METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 98.0 | 98.6 | 100.7 | 102.3 | 103.2 | 100.6 | 100.5 |
Weighted Avg. Price | 98.5 | 99.2 | 101.2 | 103.6 | 107.2 | 102.2 | 100.9 |
Avg. Price Bottom 5 Trades | 96.7 | 93.3 | 97.8 | 98.9 | 100.9 | 100.6 | 100.4 |
2nd Quartile Price | 97.5 | 98.0 | 100.4 | 101.8 | 101.7 | * | 100.0 |
3rd Quartile Price | 98.3 | 99.7 | 100.9 | 102.6 | 102.1 | * | 100.0 |
4th Quartile Price | 98.9 | 99.8 | 101.6 | 103.1 | 107.3 | * | 101.5 |
Avg. Price Top 5 Trades | 98.9 | 100.3 | 102.0 | 104.4 | 105.8 | 100.6 | 100.6 |
Standard Deviation | 0.8 | 3.4 | 1.1 | 1.4 | 3.1 | 1.0 | 0.9 |
VOLUME OF TRADES (000'S) | 5,038.4 | 138,736.5 | 188,382.7 | 195,307.9 | 3,319.7 | 79.0 | 45.1 |
NUMBER OF TRADES | 34 | 83 | 105 | 63 | 14 | 8 | 12 |
FHLMC | |||||||
AVERAGE PRICE | 98.1 | 99.6 | 100.8 | 102.9 | 101.5 | 100.3 | 101.6 |
Weighted Avg. Price | 98.3 | 100.1 | 101.7 | 103.0 | 102.2 | 102.3 | 102.2 |
Avg. Price Bottom 5 Trades | 98.0 | 98.5 | 99.4 | 102.7 | 101.5 | 100.3 | 101.6 |
2nd Quartile Price | 98.3 | 99.8 | 100.2 | 102.8 | * | * | * |
3rd Quartile Price | 98.5 | 100.0 | 101.6 | 103.0 | * | * | * |
4th Quartile Price | 98.8 | 100.2 | 101.7 | 103.1 | * | * | * |
Avg. Price Top 5 Trades | 98.4 | 100.3 | 101.7 | 103.1 | 101.5 | 100.3 | 101.6 |
Standard Deviation | 0.6 | 0.9 | 1.3 | 0.4 | 1.4 | 2.2 | 0.8 |
VOLUME OF TRADES (000'S) | 41,785.6 | 152,462.9 | 302,578.9 | 42,152.5 | 138.8 | 1,011.7 | 269.1 |
NUMBER OF TRADES | 6 | 18 | 32 | 10 | 8 | 5 | 15 |
GNMA | |||||||
AVERAGE PRICE | * | 0.0 | * | 102.7 | * | 0.0 | 101.6 |
Weighted Avg. Price | * | 0.0 | * | 103.0 | * | 0.0 | 110.7 |
Avg. Price Bottom 5 Trades | * | 0.0 | * | 102.5 | * | 0.0 | 101.6 |
2nd Quartile Price | * | 0.0 | * | 102.9 | * | 0.0 | * |
3rd Quartile Price | * | 0.0 | * | 103.1 | * | 0.0 | * |
4th Quartile Price | * | 0.0 | * | 103.1 | * | 0.0 | * |
Avg. Price Top 5 Trades | * | 0.0 | * | 103.0 | * | 0.0 | 101.6 |
Standard Deviation | * | 0.0 | * | 0.9 | * | 0.0 | 3.8 |
VOLUME OF TRADES (000'S) | * | 0.0 | * | 3,637.9 | * | 0.0 | 3,680.5 |
NUMBER OF TRADES | * | 0 | * | 7 | * | 0 | 9 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | * | 97.6 | 100.1 | 101.8 | 103.9 | 104.1 | 102.3 |
Weighted Avg. Price | * | 98.0 | 100.3 | 102.5 | 104.7 | 107.5 | 106.6 |
Avg. Price Bottom 5 Trades | * | 96.5 | 99.0 | 99.1 | 99.4 | 98.6 | 88.2 |
2nd Quartile Price | * | 97.3 | 99.8 | 101.3 | 103.5 | 103.8 | 100.0 |
3rd Quartile Price | * | 97.6 | 100.1 | 102.0 | 103.6 | 104.9 | 104.9 |
4th Quartile Price | * | 97.9 | 100.6 | 102.4 | 104.6 | 105.5 | 108.1 |
Avg. Price Top 5 Trades | * | 99.2 | 101.5 | 103.5 | 106.0 | 107.3 | 109.3 |
Standard Deviation | * | 0.7 | 0.6 | 1.0 | 1.3 | 2.8 | 7.9 |
VOLUME OF TRADES (000'S) | * | 500,189.7 | 285,349.2 | 657,904.0 | 524,908.1 | 131,661.9 | 11,641.5 |
NUMBER OF TRADES | * | 78 | 195 | 210 | 261 | 66 | 72 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 97.8 | 100.1 | 101.8 | 103.6 | 105.2 | 99.4 |
Weighted Avg. Price | 0.0 | 98.8 | 100.3 | 102.3 | 104.6 | 105.9 | 106.2 |
Avg. Price Bottom 5 Trades | 0.0 | 96.8 | 98.0 | 99.4 | 101.5 | 103.6 | 91.2 |
2nd Quartile Price | 0.0 | 97.4 | 100.0 | 101.5 | 103.5 | 104.2 | 101.0 |
3rd Quartile Price | 0.0 | 97.8 | 100.2 | 101.7 | 103.5 | 105.2 | 105.0 |
4th Quartile Price | 0.0 | 98.1 | 100.4 | 102.4 | 104.0 | 106.3 | 106.3 |
Avg. Price Top 5 Trades | 0.0 | 98.8 | 101.0 | 103.3 | 105.2 | 107.1 | 107.6 |
Standard Deviation | 0.0 | 0.6 | 0.6 | 1.1 | 1.0 | 1.7 | 11.6 |
VOLUME OF TRADES (000'S) | 0.0 | 29,133.6 | 278,665.5 | 256,270.5 | 138,132.8 | 52,785.3 | 19,503.9 |
NUMBER OF TRADES | 0 | 67 | 158 | 134 | 84 | 24 | 22 |
GNMA | |||||||
AVERAGE PRICE | * | 98.5 | 100.9 | 102.9 | 103.8 | 104.5 | 100.7 |
Weighted Avg. Price | * | 98.8 | 101.0 | 102.8 | 103.8 | 104.8 | 106.2 |
Avg. Price Bottom 5 Trades | * | 96.1 | 99.4 | 100.8 | 101.9 | 101.8 | 85.2 |
2nd Quartile Price | * | 98.4 | 101.0 | 102.8 | 103.7 | 104.3 | 100.0 |
3rd Quartile Price | * | 98.8 | 101.0 | 102.9 | 103.8 | 104.7 | 100.0 |
4th Quartile Price | * | 98.8 | 101.1 | 103.3 | 104.2 | 105.5 | 100.0 |
Avg. Price Top 5 Trades | * | 99.2 | 101.9 | 103.8 | 106.0 | 106.6 | 111.5 |
Standard Deviation | * | 1.1 | 0.8 | 0.7 | 0.9 | 1.4 | 2.7 |
VOLUME OF TRADES (000'S) | * | 1,098,120.4 | 868,138.1 | 1,481,356.7 | 2,596,817.4 | 627,986.6 | 315,555.4 |
NUMBER OF TRADES | * | 48 | 62 | 158 | 134 | 155 | 2,056 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 93.6 | 0.0 | 101.0 | 100.9 | * | |||
Weighted Avg. Price | 103.6 | 0.0 | 101.0 | 100.8 | * | |||
Avg. Price Bottom 5 Trades | 93.6 | 0.0 | 101.0 | 100.9 | * | |||
2nd Quartile Price | * | 0.0 | * | * | * | |||
3rd Quartile Price | * | 0.0 | * | * | * | |||
4th Quartile Price | * | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 93.6 | 0.0 | 101.0 | 100.9 | * | |||
Standard Deviation | 9.2 | 0.0 | 0.2 | 0.4 | * | |||
VOLUME OF TRADES (000'S) | 325.2 | 0.0 | 5,510.3 | 150,265.8 | * | |||
NUMBER OF TRADES | 5 | 0 | 5 | 22 | * | |||
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 | * | * | * | 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 |