METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 99.0 | 101.9 | 104.2 | 103.9 | 104.5 | 101.1 | 106.8 |
Weighted Avg. Price | 98.0 | 102.4 | 103.9 | 106.1 | 107.4 | 103.3 | 112.9 |
Avg. Price Bottom 5 Trades | 94.9 | 98.1 | 99.2 | 100.4 | 100.2 | 99.5 | 98.4 |
2nd Quartile Price | 98.0 | 101.5 | 104.5 | 102.2 | 101.9 | 100.1 | 100.0 |
3rd Quartile Price | 98.4 | 102.3 | 104.6 | 104.9 | 104.5 | 101.8 | 106.5 |
4th Quartile Price | 100.2 | 103.0 | 104.6 | 105.8 | 107.6 | 103.1 | 113.3 |
Avg. Price Top 5 Trades | 101.7 | 103.2 | 105.7 | 107.3 | 108.3 | 103.2 | 113.9 |
Standard Deviation | 1.6 | 1.3 | 1.1 | 2.4 | 3.0 | 2.0 | 6.6 |
VOLUME OF TRADES (000'S) | 637,470.7 | 212,988.4 | 703,214.7 | 31,199.4 | 57,232.7 | 168.7 | 80,436.6 |
NUMBER OF TRADES | 149 | 124 | 275 | 45 | 41 | 13 | 48 |
FHLMC | |||||||
AVERAGE PRICE | 99.9 | 102.2 | 103.4 | 103.8 | 102.9 | 102.7 | 102.6 |
Weighted Avg. Price | 98.3 | 103.0 | 104.7 | 106.8 | 104.4 | 103.1 | 103.8 |
Avg. Price Bottom 5 Trades | 97.8 | 99.7 | 102.1 | 102.9 | 101.3 | 101.7 | 100.0 |
2nd Quartile Price | 98.0 | 102.2 | 103.0 | 104.0 | 101.7 | 102.3 | 100.3 |
3rd Quartile Price | 100.6 | 102.3 | 103.5 | 104.0 | 102.7 | 102.8 | 102.2 |
4th Quartile Price | 101.3 | 103.0 | 103.5 | 106.1 | 105.6 | 104.1 | 104.9 |
Avg. Price Top 5 Trades | 101.8 | 103.2 | 104.8 | 105.9 | 105.5 | 103.6 | 106.1 |
Standard Deviation | 1.6 | 1.2 | 0.8 | 2.6 | 1.8 | 1.3 | 2.4 |
VOLUME OF TRADES (000'S) | 427,800.5 | 45,239.2 | 12,873.1 | 8,275.3 | 1,139.3 | 230.0 | 432.0 |
NUMBER OF TRADES | 63 | 52 | 48 | 12 | 18 | 10 | 23 |
GNMA | |||||||
AVERAGE PRICE | * | 103.0 | 0.0 | 104.8 | * | 100.9 | 107.4 |
Weighted Avg. Price | * | 103.6 | 0.0 | 105.1 | * | 101.8 | 110.0 |
Avg. Price Bottom 5 Trades | * | 102.8 | 0.0 | 104.0 | * | 100.9 | 104.2 |
2nd Quartile Price | * | 103.4 | 0.0 | 104.8 | * | * | 106.3 |
3rd Quartile Price | * | 103.6 | 0.0 | 105.2 | * | * | 107.2 |
4th Quartile Price | * | 103.7 | 0.0 | 105.9 | * | * | 112.0 |
Avg. Price Top 5 Trades | * | 103.2 | 0.0 | 105.4 | * | 100.9 | 110.5 |
Standard Deviation | * | 0.9 | 0.0 | 1.3 | * | 1.0 | 4.1 |
VOLUME OF TRADES (000'S) | * | 21,503.6 | 0.0 | 907.7 | * | 21.1 | 741.3 |
NUMBER OF TRADES | * | 6 | 0 | 11 | * | 5 | 16 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 96.4 | 100.2 | 103.1 | 105.4 | 105.8 | 105.2 | 109.1 |
Weighted Avg. Price | 96.4 | 100.5 | 102.9 | 105.7 | 108.1 | 110.0 | 113.1 |
Avg. Price Bottom 5 Trades | 96.3 | 98.4 | 100.0 | 100.2 | 99.7 | 94.1 | 96.3 |
2nd Quartile Price | 96.3 | 99.8 | 102.9 | 105.0 | 105.7 | 102.0 | 105.3 |
3rd Quartile Price | 96.3 | 100.0 | 103.3 | 105.6 | 106.8 | 108.0 | 111.9 |
4th Quartile Price | 96.3 | 100.5 | 103.4 | 106.2 | 107.3 | 109.0 | 113.3 |
Avg. Price Top 5 Trades | 97.5 | 102.8 | 104.6 | 106.5 | 108.3 | 110.2 | 116.0 |
Standard Deviation | 0.4 | 1.0 | 0.7 | 1.4 | 2.7 | 5.4 | 5.5 |
VOLUME OF TRADES (000'S) | 192,130.7 | 362,900.0 | 1,323,465.8 | 639,783.6 | 342,935.1 | 30,245.9 | 159,299.7 |
NUMBER OF TRADES | 66 | 97 | 338 | 219 | 161 | 75 | 325 |
FHLMC | |||||||
AVERAGE PRICE | 97.1 | 100.0 | 102.5 | 104.6 | 107.2 | 108.6 | 106.3 |
Weighted Avg. Price | 97.3 | 100.8 | 102.7 | 105.7 | 108.4 | 109.6 | 114.6 |
Avg. Price Bottom 5 Trades | 96.9 | 98.4 | 101.0 | 101.5 | 103.2 | 106.4 | 97.3 |
2nd Quartile Price | 96.0 | 99.6 | 102.3 | 104.4 | 106.8 | 108.2 | 100.0 |
3rd Quartile Price | 98.1 | 99.7 | 102.6 | 104.7 | 107.6 | 108.9 | 106.7 |
4th Quartile Price | 98.5 | 99.9 | 102.8 | 105.3 | 108.5 | 110.0 | 111.3 |
Avg. Price Top 5 Trades | 97.3 | 102.7 | 103.8 | 106.3 | 108.5 | 110.0 | 120.3 |
Standard Deviation | 1.2 | 1.1 | 0.6 | 1.4 | 1.8 | 2.3 | 7.1 |
VOLUME OF TRADES (000'S) | 20,811.8 | 93,827.1 | 1,847,525.8 | 120,988.9 | 190,941.3 | 8,656.3 | 18,411.1 |
NUMBER OF TRADES | 7 | 84 | 111 | 86 | 56 | 20 | 73 |
GNMA | |||||||
AVERAGE PRICE | * | 101.5 | 103.7 | 105.7 | 105.6 | 105.6 | 104.6 |
Weighted Avg. Price | * | 101.2 | 103.9 | 106.0 | 107.3 | 107.8 | 111.7 |
Avg. Price Bottom 5 Trades | * | 100.4 | 100.4 | 102.2 | 100.8 | 94.1 | 90.8 |
2nd Quartile Price | * | 101.3 | 103.8 | 105.8 | 104.0 | 104.1 | 100.0 |
3rd Quartile Price | * | 101.4 | 104.0 | 106.1 | 106.9 | 106.2 | 104.2 |
4th Quartile Price | * | 101.7 | 104.2 | 106.5 | 107.3 | 109.0 | 109.5 |
Avg. Price Top 5 Trades | * | 102.9 | 104.7 | 106.6 | 108.6 | 110.9 | 116.1 |
Standard Deviation | * | 0.8 | 1.0 | 1.6 | 2.6 | 4.4 | 5.9 |
VOLUME OF TRADES (000'S) | * | 1,698,201.4 | 1,769,593.4 | 229,446.1 | 75,626.9 | 24,813.1 | 69,347.3 |
NUMBER OF TRADES | * | 43 | 105 | 78 | 66 | 84 | 408 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.7 | 0.0 | 103.6 | 103.8 | * | |||
Weighted Avg. Price | 105.1 | 0.0 | 103.2 | 103.4 | * | |||
Avg. Price Bottom 5 Trades | 104.7 | 0.0 | 103.0 | 103.5 | * | |||
2nd Quartile Price | * | 0.0 | 102.9 | 103.4 | * | |||
3rd Quartile Price | * | 0.0 | 102.9 | 103.4 | * | |||
4th Quartile Price | * | 0.0 | 103.7 | 103.4 | * | |||
Avg. Price Top 5 Trades | 104.7 | 0.0 | 104.8 | 103.9 | * | |||
Standard Deviation | 1.6 | 0.0 | 1.3 | 1.1 | * | |||
VOLUME OF TRADES (000'S) | 26,815.9 | 0.0 | 57,483.5 | 26,302.4 | * | |||
NUMBER OF TRADES | 15 | 0 | 20 | 27 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 104.3 | 0.0 | 102.6 | 0.0 | 0.0 | |||
Weighted Avg. Price | 106.1 | 0.0 | 103.2 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.6 | 0.0 | 102.6 | 0.0 | 0.0 | |||
2nd Quartile Price | 103.8 | 0.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 106.2 | 0.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | 106.2 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 105.1 | 0.0 | 102.6 | 0.0 | 0.0 | |||
Standard Deviation | 2.6 | 0.0 | 0.6 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 13,853.3 | 0.0 | 25,624.5 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 7 | 0 | 5 | 0 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 102.6 | 100.3 | 102.5 | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.7 | 100.6 | 102.6 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.5 | 100.1 | 102.5 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.8 | 100.7 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 103.0 | 100.7 | * | 0.0 | 0.0 | |||
4th Quartile Price | 103.0 | 100.8 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 102.9 | 100.7 | 102.5 | 0.0 | 0.0 | |||
Standard Deviation | 0.8 | 0.7 | 0.6 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 3,329.8 | 18,028.7 | 15,580.8 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 8 | 7 | 5 | 0 | 0 |