METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.5 | 103.8 | 105.2 | 105.4 | 106.7 | * | 102.7 |
Weighted Avg. Price | 103.2 | 104.8 | 106.6 | 107.2 | 107.0 | * | 107.8 |
Avg. Price Bottom 5 Trades | 100.5 | 100.6 | 101.4 | 102.6 | 106.7 | * | 94.2 |
2nd Quartile Price | 101.4 | 104.0 | 104.6 | 105.8 | * | * | 99.2 |
3rd Quartile Price | 103.1 | 104.6 | 105.6 | 106.0 | * | * | 104.2 |
4th Quartile Price | 103.4 | 104.8 | 106.0 | 107.0 | * | * | 107.4 |
Avg. Price Top 5 Trades | 103.5 | 105.4 | 107.3 | 107.2 | 106.7 | * | 109.3 |
Standard Deviation | 1.2 | 1.6 | 1.6 | 2.0 | 0.5 | * | 5.6 |
VOLUME OF TRADES (000'S) | 815,692.7 | 398,978.1 | 28,562.7 | 6,254.2 | 513.4 | * | 2,083.8 |
NUMBER OF TRADES | 77 | 91 | 62 | 22 | 5 | * | 30 |
FHLMC | |||||||
AVERAGE PRICE | 103.0 | 104.4 | 105.8 | 106.0 | 105.9 | 105.4 | 102.9 |
Weighted Avg. Price | 103.4 | 104.9 | 106.1 | 106.3 | 106.6 | 108.0 | 107.2 |
Avg. Price Bottom 5 Trades | 101.6 | 103.4 | 105.8 | 106.0 | 105.4 | 105.4 | 100.9 |
2nd Quartile Price | 103.1 | 104.3 | 105.8 | * | 105.5 | * | 101.5 |
3rd Quartile Price | 103.2 | 104.8 | 105.8 | * | 105.8 | * | 102.2 |
4th Quartile Price | 103.4 | 104.9 | 105.8 | * | 107.0 | * | 106.0 |
Avg. Price Top 5 Trades | 103.5 | 105.0 | 105.9 | 106.0 | 106.7 | 105.4 | 106.8 |
Standard Deviation | 0.8 | 0.9 | 0.2 | 0.8 | 0.7 | 4.5 | 3.0 |
VOLUME OF TRADES (000'S) | 301,103.8 | 162,295.1 | 8,197.3 | 1,012.5 | 1,207.9 | 1,455.7 | 537.6 |
NUMBER OF TRADES | 52 | 22 | 27 | 9 | 15 | 5 | 17 |
GNMA | |||||||
AVERAGE PRICE | 103.4 | * | * | 106.8 | 104.6 | 107.3 | 105.5 |
Weighted Avg. Price | 103.7 | * | * | 105.9 | 107.0 | 107.2 | 107.8 |
Avg. Price Bottom 5 Trades | 103.4 | * | * | 106.8 | 104.6 | 107.0 | 102.4 |
2nd Quartile Price | * | * | * | * | * | 107.3 | 104.5 |
3rd Quartile Price | * | * | * | * | * | 108.1 | 108.0 |
4th Quartile Price | * | * | * | * | * | 109.0 | 108.3 |
Avg. Price Top 5 Trades | 103.4 | * | * | 106.8 | 104.6 | 107.7 | 108.6 |
Standard Deviation | 0.4 | * | * | 2.1 | 3.9 | 1.3 | 3.6 |
VOLUME OF TRADES (000'S) | 3,016.8 | * | * | 374.4 | 415.4 | 2,590.4 | 1,872.8 |
NUMBER OF TRADES | 5 | * | * | 9 | 6 | 6 | 13 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 101.8 | 103.3 | 104.8 | 107.2 | 108.5 | 108.3 | 109.9 |
Weighted Avg. Price | 101.6 | 103.6 | 106.0 | 108.7 | 110.4 | 111.2 | 114.6 |
Avg. Price Bottom 5 Trades | 100.9 | 101.9 | 96.5 | 104.7 | 105.6 | 100.7 | 97.9 |
2nd Quartile Price | 101.0 | 102.4 | 104.4 | 106.4 | 107.8 | 106.8 | 109.0 |
3rd Quartile Price | 102.3 | 103.3 | 105.2 | 107.2 | 108.6 | 110.0 | 111.5 |
4th Quartile Price | 102.5 | 104.5 | 106.2 | 108.3 | 109.4 | 110.8 | 113.0 |
Avg. Price Top 5 Trades | 102.6 | 104.9 | 106.9 | 109.5 | 112.0 | 111.8 | 115.2 |
Standard Deviation | 0.8 | 1.0 | 2.3 | 1.3 | 1.7 | 3.8 | 4.8 |
VOLUME OF TRADES (000'S) | 48,390.5 | 371,614.3 | 507,648.9 | 734,121.1 | 36,150.4 | 24,192.7 | 60,790.4 |
NUMBER OF TRADES | 21 | 50 | 101 | 111 | 143 | 58 | 170 |
FHLMC | |||||||
AVERAGE PRICE | * | 103.2 | 105.1 | 106.6 | 108.5 | * | 108.7 |
Weighted Avg. Price | * | 103.2 | 105.6 | 109.1 | 110.1 | * | 113.8 |
Avg. Price Bottom 5 Trades | * | 101.3 | 103.6 | 104.1 | 107.2 | * | 91.6 |
2nd Quartile Price | * | 103.2 | 104.8 | 106.4 | 108.4 | * | 109.6 |
3rd Quartile Price | * | 103.2 | 105.2 | 106.7 | 108.6 | * | 112.5 |
4th Quartile Price | * | 103.4 | 105.4 | 106.7 | 109.4 | * | 113.5 |
Avg. Price Top 5 Trades | * | 104.8 | 106.8 | 109.3 | 110.2 | * | 113.7 |
Standard Deviation | * | 1.1 | 1.0 | 1.3 | 1.6 | * | 7.3 |
VOLUME OF TRADES (000'S) | * | 285,764.5 | 459,456.2 | 271,444.1 | 16,326.7 | * | 8,447.6 |
NUMBER OF TRADES | * | 33 | 109 | 92 | 31 | * | 49 |
GNMA | |||||||
AVERAGE PRICE | * | 104.4 | 106.2 | 108.0 | 108.3 | 108.0 | 108.7 |
Weighted Avg. Price | * | 104.7 | 106.1 | 107.3 | 109.8 | 109.9 | 112.4 |
Avg. Price Bottom 5 Trades | * | 103.7 | 105.4 | 106.5 | 105.7 | 103.2 | 92.8 |
2nd Quartile Price | * | 104.3 | 106.1 | 107.5 | 107.3 | 106.5 | 100.0 |
3rd Quartile Price | * | 104.4 | 106.2 | 107.8 | 108.5 | 108.7 | 110.6 |
4th Quartile Price | * | 104.6 | 106.4 | 108.7 | 109.0 | 110.3 | 113.6 |
Avg. Price Top 5 Trades | * | 105.4 | 106.9 | 109.4 | 111.5 | 111.3 | 119.2 |
Standard Deviation | * | 0.6 | 0.7 | 0.9 | 1.8 | 2.9 | 7.1 |
VOLUME OF TRADES (000'S) | * | 346,249.9 | 727,780.4 | 247,987.7 | 116,801.5 | 10,147.8 | 13,878.2 |
NUMBER OF TRADES | * | 33 | 29 | 91 | 48 | 32 | 217 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.0 | 0.0 | 103.7 | * | 100.6 | |||
Weighted Avg. Price | 104.5 | 0.0 | 103.9 | * | 102.1 | |||
Avg. Price Bottom 5 Trades | 102.5 | 0.0 | 103.0 | * | 100.6 | |||
2nd Quartile Price | 103.1 | 0.0 | 103.3 | * | * | |||
3rd Quartile Price | 104.1 | 0.0 | 103.6 | * | * | |||
4th Quartile Price | 104.6 | 0.0 | 104.6 | * | * | |||
Avg. Price Top 5 Trades | 106.4 | 0.0 | 104.6 | * | 100.6 | |||
Standard Deviation | 1.4 | 0.0 | 0.8 | * | 2.9 | |||
VOLUME OF TRADES (000'S) | 10,970.0 | 0.0 | 87,713.1 | * | 50,133.3 | |||
NUMBER OF TRADES | 33 | 0 | 12 | * | 6 | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | * | * | 0.0 | |||
Weighted Avg. Price | * | 0.0 | * | * | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | * | * | 0.0 | |||
2nd Quartile Price | * | 0.0 | * | * | 0.0 | |||
3rd Quartile Price | * | 0.0 | * | * | 0.0 | |||
4th Quartile Price | * | 0.0 | * | * | 0.0 | |||
Avg. Price Top 5 Trades | * | 0.0 | * | * | 0.0 | |||
Standard Deviation | * | 0.0 | * | * | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | * | * | 0.0 | |||
NUMBER OF TRADES | * | 0 | * | * | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 102.9 | 101.4 | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.1 | 101.3 | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.5 | 101.4 | * | 0.0 | 0.0 | |||
2nd Quartile Price | 102.6 | * | * | 0.0 | 0.0 | |||
3rd Quartile Price | 102.8 | * | * | 0.0 | 0.0 | |||
4th Quartile Price | 103.3 | * | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.4 | 101.4 | * | 0.0 | 0.0 | |||
Standard Deviation | 0.4 | 0.5 | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 41,245.0 | 13,355.5 | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 24 | 5 | * | 0 | 0 |