METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.7 | 103.7 | 105.0 | 105.2 | 104.9 | 104.6 | 106.2 |
Weighted Avg. Price | 102.5 | 104.8 | 105.9 | 107.1 | 107.5 | 103.6 | 109.1 |
Avg. Price Bottom 5 Trades | 99.3 | 100.0 | 101.5 | 102.9 | 101.2 | 102.0 | 101.3 |
2nd Quartile Price | 100.8 | 103.5 | 104.2 | 104.3 | 104.8 | 103.5 | 103.6 |
3rd Quartile Price | 101.4 | 104.3 | 105.6 | 105.6 | 105.0 | 105.3 | 107.4 |
4th Quartile Price | 102.7 | 104.6 | 105.9 | 106.7 | 107.5 | 107.0 | 109.1 |
Avg. Price Top 5 Trades | 103.4 | 105.3 | 107.1 | 108.0 | 108.7 | 106.7 | 110.6 |
Standard Deviation | 1.0 | 1.4 | 1.4 | 1.9 | 3.7 | 3.1 | 3.5 |
VOLUME OF TRADES (000'S) | 838,747.1 | 550,806.6 | 354,950.1 | 15,375.0 | 3,408.0 | 204,230.9 | 20,855.4 |
NUMBER OF TRADES | 170 | 130 | 121 | 36 | 16 | 18 | 34 |
FHLMC | |||||||
AVERAGE PRICE | 102.5 | 104.5 | 105.6 | 103.3 | 105.1 | * | 106.7 |
Weighted Avg. Price | 102.6 | 104.7 | 106.3 | 105.4 | 106.7 | * | 107.2 |
Avg. Price Bottom 5 Trades | 100.7 | 103.4 | 105.0 | 101.6 | 102.1 | * | 103.2 |
2nd Quartile Price | 102.7 | 104.4 | 105.3 | 102.0 | 103.8 | * | 104.9 |
3rd Quartile Price | 102.7 | 104.6 | 105.5 | 103.0 | 106.1 | * | 107.1 |
4th Quartile Price | 102.7 | 104.9 | 106.3 | 104.9 | 106.7 | * | 109.3 |
Avg. Price Top 5 Trades | 103.2 | 105.3 | 106.6 | 105.3 | 107.2 | * | 109.5 |
Standard Deviation | 0.6 | 0.7 | 0.8 | 1.8 | 2.2 | * | 2.8 |
VOLUME OF TRADES (000'S) | 649,978.2 | 251,060.7 | 21,374.0 | 2,584.2 | 3,285.7 | * | 1,593.9 |
NUMBER OF TRADES | 115 | 56 | 18 | 15 | 22 | * | 24 |
GNMA | |||||||
AVERAGE PRICE | 100.8 | 104.7 | 105.6 | 104.8 | * | 100.9 | 106.2 |
Weighted Avg. Price | 102.8 | 104.8 | 105.9 | 106.7 | * | 101.1 | 107.5 |
Avg. Price Bottom 5 Trades | 95.5 | 104.2 | 104.9 | 103.9 | * | 100.9 | 106.2 |
2nd Quartile Price | 100.6 | 104.9 | 105.8 | 106.5 | * | * | * |
3rd Quartile Price | 102.4 | 104.9 | 105.9 | 106.8 | * | * | * |
4th Quartile Price | 103.1 | 105.0 | 106.0 | 106.9 | * | * | * |
Avg. Price Top 5 Trades | 103.3 | 105.0 | 106.2 | 106.8 | * | 100.9 | 106.2 |
Standard Deviation | 3.2 | 0.6 | 1.1 | 3.6 | * | 1.3 | 5.9 |
VOLUME OF TRADES (000'S) | 20,649.8 | 29,443.7 | 5,156.9 | 1,822.1 | * | 12.9 | 367.7 |
NUMBER OF TRADES | 22 | 15 | 13 | 7 | * | 6 | 6 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.3 | 102.9 | 104.7 | 106.5 | 107.9 | 109.3 | 111.9 |
Weighted Avg. Price | 101.3 | 102.7 | 104.8 | 107.1 | 108.8 | 110.9 | 113.5 |
Avg. Price Bottom 5 Trades | 101.3 | 102.0 | 101.9 | 103.7 | 105.2 | 107.3 | 95.6 |
2nd Quartile Price | * | 102.5 | 104.5 | 106.3 | 107.8 | 109.6 | 112.3 |
3rd Quartile Price | * | 102.8 | 104.8 | 106.3 | 108.2 | 109.9 | 113.7 |
4th Quartile Price | * | 103.0 | 105.3 | 106.5 | 108.5 | 110.7 | 113.7 |
Avg. Price Top 5 Trades | 101.3 | 104.6 | 106.4 | 108.3 | 109.8 | 111.7 | 118.9 |
Standard Deviation | 0.8 | 0.7 | 0.9 | 0.9 | 1.1 | 3.2 | 4.3 |
VOLUME OF TRADES (000'S) | 12,323.4 | 883,346.4 | 2,146,456.6 | 374,498.3 | 171,270.9 | 99,171.1 | 92,389.2 |
NUMBER OF TRADES | 10 | 109 | 142 | 238 | 134 | 36 | 394 |
FHLMC | |||||||
AVERAGE PRICE | * | 102.1 | 103.8 | 106.3 | 107.4 | 105.7 | 111.0 |
Weighted Avg. Price | * | 103.3 | 104.9 | 107.7 | 108.7 | 109.6 | 112.8 |
Avg. Price Bottom 5 Trades | * | 99.0 | 92.5 | 104.0 | 105.8 | 104.8 | 99.1 |
2nd Quartile Price | * | 101.6 | 104.1 | 106.3 | 107.5 | 103.7 | 111.3 |
3rd Quartile Price | * | 102.4 | 104.3 | 106.3 | 107.6 | 109.3 | 111.3 |
4th Quartile Price | * | 103.7 | 105.1 | 106.5 | 107.8 | 109.5 | 111.4 |
Avg. Price Top 5 Trades | * | 104.4 | 106.3 | 108.0 | 108.6 | 107.5 | 116.6 |
Standard Deviation | * | 1.9 | 4.6 | 0.8 | 1.2 | 4.5 | 3.8 |
VOLUME OF TRADES (000'S) | * | 521,251.1 | 514,311.9 | 245,725.8 | 67,808.7 | 699.9 | 11,486.0 |
NUMBER OF TRADES | * | 51 | 122 | 96 | 39 | 11 | 132 |
GNMA | |||||||
AVERAGE PRICE | * | 103.0 | 105.0 | 106.7 | 108.3 | 106.9 | 106.5 |
Weighted Avg. Price | * | 103.1 | 105.3 | 106.8 | 107.6 | 109.6 | 112.2 |
Avg. Price Bottom 5 Trades | * | 101.6 | 102.7 | 104.2 | 104.1 | 102.5 | 54.4 |
2nd Quartile Price | * | 102.5 | 104.1 | 106.5 | 107.6 | 105.5 | 102.0 |
3rd Quartile Price | * | 103.3 | 105.6 | 106.8 | 109.2 | 107.0 | 109.5 |
4th Quartile Price | * | 103.5 | 105.7 | 106.9 | 109.2 | 108.5 | 113.7 |
Avg. Price Top 5 Trades | * | 104.1 | 106.2 | 108.7 | 109.2 | 111.7 | 118.1 |
Standard Deviation | * | 0.8 | 1.1 | 0.9 | 1.3 | 2.3 | 14.9 |
VOLUME OF TRADES (000'S) | * | 872,310.5 | 2,375,495.7 | 1,473,745.4 | 190,560.2 | 9,229.0 | 14,179.8 |
NUMBER OF TRADES | * | 63 | 101 | 101 | 131 | 72 | 250 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 101.8 | 0.0 | 103.9 | 103.2 | * | |||
Weighted Avg. Price | 104.3 | 0.0 | 103.1 | 102.8 | * | |||
Avg. Price Bottom 5 Trades | 101.2 | 0.0 | 102.9 | 102.8 | * | |||
2nd Quartile Price | 101.3 | 0.0 | 103.4 | 103.1 | * | |||
3rd Quartile Price | 101.3 | 0.0 | 103.7 | 103.4 | * | |||
4th Quartile Price | 102.3 | 0.0 | 105.9 | 103.4 | * | |||
Avg. Price Top 5 Trades | 103.9 | 0.0 | 104.9 | 103.3 | * | |||
Standard Deviation | 1.0 | 0.0 | 1.3 | 0.3 | * | |||
VOLUME OF TRADES (000'S) | 20,908.1 | 0.0 | 40,031.7 | 56,813.1 | * | |||
NUMBER OF TRADES | 37 | 0 | 13 | 15 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 104.9 | 0.0 | * | * | 0.0 | |||
Weighted Avg. Price | 105.3 | 0.0 | * | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 104.5 | 0.0 | * | * | 0.0 | |||
2nd Quartile Price | 105.1 | 0.0 | * | * | 0.0 | |||
3rd Quartile Price | 105.2 | 0.0 | * | * | 0.0 | |||
4th Quartile Price | 105.4 | 0.0 | * | * | 0.0 | |||
Avg. Price Top 5 Trades | 105.2 | 0.0 | * | * | 0.0 | |||
Standard Deviation | 1.2 | 0.0 | * | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 4,424.8 | 0.0 | * | * | 0.0 | |||
NUMBER OF TRADES | 19 | 0 | * | * | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 102.6 | 101.4 | 102.5 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.6 | 100.8 | 102.1 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 101.5 | 101.4 | 102.1 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.0 | * | 102.3 | 0.0 | 0.0 | |||
3rd Quartile Price | 102.8 | * | 102.3 | 0.0 | 0.0 | |||
4th Quartile Price | 103.3 | * | 103.2 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 104.2 | 101.4 | 103.1 | 0.0 | 0.0 | |||
Standard Deviation | 1.1 | 0.7 | 0.7 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 7,178.2 | 14,579.6 | 16,151.1 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 44 | 5 | 12 | 0 | 0 |