METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 99.9 | 102.1 | 103.7 | 103.4 | 104.0 | 102.1 | 105.9 |
Weighted Avg. Price | 100.5 | 102.5 | 104.9 | 106.0 | 107.2 | 105.8 | 107.2 |
Avg. Price Bottom 5 Trades | 95.6 | 99.0 | 99.5 | 100.9 | 101.0 | 100.0 | 102.6 |
2nd Quartile Price | 99.3 | 101.6 | 103.0 | 102.2 | 101.6 | 100.5 | 104.3 |
3rd Quartile Price | 100.4 | 102.3 | 104.3 | 103.0 | 104.4 | 103.5 | 106.8 |
4th Quartile Price | 100.6 | 103.0 | 105.0 | 105.4 | 107.3 | 105.5 | 108.3 |
Avg. Price Top 5 Trades | 101.6 | 103.4 | 105.3 | 106.5 | 107.6 | 106.2 | 108.8 |
Standard Deviation | 1.4 | 1.1 | 1.7 | 2.0 | 3.0 | 3.9 | 3.0 |
VOLUME OF TRADES (000'S) | 523,909.6 | 164,501.8 | 164,589.6 | 26,948.2 | 12,791.1 | 978.3 | 3,724.7 |
NUMBER OF TRADES | 100 | 119 | 98 | 38 | 19 | 15 | 15 |
FHLMC | |||||||
AVERAGE PRICE | 100.3 | 102.1 | 104.0 | 104.7 | 103.0 | 103.1 | * |
Weighted Avg. Price | 100.3 | 102.9 | 105.1 | 105.2 | 105.9 | 104.3 | * |
Avg. Price Bottom 5 Trades | 98.4 | 101.0 | 102.2 | 104.7 | 101.9 | 102.1 | * |
2nd Quartile Price | 100.0 | 101.6 | 102.6 | * | 102.1 | 103.7 | * |
3rd Quartile Price | 100.4 | 101.7 | 104.6 | * | 102.2 | 104.1 | * |
4th Quartile Price | 100.9 | 102.9 | 105.0 | * | 104.1 | 105.3 | * |
Avg. Price Top 5 Trades | 101.4 | 103.3 | 105.5 | 104.7 | 104.6 | 105.1 | * |
Standard Deviation | 0.9 | 0.8 | 1.5 | 0.9 | 1.7 | 3.3 | * |
VOLUME OF TRADES (000'S) | 860,359.9 | 434,520.8 | 43,979.4 | 21,553.6 | 782.9 | 607.7 | * |
NUMBER OF TRADES | 59 | 57 | 44 | 10 | 12 | 8 | * |
GNMA | |||||||
AVERAGE PRICE | 101.4 | 103.2 | 105.0 | 104.8 | * | * | 105.1 |
Weighted Avg. Price | 101.5 | 103.3 | 105.2 | 105.5 | * | * | 105.1 |
Avg. Price Bottom 5 Trades | 101.4 | 102.8 | 105.0 | 104.8 | * | * | 104.5 |
2nd Quartile Price | 101.4 | 103.2 | 105.0 | * | * | * | 103.5 |
3rd Quartile Price | 101.5 | 103.3 | 105.1 | * | * | * | 107.0 |
4th Quartile Price | 101.5 | 103.5 | 105.3 | * | * | * | 108.8 |
Avg. Price Top 5 Trades | 101.5 | 103.4 | 105.1 | 104.8 | * | * | 106.2 |
Standard Deviation | 0.1 | 0.4 | 0.2 | 0.6 | * | * | 3.4 |
VOLUME OF TRADES (000'S) | 46,722.1 | 21,577.8 | 12,041.3 | 9,856.6 | * | * | 506.8 |
NUMBER OF TRADES | 11 | 16 | 6 | 5 | * | * | 7 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 97.1 | 98.9 | 102.2 | 105.0 | 106.3 | 107.5 | 107.3 |
Weighted Avg. Price | 96.1 | 99.3 | 102.1 | 105.4 | 108.3 | 109.6 | 111.6 |
Avg. Price Bottom 5 Trades | 95.0 | 96.2 | 97.8 | 102.2 | 95.0 | 104.1 | 93.1 |
2nd Quartile Price | 95.2 | 98.0 | 102.1 | 104.6 | 105.3 | 105.1 | 106.0 |
3rd Quartile Price | 97.8 | 99.2 | 102.2 | 105.1 | 107.2 | 108.6 | 108.0 |
4th Quartile Price | 100.5 | 99.6 | 102.6 | 105.7 | 107.5 | 109.5 | 110.5 |
Avg. Price Top 5 Trades | 99.0 | 101.6 | 104.2 | 106.9 | 109.0 | 110.8 | 114.9 |
Standard Deviation | 2.4 | 1.4 | 1.0 | 1.0 | 2.9 | 2.5 | 4.6 |
VOLUME OF TRADES (000'S) | 24,260.8 | 3,370,864.2 | 3,761,426.7 | 821,232.4 | 79,764.6 | 19,161.6 | 5,515.4 |
NUMBER OF TRADES | 15 | 115 | 221 | 162 | 162 | 57 | 191 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.0 | 102.2 | 105.0 | 107.4 | 107.3 | 104.9 |
Weighted Avg. Price | 0.0 | 99.1 | 102.1 | 105.1 | 107.6 | 109.4 | 115.4 |
Avg. Price Bottom 5 Trades | 0.0 | 97.4 | 99.7 | 102.3 | 104.7 | 106.1 | 93.3 |
2nd Quartile Price | 0.0 | 98.4 | 101.6 | 105.1 | 107.6 | 106.1 | 99.6 |
3rd Quartile Price | 0.0 | 99.1 | 102.2 | 105.1 | 107.6 | 107.2 | 106.2 |
4th Quartile Price | 0.0 | 99.4 | 102.6 | 105.1 | 107.6 | 108.3 | 109.8 |
Avg. Price Top 5 Trades | 0.0 | 101.3 | 104.5 | 106.4 | 108.2 | 109.6 | 115.9 |
Standard Deviation | 0.0 | 0.9 | 0.9 | 0.6 | 0.8 | 1.4 | 6.9 |
VOLUME OF TRADES (000'S) | 0.0 | 2,420,416.3 | 2,544,163.6 | 2,611,937.6 | 345,484.9 | 762.6 | 3,266.3 |
NUMBER OF TRADES | 0 | 81 | 127 | 370 | 232 | 22 | 54 |
GNMA | |||||||
AVERAGE PRICE | 97.9 | 100.9 | 103.5 | 105.3 | 105.0 | 107.1 | 113.1 |
Weighted Avg. Price | 98.0 | 100.8 | 103.8 | 105.9 | 106.9 | 108.8 | 114.8 |
Avg. Price Bottom 5 Trades | 97.9 | 100.0 | 101.8 | 101.6 | 98.3 | 103.6 | 93.6 |
2nd Quartile Price | * | 100.2 | 103.6 | 104.2 | 103.0 | 105.4 | 113.3 |
3rd Quartile Price | * | 101.1 | 103.7 | 105.8 | 105.6 | 106.9 | 115.6 |
4th Quartile Price | * | 101.1 | 103.8 | 106.5 | 107.0 | 109.2 | 115.6 |
Avg. Price Top 5 Trades | 97.9 | 101.9 | 104.2 | 107.6 | 109.1 | 111.0 | 115.6 |
Standard Deviation | 1.5 | 0.6 | 0.7 | 1.9 | 3.3 | 2.2 | 5.0 |
VOLUME OF TRADES (000'S) | 15,607.2 | 1,622,591.6 | 965,069.7 | 354,430.8 | 18,224.6 | 56,323.1 | 20,107.2 |
NUMBER OF TRADES | 6 | 72 | 71 | 62 | 48 | 69 | 547 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.4 | 0.0 | 105.0 | 102.8 | 97.7 | |||
Weighted Avg. Price | 105.4 | 0.0 | 105.0 | 102.0 | 101.5 | |||
Avg. Price Bottom 5 Trades | 101.1 | 0.0 | 104.0 | 102.8 | 93.8 | |||
2nd Quartile Price | 103.6 | 0.0 | 105.3 | * | 93.3 | |||
3rd Quartile Price | 105.0 | 0.0 | 105.6 | * | 100.1 | |||
4th Quartile Price | 105.6 | 0.0 | 106.7 | * | 102.1 | |||
Avg. Price Top 5 Trades | 106.2 | 0.0 | 106.2 | 102.8 | 103.2 | |||
Standard Deviation | 1.7 | 0.0 | 1.9 | 2.1 | 4.5 | |||
VOLUME OF TRADES (000'S) | 30,127.4 | 0.0 | 33,667.7 | 96,018.4 | 60,392.1 | |||
NUMBER OF TRADES | 36 | 0 | 9 | 5 | 27 | |||
FHLMC | ||||||||
AVERAGE PRICE | 105.1 | 0.0 | * | 99.6 | 102.4 | |||
Weighted Avg. Price | 105.5 | 0.0 | * | 103.3 | 101.7 | |||
Avg. Price Bottom 5 Trades | 104.1 | 0.0 | * | 96.5 | 102.4 | |||
2nd Quartile Price | 104.8 | 0.0 | * | 97.0 | * | |||
3rd Quartile Price | 105.2 | 0.0 | * | 102.6 | * | |||
4th Quartile Price | 106.1 | 0.0 | * | 104.2 | * | |||
Avg. Price Top 5 Trades | 106.0 | 0.0 | * | 103.2 | 102.4 | |||
Standard Deviation | 0.9 | 0.0 | * | 5.0 | 1.4 | |||
VOLUME OF TRADES (000'S) | 1,889.2 | 0.0 | * | 23,750.3 | 12,470.2 | |||
NUMBER OF TRADES | 16 | 0 | * | 11 | 5 | |||
GNMA | ||||||||
AVERAGE PRICE | * | * | 101.3 | 0.0 | 0.0 | |||
Weighted Avg. Price | * | * | 101.2 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | * | 101.1 | 0.0 | 0.0 | |||
2nd Quartile Price | * | * | 101.2 | 0.0 | 0.0 | |||
3rd Quartile Price | * | * | 101.2 | 0.0 | 0.0 | |||
4th Quartile Price | * | * | 101.3 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | * | * | 101.4 | 0.0 | 0.0 | |||
Standard Deviation | * | * | 0.4 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | * | 15,431.5 | 0.0 | 0.0 | |||
NUMBER OF TRADES | * | * | 12 | 0 | 0 |