METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 97.1 | 99.2 | 100.4 | 102.1 | * | 100.5 | 99.4 |
Weighted Avg. Price | 94.7 | 98.9 | 99.4 | 101.8 | * | 103.3 | 101.8 |
Avg. Price Bottom 5 Trades | 94.9 | 95.4 | 95.9 | 100.5 | * | 100.5 | 97.8 |
2nd Quartile Price | 96.9 | 99.4 | 100.3 | 101.5 | * | * | 100.0 |
3rd Quartile Price | 97.4 | 99.4 | 100.9 | 102.3 | * | * | 101.6 |
4th Quartile Price | 97.7 | 99.5 | 101.0 | 102.8 | * | * | 104.2 |
Avg. Price Top 5 Trades | 98.3 | 100.1 | 101.3 | 103.2 | * | 100.5 | 101.7 |
Standard Deviation | 1.1 | 0.9 | 1.3 | 0.8 | * | 2.0 | 6.7 |
VOLUME OF TRADES (000'S) | 54,107.3 | 386,673.2 | 390,914.7 | 60,886.1 | * | 4,658.6 | 45.5 |
NUMBER OF TRADES | 40 | 134 | 94 | 43 | * | 8 | 11 |
FHLMC | |||||||
AVERAGE PRICE | 96.5 | 99.0 | 100.7 | 102.5 | * | 98.3 | 101.3 |
Weighted Avg. Price | 97.1 | 99.4 | 101.0 | 102.7 | * | 100.7 | 103.6 |
Avg. Price Bottom 5 Trades | 95.8 | 98.2 | 99.9 | 102.4 | * | 95.1 | 97.3 |
2nd Quartile Price | 96.5 | 98.4 | 100.3 | 102.3 | * | 97.1 | 97.7 |
3rd Quartile Price | 97.0 | 99.2 | 100.9 | 102.6 | * | 100.0 | 101.0 |
4th Quartile Price | 97.1 | 99.7 | 101.0 | 102.6 | * | 101.0 | 105.7 |
Avg. Price Top 5 Trades | 97.4 | 100.0 | 101.2 | 102.5 | * | 99.9 | 104.2 |
Standard Deviation | 1.1 | 0.7 | 0.5 | 0.2 | * | 3.3 | 4.1 |
VOLUME OF TRADES (000'S) | 192,831.2 | 279,285.7 | 255,165.1 | 12,127.8 | * | 57.4 | 989.1 |
NUMBER OF TRADES | 12 | 40 | 53 | 8 | * | 12 | 12 |
GNMA | |||||||
AVERAGE PRICE | * | 100.0 | 101.9 | 102.6 | 102.2 | 100.6 | 107.2 |
Weighted Avg. Price | * | 99.9 | 102.3 | 103.4 | 103.2 | 102.4 | 110.3 |
Avg. Price Bottom 5 Trades | * | 100.0 | 100.1 | 101.5 | 102.2 | 99.6 | 96.7 |
2nd Quartile Price | * | * | 102.4 | 103.0 | * | 100.0 | 107.9 |
3rd Quartile Price | * | * | 102.5 | 103.4 | * | 100.6 | 110.8 |
4th Quartile Price | * | * | 102.5 | 103.5 | * | 103.1 | 110.8 |
Avg. Price Top 5 Trades | * | 100.0 | 102.6 | 103.5 | 102.2 | 101.7 | 109.9 |
Standard Deviation | * | 0.2 | 1.4 | 1.3 | 1.6 | 1.8 | 6.6 |
VOLUME OF TRADES (000'S) | * | 7,856.7 | 23,201.2 | 7,074.3 | 3,048.5 | 93.6 | 1,927.9 |
NUMBER OF TRADES | * | 6 | 27 | 14 | 6 | 11 | 34 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 96.8 | 99.3 | 101.7 | 104.0 | 104.4 | 106.8 |
Weighted Avg. Price | * | 96.9 | 99.5 | 101.7 | 104.0 | 106.7 | 108.8 |
Avg. Price Bottom 5 Trades | * | 96.0 | 97.9 | 99.1 | 102.7 | 100.7 | 98.8 |
2nd Quartile Price | * | 96.6 | 99.1 | 101.4 | 103.1 | 104.1 | 105.3 |
3rd Quartile Price | * | 96.7 | 99.3 | 101.7 | 104.1 | 104.7 | 108.1 |
4th Quartile Price | * | 97.2 | 99.5 | 102.0 | 104.4 | 106.6 | 109.5 |
Avg. Price Top 5 Trades | * | 98.1 | 100.3 | 102.9 | 105.2 | 107.0 | 111.1 |
Standard Deviation | * | 0.6 | 0.4 | 0.7 | 0.7 | 2.6 | 4.4 |
VOLUME OF TRADES (000'S) | * | 289,940.0 | 457,794.6 | 1,152,258.0 | 225,585.6 | 55,611.5 | 26,738.5 |
NUMBER OF TRADES | * | 124 | 216 | 252 | 177 | 60 | 157 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.5 | 99.3 | 101.6 | 103.9 | 104.3 | 104.4 |
Weighted Avg. Price | 0.0 | 96.7 | 99.4 | 102.0 | 104.4 | 105.8 | 108.2 |
Avg. Price Bottom 5 Trades | 0.0 | 95.6 | 98.0 | 100.6 | 103.3 | 101.9 | 95.0 |
2nd Quartile Price | 0.0 | 96.2 | 98.8 | 101.3 | 103.4 | 104.0 | 100.0 |
3rd Quartile Price | 0.0 | 96.6 | 99.4 | 101.8 | 103.8 | 105.1 | 107.0 |
4th Quartile Price | 0.0 | 96.9 | 99.7 | 101.9 | 104.6 | 106.9 | 109.1 |
Avg. Price Top 5 Trades | 0.0 | 97.6 | 100.5 | 103.0 | 104.7 | 106.7 | 110.4 |
Standard Deviation | 0.0 | 0.6 | 0.6 | 0.5 | 0.6 | 2.5 | 5.7 |
VOLUME OF TRADES (000'S) | 0.0 | 177,876.0 | 366,612.7 | 340,768.9 | 184,354.7 | 11,725.1 | 653.8 |
NUMBER OF TRADES | 0 | 79 | 154 | 120 | 67 | 19 | 30 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.8 | 100.3 | 102.4 | 104.3 | 104.1 | 108.6 |
Weighted Avg. Price | 0.0 | 97.8 | 100.3 | 102.4 | 104.2 | 105.1 | 107.3 |
Avg. Price Bottom 5 Trades | 0.0 | 97.4 | 96.6 | 101.1 | 101.2 | 95.8 | 82.4 |
2nd Quartile Price | 0.0 | 97.8 | 100.3 | 102.4 | 104.1 | 103.5 | 108.3 |
3rd Quartile Price | 0.0 | 97.9 | 100.4 | 102.5 | 104.5 | 104.9 | 110.8 |
4th Quartile Price | 0.0 | 98.0 | 100.6 | 102.6 | 104.8 | 105.2 | 110.8 |
Avg. Price Top 5 Trades | 0.0 | 98.2 | 102.7 | 103.3 | 105.4 | 107.4 | 111.1 |
Standard Deviation | 0.0 | 0.5 | 1.7 | 0.4 | 0.9 | 2.5 | 5.0 |
VOLUME OF TRADES (000'S) | 0.0 | 305,421.6 | 763,499.1 | 3,167,595.2 | 1,171,201.3 | 261,988.1 | 59,665.6 |
NUMBER OF TRADES | 0 | 18 | 97 | 189 | 165 | 121 | 1,027 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | * | 0.0 | 103.3 | 100.7 | * | |||
Weighted Avg. Price | * | 0.0 | 103.7 | 101.8 | * | |||
Avg. Price Bottom 5 Trades | * | 0.0 | 103.3 | 100.2 | * | |||
2nd Quartile Price | * | 0.0 | * | 99.5 | * | |||
3rd Quartile Price | * | 0.0 | * | 101.8 | * | |||
4th Quartile Price | * | 0.0 | * | 102.0 | * | |||
Avg. Price Top 5 Trades | * | 0.0 | 103.3 | 101.4 | * | |||
Standard Deviation | * | 0.0 | 1.2 | 1.4 | * | |||
VOLUME OF TRADES (000'S) | * | 0.0 | 57,731.8 | 7,479.8 | * | |||
NUMBER OF TRADES | * | 0 | 6 | 7 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | 0.0 | 100.4 | 0.0 | |||
Weighted Avg. Price | * | 0.0 | 0.0 | 100.6 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | 0.0 | 100.1 | 0.0 | |||
2nd Quartile Price | * | 0.0 | 0.0 | 100.3 | 0.0 | |||
3rd Quartile Price | * | 0.0 | 0.0 | 100.4 | 0.0 | |||
4th Quartile Price | * | 0.0 | 0.0 | 100.8 | 0.0 | |||
Avg. Price Top 5 Trades | * | 0.0 | 0.0 | 100.6 | 0.0 | |||
Standard Deviation | * | 0.0 | 0.0 | 0.4 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | 11,767.4 | 0.0 | |||
NUMBER OF TRADES | * | 0 | 0 | 8 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 101.7 | * | 101.5 | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.0 | * | 101.4 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 101.7 | * | 100.4 | 0.0 | 0.0 | |||
2nd Quartile Price | * | * | 101.5 | 0.0 | 0.0 | |||
3rd Quartile Price | * | * | 101.6 | 0.0 | 0.0 | |||
4th Quartile Price | * | * | 102.7 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 101.7 | * | 102.7 | 0.0 | 0.0 | |||
Standard Deviation | 0.8 | * | 1.1 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 655.7 | * | 11,728.6 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 14 | * | 14 | 0 | 0 |