METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.6 | 104.1 | 105.6 | 107.0 | 105.4 | 103.8 | 104.6 |
Weighted Avg. Price | 102.7 | 104.5 | 105.7 | 107.3 | 110.1 | 104.4 | 108.2 |
Avg. Price Bottom 5 Trades | 101.0 | 103.1 | 103.5 | 105.9 | 101.1 | 98.9 | 99.0 |
2nd Quartile Price | 102.4 | 103.3 | 105.7 | 106.8 | 104.2 | 103.2 | 101.7 |
3rd Quartile Price | 102.8 | 104.6 | 105.7 | 107.0 | 107.0 | 104.8 | 107.5 |
4th Quartile Price | 103.1 | 104.8 | 105.7 | 107.9 | 110.2 | 108.1 | 108.8 |
Avg. Price Top 5 Trades | 103.4 | 104.9 | 107.4 | 108.2 | 109.8 | 108.2 | 109.7 |
Standard Deviation | 0.7 | 0.7 | 0.7 | 1.4 | 5.1 | 6.8 | 4.5 |
VOLUME OF TRADES (000'S) | 285,818.4 | 84,810.9 | 739,569.5 | 67,617.2 | 19,825.6 | 67,154.7 | 3,484.8 |
NUMBER OF TRADES | 58 | 47 | 148 | 13 | 14 | 16 | 25 |
FHLMC | |||||||
AVERAGE PRICE | 102.5 | 104.3 | 105.1 | 105.7 | 103.1 | 105.9 | 106.9 |
Weighted Avg. Price | 102.6 | 104.7 | 106.4 | 106.5 | 107.1 | 108.1 | 108.5 |
Avg. Price Bottom 5 Trades | 101.3 | 103.8 | 104.3 | 104.6 | 102.4 | 103.8 | 104.1 |
2nd Quartile Price | 102.5 | 104.5 | 103.7 | 106.1 | 102.0 | 105.5 | 106.5 |
3rd Quartile Price | 102.8 | 104.7 | 105.2 | 106.8 | 107.5 | 106.5 | 107.8 |
4th Quartile Price | 103.1 | 104.8 | 106.0 | 106.8 | 107.9 | 107.2 | 108.6 |
Avg. Price Top 5 Trades | 103.4 | 104.8 | 106.6 | 106.7 | 106.4 | 108.0 | 109.2 |
Standard Deviation | 1.0 | 0.7 | 1.3 | 1.6 | 5.9 | 2.4 | 2.8 |
VOLUME OF TRADES (000'S) | 87,756.2 | 52,631.9 | 6,051.4 | 4,556.5 | 1,748.5 | 2,119.9 | 1,114.5 |
NUMBER OF TRADES | 24 | 19 | 21 | 10 | 7 | 16 | 16 |
GNMA | |||||||
AVERAGE PRICE | 103.3 | 105.1 | 105.2 | 106.9 | 107.9 | 0.0 | 0.0 |
Weighted Avg. Price | 103.3 | 105.1 | 105.6 | 106.9 | 107.8 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 103.3 | 105.1 | 105.2 | 106.6 | 107.8 | 0.0 | 0.0 |
2nd Quartile Price | * | 105.1 | * | 106.3 | 107.7 | 0.0 | 0.0 |
3rd Quartile Price | * | 105.1 | * | 106.7 | 107.7 | 0.0 | 0.0 |
4th Quartile Price | * | 105.3 | * | 108.4 | 107.7 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.3 | 105.3 | 105.2 | 107.0 | 107.9 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.6 | 0.9 | 0.6 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 11,844.4 | 65,385.9 | 427.7 | 3,311.3 | 8,281.5 | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 13 | 5 | 7 | 23 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 102.8 | 105.0 | 107.1 | 108.4 | 107.3 | 107.4 |
Weighted Avg. Price | 0.0 | 102.8 | 105.1 | 107.6 | 109.7 | 109.9 | 113.8 |
Avg. Price Bottom 5 Trades | 0.0 | 101.8 | 103.5 | 105.1 | 104.0 | 101.3 | 90.4 |
2nd Quartile Price | 0.0 | 102.5 | 104.4 | 106.5 | 108.4 | 104.1 | 104.0 |
3rd Quartile Price | 0.0 | 102.8 | 105.0 | 107.1 | 108.4 | 109.1 | 111.3 |
4th Quartile Price | 0.0 | 102.9 | 105.6 | 107.6 | 109.2 | 110.0 | 112.3 |
Avg. Price Top 5 Trades | 0.0 | 104.2 | 106.4 | 108.7 | 110.3 | 110.9 | 114.8 |
Standard Deviation | 0.0 | 0.7 | 0.8 | 1.0 | 1.6 | 3.5 | 11.5 |
VOLUME OF TRADES (000'S) | 0.0 | 207,423.3 | 737,587.9 | 503,052.9 | 71,802.1 | 3,408.7 | 9,371.3 |
NUMBER OF TRADES | 0 | 56 | 119 | 115 | 104 | 35 | 88 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.6 | 104.7 | 106.5 | 108.8 | 108.7 | 107.6 |
Weighted Avg. Price | 0.0 | 102.4 | 104.7 | 107.4 | 109.3 | 110.5 | 111.9 |
Avg. Price Bottom 5 Trades | 0.0 | 102.0 | 102.5 | 103.7 | 108.1 | 107.5 | 101.4 |
2nd Quartile Price | 0.0 | 102.4 | 104.5 | 106.3 | 108.6 | 106.0 | 106.1 |
3rd Quartile Price | 0.0 | 102.5 | 104.7 | 106.5 | 109.0 | 110.4 | 110.5 |
4th Quartile Price | 0.0 | 102.6 | 105.2 | 107.1 | 109.3 | 110.8 | 111.9 |
Avg. Price Top 5 Trades | 0.0 | 103.7 | 106.0 | 108.3 | 109.7 | 110.9 | 113.6 |
Standard Deviation | 0.0 | 0.5 | 0.9 | 1.2 | 0.8 | 2.7 | 5.9 |
VOLUME OF TRADES (000'S) | 0.0 | 931,340.8 | 1,631,223.9 | 179,019.2 | 283,871.8 | 7,359.0 | 630,021.5 |
NUMBER OF TRADES | 0 | 36 | 81 | 66 | 34 | 12 | 25 |
GNMA | |||||||
AVERAGE PRICE | * | 103.5 | 105.7 | 107.4 | 108.2 | 108.3 | 105.8 |
Weighted Avg. Price | * | 103.5 | 105.5 | 108.2 | 108.4 | 107.0 | 111.7 |
Avg. Price Bottom 5 Trades | * | 103.2 | 104.8 | 105.5 | 106.4 | 103.9 | 75.8 |
2nd Quartile Price | * | 103.5 | 105.6 | 107.0 | 107.5 | 107.0 | 100.0 |
3rd Quartile Price | * | 103.6 | 105.8 | 107.7 | 108.0 | 108.8 | 108.0 |
4th Quartile Price | * | 103.9 | 106.0 | 108.3 | 109.3 | 110.2 | 111.6 |
Avg. Price Top 5 Trades | * | 103.7 | 106.5 | 108.3 | 109.8 | 111.3 | 117.2 |
Standard Deviation | * | 0.4 | 0.7 | 1.1 | 1.2 | 2.3 | 7.4 |
VOLUME OF TRADES (000'S) | * | 170,901.3 | 214,232.0 | 68,422.7 | 40,772.4 | 14,908.7 | 9,959.4 |
NUMBER OF TRADES | * | 15 | 39 | 30 | 36 | 62 | 314 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 102.7 | 0.0 | * | 103.3 | * | |||
Weighted Avg. Price | 105.0 | 0.0 | * | 103.2 | * | |||
Avg. Price Bottom 5 Trades | 99.6 | 0.0 | * | 103.1 | * | |||
2nd Quartile Price | 100.3 | 0.0 | * | 102.5 | * | |||
3rd Quartile Price | 103.8 | 0.0 | * | 104.5 | * | |||
4th Quartile Price | 105.0 | 0.0 | * | 104.6 | * | |||
Avg. Price Top 5 Trades | 104.9 | 0.0 | * | 103.5 | * | |||
Standard Deviation | 2.3 | 0.0 | * | 1.0 | * | |||
VOLUME OF TRADES (000'S) | 13,267.1 | 0.0 | * | 18,944.1 | * | |||
NUMBER OF TRADES | 18 | 0 | * | 6 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 100.6 | 0.0 | * | * | * | |||
Weighted Avg. Price | 104.2 | 0.0 | * | * | * | |||
Avg. Price Bottom 5 Trades | 100.6 | 0.0 | * | * | * | |||
2nd Quartile Price | * | 0.0 | * | * | * | |||
3rd Quartile Price | * | 0.0 | * | * | * | |||
4th Quartile Price | * | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 100.6 | 0.0 | * | * | * | |||
Standard Deviation | 5.3 | 0.0 | * | * | * | |||
VOLUME OF TRADES (000'S) | 240.0 | 0.0 | * | * | * | |||
NUMBER OF TRADES | 5 | 0 | * | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | 102.5 | * | 0.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.7 | * | 0.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.1 | * | 0.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.4 | * | 0.0 | 0.0 | 0.0 | |||
3rd Quartile Price | 102.8 | * | 0.0 | 0.0 | 0.0 | |||
4th Quartile Price | 103.2 | * | 0.0 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.0 | * | 0.0 | 0.0 | 0.0 | |||
Standard Deviation | 0.5 | * | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 1,719.8 | * | 0.0 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 10 | * | 0 | 0 | 0 |