METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 102.1 | 104.1 | 105.3 | 104.8 | 103.4 | 103.4 | 103.7 |
Weighted Avg. Price | 102.5 | 104.7 | 106.4 | 108.1 | 106.8 | 102.7 | 104.5 |
Avg. Price Bottom 5 Trades | 99.3 | 101.0 | 101.9 | 101.2 | 101.2 | 102.5 | 101.7 |
2nd Quartile Price | 101.4 | 103.5 | 104.5 | 103.4 | 102.2 | 102.5 | 102.5 |
3rd Quartile Price | 102.7 | 104.4 | 105.4 | 105.0 | 103.0 | 103.1 | 104.3 |
4th Quartile Price | 103.2 | 104.9 | 106.2 | 106.9 | 104.2 | 104.5 | 105.0 |
Avg. Price Top 5 Trades | 103.6 | 106.0 | 108.4 | 108.6 | 107.2 | 104.9 | 106.5 |
Standard Deviation | 1.3 | 1.3 | 1.6 | 2.5 | 2.8 | 1.3 | 2.0 |
VOLUME OF TRADES (000'S) | 646,999.0 | 84,848.1 | 68,339.2 | 13,942.7 | 1,753.3 | 3,585.3 | 1,013.8 |
NUMBER OF TRADES | 87 | 73 | 107 | 33 | 21 | 17 | 33 |
FHLMC | |||||||
AVERAGE PRICE | 102.5 | 104.0 | 104.5 | * | 102.3 | 102.4 | 105.3 |
Weighted Avg. Price | 103.2 | 104.6 | 106.0 | * | 102.7 | 102.3 | 103.4 |
Avg. Price Bottom 5 Trades | 100.2 | 101.3 | 103.0 | * | 99.7 | 101.3 | 100.0 |
2nd Quartile Price | 101.4 | 103.2 | 104.3 | * | 100.6 | 101.5 | 101.9 |
3rd Quartile Price | 103.2 | 104.8 | 104.6 | * | 103.5 | 102.8 | 104.6 |
4th Quartile Price | 103.3 | 104.9 | 105.3 | * | 104.0 | 103.4 | 106.7 |
Avg. Price Top 5 Trades | 103.6 | 105.3 | 105.9 | * | 104.7 | 103.2 | 111.7 |
Standard Deviation | 1.3 | 1.3 | 1.1 | * | 2.1 | 1.2 | 5.0 |
VOLUME OF TRADES (000'S) | 315,388.6 | 177,022.2 | 1,619.9 | * | 943.7 | 558.2 | 2,496.3 |
NUMBER OF TRADES | 42 | 47 | 22 | * | 27 | 12 | 36 |
GNMA | |||||||
AVERAGE PRICE | 103.3 | 105.2 | * | 105.4 | 105.4 | 104.9 | 111.4 |
Weighted Avg. Price | 103.5 | 105.3 | * | 105.2 | 107.4 | 105.9 | 110.8 |
Avg. Price Bottom 5 Trades | 101.0 | 105.1 | * | 105.2 | 101.4 | 102.5 | 104.6 |
2nd Quartile Price | 103.6 | 105.3 | * | 105.1 | 106.5 | 102.7 | 109.3 |
3rd Quartile Price | 103.7 | 105.4 | * | 105.7 | 107.4 | 107.0 | 113.5 |
4th Quartile Price | 103.7 | 105.4 | * | 106.0 | 107.6 | 107.9 | 115.5 |
Avg. Price Top 5 Trades | 104.0 | 105.4 | * | 105.6 | 107.5 | 107.3 | 115.8 |
Standard Deviation | 1.0 | 0.4 | * | 0.6 | 4.7 | 2.9 | 4.8 |
VOLUME OF TRADES (000'S) | 38,721.8 | 8,523.8 | * | 367.5 | 6,517.0 | 1,397.3 | 2,714.3 |
NUMBER OF TRADES | 36 | 11 | * | 7 | 15 | 10 | 23 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 100.8 | 103.3 | 105.1 | 106.8 | 108.5 | 110.6 | 111.5 |
Weighted Avg. Price | 100.6 | 103.3 | 105.8 | 107.9 | 109.6 | 112.0 | 114.5 |
Avg. Price Bottom 5 Trades | 100.5 | 100.3 | 102.3 | 104.4 | 104.0 | 103.2 | 59.6 |
2nd Quartile Price | 100.5 | 102.8 | 104.8 | 106.4 | 108.3 | 110.8 | 111.9 |
3rd Quartile Price | 101.0 | 103.5 | 105.3 | 107.0 | 108.9 | 110.8 | 112.9 |
4th Quartile Price | 101.9 | 103.7 | 105.7 | 107.3 | 109.3 | 110.9 | 114.6 |
Avg. Price Top 5 Trades | 100.9 | 105.2 | 107.8 | 108.7 | 111.6 | 113.5 | 117.7 |
Standard Deviation | 0.6 | 0.9 | 1.2 | 1.1 | 1.6 | 1.5 | 7.7 |
VOLUME OF TRADES (000'S) | 16,047.0 | 785,470.6 | 215,750.7 | 81,998.0 | 415,181.0 | 46,636.5 | 16,374.9 |
NUMBER OF TRADES | 6 | 157 | 161 | 102 | 179 | 361 | 463 |
FHLMC | |||||||
AVERAGE PRICE | 101.9 | 103.5 | 105.0 | 106.8 | 109.1 | 108.2 | 113.3 |
Weighted Avg. Price | 101.0 | 103.1 | 106.1 | 108.1 | 109.9 | 109.9 | 111.6 |
Avg. Price Bottom 5 Trades | 100.6 | 102.1 | 103.2 | 103.6 | 107.4 | 106.0 | 77.8 |
2nd Quartile Price | 100.9 | 103.0 | 104.5 | 106.5 | 108.6 | 108.7 | 112.0 |
3rd Quartile Price | 102.3 | 103.5 | 104.8 | 106.8 | 109.2 | 109.5 | 115.8 |
4th Quartile Price | 102.6 | 103.9 | 105.5 | 107.6 | 109.6 | 110.6 | 115.8 |
Avg. Price Top 5 Trades | 102.9 | 105.2 | 106.8 | 109.5 | 111.2 | 110.3 | 115.8 |
Standard Deviation | 0.9 | 0.9 | 1.0 | 1.3 | 1.3 | 3.0 | 8.1 |
VOLUME OF TRADES (000'S) | 106,651.4 | 1,538,633.1 | 152,267.2 | 281,993.2 | 16,915.4 | 2,485.3 | 12,497.0 |
NUMBER OF TRADES | 19 | 72 | 103 | 135 | 31 | 15 | 284 |
GNMA | |||||||
AVERAGE PRICE | 101.2 | 104.5 | 106.4 | 109.9 | 108.3 | 109.5 | 115.1 |
Weighted Avg. Price | 101.4 | 104.1 | 106.3 | 107.9 | 108.7 | 108.7 | 115.8 |
Avg. Price Bottom 5 Trades | 100.4 | 102.5 | 103.8 | 107.0 | 105.6 | 101.9 | 67.7 |
2nd Quartile Price | 101.3 | 104.5 | 106.1 | 108.1 | 107.0 | 108.5 | 112.5 |
3rd Quartile Price | 101.4 | 104.6 | 106.5 | 110.0 | 107.9 | 111.2 | 121.0 |
4th Quartile Price | 101.5 | 104.7 | 107.2 | 111.9 | 110.6 | 111.7 | 121.1 |
Avg. Price Top 5 Trades | 101.5 | 105.7 | 108.7 | 111.7 | 111.0 | 112.8 | 121.1 |
Standard Deviation | 0.5 | 0.8 | 1.3 | 1.7 | 2.7 | 3.0 | 9.0 |
VOLUME OF TRADES (000'S) | 262,239.7 | 937,366.5 | 521,113.3 | 1,179,746.8 | 54,817.3 | 68,522.6 | 149,891.6 |
NUMBER OF TRADES | 23 | 64 | 90 | 146 | 40 | 105 | 652 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 101.4 | 0.0 | 103.9 | 103.4 | 100.0 | |||
Weighted Avg. Price | 102.3 | 0.0 | 104.9 | 103.2 | 102.9 | |||
Avg. Price Bottom 5 Trades | 99.8 | 0.0 | 102.5 | 102.7 | 99.0 | |||
2nd Quartile Price | 100.3 | 0.0 | 103.0 | 102.8 | 98.3 | |||
3rd Quartile Price | 102.8 | 0.0 | 103.6 | 103.5 | 100.0 | |||
4th Quartile Price | 104.5 | 0.0 | 105.8 | 105.0 | 102.1 | |||
Avg. Price Top 5 Trades | 103.0 | 0.0 | 105.6 | 104.2 | 102.1 | |||
Standard Deviation | 2.4 | 0.0 | 1.4 | 1.0 | 2.1 | |||
VOLUME OF TRADES (000'S) | 340.1 | 0.0 | 108,871.9 | 99,582.6 | 21,328.5 | |||
NUMBER OF TRADES | 10 | 0 | 16 | 11 | 12 | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.8 | 0.0 | 105.4 | 101.7 | 0.0 | |||
Weighted Avg. Price | 106.0 | 0.0 | 105.7 | 103.2 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.3 | 0.0 | 105.3 | 101.7 | 0.0 | |||
2nd Quartile Price | 104.3 | 0.0 | 105.6 | * | 0.0 | |||
3rd Quartile Price | 105.9 | 0.0 | 105.9 | * | 0.0 | |||
4th Quartile Price | 106.8 | 0.0 | 105.9 | * | 0.0 | |||
Avg. Price Top 5 Trades | 105.3 | 0.0 | 105.6 | 101.7 | 0.0 | |||
Standard Deviation | 3.9 | 0.0 | 0.8 | 2.5 | 0.0 | |||
VOLUME OF TRADES (000'S) | 13,164.7 | 0.0 | 22,430.9 | 6,388.6 | 0.0 | |||
NUMBER OF TRADES | 10 | 0 | 9 | 7 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 99.5 | 100.9 | 102.9 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.0 | 100.9 | 102.9 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 99.5 | 100.3 | 102.9 | 0.0 | 0.0 | |||
2nd Quartile Price | * | 100.3 | * | 0.0 | 0.0 | |||
3rd Quartile Price | * | 101.4 | * | 0.0 | 0.0 | |||
4th Quartile Price | * | 101.5 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 99.5 | 101.5 | 102.9 | 0.0 | 0.0 | |||
Standard Deviation | 3.1 | 0.7 | 0.4 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 393.5 | 8,240.4 | 2,204.7 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 7 | 13 | 6 | 0 | 0 |