METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 96.8 | 99.1 | 100.1 | 102.0 | 100.9 | * | 100.4 |
Weighted Avg. Price | 98.7 | 99.5 | 99.5 | 101.4 | 102.9 | * | 101.8 |
Avg. Price Bottom 5 Trades | 95.0 | 96.4 | 95.4 | 100.3 | 100.5 | * | 99.6 |
2nd Quartile Price | 94.9 | 99.0 | 99.9 | 101.5 | 100.4 | * | 100.0 |
3rd Quartile Price | 97.2 | 99.7 | 101.2 | 102.5 | 101.0 | * | 100.0 |
4th Quartile Price | 98.2 | 99.7 | 101.2 | 102.8 | 103.1 | * | 104.2 |
Avg. Price Top 5 Trades | 99.0 | 100.2 | 101.6 | 102.9 | 101.1 | * | 101.0 |
Standard Deviation | 1.7 | 1.2 | 1.7 | 1.0 | 1.1 | * | 2.0 |
VOLUME OF TRADES (000'S) | 13,055.4 | 140,426.5 | 359,950.2 | 120,136.1 | 482.2 | * | 70.2 |
NUMBER OF TRADES | 24 | 89 | 119 | 31 | 6 | * | 11 |
FHLMC | |||||||
AVERAGE PRICE | 97.2 | 99.2 | 100.7 | 102.7 | * | * | * |
Weighted Avg. Price | 97.4 | 99.4 | 101.1 | 102.9 | * | * | * |
Avg. Price Bottom 5 Trades | 96.4 | 98.4 | 100.0 | 102.0 | * | * | * |
2nd Quartile Price | 97.1 | 99.2 | 100.2 | 102.7 | * | * | * |
3rd Quartile Price | 97.2 | 99.3 | 101.1 | 102.8 | * | * | * |
4th Quartile Price | 97.9 | 99.4 | 101.2 | 103.1 | * | * | * |
Avg. Price Top 5 Trades | 98.3 | 99.6 | 101.3 | 103.0 | * | * | * |
Standard Deviation | 0.9 | 0.5 | 0.7 | 0.5 | * | * | * |
VOLUME OF TRADES (000'S) | 63,818.2 | 27,738.2 | 105,212.8 | 44,766.1 | * | * | * |
NUMBER OF TRADES | 17 | 21 | 28 | 20 | * | * | * |
GNMA | |||||||
AVERAGE PRICE | * | * | 102.5 | * | * | * | * |
Weighted Avg. Price | * | * | 102.7 | * | * | * | * |
Avg. Price Bottom 5 Trades | * | * | 102.3 | * | * | * | * |
2nd Quartile Price | * | * | 102.7 | * | * | * | * |
3rd Quartile Price | * | * | 102.7 | * | * | * | * |
4th Quartile Price | * | * | 102.8 | * | * | * | * |
Avg. Price Top 5 Trades | * | * | 102.7 | * | * | * | * |
Standard Deviation | * | * | 0.7 | * | * | * | * |
VOLUME OF TRADES (000'S) | * | * | 9,055.6 | * | * | * | * |
NUMBER OF TRADES | * | * | 8 | * | * | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 96.4 | 97.0 | 99.2 | 101.8 | 104.2 | 103.8 | 101.2 |
Weighted Avg. Price | 97.0 | 97.8 | 99.8 | 102.5 | 104.4 | 107.5 | 107.8 |
Avg. Price Bottom 5 Trades | 96.4 | 95.3 | 97.6 | 99.9 | 102.0 | 101.9 | 76.8 |
2nd Quartile Price | * | 96.6 | 99.1 | 101.5 | 104.2 | 104.1 | 100.0 |
3rd Quartile Price | * | 97.1 | 99.3 | 102.0 | 104.8 | 104.2 | 102.5 |
4th Quartile Price | * | 97.2 | 99.6 | 102.6 | 104.8 | 106.5 | 105.6 |
Avg. Price Top 5 Trades | 96.4 | 99.2 | 101.1 | 103.4 | 104.8 | 107.3 | 108.5 |
Standard Deviation | 1.4 | 0.9 | 0.7 | 0.9 | 0.8 | 3.5 | 10.0 |
VOLUME OF TRADES (000'S) | 154.2 | 589,007.9 | 354,232.3 | 1,544,517.6 | 204,588.9 | 84,872.7 | 1,017.3 |
NUMBER OF TRADES | 8 | 92 | 198 | 151 | 343 | 28 | 104 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.5 | 99.0 | 101.7 | 103.5 | 104.6 | 101.5 |
Weighted Avg. Price | 0.0 | 97.2 | 99.8 | 102.4 | 104.4 | 104.5 | 108.4 |
Avg. Price Bottom 5 Trades | 0.0 | 95.2 | 94.7 | 100.1 | 101.6 | 104.5 | 90.2 |
2nd Quartile Price | 0.0 | 96.3 | 99.1 | 101.3 | 103.4 | 104.1 | 100.0 |
3rd Quartile Price | 0.0 | 96.5 | 99.1 | 101.6 | 103.5 | 104.9 | 104.2 |
4th Quartile Price | 0.0 | 96.9 | 99.6 | 102.4 | 104.4 | 105.6 | 108.8 |
Avg. Price Top 5 Trades | 0.0 | 97.8 | 101.2 | 103.0 | 104.8 | 104.8 | 108.4 |
Standard Deviation | 0.0 | 0.7 | 1.4 | 0.7 | 1.1 | 0.8 | 15.7 |
VOLUME OF TRADES (000'S) | 0.0 | 25,316.8 | 222,112.5 | 3,823,089.0 | 227,129.7 | 417.4 | 2,600.1 |
NUMBER OF TRADES | 0 | 60 | 97 | 159 | 61 | 14 | 43 |
GNMA | |||||||
AVERAGE PRICE | 93.9 | 98.1 | 100.3 | 102.5 | 104.2 | 104.8 | 104.3 |
Weighted Avg. Price | 94.9 | 98.2 | 100.5 | 102.7 | 104.2 | 105.0 | 107.7 |
Avg. Price Bottom 5 Trades | 93.9 | 97.7 | 99.4 | 101.4 | 103.2 | 102.2 | 89.3 |
2nd Quartile Price | * | 98.0 | 100.3 | 102.6 | 104.2 | 104.5 | 100.0 |
3rd Quartile Price | * | 98.1 | 100.5 | 102.7 | 104.2 | 105.1 | 104.8 |
4th Quartile Price | * | 98.4 | 100.6 | 102.7 | 104.6 | 105.2 | 108.2 |
Avg. Price Top 5 Trades | 93.9 | 98.6 | 100.9 | 102.9 | 104.9 | 107.1 | 113.0 |
Standard Deviation | 2.7 | 0.4 | 0.7 | 0.4 | 0.5 | 1.4 | 5.2 |
VOLUME OF TRADES (000'S) | 402,837.4 | 200,040.1 | 647,756.0 | 3,059,491.2 | 459,800.4 | 439,151.8 | 10,864.2 |
NUMBER OF TRADES | 16 | 18 | 39 | 53 | 36 | 56 | 359 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 100.8 | * | 101.1 | 100.8 | 99.9 | |||
Weighted Avg. Price | 102.0 | * | 101.1 | 100.9 | 100.4 | |||
Avg. Price Bottom 5 Trades | 100.8 | * | 100.2 | 99.1 | 98.9 | |||
2nd Quartile Price | * | * | 100.4 | 100.3 | 99.9 | |||
3rd Quartile Price | * | * | 101.1 | 101.1 | 99.9 | |||
4th Quartile Price | * | * | 101.4 | 101.3 | 101.4 | |||
Avg. Price Top 5 Trades | 100.8 | * | 102.1 | 102.5 | 101.1 | |||
Standard Deviation | 1.5 | * | 1.1 | 2.1 | 1.2 | |||
VOLUME OF TRADES (000'S) | 56.6 | * | 76,260.3 | 102,279.4 | 80,022.7 | |||
NUMBER OF TRADES | 8 | * | 16 | 15 | 13 | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.1 | 0.0 | * | * | * | |||
Weighted Avg. Price | 102.8 | 0.0 | * | * | * | |||
Avg. Price Bottom 5 Trades | 103.1 | 0.0 | * | * | * | |||
2nd Quartile Price | * | 0.0 | * | * | * | |||
3rd Quartile Price | * | 0.0 | * | * | * | |||
4th Quartile Price | * | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 103.1 | 0.0 | * | * | * | |||
Standard Deviation | 1.1 | 0.0 | * | * | * | |||
VOLUME OF TRADES (000'S) | 141.7 | 0.0 | * | * | * | |||
NUMBER OF TRADES | 5 | 0 | * | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | 99.0 | 98.8 | 101.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 101.9 | 99.0 | 101.3 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 96.7 | 98.8 | 100.3 | 0.0 | 0.0 | |||
2nd Quartile Price | 95.0 | * | 100.1 | 0.0 | 0.0 | |||
3rd Quartile Price | 101.0 | * | 101.6 | 0.0 | 0.0 | |||
4th Quartile Price | 102.0 | * | 102.9 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 101.9 | 98.8 | 101.5 | 0.0 | 0.0 | |||
Standard Deviation | 3.7 | 0.7 | 1.4 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 220.6 | 8,151.9 | 43,835.8 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 12 | 5 | 11 | 0 | 0 |