 | 13,992.6 | 13,869.2 |
NUMBER OF TRADES | 79 | 95 | 94 | 59 | 23 | 21 | 59 |
FHLMC | |||||||
AVERAGE PRICE | 102.3 | 103.9 | 105.5 | 106.2 | 106.3 | 105.8 | 106.3 |
Weighted Avg. Price | 102.7 | 104.4 | 105.7 | 105.6 | 105.1 | 106.9 | 106.6 |
Avg. Price Bottom 5 Trades | 100.7 | 102.8 | 105.2 | 104.7 | 103.9 | 104.1 | 101.5 |
2nd Quartile Price | 102.2 | 103.8 | 105.6 | 105.5 | 104.8 | 105.3 | 105.1 |
3rd Quartile Price | 102.8 | 104.3 | 105.8 | 106.8 | 107.4 | 105.7 | 106.5 |
4th Quartile Price | 103.0 | 104.4 | 105.8 | 107.4 | 107.8 | 107.0 | 108.6 |
Avg. Price Top 5 Trades | 103.1 | 104.8 | 105.8 | 107.4 | 108.1 | 107.9 | 111.1 |
Standard Deviation | 1.0 | 0.8 | 0.5 | 1.2 | 1.7 | 1.6 | 2.8 |
VOLUME OF TRADES (000'S) | 127,832.9 | 88,058.9 | 26,803.6 | 1,085.9 | 3,461.8 | 2,391.9 | 3,367.2 |
NUMBER OF TRADES | 25 | 40 | 11 | 18 | 30 | 22 | 56 |
GNMA | |||||||
AVERAGE PRICE | 103.0 | 104.7 | 106.0 | 105.3 | 105.4 | * | * |
Weighted Avg. Price | 103.0 | 104.7 | 106.0 | 105.5 | 106.7 | * | * |
Avg. Price Bottom 5 Trades | 102.9 | 104.6 | 105.9 | 105.2 | 104.9 | * | * |
2nd Quartile Price | 103.0 | 104.7 | 105.9 | 105.3 | 106.7 | * | * |
3rd Quartile Price | 103.0 | 104.7 | 106.0 | 105.8 | 107.2 | * | * |
4th Quartile Price | 103.1 | 104.8 | 106.1 | 105.8 | 107.4 | * | * |
Avg. Price Top 5 Trades | 103.0 | 104.8 | 106.1 | 105.5 | 106.5 | * | * |
Standard Deviation | 0.1 | 0.2 | 0.1 | 0.5 | 3.0 | * | * |
VOLUME OF TRADES (000'S) | 29,125.0 | 76,677.4 | 7,756.6 | 2,003.6 | 800.7 | * | * |
NUMBER OF TRADES | 7 | 16 | 14 | 6 | 6 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 101.7 | 104.4 | 106.6 | 108.2 | 108.7 | 111.0 |
Weighted Avg. Price | 0.0 | 102.2 | 104.7 | 107.2 | 109.5 | 110.5 | 113.1 |
Avg. Price Bottom 5 Trades | 0.0 | 99.7 | 101.4 | 102.6 | 100.4 | 103.2 | 65.0 |
2nd Quartile Price | 0.0 | 100.3 | 104.0 | 106.1 | 108.2 | 108.6 | 109.4 |
3rd Quartile Price | 0.0 | 101.6 | 104.5 | 106.8 | 108.5 | 109.8 | 112.6 |
4th Quartile Price | 0.0 | 103.0 | 105.0 | 107.2 | 108.8 | 110.4 | 117.0 |
Avg. Price Top 5 Trades | 0.0 | 103.7 | 105.9 | 108.4 | 110.8 | 110.9 | 117.5 |
Standard Deviation | 0.0 | 1.4 | 1.0 | 1.2 | 1.6 | 3.0 | 10.3 |
VOLUME OF TRADES (000'S) | 0.0 | 963,551.5 | 1,067,329.5 | 1,360,695.0 | 353,842.6 | 13,238.0 | 27,508.3 |
NUMBER OF TRADES | 0 | 85 | 204 | 195 | 270 | 63 | 313 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.4 | 104.4 | 106.3 | 108.2 | 107.8 | 108.3 |
Weighted Avg. Price | 0.0 | 102.3 | 104.3 | 106.9 | 110.5 | 110.5 | 113.1 |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 102.5 | 103.1 | 104.9 | 103.4 | 96.6 |
2nd Quartile Price | 0.0 | 100.1 | 103.8 | 105.9 | 107.5 | 105.0 | 106.3 |
3rd Quartile Price | 0.0 | 101.3 | 104.2 | 106.1 | 108.2 | 109.3 | 110.0 |
4th Quartile Price | 0.0 | 102.9 | 105.3 | 107.0 | 109.1 | 110.3 | 111.4 |
Avg. Price Top 5 Trades | 0.0 | 103.5 | 105.7 | 108.4 | 110.5 | 110.6 | 114.1 |
Standard Deviation | 0.0 | 1.3 | 0.8 | 1.2 | 1.8 | 2.8 | 5.1 |
VOLUME OF TRADES (000'S) | 0.0 | 398,998.3 | 1,760,813.8 | 243,388.0 | 24,253.3 | 54,246.1 | 54,347.6 |
NUMBER OF TRADES | 0 | 57 | 133 | 122 | 50 | 43 | 74 |
GNMA | |||||||
AVERAGE PRICE | * | 102.1 | 105.0 | 106.3 | 107.8 | 107.8 | 105.4 |
Weighted Avg. Price | * | 102.0 | 104.9 | 106.6 | 107.9 | 108.2 | 113.6 |
Avg. Price Bottom 5 Trades | * | 101.0 | 103.8 | 103.8 | 104.3 | 101.6 | 83.5 |
2nd Quartile Price | * | 102.2 | 104.8 | 105.5 | 107.8 | 107.5 | 100.0 |
3rd Quartile Price | * | 102.2 | 104.9 | 106.8 | 108.1 | 107.5 | 106.2 |
4th Quartile Price | * | 102.2 | 105.0 | 107.0 | 108.3 | 108.7 | 109.1 |
Avg. Price Top 5 Trades | * | 103.1 | 106.9 | 108.2 | 110.0 | 111.0 | 116.0 |
Standard Deviation | * | 0.5 | 0.6 | 1.2 | 1.7 | 2.6 | 6.2 |
VOLUME OF TRADES (000'S) | * | 320,513.3 | 1,990,264.0 | 3,396,194.7 | 335,378.9 | 32,734.3 | 19,282.9 |
NUMBER OF TRADES | * | 73 | 138 | 97 | 62 | 83 | 390 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | * | 0.0 | * | 103.7 | 101.0 | |||
Weighted Avg. Price | * | 0.0 | * | 104.8 | 102.4 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | * | 102.6 | 99.0 | |||
2nd Quartile Price | * | 0.0 | * | 102.8 | 99.3 | |||
3rd Quartile Price | * | 0.0 | * | 104.4 | 101.0 | |||
4th Quartile Price | * | 0.0 | * | 105.2 | 102.2 | |||
Avg. Price Top 5 Trades | * | 0.0 | * | 104.8 | 104.4 | |||
Standard Deviation | * | 0.0 | * | 1.3 | 2.3 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | * | 182,395.2 | 31,776.1 | |||
NUMBER OF TRADES | * | 0 | * | 10 | 21 | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | 103.4 | 102.0 | 104.9 | |||
Weighted Avg. Price | * | 0.0 | 103.3 | 104.7 | 102.4 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | 103.0 | 101.2 | 104.6 | |||
2nd Quartile Price | * | 0.0 | 103.3 | 100.5 | 105.0 | |||
3rd Quartile Price | * | 0.0 | 104.8 | 102.9 | 105.5 | |||
4th Quartile Price | * | 0.0 | 105.3 | 104.0 | 106.1 | |||
Avg. Price Top 5 Trades | * | 0.0 | 103.7 | 103.4 | 105.5 | |||
Standard Deviation | * | 0.0 | 1.4 | 2.3 | 1.3 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | 124,255.8 | 6,669.8 | 11,594.3 | |||
NUMBER OF TRADES | * | 0 | 6 | 8 | 7 | |||
GNMA | ||||||||
AVERAGE PRICE | 99.7 | 101.7 | 103.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.2 | 101.8 | 102.5 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 93.7 | 101.3 | 102.3 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.9 | 101.5 | 102.4 | 0.0 | 0.0 | |||
3rd Quartile Price | 103.1 | 101.5 | 102.9 | 0.0 | 0.0 | |||
4th Quartile Price | 103.3 | 102.4 | 103.2 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.4 | 102.3 | 103.8 | 0.0 | 0.0 | |||
Standard Deviation | 10.1 | 0.6 | 0.6 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 67,223.4 | 38,993.0 | 139,084.8 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 19 | 12 | 20 | 0 | 0 |