METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 97.8 | 98.7 | 99.9 | 101.8 | 102.7 | 101.2 | 99.9 |
Weighted Avg. Price | 98.2 | 98.6 | 100.2 | 102.4 | 103.6 | 101.6 | 102.7 |
Avg. Price Bottom 5 Trades | 97.1 | 96.4 | 95.0 | 101.2 | 101.7 | 100.3 | 96.8 |
2nd Quartile Price | 97.2 | 98.9 | 100.0 | 102.0 | 102.5 | 100.0 | 100.0 |
3rd Quartile Price | 97.5 | 98.9 | 100.3 | 102.2 | 102.9 | 101.4 | 101.5 |
4th Quartile Price | 98.5 | 99.1 | 101.0 | 102.6 | 103.6 | 104.0 | 104.0 |
Avg. Price Top 5 Trades | 98.8 | 99.6 | 101.5 | 102.7 | 103.6 | 102.4 | 104.0 |
Standard Deviation | 0.8 | 0.8 | 1.8 | 1.6 | 1.0 | 1.7 | 5.1 |
VOLUME OF TRADES (000'S) | 13,362.9 | 78,298.8 | 156,578.1 | 5,201.3 | 3,052.7 | 1,684.9 | 371.8 |
NUMBER OF TRADES | 20 | 61 | 55 | 12 | 14 | 10 | 13 |
FHLMC | |||||||
AVERAGE PRICE | 97.3 | 99.2 | 100.5 | 102.1 | 101.7 | 100.3 | 101.1 |
Weighted Avg. Price | 97.7 | 99.4 | 101.4 | 103.1 | 102.4 | 101.8 | 102.3 |
Avg. Price Bottom 5 Trades | 96.5 | 98.6 | 100.1 | 101.4 | 100.5 | 100.3 | 101.1 |
2nd Quartile Price | 97.1 | 98.7 | 100.2 | 102.0 | 101.3 | * | * |
3rd Quartile Price | 97.7 | 99.1 | 100.3 | 102.5 | 101.6 | * | * |
4th Quartile Price | 98.3 | 99.8 | 101.1 | 103.1 | 103.1 | * | * |
Avg. Price Top 5 Trades | 98.2 | 100.1 | 101.6 | 102.9 | 103.2 | 100.3 | 101.1 |
Standard Deviation | 1.0 | 0.6 | 0.6 | 1.2 | 1.3 | 0.9 | 1.1 |
VOLUME OF TRADES (000'S) | 1,775.2 | 27,242.6 | 43,892.6 | 10,932.6 | 775.0 | 230.8 | 424.9 |
NUMBER OF TRADES | 11 | 43 | 43 | 13 | 14 | 15 | 6 |
GNMA | |||||||
AVERAGE PRICE | * | * | 0.0 | 0.0 | 103.2 | * | * |
Weighted Avg. Price | * | * | 0.0 | 0.0 | 103.2 | * | * |
Avg. Price Bottom 5 Trades | * | * | 0.0 | 0.0 | 103.2 | * | * |
2nd Quartile Price | * | * | 0.0 | 0.0 | 103.1 | * | * |
3rd Quartile Price | * | * | 0.0 | 0.0 | 103.5 | * | * |
4th Quartile Price | * | * | 0.0 | 0.0 | 103.8 | * | * |
Avg. Price Top 5 Trades | * | * | 0.0 | 0.0 | 103.3 | * | * |
Standard Deviation | * | * | 0.0 | 0.0 | 0.4 | * | * |
VOLUME OF TRADES (000'S) | * | * | 0.0 | 0.0 | 522.8 | * | * |
NUMBER OF TRADES | * | * | 0 | 0 | 7 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 96.0 | 99.2 | 102.0 | 103.6 | 102.8 | 104.1 |
Weighted Avg. Price | * | 96.6 | 99.2 | 102.2 | 105.0 | 106.5 | 115.2 |
Avg. Price Bottom 5 Trades | * | 95.9 | 97.6 | 100.9 | 102.5 | 99.4 | 91.1 |
2nd Quartile Price | * | 95.7 | 98.9 | 101.6 | 103.5 | 100.0 | 100.0 |
3rd Quartile Price | * | 95.7 | 99.0 | 101.9 | 103.5 | 104.8 | 105.7 |
4th Quartile Price | * | 96.5 | 99.8 | 102.5 | 103.6 | 105.5 | 109.0 |
Avg. Price Top 5 Trades | * | 96.8 | 100.1 | 103.3 | 105.3 | 106.5 | 114.4 |
Standard Deviation | * | 0.5 | 0.8 | 0.7 | 0.9 | 3.8 | 6.9 |
VOLUME OF TRADES (000'S) | * | 47,003.4 | 212,970.1 | 361,907.7 | 27,504.4 | 23,698.6 | 47,756.0 |
NUMBER OF TRADES | * | 25 | 109 | 76 | 67 | 49 | 71 |
FHLMC | |||||||
AVERAGE PRICE | * | 96.2 | 99.2 | 101.9 | 104.3 | 103.9 | 102.5 |
Weighted Avg. Price | * | 96.5 | 100.2 | 102.2 | 104.8 | 106.5 | 111.4 |
Avg. Price Bottom 5 Trades | * | 96.0 | 98.7 | 100.8 | 104.2 | 102.8 | 97.9 |
2nd Quartile Price | * | 96.1 | 98.8 | 101.5 | 103.8 | 103.6 | 100.0 |
3rd Quartile Price | * | 96.1 | 98.8 | 101.6 | 104.4 | 104.4 | 100.3 |
4th Quartile Price | * | 96.5 | 99.3 | 102.3 | 104.9 | 105.3 | 111.6 |
Avg. Price Top 5 Trades | * | 96.8 | 101.2 | 103.6 | 105.0 | 105.2 | 112.9 |
Standard Deviation | * | 0.5 | 0.8 | 0.7 | 0.6 | 2.0 | 7.9 |
VOLUME OF TRADES (000'S) | * | 21,804.2 | 82,699.8 | 1,284,945.8 | 36,080.5 | 10,045.4 | 250.8 |
NUMBER OF TRADES | * | 27 | 68 | 81 | 18 | 12 | 18 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.4 | 99.4 | 101.8 | 103.2 | 104.4 | 100.1 |
Weighted Avg. Price | 0.0 | 97.4 | 100.1 | 102.5 | 104.1 | 105.0 | 105.2 |
Avg. Price Bottom 5 Trades | 0.0 | 97.0 | 96.4 | 100.1 | 102.5 | 101.7 | 88.5 |
2nd Quartile Price | 0.0 | 97.4 | 99.5 | 100.5 | 103.2 | 104.0 | 98.0 |
3rd Quartile Price | 0.0 | 97.4 | 100.1 | 102.5 | 103.9 | 104.7 | 100.0 |
4th Quartile Price | 0.0 | 97.6 | 100.2 | 102.7 | 104.3 | 105.5 | 105.3 |
Avg. Price Top 5 Trades | 0.0 | 97.7 | 100.7 | 103.0 | 104.1 | 105.9 | 109.8 |
Standard Deviation | 0.0 | 0.8 | 1.8 | 1.4 | 1.2 | 1.9 | 6.4 |
VOLUME OF TRADES (000'S) | 0.0 | 118,940.5 | 46,129.3 | 29,404.8 | 71,906.9 | 77,680.2 | 7,760.7 |
NUMBER OF TRADES | 0 | 11 | 25 | 18 | 10 | 27 | 185 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 97.2 | 0.0 | * | * | 0.0 | |||
Weighted Avg. Price | 101.7 | 0.0 | * | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 88.5 | 0.0 | * | * | 0.0 | |||
2nd Quartile Price | 92.0 | 0.0 | * | * | 0.0 | |||
3rd Quartile Price | 102.3 | 0.0 | * | * | 0.0 | |||
4th Quartile Price | 102.5 | 0.0 | * | * | 0.0 | |||
Avg. Price Top 5 Trades | 102.4 | 0.0 | * | * | 0.0 | |||
Standard Deviation | 6.9 | 0.0 | * | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 221.6 | 0.0 | * | * | 0.0 | |||
NUMBER OF TRADES | 18 | 0 | * | * | 0 | |||
FHLMC | ||||||||
AVERAGE PRICE | 104.1 | 0.0 | 100.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 104.4 | 0.0 | 100.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 102.7 | 0.0 | 100.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.5 | 0.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 105.4 | 0.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | 105.4 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 104.2 | 0.0 | 100.0 | 0.0 | 0.0 | |||
Standard Deviation | 1.6 | 0.0 | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 6,272.9 | 0.0 | 16,524.7 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 22 | 0 | 5 | 0 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 100.9 | * | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.3 | * | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 94.6 | * | * | 0.0 | 0.0 | |||
2nd Quartile Price | 102.1 | * | * | 0.0 | 0.0 | |||
3rd Quartile Price | 102.3 | * | * | 0.0 | 0.0 | |||
4th Quartile Price | 102.5 | * | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 102.4 | * | * | 0.0 | 0.0 | |||
Standard Deviation | 4.0 | * | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 1,184.3 | * | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 27 | * | * | 0 | 0 |