METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 99.7 | 101.9 | 102.7 | 103.5 | 103.8 | * | 104.6 |
Weighted Avg. Price | 100.8 | 102.1 | 102.4 | 104.8 | 105.7 | * | 104.8 |
Avg. Price Bottom 5 Trades | 94.4 | 97.6 | 98.5 | 101.5 | 101.0 | * | 101.4 |
2nd Quartile Price | 99.4 | 101.8 | 102.1 | 103.0 | 101.4 | * | 103.5 |
3rd Quartile Price | 99.9 | 102.3 | 103.0 | 103.5 | 104.6 | * | 104.6 |
4th Quartile Price | 100.9 | 102.6 | 103.3 | 104.4 | 105.6 | * | 106.8 |
Avg. Price Top 5 Trades | 101.7 | 103.1 | 105.2 | 105.7 | 106.6 | * | 108.9 |
Standard Deviation | 1.8 | 1.3 | 1.5 | 1.5 | 2.2 | * | 3.0 |
VOLUME OF TRADES (000'S) | 102,960.8 | 165,208.6 | 174,961.3 | 8,558.7 | 9,293.7 | * | 3,182.4 |
NUMBER OF TRADES | 94 | 106 | 134 | 32 | 25 | * | 30 |
FHLMC | |||||||
AVERAGE PRICE | 99.7 | 102.5 | 104.4 | 104.4 | 103.4 | * | 107.2 |
Weighted Avg. Price | 100.2 | 102.7 | 104.8 | 105.5 | 106.4 | * | 107.6 |
Avg. Price Bottom 5 Trades | 98.3 | 101.8 | 103.2 | 103.8 | 100.8 | * | 102.5 |
2nd Quartile Price | 98.9 | 102.2 | 103.7 | 104.5 | 101.1 | * | 103.5 |
3rd Quartile Price | 100.0 | 102.7 | 104.8 | 105.3 | 102.7 | * | 106.5 |
4th Quartile Price | 100.3 | 102.8 | 104.9 | 105.5 | 106.6 | * | 109.0 |
Avg. Price Top 5 Trades | 101.4 | 103.0 | 104.9 | 105.4 | 106.4 | * | 111.8 |
Standard Deviation | 1.0 | 0.4 | 0.8 | 1.5 | 2.5 | * | 5.5 |
VOLUME OF TRADES (000'S) | 164,342.5 | 242,625.8 | 67,626.6 | 10,221.9 | 5,249.4 | * | 1,288.8 |
NUMBER OF TRADES | 34 | 162 | 96 | 8 | 20 | * | 16 |
GNMA | |||||||
AVERAGE PRICE | * | 102.7 | * | * | * | * | 108.7 |
Weighted Avg. Price | * | 103.2 | * | * | * | * | 106.1 |
Avg. Price Bottom 5 Trades | * | 102.5 | * | * | * | * | 103.9 |
2nd Quartile Price | * | 102.9 | * | * | * | * | 102.9 |
3rd Quartile Price | * | 103.2 | * | * | * | * | 112.8 |
4th Quartile Price | * | 103.2 | * | * | * | * | 114.5 |
Avg. Price Top 5 Trades | * | 103.0 | * | * | * | * | 111.6 |
Standard Deviation | * | 1.0 | * | * | * | * | 5.7 |
VOLUME OF TRADES (000'S) | * | 6,245.8 | * | * | * | * | 630.7 |
NUMBER OF TRADES | * | 6 | * | * | * | * | 10 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 97.3 | 99.4 | 102.1 | 104.4 | 106.6 | 107.1 | 109.9 |
Weighted Avg. Price | 97.7 | 100.0 | 102.8 | 105.5 | 107.7 | 109.1 | 112.7 |
Avg. Price Bottom 5 Trades | 97.3 | 97.1 | 100.0 | 100.6 | 103.4 | 99.9 | 86.7 |
2nd Quartile Price | * | 98.7 | 101.4 | 104.1 | 106.1 | 107.1 | 109.9 |
3rd Quartile Price | * | 99.3 | 102.2 | 104.3 | 106.7 | 108.6 | 110.8 |
4th Quartile Price | * | 99.6 | 102.5 | 105.0 | 107.7 | 109.3 | 113.5 |
Avg. Price Top 5 Trades | 97.3 | 101.8 | 104.1 | 106.8 | 108.2 | 110.3 | 120.0 |
Standard Deviation | 1.8 | 1.3 | 1.0 | 1.2 | 1.3 | 3.5 | 6.6 |
VOLUME OF TRADES (000'S) | 107,987.8 | 399,856.1 | 1,266,184.6 | 1,171,450.4 | 280,854.1 | 3,591.4 | 27,095.2 |
NUMBER OF TRADES | 7 | 116 | 206 | 229 | 203 | 62 | 263 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.2 | 102.3 | 104.5 | 106.2 | 109.0 | 110.2 |
Weighted Avg. Price | * | 100.8 | 102.2 | 105.0 | 107.8 | 109.8 | 111.7 |
Avg. Price Bottom 5 Trades | * | 97.4 | 100.2 | 102.5 | 105.1 | 103.5 | 101.0 |
2nd Quartile Price | * | 98.3 | 101.9 | 104.2 | 105.7 | 109.8 | 110.0 |
3rd Quartile Price | * | 98.8 | 102.5 | 104.4 | 106.2 | 109.8 | 111.2 |
4th Quartile Price | * | 101.0 | 102.7 | 104.9 | 106.8 | 109.8 | 113.5 |
Avg. Price Top 5 Trades | * | 101.8 | 104.0 | 106.3 | 107.6 | 109.7 | 115.6 |
Standard Deviation | * | 1.4 | 0.7 | 0.8 | 0.8 | 2.2 | 4.6 |
VOLUME OF TRADES (000'S) | * | 493,499.0 | 1,731,048.1 | 1,985,187.5 | 34,538.3 | 39,290.0 | 3,839.3 |
NUMBER OF TRADES | * | 106 | 294 | 175 | 42 | 75 | 55 |
GNMA | |||||||
AVERAGE PRICE | * | 101.4 | 102.6 | 105.5 | 106.9 | 108.4 | 110.0 |
Weighted Avg. Price | * | 100.8 | 103.5 | 105.5 | 107.1 | 110.0 | 112.2 |
Avg. Price Bottom 5 Trades | * | 100.7 | 97.5 | 103.5 | 104.2 | 99.3 | 76.9 |
2nd Quartile Price | * | 100.8 | 103.4 | 105.5 | 106.4 | 108.0 | 111.0 |
3rd Quartile Price | * | 100.8 | 103.5 | 105.8 | 108.3 | 109.8 | 112.0 |
4th Quartile Price | * | 102.3 | 103.8 | 105.9 | 108.4 | 110.8 | 112.5 |
Avg. Price Top 5 Trades | * | 102.3 | 104.0 | 106.2 | 108.7 | 110.5 | 114.9 |
Standard Deviation | * | 0.9 | 2.2 | 1.2 | 2.3 | 3.3 | 6.0 |
VOLUME OF TRADES (000'S) | * | 392,090.2 | 1,469,292.3 | 367,590.1 | 19,077.8 | 95,362.0 | 273,252.3 |
NUMBER OF TRADES | * | 24 | 44 | 29 | 17 | 116 | 877 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 105.0 | 0.0 | 103.1 | 103.8 | 104.2 | |||
Weighted Avg. Price | 105.2 | 0.0 | 104.4 | 104.1 | 102.7 | |||
Avg. Price Bottom 5 Trades | 97.4 | 0.0 | 102.4 | 102.0 | 98.5 | |||
2nd Quartile Price | 104.9 | 0.0 | 102.3 | 104.1 | 102.7 | |||
3rd Quartile Price | 105.3 | 0.0 | 102.7 | 104.3 | 105.8 | |||
4th Quartile Price | 105.8 | 0.0 | 103.7 | 104.7 | 105.8 | |||
Avg. Price Top 5 Trades | 105.7 | 0.0 | 104.6 | 105.0 | 105.5 | |||
Standard Deviation | 1.4 | 0.0 | 1.3 | 1.6 | 2.6 | |||
VOLUME OF TRADES (000'S) | 87,850.4 | 0.0 | 163,909.3 | 49,384.3 | 46,377.1 | |||
NUMBER OF TRADES | 286 | 0 | 26 | 25 | 50 | |||
FHLMC | ||||||||
AVERAGE PRICE | 105.4 | 0.0 | * | * | 100.3 | |||
Weighted Avg. Price | 105.9 | 0.0 | * | * | 101.2 | |||
Avg. Price Bottom 5 Trades | 105.3 | 0.0 | * | * | 100.3 | |||
2nd Quartile Price | 105.2 | 0.0 | * | * | * | |||
3rd Quartile Price | 105.9 | 0.0 | * | * | * | |||
4th Quartile Price | 105.9 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 105.5 | 0.0 | * | * | 100.3 | |||
Standard Deviation | 0.4 | 0.0 | * | * | 1.7 | |||
VOLUME OF TRADES (000'S) | 37,055.8 | 0.0 | * | * | 10,608.9 | |||
NUMBER OF TRADES | 6 | 0 | * | * | 6 | |||
GNMA | ||||||||
AVERAGE PRICE | 99.9 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.9 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 99.1 | 0.0 | 0.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 101.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
3rd Quartile Price | 102.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
4th Quartile Price | 102.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Standard Deviation | 6.3 | 0.0 | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 745.6 | 0.0 | 0.0 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 33 | 0 | 0 | 0 | 0 |