METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.8 | 104.5 | 105.5 | 105.8 | 105.1 | 104.8 | 103.4 |
Weighted Avg. Price | 102.5 | 105.1 | 106.2 | 108.1 | 109.0 | 106.3 | 109.0 |
Avg. Price Bottom 5 Trades | 100.5 | 101.5 | 102.8 | 102.1 | 102.1 | 102.3 | 99.2 |
2nd Quartile Price | 101.9 | 104.1 | 105.1 | 104.6 | 102.5 | 102.9 | 100.0 |
3rd Quartile Price | 103.4 | 105.0 | 105.5 | 105.8 | 103.5 | 105.0 | 101.8 |
4th Quartile Price | 103.7 | 105.1 | 106.0 | 106.8 | 108.6 | 107.5 | 107.3 |
Avg. Price Top 5 Trades | 104.0 | 105.7 | 107.7 | 109.6 | 109.3 | 107.4 | 111.6 |
Standard Deviation | 1.1 | 1.0 | 1.1 | 2.1 | 3.3 | 2.5 | 5.3 |
VOLUME OF TRADES (000'S) | 402,943.7 | 296,226.9 | 430,061.7 | 40,209.3 | 10,547.0 | 1,075.6 | 935.4 |
NUMBER OF TRADES | 61 | 94 | 73 | 54 | 16 | 12 | 38 |
FHLMC | |||||||
AVERAGE PRICE | 103.4 | 104.7 | 105.4 | * | 106.2 | 107.7 | 105.6 |
Weighted Avg. Price | 103.5 | 105.4 | 106.1 | * | 106.8 | 112.3 | 106.0 |
Avg. Price Bottom 5 Trades | 101.5 | 102.9 | 103.5 | * | 106.2 | 103.6 | 103.8 |
2nd Quartile Price | 103.4 | 104.8 | 105.2 | * | * | 102.5 | 103.9 |
3rd Quartile Price | 103.8 | 105.1 | 105.8 | * | * | 112.1 | 106.1 |
4th Quartile Price | 104.0 | 105.3 | 106.0 | * | * | 114.3 | 107.5 |
Avg. Price Top 5 Trades | 104.2 | 105.6 | 106.2 | * | 106.2 | 110.7 | 107.5 |
Standard Deviation | 0.9 | 1.2 | 1.1 | * | 0.7 | 6.2 | 2.3 |
VOLUME OF TRADES (000'S) | 86,553.2 | 176,299.0 | 16,033.5 | * | 1,518.9 | 939.2 | 1,567.8 |
NUMBER OF TRADES | 42 | 32 | 26 | * | 6 | 10 | 12 |
GNMA | |||||||
AVERAGE PRICE | 103.2 | * | 105.1 | 105.7 | 103.0 | * | 108.7 |
Weighted Avg. Price | 102.7 | * | 105.0 | 105.9 | 103.5 | * | 109.1 |
Avg. Price Bottom 5 Trades | 102.8 | * | 104.7 | 105.2 | 103.0 | * | 108.7 |
2nd Quartile Price | 103.6 | * | 105.0 | 105.9 | * | * | * |
3rd Quartile Price | 103.8 | * | 106.3 | 106.4 | * | * | * |
4th Quartile Price | 105.5 | * | 106.5 | 106.5 | * | * | * |
Avg. Price Top 5 Trades | 103.6 | * | 106.3 | 106.4 | 103.0 | * | 108.7 |
Standard Deviation | 1.5 | * | 1.6 | 1.0 | 2.2 | * | 0.8 |
VOLUME OF TRADES (000'S) | 4,103.2 | * | 9,245.2 | 4,624.7 | 1,032.5 | * | 2,171.0 |
NUMBER OF TRADES | 6 | * | 14 | 9 | 8 | * | 7 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.6 | 104.3 | 106.0 | 108.0 | 108.8 | 110.5 | 111.2 |
Weighted Avg. Price | 102.4 | 104.5 | 106.6 | 109.0 | 110.3 | 111.5 | 117.0 |
Avg. Price Bottom 5 Trades | 101.8 | 101.0 | 102.7 | 104.8 | 96.0 | 107.6 | 86.2 |
2nd Quartile Price | 101.9 | 104.1 | 105.3 | 107.3 | 109.1 | 110.5 | 111.5 |
3rd Quartile Price | 102.9 | 104.3 | 105.9 | 107.7 | 109.9 | 110.8 | 111.6 |
4th Quartile Price | 103.2 | 104.8 | 106.9 | 108.8 | 110.1 | 111.6 | 114.1 |
Avg. Price Top 5 Trades | 103.2 | 105.5 | 107.9 | 110.5 | 111.6 | 111.7 | 121.2 |
Standard Deviation | 0.8 | 1.0 | 1.1 | 1.2 | 3.1 | 2.0 | 5.9 |
VOLUME OF TRADES (000'S) | 21,006.2 | 786,651.4 | 1,325,242.2 | 1,089,103.9 | 195,400.4 | 25,703.3 | 108,669.8 |
NUMBER OF TRADES | 12 | 120 | 175 | 210 | 203 | 45 | 553 |
FHLMC | |||||||
AVERAGE PRICE | * | 104.3 | 105.9 | 107.1 | 109.3 | 108.8 | 108.2 |
Weighted Avg. Price | * | 104.3 | 106.2 | 108.7 | 110.1 | 111.8 | 113.6 |
Avg. Price Bottom 5 Trades | * | 103.1 | 101.7 | 101.9 | 108.1 | 102.0 | 98.6 |
2nd Quartile Price | * | 104.2 | 105.3 | 106.8 | 108.7 | 109.3 | 100.0 |
3rd Quartile Price | * | 104.3 | 105.9 | 107.2 | 109.7 | 110.8 | 111.8 |
4th Quartile Price | * | 104.7 | 107.1 | 107.7 | 110.1 | 112.0 | 114.0 |
Avg. Price Top 5 Trades | * | 105.2 | 107.4 | 109.9 | 110.5 | 112.0 | 116.4 |
Standard Deviation | * | 0.6 | 1.3 | 1.6 | 1.7 | 4.6 | 7.0 |
VOLUME OF TRADES (000'S) | * | 290,923.7 | 1,036,842.5 | 46,098.3 | 61,291.6 | 10,282.5 | 16,187.7 |
NUMBER OF TRADES | * | 47 | 130 | 103 | 62 | 23 | 51 |
GNMA | |||||||
AVERAGE PRICE | * | 104.9 | 106.4 | 108.7 | 107.9 | 108.3 | 107.8 |
Weighted Avg. Price | * | 104.9 | 106.3 | 108.0 | 109.7 | 109.0 | 114.6 |
Avg. Price Bottom 5 Trades | * | 103.9 | 103.2 | 105.2 | 103.0 | 104.3 | 84.6 |
2nd Quartile Price | * | 104.9 | 105.9 | 108.2 | 105.3 | 106.6 | 100.1 |
3rd Quartile Price | * | 104.9 | 106.5 | 108.9 | 108.5 | 108.1 | 109.0 |
4th Quartile Price | * | 105.1 | 107.3 | 109.4 | 110.5 | 110.3 | 113.0 |
Avg. Price Top 5 Trades | * | 105.5 | 108.6 | 110.4 | 111.2 | 111.7 | 120.9 |
Standard Deviation | * | 0.5 | 1.3 | 1.3 | 2.9 | 2.3 | 8.1 |
VOLUME OF TRADES (000'S) | * | 530,467.7 | 339,647.1 | 979,426.1 | 17,875.8 | 16,128.6 | 23,605.3 |
NUMBER OF TRADES | * | 55 | 90 | 190 | 36 | 73 | 284 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.7 | * | 103.3 | 103.3 | 103.8 | |||
Weighted Avg. Price | 105.2 | * | 103.2 | 103.5 | 101.7 | |||
Avg. Price Bottom 5 Trades | 103.5 | * | 101.8 | 102.4 | 103.2 | |||
2nd Quartile Price | 104.1 | * | 102.7 | 103.0 | 104.8 | |||
3rd Quartile Price | 105.3 | * | 103.1 | 103.3 | 105.3 | |||
4th Quartile Price | 105.5 | * | 103.9 | 103.7 | 107.2 | |||
Avg. Price Top 5 Trades | 105.7 | * | 106.3 | 104.2 | 104.6 | |||
Standard Deviation | 1.0 | * | 1.2 | 0.8 | 2.8 | |||
VOLUME OF TRADES (000'S) | 32,978.9 | * | 200,980.1 | 119,197.7 | 12,182.3 | |||
NUMBER OF TRADES | 17 | * | 50 | 22 | 6 | |||
FHLMC | ||||||||
AVERAGE PRICE | 105.4 | 0.0 | 103.1 | * | 0.0 | |||
Weighted Avg. Price | 105.3 | 0.0 | 103.3 | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 105.4 | 0.0 | 102.7 | * | 0.0 | |||
2nd Quartile Price | * | 0.0 | 103.0 | * | 0.0 | |||
3rd Quartile Price | * | 0.0 | 103.0 | * | 0.0 | |||
4th Quartile Price | * | 0.0 | 103.5 | * | 0.0 | |||
Avg. Price Top 5 Trades | 105.4 | 0.0 | 103.7 | * | 0.0 | |||
Standard Deviation | 0.5 | 0.0 | 0.8 | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 8,129.2 | 0.0 | 39,173.9 | * | 0.0 | |||
NUMBER OF TRADES | 5 | 0 | 12 | * | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 99.4 | * | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.9 | * | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 98.4 | * | * | 0.0 | 0.0 | |||
2nd Quartile Price | 99.6 | * | * | 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 | 100.3 | * | * | 0.0 | 0.0 | |||
Standard Deviation | 4.4 | * | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 377.8 | * | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 10 | * | * | 0 | 0 |