METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 99.5 | 102.3 | 103.5 | 104.4 | 104.7 | 104.2 | 103.6 |
Weighted Avg. Price | 100.5 | 102.5 | 103.8 | 105.7 | 106.5 | 105.9 | 106.4 |
Avg. Price Bottom 5 Trades | 96.6 | 99.6 | 100.8 | 100.8 | 100.7 | 101.3 | 100.4 |
2nd Quartile Price | 98.4 | 102.0 | 102.6 | 104.1 | 104.0 | 101.9 | 101.0 |
3rd Quartile Price | 99.8 | 102.8 | 103.8 | 105.1 | 105.1 | 104.9 | 103.6 |
4th Quartile Price | 101.1 | 103.0 | 104.5 | 105.5 | 106.6 | 106.8 | 106.0 |
Avg. Price Top 5 Trades | 101.8 | 103.5 | 105.3 | 106.8 | 107.1 | 106.8 | 108.1 |
Standard Deviation | 1.7 | 1.1 | 1.4 | 2.0 | 2.4 | 2.4 | 2.8 |
VOLUME OF TRADES (000'S) | 89,946.8 | 364,388.1 | 102,646.3 | 14,190.0 | 1,290.2 | 3,468.1 | 2,869.8 |
NUMBER OF TRADES | 97 | 69 | 101 | 41 | 28 | 20 | 35 |
FHLMC | |||||||
AVERAGE PRICE | 100.9 | 102.3 | 103.8 | 104.8 | 104.5 | 103.4 | 106.3 |
Weighted Avg. Price | 100.6 | 102.8 | 104.3 | 105.3 | 105.9 | 104.6 | 105.0 |
Avg. Price Bottom 5 Trades | 99.6 | 101.1 | 102.4 | 102.7 | 102.5 | 103.0 | 104.2 |
2nd Quartile Price | 100.2 | 101.9 | 102.9 | 104.5 | 103.7 | 103.3 | 104.6 |
3rd Quartile Price | 101.4 | 102.7 | 104.6 | 105.2 | 105.9 | 103.8 | 107.0 |
4th Quartile Price | 101.7 | 102.9 | 104.8 | 105.4 | 106.3 | 105.7 | 107.4 |
Avg. Price Top 5 Trades | 101.8 | 103.1 | 104.8 | 106.1 | 106.2 | 103.7 | 107.4 |
Standard Deviation | 0.9 | 0.8 | 1.2 | 1.6 | 2.2 | 1.5 | 2.0 |
VOLUME OF TRADES (000'S) | 80,322.8 | 106,063.3 | 16,820.5 | 9,248.6 | 333.8 | 755.2 | 1,027.9 |
NUMBER OF TRADES | 31 | 34 | 29 | 22 | 13 | 7 | 20 |
GNMA | |||||||
AVERAGE PRICE | * | 103.1 | 104.6 | 105.7 | * | * | 115.8 |
Weighted Avg. Price | * | 103.4 | 104.8 | 106.5 | * | * | 116.3 |
Avg. Price Bottom 5 Trades | * | 102.9 | 104.6 | 105.7 | * | * | 115.8 |
2nd Quartile Price | * | 103.3 | * | * | * | * | * |
3rd Quartile Price | * | 103.4 | * | * | * | * | * |
4th Quartile Price | * | 103.5 | * | * | * | * | * |
Avg. Price Top 5 Trades | * | 103.5 | 104.6 | 105.7 | * | * | 115.8 |
Standard Deviation | * | 1.0 | 1.2 | 2.2 | * | * | 1.7 |
VOLUME OF TRADES (000'S) | * | 23,925.4 | 14,870.8 | 238.2 | * | * | 102,015.1 |
NUMBER OF TRADES | * | 12 | 5 | 5 | * | * | 27 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 95.7 | 99.2 | 102.4 | 105.0 | 106.7 | 107.7 | 108.5 |
Weighted Avg. Price | 95.9 | 99.2 | 102.6 | 105.8 | 108.5 | 109.0 | 115.2 |
Avg. Price Bottom 5 Trades | 95.7 | 96.7 | 97.7 | 102.0 | 100.9 | 100.0 | 98.2 |
2nd Quartile Price | * | 98.9 | 102.1 | 104.7 | 106.4 | 107.0 | 107.0 |
3rd Quartile Price | * | 99.2 | 102.5 | 104.9 | 107.1 | 107.4 | 107.4 |
4th Quartile Price | * | 99.7 | 102.8 | 105.6 | 107.3 | 109.6 | 111.0 |
Avg. Price Top 5 Trades | 95.7 | 102.7 | 104.2 | 107.1 | 109.3 | 111.6 | 116.9 |
Standard Deviation | 1.4 | 1.2 | 1.1 | 1.0 | 1.6 | 2.8 | 3.3 |
VOLUME OF TRADES (000'S) | 1,855.6 | 1,063,016.8 | 1,039,691.8 | 831,009.1 | 61,737.9 | 6,007.7 | 41,600.9 |
NUMBER OF TRADES | 5 | 129 | 283 | 203 | 228 | 108 | 307 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.4 | 102.6 | 104.9 | 106.5 | 107.6 | 107.0 |
Weighted Avg. Price | * | 99.2 | 102.5 | 105.1 | 108.2 | 109.6 | 110.4 |
Avg. Price Bottom 5 Trades | * | 98.5 | 100.9 | 101.8 | 102.3 | 106.8 | 99.7 |
2nd Quartile Price | * | 99.0 | 102.1 | 104.8 | 106.7 | 107.0 | 107.0 |
3rd Quartile Price | * | 99.2 | 102.4 | 104.8 | 107.0 | 107.4 | 107.4 |
4th Quartile Price | * | 99.3 | 102.8 | 105.3 | 107.4 | 107.5 | 108.6 |
Avg. Price Top 5 Trades | * | 102.9 | 104.5 | 107.1 | 108.7 | 110.1 | 113.0 |
Standard Deviation | * | 1.1 | 0.8 | 0.9 | 1.8 | 1.2 | 3.2 |
VOLUME OF TRADES (000'S) | * | 4,546,310.0 | 333,019.0 | 3,707,817.0 | 31,313.9 | 5,196.0 | 9,678.0 |
NUMBER OF TRADES | * | 89 | 167 | 199 | 93 | 49 | 107 |
GNMA | |||||||
AVERAGE PRICE | * | 101.1 | 104.1 | 105.6 | 106.9 | 109.0 | 110.5 |
Weighted Avg. Price | * | 101.1 | 103.9 | 106.2 | 107.4 | 108.1 | 114.7 |
Avg. Price Bottom 5 Trades | * | 100.0 | 103.1 | 101.0 | 101.7 | 103.1 | 95.2 |
2nd Quartile Price | * | 101.1 | 103.9 | 106.0 | 107.0 | 107.5 | 108.5 |
3rd Quartile Price | * | 101.2 | 104.2 | 106.2 | 107.6 | 110.0 | 113.3 |
4th Quartile Price | * | 101.3 | 104.2 | 106.4 | 108.3 | 110.6 | 113.9 |
Avg. Price Top 5 Trades | * | 102.0 | 104.5 | 107.2 | 110.1 | 112.9 | 117.4 |
Standard Deviation | * | 0.7 | 0.4 | 3.2 | 2.4 | 2.8 | 5.2 |
VOLUME OF TRADES (000'S) | * | 202,445.5 | 1,167,508.8 | 317,839.3 | 34,593.4 | 44,279.8 | 26,719.4 |
NUMBER OF TRADES | * | 40 | 106 | 57 | 54 | 65 | 624 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 105.0 | 0.0 | 103.7 | 102.5 | 101.0 | |||
Weighted Avg. Price | 105.3 | 0.0 | 103.5 | 102.7 | 102.3 | |||
Avg. Price Bottom 5 Trades | 104.5 | 0.0 | 102.7 | 101.8 | 96.7 | |||
2nd Quartile Price | 105.2 | 0.0 | 102.9 | 102.4 | 102.0 | |||
3rd Quartile Price | 105.3 | 0.0 | 103.3 | 102.5 | 102.8 | |||
4th Quartile Price | 105.4 | 0.0 | 105.1 | 103.3 | 103.5 | |||
Avg. Price Top 5 Trades | 105.6 | 0.0 | 105.4 | 103.2 | 103.1 | |||
Standard Deviation | 1.0 | 0.0 | 1.2 | 1.4 | 3.7 | |||
VOLUME OF TRADES (000'S) | 69,362.4 | 0.0 | 27,551.9 | 29,770.6 | 21,012.5 | |||
NUMBER OF TRADES | 17 | 0 | 18 | 8 | 22 | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | * | 102.7 | * | |||
Weighted Avg. Price | * | 0.0 | * | 102.6 | * | |||
Avg. Price Bottom 5 Trades | * | 0.0 | * | 101.8 | * | |||
2nd Quartile Price | * | 0.0 | * | 102.3 | * | |||
3rd Quartile Price | * | 0.0 | * | 102.8 | * | |||
4th Quartile Price | * | 0.0 | * | 103.3 | * | |||
Avg. Price Top 5 Trades | * | 0.0 | * | 103.6 | * | |||
Standard Deviation | * | 0.0 | * | 0.9 | * | |||
VOLUME OF TRADES (000'S) | * | 0.0 | * | 33,354.0 | * | |||
NUMBER OF TRADES | * | 0 | * | 15 | * | |||
GNMA | ||||||||
AVERAGE PRICE | 102.7 | * | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.3 | * | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 101.9 | * | * | 0.0 | 0.0 | |||
2nd Quartile Price | 103.3 | * | * | 0.0 | 0.0 | |||
3rd Quartile Price | 103.3 | * | * | 0.0 | 0.0 | |||
4th Quartile Price | 103.4 | * | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.3 | * | * | 0.0 | 0.0 | |||
Standard Deviation | 1.4 | * | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 2,842.9 | * | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 11 | * | * | 0 | 0 |