METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 100.3 | 102.3 | 103.1 | 103.3 | 104.9 | 100.4 | 104.7 |
Weighted Avg. Price | 100.5 | 102.5 | 104.4 | 104.8 | 105.5 | 106.1 | 105.6 |
Avg. Price Bottom 5 Trades | 97.9 | 98.7 | 99.3 | 99.6 | 103.8 | 94.7 | 99.9 |
2nd Quartile Price | 99.8 | 102.1 | 102.5 | 102.6 | 104.8 | 99.5 | 102.8 |
3rd Quartile Price | 100.3 | 102.7 | 103.3 | 104.1 | 105.6 | 102.6 | 105.9 |
4th Quartile Price | 101.0 | 102.8 | 104.0 | 105.2 | 106.2 | 105.3 | 106.9 |
Avg. Price Top 5 Trades | 101.5 | 103.2 | 105.6 | 106.1 | 106.1 | 106.4 | 109.3 |
Standard Deviation | 0.9 | 0.9 | 1.5 | 2.3 | 1.6 | 5.5 | 3.2 |
VOLUME OF TRADES (000'S) | 100,204.5 | 526,381.1 | 49,996.7 | 7,068.6 | 1,630.8 | 2,061.9 | 4,000.8 |
NUMBER OF TRADES | 97 | 183 | 100 | 34 | 12 | 22 | 50 |
FHLMC | |||||||
AVERAGE PRICE | 100.7 | 102.3 | 103.7 | 103.4 | 102.6 | 100.0 | 105.6 |
Weighted Avg. Price | 101.0 | 103.0 | 104.4 | 104.4 | 102.9 | 103.5 | 106.6 |
Avg. Price Bottom 5 Trades | 98.1 | 101.3 | 101.6 | 102.0 | 101.6 | 94.2 | 101.0 |
2nd Quartile Price | 100.1 | 101.4 | 103.2 | 102.8 | 102.3 | 98.0 | 105.5 |
3rd Quartile Price | 101.0 | 102.8 | 104.2 | 103.4 | 102.8 | 101.5 | 106.1 |
4th Quartile Price | 101.4 | 103.0 | 104.7 | 104.8 | 104.3 | 103.8 | 107.2 |
Avg. Price Top 5 Trades | 101.6 | 103.5 | 105.2 | 104.5 | 103.8 | 103.4 | 107.3 |
Standard Deviation | 1.0 | 0.9 | 1.1 | 1.4 | 1.6 | 4.6 | 1.9 |
VOLUME OF TRADES (000'S) | 92,446.0 | 45,437.4 | 68,391.2 | 1,121.0 | 114.3 | 1,273.0 | 5,288.7 |
NUMBER OF TRADES | 59 | 38 | 55 | 14 | 15 | 23 | 51 |
GNMA | |||||||
AVERAGE PRICE | 100.5 | 102.9 | * | * | * | * | 111.0 |
Weighted Avg. Price | 100.5 | 103.3 | * | * | * | * | 113.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.7 | * | * | * | * | 108.1 |
2nd Quartile Price | * | 103.3 | * | * | * | * | 109.0 |
3rd Quartile Price | * | 103.4 | * | * | * | * | 114.4 |
4th Quartile Price | * | 103.6 | * | * | * | * | 116.0 |
Avg. Price Top 5 Trades | 100.5 | 103.4 | * | * | * | * | 113.6 |
Standard Deviation | 0.2 | 0.8 | * | * | * | * | 4.1 |
VOLUME OF TRADES (000'S) | 7,851.6 | 68,960.9 | * | * | * | * | 1,152.5 |
NUMBER OF TRADES | 5 | 7 | * | * | * | * | 10 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 98.6 | 100.8 | 102.8 | 104.9 | 106.5 | 107.3 | 104.6 |
Weighted Avg. Price | 97.6 | 101.1 | 103.2 | 105.5 | 107.6 | 109.9 | 113.0 |
Avg. Price Bottom 5 Trades | 97.5 | 98.2 | 99.7 | 102.2 | 101.4 | 98.7 | 78.9 |
2nd Quartile Price | 97.4 | 100.4 | 102.2 | 104.0 | 106.0 | 106.3 | 100.0 |
3rd Quartile Price | 98.1 | 101.0 | 102.9 | 104.8 | 106.6 | 109.0 | 108.7 |
4th Quartile Price | 100.1 | 101.1 | 103.4 | 105.5 | 107.3 | 109.3 | 111.4 |
Avg. Price Top 5 Trades | 99.3 | 102.5 | 104.3 | 107.0 | 109.4 | 110.3 | 115.3 |
Standard Deviation | 1.5 | 0.9 | 0.9 | 1.0 | 1.5 | 5.6 | 9.8 |
VOLUME OF TRADES (000'S) | 16,055.3 | 572,746.3 | 1,496,111.5 | 890,613.5 | 366,602.3 | 74,362.3 | 8,218.5 |
NUMBER OF TRADES | 8 | 160 | 203 | 243 | 223 | 44 | 185 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 102.5 | 105.0 | 106.4 | 107.2 | 101.0 |
Weighted Avg. Price | 0.0 | 100.6 | 103.5 | 106.0 | 107.6 | 109.4 | 110.1 |
Avg. Price Bottom 5 Trades | 0.0 | 98.5 | 100.8 | 103.1 | 104.2 | 99.6 | 91.0 |
2nd Quartile Price | 0.0 | 99.1 | 102.1 | 104.2 | 105.6 | 106.9 | 96.8 |
3rd Quartile Price | 0.0 | 100.1 | 102.6 | 105.1 | 106.6 | 107.9 | 102.6 |
4th Quartile Price | 0.0 | 100.3 | 103.4 | 105.5 | 107.4 | 109.8 | 107.0 |
Avg. Price Top 5 Trades | 0.0 | 102.3 | 104.7 | 106.8 | 109.4 | 110.8 | 112.0 |
Standard Deviation | 0.0 | 1.1 | 1.0 | 1.0 | 1.6 | 4.8 | 8.4 |
VOLUME OF TRADES (000'S) | 0.0 | 1,403,829.1 | 679,720.1 | 391,614.0 | 176,295.4 | 263.8 | 229.9 |
NUMBER OF TRADES | 0 | 72 | 209 | 156 | 86 | 33 | 53 |
GNMA | |||||||
AVERAGE PRICE | * | 101.7 | 103.9 | 105.4 | 106.5 | 106.9 | 98.9 |
Weighted Avg. Price | * | 101.7 | 103.9 | 105.5 | 106.7 | 107.7 | 113.1 |
Avg. Price Bottom 5 Trades | * | 101.3 | 102.2 | 102.7 | 103.2 | 99.8 | 26.8 |
2nd Quartile Price | * | 101.6 | 103.9 | 105.3 | 105.8 | 105.0 | 99.4 |
3rd Quartile Price | * | 101.7 | 103.9 | 105.6 | 106.8 | 107.1 | 105.7 |
4th Quartile Price | * | 102.1 | 104.1 | 106.1 | 107.4 | 109.8 | 109.2 |
Avg. Price Top 5 Trades | * | 102.5 | 105.4 | 107.5 | 108.9 | 111.1 | 117.6 |
Standard Deviation | * | 0.5 | 0.9 | 1.2 | 1.7 | 3.4 | 20.8 |
VOLUME OF TRADES (000'S) | * | 507,666.9 | 889,312.8 | 582,463.6 | 365,924.3 | 18,616.8 | 29,052.7 |
NUMBER OF TRADES | * | 29 | 51 | 77 | 54 | 76 | 551 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 102.9 | 0.0 | 103.1 | 102.1 | 101.7 | |||
Weighted Avg. Price | 104.1 | 0.0 | 102.5 | 102.5 | 101.6 | |||
Avg. Price Bottom 5 Trades | 101.6 | 0.0 | 103.1 | 101.7 | 101.5 | |||
2nd Quartile Price | 101.8 | 0.0 | * | 101.5 | 101.6 | |||
3rd Quartile Price | 103.2 | 0.0 | * | 102.3 | 101.8 | |||
4th Quartile Price | 103.3 | 0.0 | * | 102.9 | 102.3 | |||
Avg. Price Top 5 Trades | 105.1 | 0.0 | 103.1 | 102.2 | 101.8 | |||
Standard Deviation | 1.1 | 0.0 | 0.3 | 0.7 | 0.5 | |||
VOLUME OF TRADES (000'S) | 21,007.6 | 0.0 | 53,600.7 | 36,593.6 | 8,131.3 | |||
NUMBER OF TRADES | 75 | 0 | 50 | 8 | 9 | |||
FHLMC | ||||||||
AVERAGE PRICE | 101.4 | 0.0 | 0.0 | * | * | |||
Weighted Avg. Price | 103.2 | 0.0 | 0.0 | * | * | |||
Avg. Price Bottom 5 Trades | 99.8 | 0.0 | 0.0 | * | * | |||
2nd Quartile Price | 101.6 | 0.0 | 0.0 | * | * | |||
3rd Quartile Price | 101.8 | 0.0 | 0.0 | * | * | |||
4th Quartile Price | 102.3 | 0.0 | 0.0 | * | * | |||
Avg. Price Top 5 Trades | 102.2 | 0.0 | 0.0 | * | * | |||
Standard Deviation | 2.1 | 0.0 | 0.0 | * | * | |||
VOLUME OF TRADES (000'S) | 2,091.0 | 0.0 | 0.0 | * | * | |||
NUMBER OF TRADES | 23 | 0 | 0 | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | 103.3 | * | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.3 | * | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.3 | * | * | 0.0 | 0.0 | |||
2nd Quartile Price | * | * | * | 0.0 | 0.0 | |||
3rd Quartile Price | * | * | * | 0.0 | 0.0 | |||
4th Quartile Price | * | * | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.3 | * | * | 0.0 | 0.0 | |||
Standard Deviation | 0.3 | * | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 2,517.5 | * | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 48 | * | * | 0 | 0 |