METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 98.0 | 99.6 | 101.5 | 101.4 | 103.1 | 103.5 | 102.3 |
Weighted Avg. Price | 98.8 | 100.1 | 102.1 | 104.1 | 105.5 | 103.2 | 103.8 |
Avg. Price Bottom 5 Trades | 95.8 | 98.4 | 98.6 | 99.7 | 101.8 | 102.8 | 102.3 |
2nd Quartile Price | 97.3 | 99.1 | 101.0 | 100.1 | 102.0 | 103.3 | * |
3rd Quartile Price | 98.6 | 99.7 | 102.0 | 101.3 | 102.5 | 104.2 | * |
4th Quartile Price | 98.9 | 100.4 | 102.0 | 102.9 | 105.5 | 106.0 | * |
Avg. Price Top 5 Trades | 99.2 | 100.5 | 102.7 | 103.8 | 104.5 | 104.3 | 102.3 |
Standard Deviation | 1.2 | 1.0 | 1.0 | 1.5 | 1.7 | 1.9 | 2.5 |
VOLUME OF TRADES (000'S) | 112,700.7 | 136,416.4 | 81,937.9 | 29,126.6 | 6,150.6 | 17,352.4 | 126.0 |
NUMBER OF TRADES | 38 | 27 | 110 | 30 | 13 | 7 | 5 |
FHLMC | |||||||
AVERAGE PRICE | 98.9 | 100.0 | 100.8 | 102.7 | 101.3 | * | 0.0 |
Weighted Avg. Price | 98.8 | 100.8 | 101.3 | 103.9 | 101.8 | * | 0.0 |
Avg. Price Bottom 5 Trades | 98.9 | 99.2 | 100.4 | 102.2 | 100.5 | * | 0.0 |
2nd Quartile Price | * | 99.5 | 100.0 | 101.9 | 101.7 | * | 0.0 |
3rd Quartile Price | * | 100.3 | 101.1 | 103.8 | 102.2 | * | 0.0 |
4th Quartile Price | * | 100.7 | 101.6 | 104.0 | 102.5 | * | 0.0 |
Avg. Price Top 5 Trades | 98.9 | 100.8 | 101.3 | 103.5 | 102.5 | * | 0.0 |
Standard Deviation | 0.1 | 0.6 | 0.9 | 1.1 | 2.6 | * | 0.0 |
VOLUME OF TRADES (000'S) | 20,445.7 | 17,913.9 | 60.7 | 43,053.6 | 34.2 | * | 0.0 |
NUMBER OF TRADES | 6 | 20 | 10 | 10 | 8 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | * | 103.5 | 0.0 | 0.0 | * |
Weighted Avg. Price | 0.0 | * | * | 103.5 | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 103.5 | 0.0 | 0.0 | * |
2nd Quartile Price | 0.0 | * | * | * | 0.0 | 0.0 | * |
3rd Quartile Price | 0.0 | * | * | * | 0.0 | 0.0 | * |
4th Quartile Price | 0.0 | * | * | * | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | * | * | 103.5 | 0.0 | 0.0 | * |
Standard Deviation | 0.0 | * | * | 0.1 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 1,875.3 | 0.0 | 0.0 | * |
NUMBER OF TRADES | 0 | * | * | 5 | 0 | 0 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 98.7 | 100.7 | 102.7 | 104.0 | 105.4 | 101.9 |
Weighted Avg. Price | 0.0 | 99.3 | 101.1 | 103.1 | 104.5 | 106.2 | 112.6 |
Avg. Price Bottom 5 Trades | 0.0 | 98.0 | 99.0 | 101.0 | 102.5 | 102.7 | 90.2 |
2nd Quartile Price | 0.0 | 98.1 | 100.3 | 101.8 | 103.4 | 104.4 | 99.4 |
3rd Quartile Price | 0.0 | 98.8 | 100.7 | 102.9 | 103.8 | 105.5 | 106.0 |
4th Quartile Price | 0.0 | 99.6 | 101.2 | 103.4 | 104.8 | 107.0 | 108.0 |
Avg. Price Top 5 Trades | 0.0 | 100.0 | 102.0 | 104.1 | 106.1 | 107.6 | 110.6 |
Standard Deviation | 0.0 | 0.9 | 0.8 | 0.9 | 1.1 | 2.1 | 8.8 |
VOLUME OF TRADES (000'S) | 0.0 | 85,881.5 | 397,624.6 | 997,428.3 | 514,457.1 | 170,944.1 | 12,307.7 |
NUMBER OF TRADES | 0 | 29 | 97 | 135 | 95 | 34 | 34 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 98.6 | 100.6 | 101.8 | 105.8 | 107.1 | 103.7 |
Weighted Avg. Price | 0.0 | 98.7 | 101.0 | 103.3 | 105.4 | 107.6 | 105.7 |
Avg. Price Bottom 5 Trades | 0.0 | 98.0 | 99.2 | 100.5 | 103.2 | 107.0 | 100.1 |
2nd Quartile Price | 0.0 | 98.1 | 100.1 | 101.6 | 106.1 | 106.9 | 100.0 |
3rd Quartile Price | 0.0 | 98.6 | 100.9 | 101.6 | 106.3 | 106.9 | 106.0 |
4th Quartile Price | 0.0 | 99.0 | 101.2 | 102.4 | 106.7 | 107.7 | 106.5 |
Avg. Price Top 5 Trades | 0.0 | 99.9 | 101.9 | 103.8 | 106.5 | 107.2 | 106.1 |
Standard Deviation | 0.0 | 0.7 | 0.9 | 1.0 | 1.2 | 1.0 | 3.2 |
VOLUME OF TRADES (000'S) | 0.0 | 190,997.6 | 243,949.5 | 370,744.8 | 366,048.1 | 62,833.0 | 82.1 |
NUMBER OF TRADES | 0 | 35 | 58 | 61 | 111 | 24 | 18 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 99.5 | 101.6 | 103.3 | 104.5 | 103.4 | 106.8 |
Weighted Avg. Price | 0.0 | 99.8 | 101.9 | 103.2 | 104.1 | 104.7 | 107.4 |
Avg. Price Bottom 5 Trades | 0.0 | 99.1 | 101.2 | 102.8 | 102.4 | 95.5 | 53.4 |
2nd Quartile Price | 0.0 | 99.3 | 101.6 | 103.2 | 103.8 | 104.1 | 106.8 |
3rd Quartile Price | 0.0 | 99.7 | 101.7 | 103.2 | 104.1 | 104.9 | 109.8 |
4th Quartile Price | 0.0 | 99.8 | 101.7 | 103.3 | 105.3 | 105.0 | 110.5 |
Avg. Price Top 5 Trades | 0.0 | 99.9 | 102.0 | 104.3 | 105.9 | 106.4 | 112.1 |
Standard Deviation | 0.0 | 0.4 | 0.5 | 0.7 | 1.3 | 3.7 | 11.6 |
VOLUME OF TRADES (000'S) | 0.0 | 438,142.3 | 390,429.7 | 361,874.5 | 344,563.9 | 449,413.2 | 79,027.7 |
NUMBER OF TRADES | 0 | 22 | 32 | 29 | 51 | 50 | 303 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | * | 0.0 | * | 0.0 | 0.0 | |||
Weighted Avg. Price | * | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | * | 0.0 | 0.0 | |||
2nd Quartile Price | * | 0.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | * | 0.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | * | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | * | 0.0 | * | 0.0 | 0.0 | |||
Standard Deviation | * | 0.0 | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | * | 0 | * | 0 | 0 | |||
FHLMC | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | * | * | 100.8 | 0.0 | 0.0 | |||
Weighted Avg. Price | * | * | 100.7 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | * | 100.6 | 0.0 | 0.0 | |||
2nd Quartile Price | * | * | 100.7 | 0.0 | 0.0 | |||
3rd Quartile Price | * | * | 100.7 | 0.0 | 0.0 | |||
4th Quartile Price | * | * | 101.8 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | * | * | 100.9 | 0.0 | 0.0 | |||
Standard Deviation | * | * | 0.5 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | * | 24,873.6 | 0.0 | 0.0 | |||
NUMBER OF TRADES | * | * | 6 | 0 | 0 |