METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 97.5 | 98.0 | 98.7 | 101.5 | 101.8 | 100.1 | 101.7 |
Weighted Avg. Price | 96.8 | 98.1 | 98.8 | 101.1 | 102.7 | 105.8 | 103.3 |
Avg. Price Bottom 5 Trades | 95.0 | 94.3 | 93.8 | 98.4 | 101.5 | 98.9 | 98.6 |
2nd Quartile Price | 97.0 | 97.8 | 97.0 | 101.5 | 101.5 | 99.3 | 100.1 |
3rd Quartile Price | 98.1 | 98.5 | 99.8 | 101.8 | 101.8 | 100.0 | 102.3 |
4th Quartile Price | 98.2 | 98.7 | 100.3 | 102.0 | 102.2 | 101.4 | 103.4 |
Avg. Price Top 5 Trades | 99.1 | 99.7 | 101.3 | 102.3 | 102.5 | 102.0 | 104.5 |
Standard Deviation | 1.2 | 1.4 | 2.3 | 1.0 | 0.6 | 2.2 | 2.5 |
VOLUME OF TRADES (000'S) | 40,392.3 | 86,105.8 | 59,158.1 | 163,637.6 | 9,259.0 | 37,992.2 | 5,339.7 |
NUMBER OF TRADES | 44 | 83 | 133 | 66 | 20 | 15 | 37 |
FHLMC | |||||||
AVERAGE PRICE | 96.5 | 98.2 | 99.5 | 101.7 | 100.8 | 101.0 | 101.2 |
Weighted Avg. Price | 96.1 | 99.1 | 100.7 | 102.1 | 102.5 | 101.0 | 101.1 |
Avg. Price Bottom 5 Trades | 94.7 | 96.4 | 96.5 | 100.7 | 100.8 | 100.7 | 100.6 |
2nd Quartile Price | 95.9 | 98.0 | 99.2 | 101.4 | * | 100.7 | 100.9 |
3rd Quartile Price | 97.0 | 98.6 | 100.2 | 101.9 | * | 101.1 | 100.9 |
4th Quartile Price | 97.6 | 98.9 | 100.3 | 102.1 | * | 101.5 | 101.6 |
Avg. Price Top 5 Trades | 97.9 | 99.8 | 101.3 | 102.4 | 100.8 | 101.4 | 102.1 |
Standard Deviation | 1.4 | 1.3 | 1.7 | 0.8 | 2.2 | 0.7 | 1.0 |
VOLUME OF TRADES (000'S) | 9,309.6 | 137,110.4 | 15,766.4 | 37,881.1 | 1,491.1 | 162.7 | 187.8 |
NUMBER OF TRADES | 18 | 64 | 67 | 26 | 7 | 11 | 21 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | * | 102.2 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | * | 102.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 102.2 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | * | 102.4 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | * | 102.4 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | * | 102.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | * | 102.4 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | * | 0.4 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 10,965.3 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | 8 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 96.1 | 98.5 | 100.7 | 102.8 | 104.4 | 101.5 |
Weighted Avg. Price | * | 97.0 | 99.0 | 101.1 | 103.7 | 105.1 | 106.4 |
Avg. Price Bottom 5 Trades | * | 93.4 | 93.7 | 93.9 | 96.5 | 96.6 | 77.0 |
2nd Quartile Price | * | 95.8 | 98.6 | 100.4 | 102.5 | 104.6 | 98.0 |
3rd Quartile Price | * | 96.2 | 98.8 | 101.1 | 103.1 | 104.9 | 103.0 |
4th Quartile Price | * | 97.2 | 98.9 | 101.6 | 103.7 | 106.1 | 106.5 |
Avg. Price Top 5 Trades | * | 98.6 | 100.3 | 102.3 | 104.7 | 107.2 | 110.8 |
Standard Deviation | * | 1.4 | 1.2 | 1.6 | 1.5 | 2.9 | 7.9 |
VOLUME OF TRADES (000'S) | * | 279,414.9 | 3,267,127.1 | 8,641,489.5 | 1,483,547.3 | 783,371.2 | 31,635.9 |
NUMBER OF TRADES | * | 102 | 429 | 403 | 429 | 128 | 196 |
FHLMC | |||||||
AVERAGE PRICE | * | 96.0 | 98.8 | 101.0 | 103.3 | 104.7 | 100.6 |
Weighted Avg. Price | * | 96.4 | 99.2 | 101.2 | 103.8 | 105.5 | 108.2 |
Avg. Price Bottom 5 Trades | * | 93.0 | 96.9 | 97.4 | 98.3 | 104.3 | 88.4 |
2nd Quartile Price | * | 95.8 | 98.8 | 100.9 | 103.1 | 104.5 | 98.0 |
3rd Quartile Price | * | 96.3 | 98.8 | 101.1 | 103.3 | 104.5 | 100.8 |
4th Quartile Price | * | 96.3 | 98.9 | 101.5 | 104.2 | 104.8 | 105.8 |
Avg. Price Top 5 Trades | * | 97.7 | 100.3 | 102.3 | 104.8 | 107.0 | 109.9 |
Standard Deviation | * | 1.1 | 0.6 | 0.9 | 1.3 | 1.2 | 7.0 |
VOLUME OF TRADES (000'S) | * | 88,029.8 | 1,020,628.3 | 4,374,589.6 | 2,634,078.0 | 183,386.2 | 3,701.9 |
NUMBER OF TRADES | * | 118 | 356 | 313 | 244 | 229 | 92 |
GNMA | |||||||
AVERAGE PRICE | 94.5 | 97.0 | 99.3 | 101.5 | 103.2 | 103.6 | 102.6 |
Weighted Avg. Price | 94.3 | 97.1 | 99.3 | 101.7 | 103.4 | 104.5 | 106.8 |
Avg. Price Bottom 5 Trades | 94.5 | 96.6 | 98.0 | 100.1 | 101.2 | 100.0 | 85.2 |
2nd Quartile Price | * | 97.1 | 99.0 | 101.4 | 103.3 | 102.7 | 100.0 |
3rd Quartile Price | * | 97.1 | 99.5 | 101.7 | 103.4 | 104.3 | 103.0 |
4th Quartile Price | * | 97.2 | 99.7 | 101.8 | 103.5 | 104.4 | 107.7 |
Avg. Price Top 5 Trades | 94.5 | 97.4 | 100.7 | 102.3 | 104.5 | 106.1 | 112.2 |
Standard Deviation | 0.1 | 0.5 | 0.9 | 0.7 | 0.9 | 1.7 | 5.9 |
VOLUME OF TRADES (000'S) | 320,135.8 | 307,751.3 | 1,006,054.9 | 2,125,794.9 | 1,390,030.9 | 340,974.1 | 28,430.6 |
NUMBER OF TRADES | 7 | 33 | 47 | 49 | 65 | 60 | 355 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 99.4 | 94.4 | |||
Weighted Avg. Price | 0.0 | 0.0 | * | 99.6 | 100.3 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 99.0 | 94.4 | |||
2nd Quartile Price | 0.0 | 0.0 | * | 99.2 | * | |||
3rd Quartile Price | 0.0 | 0.0 | * | 99.7 | * | |||
4th Quartile Price | 0.0 | 0.0 | * | 100.0 | * | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 99.6 | 94.4 | |||
Standard Deviation | 0.0 | 0.0 | * | 0.5 | 5.0 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 2,857.5 | 17,430.1 | |||
NUMBER OF TRADES | 0 | 0 | * | 9 | 6 | |||
FHLMC | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | * | * | * | |||
Weighted Avg. Price | 0.0 | 0.0 | * | * | * | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | * | * | |||
2nd Quartile Price | 0.0 | 0.0 | * | * | * | |||
3rd Quartile Price | 0.0 | 0.0 | * | * | * | |||
4th Quartile Price | 0.0 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | * | * | |||
Standard Deviation | 0.0 | 0.0 | * | * | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | * | |||
NUMBER OF TRADES | 0 | 0 | * | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | * | * | 101.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | * | * | 101.4 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | * | 100.1 | 0.0 | 0.0 | |||
2nd Quartile Price | * | * | 101.1 | 0.0 | 0.0 | |||
3rd Quartile Price | * | * | 101.2 | 0.0 | 0.0 | |||
4th Quartile Price | * | * | 102.3 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | * | * | 102.0 | 0.0 | 0.0 | |||
Standard Deviation | * | * | 1.6 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | * | 39,500.3 | 0.0 | 0.0 | |||
NUMBER OF TRADES | * | * | 11 | 0 | 0 |