METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 99.7 | 101.4 | 102.5 | 102.6 | 102.6 | * | 103.4 |
Weighted Avg. Price | 99.8 | 102.1 | 104.0 | 105.4 | 103.8 | * | 112.5 |
Avg. Price Bottom 5 Trades | 97.1 | 97.4 | 100.7 | 99.8 | 101.5 | * | 99.7 |
2nd Quartile Price | 99.1 | 100.6 | 101.9 | 101.5 | 102.0 | * | 101.5 |
3rd Quartile Price | 100.0 | 101.9 | 102.3 | 102.5 | 103.1 | * | 105.3 |
4th Quartile Price | 100.4 | 102.1 | 103.4 | 104.1 | 104.4 | * | 107.0 |
Avg. Price Top 5 Trades | 100.8 | 102.4 | 104.4 | 105.9 | 104.0 | * | 107.8 |
Standard Deviation | 0.9 | 1.2 | 1.0 | 1.9 | 1.6 | * | 5.6 |
VOLUME OF TRADES (000'S) | 457,329.6 | 1,032,276.9 | 130,661.1 | 45,624.3 | 576.6 | * | 3,480.5 |
NUMBER OF TRADES | 112 | 161 | 121 | 57 | 11 | * | 11 |
FHLMC | |||||||
AVERAGE PRICE | 99.6 | 101.3 | 102.6 | 103.2 | 103.5 | 104.4 | 109.4 |
Weighted Avg. Price | 99.8 | 102.3 | 103.7 | 104.5 | 104.9 | 104.9 | 118.8 |
Avg. Price Bottom 5 Trades | 97.9 | 99.1 | 100.6 | 102.9 | 103.5 | 104.4 | 105.3 |
2nd Quartile Price | 99.1 | 100.8 | 102.4 | 102.6 | * | * | 105.0 |
3rd Quartile Price | 100.0 | 101.4 | 102.4 | 104.1 | * | * | 106.2 |
4th Quartile Price | 100.2 | 102.1 | 103.5 | 104.3 | * | * | 118.6 |
Avg. Price Top 5 Trades | 100.5 | 102.6 | 104.0 | 104.1 | 103.5 | 104.4 | 112.2 |
Standard Deviation | 0.9 | 1.0 | 1.0 | 1.0 | 1.7 | 0.8 | 7.2 |
VOLUME OF TRADES (000'S) | 167,478.2 | 218,301.5 | 149,093.7 | 2,743.1 | 1,435.3 | 367.7 | 7,093.1 |
NUMBER OF TRADES | 39 | 71 | 54 | 10 | 5 | 5 | 8 |
GNMA | |||||||
AVERAGE PRICE | 100.3 | 102.1 | 103.9 | 104.9 | 103.9 | * | 107.2 |
Weighted Avg. Price | 100.3 | 102.0 | 103.8 | 104.0 | 104.0 | * | 112.6 |
Avg. Price Bottom 5 Trades | 99.5 | 102.1 | 103.6 | 102.6 | 103.7 | * | 107.2 |
2nd Quartile Price | 100.4 | 102.0 | 103.8 | 103.6 | 103.8 | * | * |
3rd Quartile Price | 100.5 | 102.1 | 103.8 | 106.0 | 104.0 | * | * |
4th Quartile Price | 101.2 | 102.3 | 104.1 | 108.3 | 104.1 | * | * |
Avg. Price Top 5 Trades | 101.0 | 102.2 | 104.4 | 106.0 | 104.0 | * | 107.2 |
Standard Deviation | 1.5 | 0.2 | 0.7 | 2.4 | 0.4 | * | 3.5 |
VOLUME OF TRADES (000'S) | 10,727.2 | 32,140.8 | 9,994.8 | 366.6 | 357.7 | * | 1,631.0 |
NUMBER OF TRADES | 11 | 8 | 14 | 11 | 8 | * | 5 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 96.8 | 99.4 | 102.4 | 104.3 | 106.5 | 105.0 | 108.9 |
Weighted Avg. Price | 97.6 | 100.1 | 103.0 | 104.9 | 107.0 | 108.0 | 111.7 |
Avg. Price Bottom 5 Trades | 96.4 | 96.9 | 99.2 | 101.4 | 102.3 | 96.4 | 90.8 |
2nd Quartile Price | 96.4 | 98.7 | 102.0 | 104.0 | 106.4 | 100.0 | 108.2 |
3rd Quartile Price | 96.4 | 99.9 | 102.8 | 104.7 | 106.9 | 107.8 | 111.0 |
4th Quartile Price | 96.6 | 100.4 | 103.0 | 104.9 | 106.9 | 107.9 | 112.5 |
Avg. Price Top 5 Trades | 98.6 | 101.5 | 104.0 | 106.5 | 108.4 | 108.9 | 114.3 |
Standard Deviation | 0.9 | 1.3 | 1.0 | 1.2 | 1.1 | 4.2 | 7.1 |
VOLUME OF TRADES (000'S) | 235,714.0 | 496,132.5 | 811,265.9 | 1,271,770.7 | 943,195.2 | 48,515.5 | 30,399.9 |
NUMBER OF TRADES | 29 | 99 | 190 | 230 | 418 | 76 | 151 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.7 | 102.4 | 104.4 | 105.9 | 106.4 | 112.8 |
Weighted Avg. Price | * | 100.0 | 102.9 | 105.0 | 107.2 | 108.7 | 116.6 |
Avg. Price Bottom 5 Trades | * | 97.8 | 100.6 | 101.9 | 103.4 | 102.2 | 102.9 |
2nd Quartile Price | * | 99.4 | 101.7 | 104.3 | 105.1 | 107.1 | 109.0 |
3rd Quartile Price | * | 99.9 | 102.8 | 104.6 | 105.9 | 107.5 | 113.4 |
4th Quartile Price | * | 100.0 | 102.9 | 104.9 | 106.6 | 107.7 | 117.0 |
Avg. Price Top 5 Trades | * | 101.8 | 104.3 | 106.3 | 107.9 | 108.4 | 115.4 |
Standard Deviation | * | 1.0 | 0.9 | 0.9 | 1.4 | 2.6 | 4.6 |
VOLUME OF TRADES (000'S) | * | 772,320.6 | 1,914,246.6 | 856,728.5 | 116,729.1 | 6,830.7 | 18,677.7 |
NUMBER OF TRADES | * | 90 | 205 | 188 | 62 | 34 | 154 |
GNMA | |||||||
AVERAGE PRICE | * | 100.7 | 103.6 | 104.3 | 105.1 | 107.3 | 106.7 |
Weighted Avg. Price | * | 100.9 | 103.8 | 104.8 | 105.9 | 108.9 | 110.3 |
Avg. Price Bottom 5 Trades | * | 98.7 | 101.6 | 99.8 | 101.1 | 99.0 | 84.9 |
2nd Quartile Price | * | 100.9 | 103.7 | 104.4 | 103.8 | 107.0 | 103.0 |
3rd Quartile Price | * | 100.9 | 103.8 | 105.0 | 106.0 | 107.6 | 108.4 |
4th Quartile Price | * | 101.0 | 103.8 | 105.1 | 106.3 | 109.5 | 111.0 |
Avg. Price Top 5 Trades | * | 101.4 | 104.3 | 105.5 | 107.1 | 110.9 | 115.3 |
Standard Deviation | * | 0.7 | 0.7 | 1.5 | 1.9 | 3.7 | 6.3 |
VOLUME OF TRADES (000'S) | * | 1,587,126.1 | 2,087,950.3 | 2,396,770.8 | 163,355.9 | 46,826.3 | 10,066.2 |
NUMBER OF TRADES | * | 63 | 129 | 99 | 53 | 49 | 209 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 101.9 | 0.0 | 101.7 | 102.4 | * | |||
Weighted Avg. Price | 102.1 | 0.0 | 102.6 | 102.5 | * | |||
Avg. Price Bottom 5 Trades | 99.7 | 0.0 | 101.7 | 101.8 | * | |||
2nd Quartile Price | 100.0 | 0.0 | * | 102.1 | * | |||
3rd Quartile Price | 102.9 | 0.0 | * | 102.5 | * | |||
4th Quartile Price | 104.5 | 0.0 | * | 105.6 | * | |||
Avg. Price Top 5 Trades | 105.0 | 0.0 | 101.7 | 102.8 | * | |||
Standard Deviation | 2.6 | 0.0 | 1.2 | 1.7 | * | |||
VOLUME OF TRADES (000'S) | 17,380.1 | 0.0 | 16,548.2 | 27,229.6 | * | |||
NUMBER OF TRADES | 21 | 0 | 11 | 6 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 101.8 | 0.0 | 101.9 | 99.2 | * | |||
Weighted Avg. Price | 104.8 | 0.0 | 102.2 | 101.7 | * | |||
Avg. Price Bottom 5 Trades | 101.8 | 0.0 | 101.9 | 96.6 | * | |||
2nd Quartile Price | * | 0.0 | * | 97.0 | * | |||
3rd Quartile Price | * | 0.0 | * | 101.5 | * | |||
4th Quartile Price | * | 0.0 | * | 102.0 | * | |||
Avg. Price Top 5 Trades | 101.8 | 0.0 | 101.9 | 101.8 | * | |||
Standard Deviation | 2.5 | 0.0 | 1.9 | 3.4 | * | |||
VOLUME OF TRADES (000'S) | 2,068.1 | 0.0 | 33,254.2 | 16,488.7 | * | |||
NUMBER OF TRADES | 10 | 0 | 5 | 10 | * | |||
GNMA | ||||||||
AVERAGE PRICE | 103.7 | 99.9 | 100.7 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.4 | 99.8 | 100.6 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.7 | 99.8 | 100.3 | 0.0 | 0.0 | |||
2nd Quartile Price | * | 99.8 | 100.3 | 0.0 | 0.0 | |||
3rd Quartile Price | * | 99.8 | 100.5 | 0.0 | 0.0 | |||
4th Quartile Price | * | 100.1 | 101.9 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.7 | 100.0 | 101.1 | 0.0 | 0.0 | |||
Standard Deviation | 0.3 | 0.3 | 0.7 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 615.4 | 26,207.2 | 7,279.1 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 15 | 9 | 10 | 0 | 0 |