METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 100.4 | 101.9 | 104.1 | 103.9 | 103.8 | 93.8 | 99.9 |
Weighted Avg. Price | 100.9 | 101.7 | 104.5 | 105.0 | 102.0 | 100.9 | 105.7 |
Avg. Price Bottom 5 Trades | 98.3 | 98.1 | 102.3 | 101.6 | 103.3 | 90.8 | 96.9 |
2nd Quartile Price | 100.3 | 101.5 | 103.2 | 103.6 | 104.1 | 96.5 | 100.0 |
3rd Quartile Price | 100.6 | 102.2 | 104.3 | 103.9 | 104.1 | 96.5 | 103.5 |
4th Quartile Price | 101.0 | 102.9 | 104.8 | 104.8 | 104.7 | 102.8 | 105.3 |
Avg. Price Top 5 Trades | 101.5 | 102.9 | 105.0 | 105.6 | 104.5 | 102.5 | 105.5 |
Standard Deviation | 0.9 | 1.3 | 0.8 | 1.3 | 1.4 | 10.0 | 5.9 |
VOLUME OF TRADES (000'S) | 88,329.4 | 130,623.9 | 318,037.1 | 7,697.3 | 1,435.4 | 28.6 | 632.2 |
NUMBER OF TRADES | 51 | 68 | 97 | 39 | 14 | 13 | 22 |
FHLMC | |||||||
AVERAGE PRICE | 100.2 | 102.6 | 104.2 | 104.1 | 103.9 | 102.3 | 103.4 |
Weighted Avg. Price | 100.8 | 103.1 | 104.5 | 104.8 | 101.3 | 102.9 | 103.6 |
Avg. Price Bottom 5 Trades | 99.9 | 102.1 | 102.9 | 103.3 | 102.5 | 101.3 | 102.7 |
2nd Quartile Price | 99.9 | 101.9 | 104.0 | 103.5 | 104.1 | 102.0 | 102.5 |
3rd Quartile Price | 100.3 | 102.9 | 104.6 | 104.0 | 104.6 | 102.4 | 103.5 |
4th Quartile Price | 100.8 | 103.0 | 104.9 | 104.9 | 105.0 | 102.8 | 103.5 |
Avg. Price Top 5 Trades | 100.6 | 103.3 | 104.9 | 105.1 | 105.0 | 103.5 | 104.0 |
Standard Deviation | 0.6 | 0.5 | 0.9 | 0.8 | 1.6 | 1.3 | 1.9 |
VOLUME OF TRADES (000'S) | 9,105.5 | 31,661.8 | 50,513.7 | 11,511.8 | 2,005.9 | 480.6 | 98.1 |
NUMBER OF TRADES | 13 | 27 | 59 | 20 | 12 | 20 | 13 |
GNMA | |||||||
AVERAGE PRICE | 101.0 | 102.8 | 104.5 | 105.2 | * | * | 109.7 |
Weighted Avg. Price | 101.0 | 103.1 | 104.5 | 105.1 | * | * | 110.0 |
Avg. Price Bottom 5 Trades | 101.0 | 102.6 | 104.5 | 105.2 | * | * | 109.0 |
2nd Quartile Price | * | 103.0 | * | * | * | * | 109.1 |
3rd Quartile Price | * | 103.2 | * | * | * | * | 110.1 |
4th Quartile Price | * | 103.3 | * | * | * | * | 110.5 |
Avg. Price Top 5 Trades | 101.0 | 103.1 | 104.5 | 105.2 | * | * | 110.4 |
Standard Deviation | 0.1 | 0.9 | 0.0 | 1.9 | * | * | 1.0 |
VOLUME OF TRADES (000'S) | 1,455.4 | 10,364.0 | 56,737.3 | 342.8 | * | * | 1,129.6 |
NUMBER OF TRADES | 5 | 7 | 9 | 6 | * | * | 9 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 100.8 | 102.9 | 105.3 | 105.0 | 107.7 | 108.2 |
Weighted Avg. Price | * | 101.9 | 103.7 | 105.7 | 108.4 | 110.3 | 114.7 |
Avg. Price Bottom 5 Trades | * | 99.4 | 100.2 | 101.9 | 84.6 | 104.5 | 90.3 |
2nd Quartile Price | * | 100.1 | 102.4 | 104.7 | 106.0 | 107.8 | 106.0 |
3rd Quartile Price | * | 100.6 | 103.2 | 105.4 | 106.7 | 108.3 | 109.2 |
4th Quartile Price | * | 102.0 | 103.6 | 106.0 | 107.3 | 109.6 | 114.9 |
Avg. Price Top 5 Trades | * | 102.5 | 104.5 | 106.9 | 109.2 | 110.1 | 115.8 |
Standard Deviation | * | 1.0 | 1.1 | 1.1 | 6.1 | 2.7 | 6.6 |
VOLUME OF TRADES (000'S) | * | 369,505.9 | 927,426.9 | 1,283,200.8 | 533,283.8 | 10,402.8 | 7,303.4 |
NUMBER OF TRADES | * | 52 | 156 | 221 | 181 | 55 | 256 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.4 | 103.0 | 105.3 | 107.2 | 107.2 | 105.6 |
Weighted Avg. Price | 0.0 | 101.2 | 103.5 | 105.6 | 108.0 | 109.8 | 114.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.0 | 100.6 | 103.5 | 105.3 | 106.3 | 94.6 |
2nd Quartile Price | 0.0 | 100.0 | 102.5 | 104.9 | 106.7 | 108.0 | 100.0 |
3rd Quartile Price | 0.0 | 100.6 | 103.2 | 105.3 | 107.3 | 109.0 | 107.0 |
4th Quartile Price | 0.0 | 101.0 | 103.6 | 106.0 | 107.9 | 109.5 | 111.6 |
Avg. Price Top 5 Trades | 0.0 | 101.3 | 104.6 | 107.1 | 109.5 | 109.3 | 114.2 |
Standard Deviation | 0.0 | 0.8 | 0.9 | 1.0 | 1.1 | 3.5 | 6.6 |
VOLUME OF TRADES (000'S) | 0.0 | 109,037.0 | 1,433,448.2 | 1,180,954.6 | 145,909.3 | 545.2 | 5,036.6 |
NUMBER OF TRADES | 0 | 91 | 152 | 172 | 67 | 13 | 98 |
GNMA | |||||||
AVERAGE PRICE | * | 101.4 | 103.5 | 105.6 | 108.1 | 106.6 | 106.5 |
Weighted Avg. Price | * | 101.5 | 103.7 | 105.6 | 108.6 | 107.3 | 111.9 |
Avg. Price Bottom 5 Trades | * | 100.7 | 100.4 | 101.2 | 105.1 | 101.3 | 71.8 |
2nd Quartile Price | * | 101.5 | 102.6 | 105.5 | 107.3 | 106.0 | 100.5 |
3rd Quartile Price | * | 101.5 | 104.0 | 105.7 | 108.8 | 107.4 | 110.2 |
4th Quartile Price | * | 101.6 | 104.1 | 106.2 | 108.9 | 107.8 | 114.3 |
Avg. Price Top 5 Trades | * | 101.6 | 105.8 | 106.6 | 108.9 | 109.2 | 115.9 |
Standard Deviation | * | 0.4 | 1.4 | 1.3 | 1.1 | 2.5 | 10.9 |
VOLUME OF TRADES (000'S) | * | 98,143.8 | 1,002,818.1 | 1,181,640.9 | 321,863.6 | 23,726.2 | 100,084.5 |
NUMBER OF TRADES | * | 26 | 75 | 96 | 115 | 40 | 237 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.7 | 0.0 | 102.6 | * | 102.7 | |||
Weighted Avg. Price | 103.9 | 0.0 | 102.3 | * | 103.3 | |||
Avg. Price Bottom 5 Trades | 103.7 | 0.0 | 101.9 | * | 101.7 | |||
2nd Quartile Price | * | 0.0 | 102.2 | * | 101.5 | |||
3rd Quartile Price | * | 0.0 | 102.7 | * | 102.9 | |||
4th Quartile Price | * | 0.0 | 103.9 | * | 104.9 | |||
Avg. Price Top 5 Trades | 103.7 | 0.0 | 103.2 | * | 103.7 | |||
Standard Deviation | 0.6 | 0.0 | 0.8 | * | 1.7 | |||
VOLUME OF TRADES (000'S) | 7,185.2 | 0.0 | 100,573.3 | * | 3,798.8 | |||
NUMBER OF TRADES | 22 | 0 | 13 | * | 8 | |||
FHLMC | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 102.0 | * | * | |||
Weighted Avg. Price | 0.0 | 0.0 | 101.3 | * | * | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 102.0 | * | * | |||
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 | 0.0 | 0.0 | 102.0 | * | * | |||
Standard Deviation | 0.0 | 0.0 | 0.4 | * | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 22,835.2 | * | * | |||
NUMBER OF TRADES | 0 | 0 | 6 | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | 103.0 | 100.6 | 101.5 | * | 0.0 | |||
Weighted Avg. Price | 102.8 | 100.4 | 100.9 | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.0 | 100.3 | 100.4 | * | 0.0 | |||
2nd Quartile Price | * | 100.3 | 100.9 | * | 0.0 | |||
3rd Quartile Price | * | 100.4 | 101.2 | * | 0.0 | |||
4th Quartile Price | * | 101.1 | 102.4 | * | 0.0 | |||
Avg. Price Top 5 Trades | 103.0 | 100.8 | 102.7 | * | 0.0 | |||
Standard Deviation | 0.2 | 0.4 | 1.1 | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 1,360.3 | 35,261.5 | 90,626.0 | * | 0.0 | |||
NUMBER OF TRADES | 20 | 9 | 21 | * | 0 |