METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.1 | 103.7 | 105.2 | 103.9 | 105.3 | 104.1 | 105.6 |
Weighted Avg. Price | 102.4 | 104.5 | 105.7 | 103.8 | 106.9 | 105.8 | 108.3 |
Avg. Price Bottom 5 Trades | 100.6 | 101.9 | 102.4 | 102.7 | 104.2 | 102.6 | 102.1 |
2nd Quartile Price | 101.4 | 102.9 | 104.9 | 103.8 | 104.1 | 102.1 | 104.0 |
3rd Quartile Price | 102.2 | 104.2 | 105.6 | 104.1 | 105.6 | 104.0 | 106.9 |
4th Quartile Price | 102.8 | 104.5 | 105.6 | 105.0 | 107.4 | 105.2 | 107.9 |
Avg. Price Top 5 Trades | 103.1 | 104.7 | 106.6 | 105.4 | 106.6 | 106.5 | 108.7 |
Standard Deviation | 0.8 | 1.0 | 1.0 | 1.9 | 1.8 | 2.8 | 3.2 |
VOLUME OF TRADES (000'S) | 237,703.4 | 605,316.5 | 266,850.2 | 8,427.0 | 2,775.6 | 799.6 | 956.0 |
NUMBER OF TRADES | 75 | 90 | 148 | 16 | 10 | 12 | 16 |
FHLMC | |||||||
AVERAGE PRICE | 102.3 | 103.7 | 105.2 | 104.5 | 106.0 | 103.6 | 100.6 |
Weighted Avg. Price | 102.6 | 104.6 | 105.5 | 106.8 | 107.4 | 103.1 | 107.0 |
Avg. Price Bottom 5 Trades | 101.2 | 102.5 | 103.3 | 103.2 | 104.7 | 103.6 | 99.5 |
2nd Quartile Price | 101.9 | 103.3 | 105.2 | 104.0 | 105.4 | * | 97.0 |
3rd Quartile Price | 102.6 | 103.9 | 105.6 | 106.3 | 107.2 | * | 105.9 |
4th Quartile Price | 102.9 | 104.4 | 105.6 | 107.0 | 107.5 | * | 105.9 |
Avg. Price Top 5 Trades | 103.1 | 104.6 | 105.6 | 106.7 | 107.2 | 103.6 | 104.3 |
Standard Deviation | 0.8 | 0.8 | 0.7 | 2.7 | 1.7 | 2.0 | 7.0 |
VOLUME OF TRADES (000'S) | 256,437.7 | 51,596.0 | 100,122.9 | 3,754.2 | 3,609.0 | 341.8 | 336.3 |
NUMBER OF TRADES | 31 | 23 | 98 | 11 | 9 | 6 | 10 |
GNMA | |||||||
AVERAGE PRICE | 103.2 | 105.1 | * | * | * | * | * |
Weighted Avg. Price | 103.1 | 104.8 | * | * | * | * | * |
Avg. Price Bottom 5 Trades | 103.2 | 105.1 | * | * | * | * | * |
2nd Quartile Price | * | * | * | * | * | * | * |
3rd Quartile Price | * | * | * | * | * | * | * |
4th Quartile Price | * | * | * | * | * | * | * |
Avg. Price Top 5 Trades | 103.2 | 105.1 | * | * | * | * | * |
Standard Deviation | 0.2 | 0.6 | * | * | * | * | * |
VOLUME OF TRADES (000'S) | 1,682.1 | 542.5 | * | * | * | * | * |
NUMBER OF TRADES | 5 | 5 | * | * | * | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.3 | 101.9 | 104.6 | 106.5 | 107.8 | 109.2 | 109.6 |
Weighted Avg. Price | 102.5 | 102.4 | 104.8 | 107.2 | 109.3 | 111.4 | 114.6 |
Avg. Price Bottom 5 Trades | 101.3 | 100.5 | 100.6 | 104.2 | 100.4 | 101.9 | 97.6 |
2nd Quartile Price | * | 101.2 | 104.3 | 106.2 | 107.8 | 109.2 | 107.0 |
3rd Quartile Price | * | 102.0 | 104.6 | 106.3 | 108.5 | 110.3 | 111.4 |
4th Quartile Price | * | 102.5 | 105.4 | 107.0 | 108.8 | 111.2 | 113.3 |
Avg. Price Top 5 Trades | 101.3 | 104.4 | 106.2 | 109.2 | 109.7 | 111.2 | 117.8 |
Standard Deviation | 1.5 | 1.0 | 1.4 | 1.1 | 1.8 | 3.2 | 5.7 |
VOLUME OF TRADES (000'S) | 51,106.5 | 728,915.7 | 1,747,658.9 | 527,366.6 | 59,043.5 | 180,359.5 | 6,929.2 |
NUMBER OF TRADES | 7 | 81 | 197 | 141 | 167 | 44 | 158 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.3 | 104.4 | 106.1 | 108.4 | 104.8 | 107.5 |
Weighted Avg. Price | 0.0 | 102.4 | 104.8 | 107.3 | 109.5 | 107.6 | 115.1 |
Avg. Price Bottom 5 Trades | 0.0 | 100.9 | 102.5 | 103.0 | 107.2 | 103.5 | 97.3 |
2nd Quartile Price | 0.0 | 102.2 | 103.9 | 105.8 | 108.1 | 100.0 | 100.0 |
3rd Quartile Price | 0.0 | 102.4 | 104.4 | 106.3 | 108.3 | 109.3 | 109.0 |
4th Quartile Price | 0.0 | 102.5 | 104.7 | 106.4 | 108.8 | 109.6 | 114.0 |
Avg. Price Top 5 Trades | 0.0 | 104.1 | 106.1 | 107.5 | 109.6 | 108.5 | 117.2 |
Standard Deviation | 0.0 | 1.2 | 0.8 | 0.9 | 0.7 | 5.0 | 7.5 |
VOLUME OF TRADES (000'S) | 0.0 | 740,190.4 | 1,625,635.2 | 71,705.5 | 12,216.9 | 447.2 | 2,438.9 |
NUMBER OF TRADES | 0 | 40 | 132 | 130 | 56 | 10 | 59 |
GNMA | |||||||
AVERAGE PRICE | * | 103.1 | 105.2 | 108.1 | 107.4 | 107.3 | 106.1 |
Weighted Avg. Price | * | 103.2 | 105.6 | 107.1 | 109.4 | 109.7 | 109.6 |
Avg. Price Bottom 5 Trades | * | 102.4 | 103.3 | 105.9 | 106.9 | 104.2 | 89.0 |
2nd Quartile Price | * | 103.1 | 105.2 | 106.9 | 108.7 | 105.7 | 100.0 |
3rd Quartile Price | * | 103.3 | 105.6 | 108.4 | 108.7 | 107.3 | 107.4 |
4th Quartile Price | * | 103.5 | 105.8 | 109.3 | 109.4 | 109.9 | 112.3 |
Avg. Price Top 5 Trades | * | 103.6 | 106.3 | 109.7 | 108.7 | 110.5 | 116.3 |
Standard Deviation | * | 0.6 | 1.1 | 1.3 | 2.8 | 2.5 | 7.0 |
VOLUME OF TRADES (000'S) | * | 163,262.5 | 814,643.3 | 611,736.5 | 3,742.0 | 4,442.3 | 11,194.2 |
NUMBER OF TRADES | * | 21 | 42 | 56 | 10 | 29 | 228 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 100.2 | * | 105.1 | 104.0 | 96.3 | |||
Weighted Avg. Price | 104.9 | * | 103.9 | 103.9 | 104.2 | |||
Avg. Price Bottom 5 Trades | 93.6 | * | 103.4 | 103.5 | 96.3 | |||
2nd Quartile Price | 96.5 | * | 105.3 | 103.7 | * | |||
3rd Quartile Price | 103.1 | * | 105.6 | 103.9 | * | |||
4th Quartile Price | 105.2 | * | 106.1 | 105.4 | * | |||
Avg. Price Top 5 Trades | 105.3 | * | 106.5 | 104.4 | 96.3 | |||
Standard Deviation | 5.1 | * | 1.4 | 1.0 | 5.0 | |||
VOLUME OF TRADES (000'S) | 31,175.2 | * | 137,355.1 | 52,131.9 | 2,007.4 | |||
NUMBER OF TRADES | 22 | * | 19 | 7 | 8 | |||
FHLMC | ||||||||
AVERAGE PRICE | 102.3 | 0.0 | 103.2 | * | 0.0 | |||
Weighted Avg. Price | 105.4 | 0.0 | 103.3 | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 100.2 | 0.0 | 102.8 | * | 0.0 | |||
2nd Quartile Price | 103.8 | 0.0 | 103.0 | * | 0.0 | |||
3rd Quartile Price | 105.1 | 0.0 | 103.2 | * | 0.0 | |||
4th Quartile Price | 105.6 | 0.0 | 103.2 | * | 0.0 | |||
Avg. Price Top 5 Trades | 105.4 | 0.0 | 103.5 | * | 0.0 | |||
Standard Deviation | 5.3 | 0.0 | 1.0 | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 4,544.8 | 0.0 | 109,726.1 | * | 0.0 | |||
NUMBER OF TRADES | 8 | 0 | 9 | * | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 0.0 | * | 101.9 | 0.0 | 0.0 | |||
Weighted Avg. Price | 0.0 | * | 102.2 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 0.0 | * | 101.4 | 0.0 | 0.0 | |||
2nd Quartile Price | 0.0 | * | 102.0 | 0.0 | 0.0 | |||
3rd Quartile Price | 0.0 | * | 102.4 | 0.0 | 0.0 | |||
4th Quartile Price | 0.0 | * | 102.8 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 0.0 | * | 102.4 | 0.0 | 0.0 | |||
Standard Deviation | 0.0 | * | 1.1 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 0.0 | * | 4,614.3 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 0 | * | 8 | 0 | 0 |