METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 96.7 | 98.9 | 100.4 | 102.3 | 101.1 | 98.8 | 100.9 |
Weighted Avg. Price | 96.4 | 99.0 | 98.5 | 103.1 | 102.9 | 105.8 | 103.1 |
Avg. Price Bottom 5 Trades | 92.7 | 96.0 | 95.3 | 100.6 | 101.1 | 96.4 | 100.5 |
2nd Quartile Price | 96.2 | 98.8 | 99.9 | 102.0 | * | 101.1 | 100.0 |
3rd Quartile Price | 97.3 | 99.1 | 101.2 | 102.5 | * | 101.4 | 100.0 |
4th Quartile Price | 97.7 | 99.4 | 101.3 | 102.7 | * | 104.0 | 103.4 |
Avg. Price Top 5 Trades | 99.1 | 100.2 | 102.2 | 103.7 | 101.1 | 103.5 | 103.2 |
Standard Deviation | 1.8 | 1.0 | 1.6 | 0.9 | 2.0 | 8.2 | 1.8 |
VOLUME OF TRADES (000'S) | 264,533.3 | 353,227.5 | 673,784.6 | 60,898.4 | 145.4 | 8,225.5 | 221.7 |
NUMBER OF TRADES | 46 | 77 | 138 | 53 | 6 | 8 | 19 |
FHLMC | |||||||
AVERAGE PRICE | 97.3 | 99.4 | 101.1 | 101.2 | 102.1 | 102.2 | * |
Weighted Avg. Price | 97.2 | 99.4 | 101.5 | 101.6 | 103.0 | 103.9 | * |
Avg. Price Bottom 5 Trades | 97.0 | 98.6 | 99.7 | 100.5 | 101.6 | 99.0 | * |
2nd Quartile Price | 97.2 | 99.1 | 100.7 | 100.5 | 101.3 | 101.8 | * |
3rd Quartile Price | 97.2 | 99.3 | 101.4 | 101.3 | 102.9 | 104.0 | * |
4th Quartile Price | 98.6 | 99.7 | 101.5 | 101.6 | 103.4 | 104.0 | * |
Avg. Price Top 5 Trades | 97.5 | 100.3 | 101.8 | 102.1 | 102.3 | 103.4 | * |
Standard Deviation | 0.7 | 0.7 | 0.7 | 1.0 | 1.1 | 2.6 | * |
VOLUME OF TRADES (000'S) | 41,916.3 | 135,624.9 | 178,870.9 | 77.1 | 334.6 | 11,626.1 | * |
NUMBER OF TRADES | 7 | 40 | 49 | 12 | 10 | 18 | * |
GNMA | |||||||
AVERAGE PRICE | * | 100.1 | 102.3 | 103.5 | * | * | * |
Weighted Avg. Price | * | 100.1 | 102.3 | 103.1 | * | * | * |
Avg. Price Bottom 5 Trades | * | 100.1 | 102.3 | 103.3 | * | * | * |
2nd Quartile Price | * | * | * | 103.4 | * | * | * |
3rd Quartile Price | * | * | * | 103.5 | * | * | * |
4th Quartile Price | * | * | * | 104.5 | * | * | * |
Avg. Price Top 5 Trades | * | 100.1 | 102.3 | 103.6 | * | * | * |
Standard Deviation | * | 0.1 | 0.0 | 0.5 | * | * | * |
VOLUME OF TRADES (000'S) | * | 1,259.0 | 12,949.8 | 1,123.7 | * | * | * |
NUMBER OF TRADES | * | 5 | 5 | 7 | * | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 96.3 | 99.3 | 101.8 | 103.4 | 104.2 | 102.0 |
Weighted Avg. Price | * | 96.5 | 99.5 | 102.3 | 104.4 | 106.8 | 109.4 |
Avg. Price Bottom 5 Trades | * | 95.2 | 97.4 | 99.8 | 98.5 | 99.8 | 89.4 |
2nd Quartile Price | * | 95.7 | 99.0 | 101.4 | 103.4 | 102.2 | 97.6 |
3rd Quartile Price | * | 96.5 | 99.3 | 101.8 | 104.0 | 105.0 | 104.0 |
4th Quartile Price | * | 96.7 | 99.5 | 102.3 | 104.6 | 106.9 | 108.0 |
Avg. Price Top 5 Trades | * | 98.5 | 101.0 | 103.3 | 105.8 | 108.0 | 110.9 |
Standard Deviation | * | 1.0 | 0.7 | 0.7 | 2.3 | 4.0 | 7.2 |
VOLUME OF TRADES (000'S) | * | 279,892.2 | 1,532,428.0 | 944,072.3 | 1,214,524.4 | 136,606.2 | 61,616.7 |
NUMBER OF TRADES | * | 92 | 151 | 148 | 151 | 52 | 132 |
FHLMC | |||||||
AVERAGE PRICE | * | 96.3 | 99.3 | 101.4 | 103.5 | 103.2 | 100.8 |
Weighted Avg. Price | * | 96.5 | 99.4 | 102.0 | 104.4 | 106.4 | 108.4 |
Avg. Price Bottom 5 Trades | * | 95.9 | 98.5 | 99.2 | 102.7 | 103.2 | 92.6 |
2nd Quartile Price | * | 96.0 | 99.0 | 101.3 | 103.3 | * | 99.3 |
3rd Quartile Price | * | 96.3 | 99.3 | 101.3 | 103.4 | * | 101.0 |
4th Quartile Price | * | 96.5 | 99.5 | 101.9 | 104.1 | * | 106.3 |
Avg. Price Top 5 Trades | * | 97.8 | 100.5 | 103.2 | 104.8 | 103.2 | 107.6 |
Standard Deviation | * | 0.6 | 0.5 | 1.1 | 0.7 | 3.3 | 6.4 |
VOLUME OF TRADES (000'S) | * | 593,350.3 | 811,082.6 | 287,877.8 | 202,856.6 | 84,359.2 | 248.3 |
NUMBER OF TRADES | * | 68 | 117 | 100 | 52 | 7 | 49 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.8 | 100.4 | 102.5 | 103.8 | 105.0 | 105.2 |
Weighted Avg. Price | 0.0 | 97.4 | 100.4 | 102.7 | 104.1 | 105.2 | 108.3 |
Avg. Price Bottom 5 Trades | 0.0 | 97.0 | 99.2 | 101.2 | 102.4 | 101.4 | 91.4 |
2nd Quartile Price | 0.0 | 97.5 | 99.8 | 102.5 | 103.9 | 104.1 | 101.3 |
3rd Quartile Price | 0.0 | 97.6 | 100.3 | 102.6 | 104.2 | 105.1 | 106.4 |
4th Quartile Price | 0.0 | 98.1 | 100.6 | 102.7 | 104.2 | 106.5 | 108.9 |
Avg. Price Top 5 Trades | 0.0 | 98.9 | 101.9 | 103.4 | 104.3 | 108.3 | 113.8 |
Standard Deviation | 0.0 | 0.9 | 0.9 | 0.5 | 0.8 | 2.8 | 4.4 |
VOLUME OF TRADES (000'S) | 0.0 | 412,976.0 | 1,866,956.9 | 1,319,003.5 | 1,282,008.1 | 72,782.8 | 9,668.0 |
NUMBER OF TRADES | 0 | 25 | 55 | 53 | 35 | 40 | 366 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.4 | 0.0 | 101.5 | 100.9 | 96.9 | |||
Weighted Avg. Price | 103.7 | 0.0 | 101.6 | 99.9 | 100.0 | |||
Avg. Price Bottom 5 Trades | 102.6 | 0.0 | 100.7 | 99.8 | 96.9 | |||
2nd Quartile Price | 103.5 | 0.0 | 100.5 | 99.8 | * | |||
3rd Quartile Price | 103.6 | 0.0 | 101.5 | 100.2 | * | |||
4th Quartile Price | 103.7 | 0.0 | 101.7 | 103.3 | * | |||
Avg. Price Top 5 Trades | 103.8 | 0.0 | 102.4 | 101.5 | 96.9 | |||
Standard Deviation | 0.9 | 0.0 | 1.7 | 1.6 | 4.5 | |||
VOLUME OF TRADES (000'S) | 7,148.9 | 0.0 | 14,976.5 | 58,943.3 | 78,924.2 | |||
NUMBER OF TRADES | 15 | 0 | 8 | 8 | 5 | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | 0.0 | * | 98.8 | |||
Weighted Avg. Price | * | 0.0 | 0.0 | * | 99.8 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | 0.0 | * | 98.3 | |||
2nd Quartile Price | * | 0.0 | 0.0 | * | 99.7 | |||
3rd Quartile Price | * | 0.0 | 0.0 | * | 99.7 | |||
4th Quartile Price | * | 0.0 | 0.0 | * | 99.8 | |||
Avg. Price Top 5 Trades | * | 0.0 | 0.0 | * | 99.9 | |||
Standard Deviation | * | 0.0 | 0.0 | * | 2.8 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | * | 30,675.7 | |||
NUMBER OF TRADES | * | 0 | 0 | * | 15 | |||
GNMA | ||||||||
AVERAGE PRICE | 101.6 | * | 100.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.3 | * | 99.8 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 98.9 | * | 99.8 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.8 | * | 100.1 | 0.0 | 0.0 | |||
3rd Quartile Price | 103.2 | * | 100.2 | 0.0 | 0.0 | |||
4th Quartile Price | 103.3 | * | 101.2 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.4 | * | 100.2 | 0.0 | 0.0 | |||
Standard Deviation | 3.8 | * | 1.1 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 4,364.4 | * | 5,435.5 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 18 | * | 7 | 0 | 0 |