METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 103.1 | 103.9 | 105.3 | 106.3 | 104.2 | 103.8 | 103.4 |
Weighted Avg. Price | 103.5 | 105.0 | 107.2 | 109.0 | 105.7 | 103.7 | 106.6 |
Avg. Price Bottom 5 Trades | 101.3 | 102.3 | 103.9 | 103.3 | 101.4 | 103.8 | 100.8 |
2nd Quartile Price | 102.8 | 103.3 | 104.7 | 105.2 | 103.8 | * | 102.7 |
3rd Quartile Price | 103.6 | 104.1 | 105.2 | 106.5 | 105.1 | * | 104.7 |
4th Quartile Price | 103.7 | 104.9 | 105.9 | 107.3 | 106.0 | * | 105.0 |
Avg. Price Top 5 Trades | 104.0 | 105.2 | 107.7 | 107.8 | 106.1 | 103.8 | 105.9 |
Standard Deviation | 0.9 | 1.0 | 1.2 | 1.7 | 2.6 | 0.9 | 3.0 |
VOLUME OF TRADES (000'S) | 109,984.2 | 48,585.8 | 18,444.5 | 14,761.1 | 165.4 | 13.4 | 115.8 |
NUMBER OF TRADES | 54 | 61 | 59 | 48 | 18 | 5 | 21 |
FHLMC | |||||||
AVERAGE PRICE | 103.3 | 104.8 | 104.4 | 105.5 | 104.4 | 104.5 | 105.1 |
Weighted Avg. Price | 103.7 | 105.2 | 104.6 | 106.5 | 103.5 | 103.3 | 111.3 |
Avg. Price Bottom 5 Trades | 101.4 | 104.3 | 104.0 | 104.8 | 102.3 | 103.6 | 102.7 |
2nd Quartile Price | 103.2 | 105.0 | 104.3 | 104.9 | 103.0 | 104.0 | 104.3 |
3rd Quartile Price | 103.7 | 105.1 | 104.6 | 105.9 | 104.2 | 105.8 | 105.6 |
4th Quartile Price | 103.8 | 105.2 | 105.5 | 106.6 | 109.6 | 106.1 | 109.1 |
Avg. Price Top 5 Trades | 104.1 | 105.2 | 105.0 | 106.1 | 106.5 | 105.8 | 108.0 |
Standard Deviation | 0.9 | 0.5 | 1.2 | 1.1 | 2.9 | 1.7 | 4.1 |
VOLUME OF TRADES (000'S) | 1,208,213.5 | 131,354.7 | 166.4 | 606.6 | 3,487.4 | 1,976.5 | 3,934.4 |
NUMBER OF TRADES | 44 | 21 | 11 | 8 | 11 | 9 | 10 |
GNMA | |||||||
AVERAGE PRICE | * | * | 106.4 | * | 107.5 | * | 80.0 |
Weighted Avg. Price | * | * | 106.5 | * | 107.9 | * | 99.2 |
Avg. Price Bottom 5 Trades | * | * | 106.3 | * | 107.5 | * | 80.0 |
2nd Quartile Price | * | * | 106.5 | * | * | * | * |
3rd Quartile Price | * | * | 106.5 | * | * | * | * |
4th Quartile Price | * | * | 106.5 | * | * | * | * |
Avg. Price Top 5 Trades | * | * | 106.6 | * | 107.5 | * | 80.0 |
Standard Deviation | * | * | 0.3 | * | 0.8 | * | 44.7 |
VOLUME OF TRADES (000'S) | * | * | 7,066.5 | * | 1,026.6 | * | 1.1 |
NUMBER OF TRADES | * | * | 9 | * | 5 | * | 5 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 103.0 | 104.0 | 105.8 | 107.3 | 108.5 | 106.3 | 107.1 |
Weighted Avg. Price | 103.4 | 104.5 | 106.4 | 108.7 | 109.4 | 111.2 | 112.4 |
Avg. Price Bottom 5 Trades | 103.0 | 101.5 | 103.9 | 105.3 | 106.2 | 98.7 | 86.7 |
2nd Quartile Price | * | 103.6 | 105.2 | 106.3 | 108.5 | 100.0 | 101.0 |
3rd Quartile Price | * | 104.1 | 105.8 | 106.9 | 108.8 | 109.6 | 111.3 |
4th Quartile Price | * | 104.7 | 106.6 | 108.6 | 108.8 | 110.8 | 112.5 |
Avg. Price Top 5 Trades | 103.0 | 105.4 | 108.4 | 110.6 | 110.1 | 111.0 | 115.3 |
Standard Deviation | 0.8 | 1.3 | 1.1 | 1.5 | 1.0 | 5.3 | 11.6 |
VOLUME OF TRADES (000'S) | 6,350.0 | 590,832.0 | 643,993.0 | 431,305.6 | 134,702.2 | 3,339.4 | 16,158.0 |
NUMBER OF TRADES | 5 | 56 | 113 | 100 | 200 | 27 | 122 |
FHLMC | |||||||
AVERAGE PRICE | * | 104.2 | 105.4 | 106.7 | 108.6 | 107.0 | 116.3 |
Weighted Avg. Price | * | 104.0 | 106.0 | 107.3 | 109.5 | 111.2 | 120.1 |
Avg. Price Bottom 5 Trades | * | 103.4 | 104.2 | 106.2 | 107.2 | 104.9 | 98.8 |
2nd Quartile Price | * | 103.9 | 105.1 | 106.6 | 108.2 | 109.3 | 112.3 |
3rd Quartile Price | * | 104.3 | 105.2 | 106.6 | 108.9 | 110.8 | 121.2 |
4th Quartile Price | * | 104.8 | 105.7 | 107.0 | 108.9 | 111.1 | 121.4 |
Avg. Price Top 5 Trades | * | 104.9 | 107.2 | 107.8 | 109.9 | 110.9 | 121.1 |
Standard Deviation | * | 0.6 | 0.8 | 0.5 | 1.2 | 5.5 | 8.3 |
VOLUME OF TRADES (000'S) | * | 1,259,565.9 | 1,049,319.7 | 92,602.3 | 42,673.8 | 5,608.1 | 22,608.9 |
NUMBER OF TRADES | * | 64 | 89 | 61 | 42 | 9 | 156 |
GNMA | |||||||
AVERAGE PRICE | 102.6 | 105.1 | 105.7 | 106.9 | 107.7 | 109.2 | 107.5 |
Weighted Avg. Price | 102.5 | 105.0 | 106.5 | 107.3 | 109.8 | 109.0 | 118.1 |
Avg. Price Bottom 5 Trades | 102.6 | 104.5 | 103.1 | 105.2 | 104.4 | 106.8 | 86.9 |
2nd Quartile Price | * | 105.0 | 105.8 | 106.7 | 106.9 | 108.8 | 100.0 |
3rd Quartile Price | * | 105.0 | 106.5 | 106.9 | 107.9 | 109.6 | 108.5 |
4th Quartile Price | * | 105.2 | 106.6 | 109.2 | 110.6 | 111.3 | 114.4 |
Avg. Price Top 5 Trades | 102.6 | 105.7 | 107.4 | 108.8 | 110.8 | 110.8 | 119.6 |
Standard Deviation | 0.3 | 0.7 | 2.0 | 2.0 | 2.7 | 2.1 | 9.1 |
VOLUME OF TRADES (000'S) | 26,116.4 | 204,224.7 | 159,646.5 | 68,906.9 | 5,478.0 | 7,075.7 | 12,147.0 |
NUMBER OF TRADES | 5 | 24 | 21 | 14 | 18 | 16 | 181 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.0 | * | 103.6 | 103.7 | 99.9 | |||
Weighted Avg. Price | 105.2 | * | 103.4 | 104.5 | 104.4 | |||
Avg. Price Bottom 5 Trades | 99.8 | * | 102.6 | 103.0 | 96.9 | |||
2nd Quartile Price | 102.0 | * | 102.5 | 103.0 | 98.0 | |||
3rd Quartile Price | 103.2 | * | 103.7 | 104.3 | 104.9 | |||
4th Quartile Price | 104.3 | * | 106.2 | 104.4 | 105.3 | |||
Avg. Price Top 5 Trades | 105.9 | * | 104.2 | 104.4 | 105.1 | |||
Standard Deviation | 1.8 | * | 1.7 | 1.3 | 7.0 | |||
VOLUME OF TRADES (000'S) | 30,322.3 | * | 77,323.8 | 31,502.8 | 10,528.4 | |||
NUMBER OF TRADES | 57 | * | 7 | 8 | 9 | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.9 | 0.0 | * | 99.4 | 0.0 | |||
Weighted Avg. Price | 106.2 | 0.0 | * | 103.7 | 0.0 | |||
Avg. Price Bottom 5 Trades | 97.3 | 0.0 | * | 99.4 | 0.0 | |||
2nd Quartile Price | 104.6 | 0.0 | * | * | 0.0 | |||
3rd Quartile Price | 104.6 | 0.0 | * | * | 0.0 | |||
4th Quartile Price | 104.7 | 0.0 | * | * | 0.0 | |||
Avg. Price Top 5 Trades | 104.6 | 0.0 | * | 99.4 | 0.0 | |||
Standard Deviation | 3.4 | 0.0 | * | 8.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 24,801.1 | 0.0 | * | 9,283.1 | 0.0 | |||
NUMBER OF TRADES | 58 | 0 | * | 6 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 103.2 | 100.9 | 102.9 | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.9 | 101.5 | 102.9 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.2 | 100.7 | 102.9 | 0.0 | 0.0 | |||
2nd Quartile Price | * | 100.7 | * | 0.0 | 0.0 | |||
3rd Quartile Price | * | 101.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | * | 102.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.2 | 101.0 | 102.9 | 0.0 | 0.0 | |||
Standard Deviation | 0.7 | 0.5 | 0.1 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 3,722.8 | 15,278.4 | 19,545.3 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 6 | 6 | 5 | 0 | 0 |