METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 99.9 | 101.6 | 102.4 | 103.1 | 105.3 | * | 102.7 |
Weighted Avg. Price | 100.7 | 102.5 | 103.1 | 104.7 | 106.5 | * | 108.2 |
Avg. Price Bottom 5 Trades | 98.3 | 98.9 | 97.4 | 101.0 | 103.8 | * | 98.1 |
2nd Quartile Price | 99.3 | 101.1 | 102.0 | 102.2 | 103.9 | * | 98.0 |
3rd Quartile Price | 100.1 | 101.7 | 102.9 | 103.5 | 105.7 | * | 103.0 |
4th Quartile Price | 100.8 | 102.5 | 103.6 | 103.9 | 106.7 | * | 106.7 |
Avg. Price Top 5 Trades | 100.9 | 102.8 | 104.6 | 104.9 | 107.3 | * | 107.9 |
Standard Deviation | 0.9 | 1.2 | 1.9 | 1.3 | 2.0 | * | 5.5 |
VOLUME OF TRADES (000'S) | 434,167.3 | 541,478.9 | 314,847.5 | 21,761.8 | 3,179.1 | * | 565.8 |
NUMBER OF TRADES | 90 | 79 | 89 | 36 | 14 | * | 19 |
FHLMC | |||||||
AVERAGE PRICE | 99.7 | 101.7 | 102.9 | 103.6 | 102.3 | * | 104.1 |
Weighted Avg. Price | 100.4 | 102.5 | 104.2 | 104.5 | 102.6 | * | 105.1 |
Avg. Price Bottom 5 Trades | 98.8 | 101.0 | 101.5 | 102.6 | 101.6 | * | 104.1 |
2nd Quartile Price | 99.2 | 101.3 | 102.0 | 102.5 | 101.1 | * | * |
3rd Quartile Price | 99.8 | 101.8 | 103.5 | 104.2 | 102.3 | * | * |
4th Quartile Price | 100.5 | 102.4 | 104.0 | 104.5 | 103.0 | * | * |
Avg. Price Top 5 Trades | 100.8 | 102.6 | 104.3 | 104.7 | 103.0 | * | 104.1 |
Standard Deviation | 0.8 | 0.6 | 1.1 | 1.2 | 1.3 | * | 1.6 |
VOLUME OF TRADES (000'S) | 144,549.0 | 14,133.4 | 9,411.7 | 1,564.8 | 106.5 | * | 269.3 |
NUMBER OF TRADES | 24 | 30 | 33 | 14 | 12 | * | 6 |
GNMA | |||||||
AVERAGE PRICE | 100.1 | 102.7 | 104.3 | 104.2 | * | * | * |
Weighted Avg. Price | 100.6 | 102.7 | 104.3 | 104.2 | * | * | * |
Avg. Price Bottom 5 Trades | 98.6 | 102.7 | 104.2 | 104.0 | * | * | * |
2nd Quartile Price | 99.1 | * | 104.2 | 104.1 | * | * | * |
3rd Quartile Price | 100.5 | * | 104.3 | 104.5 | * | * | * |
4th Quartile Price | 100.9 | * | 104.4 | 105.0 | * | * | * |
Avg. Price Top 5 Trades | 101.3 | 102.7 | 104.3 | 104.4 | * | * | * |
Standard Deviation | 1.6 | 0.0 | 0.1 | 0.7 | * | * | * |
VOLUME OF TRADES (000'S) | 16,103.7 | 12,807.1 | 7,423.9 | 1,192.3 | * | * | * |
NUMBER OF TRADES | 12 | 7 | 8 | 6 | * | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 100.2 | 102.2 | 114.8 | 106.0 | 106.8 | 110.7 |
Weighted Avg. Price | * | 100.2 | 102.8 | 108.3 | 107.1 | 109.5 | 113.7 |
Avg. Price Bottom 5 Trades | * | 98.2 | 96.8 | 97.7 | 90.1 | 99.0 | 98.4 |
2nd Quartile Price | * | 99.7 | 101.9 | 104.5 | 106.1 | 105.4 | 110.7 |
3rd Quartile Price | * | 100.4 | 102.4 | 105.0 | 106.6 | 108.0 | 112.0 |
4th Quartile Price | * | 100.5 | 102.9 | 105.7 | 107.6 | 109.4 | 112.0 |
Avg. Price Top 5 Trades | * | 104.4 | 104.2 | 425.1 | 109.3 | 110.5 | 115.3 |
Standard Deviation | * | 1.4 | 1.5 | 97.6 | 3.3 | 3.5 | 3.2 |
VOLUME OF TRADES (000'S) | * | 306,489.6 | 941,190.7 | 1,907,770.9 | 266,185.3 | 7,348.7 | 38,328.4 |
NUMBER OF TRADES | * | 113 | 163 | 191 | 188 | 70 | 324 |
FHLMC | |||||||
AVERAGE PRICE | * | 100.0 | 102.5 | 104.6 | 106.9 | 108.0 | 109.5 |
Weighted Avg. Price | * | 100.7 | 102.9 | 105.4 | 107.8 | 109.0 | 111.6 |
Avg. Price Bottom 5 Trades | * | 98.4 | 100.2 | 98.8 | 100.1 | 106.4 | 96.0 |
2nd Quartile Price | * | 99.8 | 102.3 | 104.4 | 106.7 | 107.1 | 110.0 |
3rd Quartile Price | * | 99.9 | 102.5 | 104.6 | 107.3 | 108.6 | 110.0 |
4th Quartile Price | * | 100.5 | 103.0 | 105.5 | 108.0 | 108.6 | 112.0 |
Avg. Price Top 5 Trades | * | 101.8 | 104.0 | 106.7 | 109.3 | 108.9 | 112.1 |
Standard Deviation | * | 1.0 | 0.9 | 1.5 | 3.0 | 1.4 | 4.4 |
VOLUME OF TRADES (000'S) | * | 635,009.8 | 2,603,383.3 | 1,747,983.6 | 216,458.0 | 2,945.6 | 3,945.2 |
NUMBER OF TRADES | * | 70 | 152 | 150 | 99 | 27 | 93 |
GNMA | |||||||
AVERAGE PRICE | * | 100.8 | 103.4 | 105.9 | 107.9 | 105.9 | 110.2 |
Weighted Avg. Price | * | 101.1 | 103.7 | 105.6 | 107.8 | 107.8 | 112.4 |
Avg. Price Bottom 5 Trades | * | 100.0 | 100.4 | 103.4 | 103.5 | 100.8 | 85.9 |
2nd Quartile Price | * | 100.3 | 102.5 | 105.6 | 106.6 | 105.0 | 107.9 |
3rd Quartile Price | * | 101.1 | 103.8 | 106.3 | 108.4 | 106.5 | 112.0 |
4th Quartile Price | * | 101.2 | 103.9 | 106.3 | 109.9 | 107.7 | 114.8 |
Avg. Price Top 5 Trades | * | 101.3 | 104.9 | 106.3 | 109.3 | 109.2 | 118.3 |
Standard Deviation | * | 0.6 | 1.2 | 0.7 | 2.1 | 2.8 | 6.2 |
VOLUME OF TRADES (000'S) | * | 1,504,776.9 | 1,629,357.4 | 1,264,408.4 | 212,951.0 | 23,293.4 | 24,482.3 |
NUMBER OF TRADES | * | 79 | 97 | 153 | 82 | 59 | 448 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 102.3 | * | * | 102.8 | 101.8 | |||
Weighted Avg. Price | 102.0 | * | * | 103.6 | 101.5 | |||
Avg. Price Bottom 5 Trades | 101.7 | * | * | 102.3 | 101.1 | |||
2nd Quartile Price | 100.7 | * | * | 102.5 | 101.6 | |||
3rd Quartile Price | 103.2 | * | * | 102.5 | 102.1 | |||
4th Quartile Price | 104.3 | * | * | 102.5 | 102.5 | |||
Avg. Price Top 5 Trades | 103.8 | * | * | 103.1 | 102.5 | |||
Standard Deviation | 1.8 | * | * | 1.5 | 0.8 | |||
VOLUME OF TRADES (000'S) | 574.6 | * | * | 15,902.9 | 15,297.8 | |||
NUMBER OF TRADES | 9 | * | * | 15 | 18 | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.5 | 0.0 | 103.0 | * | 101.0 | |||
Weighted Avg. Price | 103.4 | 0.0 | 103.2 | * | 100.8 | |||
Avg. Price Bottom 5 Trades | 103.3 | 0.0 | 103.0 | * | 101.0 | |||
2nd Quartile Price | 103.3 | 0.0 | * | * | * | |||
3rd Quartile Price | 103.3 | 0.0 | * | * | * | |||
4th Quartile Price | 103.7 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 104.9 | 0.0 | 103.0 | * | 101.0 | |||
Standard Deviation | 0.6 | 0.0 | 0.7 | * | 0.9 | |||
VOLUME OF TRADES (000'S) | 49,079.0 | 0.0 | 22,111.1 | * | 460.1 | |||
NUMBER OF TRADES | 41 | 0 | 17 | * | 10 | |||
GNMA | ||||||||
AVERAGE PRICE | 103.0 | 100.4 | 101.7 | * | 0.0 | |||
Weighted Avg. Price | 103.0 | 100.3 | 101.5 | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.4 | 100.3 | 100.8 | * | 0.0 | |||
2nd Quartile Price | 102.9 | 100.2 | 101.3 | * | 0.0 | |||
3rd Quartile Price | 103.1 | 100.5 | 102.2 | * | 0.0 | |||
4th Quartile Price | 103.2 | 100.9 | 102.2 | * | 0.0 | |||
Avg. Price Top 5 Trades | 103.7 | 100.6 | 102.4 | * | 0.0 | |||
Standard Deviation | 0.5 | 0.3 | 0.8 | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 3,734.0 | 11,495.0 | 32,635.6 | * | 0.0 | |||
NUMBER OF TRADES | 31 | 7 | 17 | * | 0 |