METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 98.0 | 98.0 | 100.6 | 101.0 | 102.3 | 99.8 | 101.2 |
Weighted Avg. Price | 98.0 | 98.5 | 98.7 | 102.1 | 103.8 | 101.8 | 105.2 |
Avg. Price Bottom 5 Trades | 97.3 | 91.7 | 97.3 | 98.7 | 102.3 | 99.8 | 99.6 |
2nd Quartile Price | 97.6 | 97.5 | 99.7 | 101.0 | * | * | 100.0 |
3rd Quartile Price | 97.8 | 99.5 | 101.6 | 102.0 | * | * | 100.0 |
4th Quartile Price | 98.5 | 99.9 | 102.0 | 103.1 | * | * | 104.6 |
Avg. Price Top 5 Trades | 99.1 | 100.4 | 102.2 | 102.9 | 102.3 | 99.8 | 105.2 |
Standard Deviation | 0.7 | 3.3 | 1.8 | 2.8 | 1.3 | 0.8 | 2.8 |
VOLUME OF TRADES (000'S) | 115,810.1 | 165,253.0 | 364,958.5 | 1,671.2 | 7,529.7 | 540.4 | 705.6 |
NUMBER OF TRADES | 28 | 56 | 45 | 18 | 5 | 26 | 24 |
FHLMC | |||||||
AVERAGE PRICE | 98.2 | 97.9 | 100.8 | 102.4 | * | * | 102.0 |
Weighted Avg. Price | 98.7 | 99.7 | 101.8 | 102.8 | * | * | 103.4 |
Avg. Price Bottom 5 Trades | 97.9 | 93.6 | 98.9 | 102.1 | * | * | 100.7 |
2nd Quartile Price | 97.9 | 97.0 | 100.7 | 102.0 | * | * | 100.0 |
3rd Quartile Price | 98.0 | 99.7 | 101.5 | 102.8 | * | * | 102.7 |
4th Quartile Price | 99.1 | 99.8 | 101.9 | 102.9 | * | * | 104.1 |
Avg. Price Top 5 Trades | 99.0 | 100.1 | 102.2 | 102.7 | * | * | 103.8 |
Standard Deviation | 0.6 | 2.9 | 1.3 | 0.6 | * | * | 2.0 |
VOLUME OF TRADES (000'S) | 4,677.0 | 290,469.7 | 35,062.0 | 2,097.8 | * | * | 449.1 |
NUMBER OF TRADES | 15 | 32 | 30 | 10 | * | * | 15 |
GNMA | |||||||
AVERAGE PRICE | * | * | 101.8 | * | 102.4 | 103.2 | 106.3 |
Weighted Avg. Price | * | * | 102.6 | * | 103.1 | 104.1 | 106.7 |
Avg. Price Bottom 5 Trades | * | * | 101.7 | * | 102.2 | 102.8 | 105.7 |
2nd Quartile Price | * | * | 101.9 | * | 102.4 | 103.1 | 106.1 |
3rd Quartile Price | * | * | 102.4 | * | 103.3 | 104.1 | 106.3 |
4th Quartile Price | * | * | 102.7 | * | 103.7 | 104.3 | 109.0 |
Avg. Price Top 5 Trades | * | * | 102.1 | * | 102.9 | 104.0 | 106.8 |
Standard Deviation | * | * | 0.9 | * | 1.3 | 1.4 | 1.3 |
VOLUME OF TRADES (000'S) | * | * | 17,263.9 | * | 508.2 | 1,264.8 | 772.8 |
NUMBER OF TRADES | * | * | 7 | * | 7 | 8 | 7 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 93.0 | 97.2 | 99.9 | 102.2 | 103.9 | 104.5 | 100.9 |
Weighted Avg. Price | 93.7 | 97.4 | 100.2 | 102.6 | 104.9 | 107.1 | 110.4 |
Avg. Price Bottom 5 Trades | 93.0 | 96.0 | 97.0 | 100.1 | 99.5 | 99.1 | 70.9 |
2nd Quartile Price | * | 96.6 | 99.7 | 102.0 | 104.0 | 102.7 | 98.0 |
3rd Quartile Price | * | 97.0 | 99.9 | 102.1 | 104.4 | 106.3 | 101.6 |
4th Quartile Price | * | 97.9 | 100.2 | 102.7 | 104.7 | 106.6 | 107.8 |
Avg. Price Top 5 Trades | 93.0 | 99.3 | 101.8 | 104.1 | 105.8 | 107.7 | 115.6 |
Standard Deviation | 1.5 | 1.0 | 0.9 | 0.9 | 1.7 | 3.2 | 9.8 |
VOLUME OF TRADES (000'S) | 62.3 | 437,045.7 | 2,149,107.4 | 1,352,133.2 | 500,966.2 | 46,178.7 | 2,984.0 |
NUMBER OF TRADES | 6 | 68 | 210 | 241 | 140 | 86 | 118 |
FHLMC | |||||||
AVERAGE PRICE | * | 97.0 | 99.9 | 101.9 | 104.7 | 104.2 | 101.5 |
Weighted Avg. Price | * | 97.5 | 100.7 | 102.6 | 105.1 | 107.1 | 108.8 |
Avg. Price Bottom 5 Trades | * | 95.6 | 96.9 | 98.2 | 102.8 | 101.6 | 87.4 |
2nd Quartile Price | * | 96.5 | 99.7 | 101.9 | 104.4 | 100.1 | 100.0 |
3rd Quartile Price | * | 96.8 | 99.8 | 102.3 | 104.7 | 106.5 | 103.2 |
4th Quartile Price | * | 97.3 | 100.3 | 102.5 | 105.0 | 106.5 | 106.7 |
Avg. Price Top 5 Trades | * | 98.9 | 101.6 | 103.9 | 105.6 | 106.7 | 111.9 |
Standard Deviation | * | 0.9 | 1.2 | 1.7 | 0.7 | 3.2 | 8.5 |
VOLUME OF TRADES (000'S) | * | 139,318.2 | 1,078,067.8 | 356,808.9 | 275,689.6 | 1,573.2 | 2,074.8 |
NUMBER OF TRADES | * | 78 | 148 | 112 | 90 | 16 | 52 |
GNMA | |||||||
AVERAGE PRICE | 94.5 | 98.2 | 100.6 | 102.8 | 102.2 | 104.4 | 106.3 |
Weighted Avg. Price | 94.5 | 98.0 | 100.6 | 102.8 | 104.5 | 105.2 | 107.5 |
Avg. Price Bottom 5 Trades | 94.5 | 97.8 | 97.9 | 100.6 | 80.7 | 97.4 | 72.7 |
2nd Quartile Price | * | 97.9 | 100.6 | 102.7 | 104.1 | 104.0 | 103.5 |
3rd Quartile Price | * | 98.0 | 100.7 | 102.8 | 104.3 | 105.1 | 108.0 |
4th Quartile Price | * | 98.1 | 100.8 | 103.2 | 105.2 | 106.1 | 109.5 |
Avg. Price Top 5 Trades | 94.5 | 99.2 | 101.9 | 103.9 | 105.9 | 108.2 | 111.8 |
Standard Deviation | 0.3 | 0.5 | 1.0 | 0.9 | 11.9 | 2.9 | 5.5 |
VOLUME OF TRADES (000'S) | 2,482,507.3 | 1,762,710.3 | 1,780,556.1 | 1,116,624.6 | 243,845.6 | 215,419.8 | 32,067.2 |
NUMBER OF TRADES | 24 | 35 | 108 | 76 | 73 | 124 | 798 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 102.3 | 0.0 | 101.1 | 100.5 | 100.4 | |||
Weighted Avg. Price | 103.7 | 0.0 | 101.3 | 100.5 | 100.2 | |||
Avg. Price Bottom 5 Trades | 100.9 | 0.0 | 101.1 | 100.1 | 98.8 | |||
2nd Quartile Price | 102.9 | 0.0 | * | 100.2 | 99.7 | |||
3rd Quartile Price | 103.4 | 0.0 | * | 100.5 | 100.7 | |||
4th Quartile Price | 104.5 | 0.0 | * | 100.7 | 100.9 | |||
Avg. Price Top 5 Trades | 104.0 | 0.0 | 101.1 | 101.0 | 101.7 | |||
Standard Deviation | 3.5 | 0.0 | 1.0 | 0.4 | 1.3 | |||
VOLUME OF TRADES (000'S) | 1,653.5 | 0.0 | 12,882.6 | 37,116.3 | 21,611.7 | |||
NUMBER OF TRADES | 12 | 0 | 5 | 27 | 22 | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.6 | * | * | 100.4 | 102.3 | |||
Weighted Avg. Price | 103.5 | * | * | 101.1 | 101.7 | |||
Avg. Price Bottom 5 Trades | 102.9 | * | * | 99.5 | 102.3 | |||
2nd Quartile Price | 102.6 | * | * | 99.9 | * | |||
3rd Quartile Price | 103.3 | * | * | 100.3 | * | |||
4th Quartile Price | 105.4 | * | * | 100.7 | * | |||
Avg. Price Top 5 Trades | 104.2 | * | * | 101.6 | 102.3 | |||
Standard Deviation | 1.2 | * | * | 0.8 | 1.1 | |||
VOLUME OF TRADES (000'S) | 2,348.4 | * | * | 18,076.3 | 1,632.6 | |||
NUMBER OF TRADES | 11 | * | * | 35 | 5 | |||
GNMA | ||||||||
AVERAGE PRICE | 102.0 | 99.4 | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.6 | 99.2 | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 101.8 | 99.3 | * | 0.0 | 0.0 | |||
2nd Quartile Price | 101.4 | 99.2 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 102.4 | 99.6 | * | 0.0 | 0.0 | |||
4th Quartile Price | 102.8 | 99.8 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 102.4 | 99.6 | * | 0.0 | 0.0 | |||
Standard Deviation | 0.9 | 0.4 | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 353.9 | 7,696.8 | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 8 | 8 | * | 0 | 0 |