METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.0 | 100.7 | 102.0 | 102.7 | 102.4 | 101.3 | 103.2 |
Weighted Avg. Price | 100.5 | 101.8 | 103.2 | 103.6 | 101.9 | 101.6 | 103.3 |
Avg. Price Bottom 5 Trades | 95.9 | 98.7 | 99.7 | 100.1 | 102.4 | 101.3 | 103.0 |
2nd Quartile Price | 100.4 | 100.2 | 101.4 | 102.0 | * | * | 102.9 |
3rd Quartile Price | 100.5 | 101.1 | 102.1 | 103.6 | * | * | 103.3 |
4th Quartile Price | 100.5 | 101.5 | 103.0 | 103.6 | * | * | 104.7 |
Avg. Price Top 5 Trades | 100.5 | 101.9 | 103.5 | 103.6 | 102.4 | 101.3 | 103.5 |
Standard Deviation | 1.7 | 1.1 | 1.1 | 1.3 | 0.7 | 0.7 | 0.8 |
VOLUME OF TRADES (000'S) | 270,725.8 | 265,775.4 | 74,681.8 | 35,486.2 | 3,596.1 | 3,305.7 | 197.1 |
NUMBER OF TRADES | 52 | 51 | 68 | 65 | 6 | 5 | 7 |
FNMA | |||||||
AVERAGE PRICE | 100.5 | 101.8 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 101.4 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 101.4 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 101.0 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 102.3 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 102.5 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.5 | 102.2 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.8 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 13,965.0 | 17,394.3 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 8 | * | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.0 | 101.3 | 101.6 | 101.6 | 102.3 | * | * |
Weighted Avg. Price | 100.5 | 102.0 | 103.0 | 101.3 | 102.0 | * | * |
Avg. Price Bottom 5 Trades | 100.0 | 100.4 | 100.3 | 101.6 | 101.7 | * | * |
2nd Quartile Price | * | 100.9 | 101.5 | * | 102.0 | * | * |
3rd Quartile Price | * | 101.4 | 101.5 | * | 102.5 | * | * |
4th Quartile Price | * | 101.9 | 102.1 | * | 103.6 | * | * |
Avg. Price Top 5 Trades | 100.0 | 102.0 | 102.7 | 101.6 | 102.8 | * | * |
Standard Deviation | 0.9 | 0.6 | 1.0 | 1.3 | 1.2 | * | * |
VOLUME OF TRADES (000'S) | 34,389.8 | 33,413.1 | 3,984.1 | 57.1 | 1,984.1 | * | * |
NUMBER OF TRADES | 15 | 30 | 31 | 6 | 9 | * | * |
GNMA | |||||||
AVERAGE PRICE | * | * | 103.0 | 104.3 | 101.6 | 0.0 | * |
Weighted Avg. Price | * | * | 103.0 | 104.4 | 101.7 | 0.0 | * |
Avg. Price Bottom 5 Trades | * | * | 102.9 | 104.1 | 101.6 | 0.0 | * |
2nd Quartile Price | * | * | 103.2 | 104.2 | * | 0.0 | * |
3rd Quartile Price | * | * | 103.2 | 104.4 | * | 0.0 | * |
4th Quartile Price | * | * | 103.3 | 104.4 | * | 0.0 | * |
Avg. Price Top 5 Trades | * | * | 103.2 | 104.4 | 101.6 | 0.0 | * |
Standard Deviation | * | * | 0.5 | 0.2 | 1.3 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | * | 7,794.7 | 18,490.5 | 70.6 | 0.0 | * |
NUMBER OF TRADES | * | * | 10 | 10 | 5 | 0 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 99.8 | 100.2 | 102.0 | 103.8 | 105.5 | 107.6 | 108.7 |
Weighted Avg. Price | 100.1 | 100.8 | 102.4 | 103.9 | 105.6 | 108.7 | 113.1 |
Avg. Price Bottom 5 Trades | 99.8 | 98.6 | 98.4 | 100.7 | 102.6 | 104.1 | 100.3 |
2nd Quartile Price | * | 99.9 | 101.7 | 102.8 | 104.4 | 106.0 | 106.2 |
3rd Quartile Price | * | 100.3 | 102.0 | 103.5 | 104.9 | 107.5 | 108.0 |
4th Quartile Price | * | 101.0 | 102.5 | 104.8 | 106.8 | 108.8 | 113.3 |
Avg. Price Top 5 Trades | 99.8 | 101.3 | 103.6 | 106.2 | 108.3 | 109.9 | 114.6 |
Standard Deviation | 0.6 | 0.9 | 0.9 | 1.3 | 1.5 | 2.1 | 4.2 |
VOLUME OF TRADES (000'S) | 9,000.3 | 489,183.1 | 1,275,112.6 | 777,931.4 | 780,395.3 | 326,032.2 | 6,481.8 |
NUMBER OF TRADES | 7 | 65 | 219 | 280 | 202 | 147 | 63 |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 102.6 | 102.7 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.8 | 102.8 | 102.2 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.7 | 102.2 | 102.7 | * | * | 0.0 |
2nd Quartile Price | 0.0 | 99.7 | 102.8 | * | * | * | 0.0 |
3rd Quartile Price | 0.0 | 99.9 | 103.3 | * | * | * | 0.0 |
4th Quartile Price | 0.0 | 100.0 | 103.7 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.1 | 103.0 | 102.7 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.4 | 1.1 | 1.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 49,010.7 | 46,250.2 | 153,829.6 | * | * | 0.0 |
NUMBER OF TRADES | 0 | 12 | 9 | 10 | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 99.7 | 100.2 | 102.0 | 103.2 | 105.7 | 107.6 | 102.6 |
Weighted Avg. Price | 99.7 | 100.5 | 102.5 | 103.4 | 105.1 | 108.9 | 108.0 |
Avg. Price Bottom 5 Trades | 99.7 | 98.6 | 101.6 | 101.6 | 104.1 | 105.3 | 93.9 |
2nd Quartile Price | * | 100.1 | 101.5 | 102.8 | 104.4 | 106.0 | 88.0 |
3rd Quartile Price | * | 100.1 | 101.8 | 102.8 | 105.2 | 107.0 | 107.0 |
4th Quartile Price | * | 100.8 | 102.4 | 103.5 | 107.4 | 108.7 | 111.4 |
Avg. Price Top 5 Trades | 99.7 | 101.6 | 103.4 | 105.7 | 108.0 | 109.9 | 111.1 |
Standard Deviation | 0.3 | 0.9 | 0.6 | 1.0 | 1.5 | 1.8 | 10.1 |
VOLUME OF TRADES (000'S) | 8,175.5 | 297,668.8 | 253,930.5 | 153,464.9 | 119,499.8 | 100,771.8 | 1,515.9 |
NUMBER OF TRADES | 5 | 70 | 83 | 103 | 82 | 32 | 20 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.3 | 102.7 | 104.4 | 105.0 | 105.1 | 103.2 |
Weighted Avg. Price | 0.0 | 101.5 | 103.0 | 103.9 | 104.5 | 105.6 | 106.2 |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 100.3 | 101.2 | 100.9 | 100.0 | 94.5 |
2nd Quartile Price | 0.0 | 100.7 | 103.0 | 103.8 | 104.0 | 104.3 | 100.0 |
3rd Quartile Price | 0.0 | 101.7 | 103.0 | 103.9 | 104.7 | 105.4 | 100.5 |
4th Quartile Price | 0.0 | 101.7 | 103.1 | 105.6 | 106.6 | 106.8 | 107.4 |
Avg. Price Top 5 Trades | 0.0 | 102.3 | 103.6 | 107.0 | 109.1 | 110.4 | 114.0 |
Standard Deviation | 0.0 | 0.8 | 0.9 | 1.4 | 2.2 | 2.6 | 4.9 |
VOLUME OF TRADES (000'S) | 0.0 | 937,121.5 | 1,874,508.7 | 1,700,238.5 | 1,192,787.8 | 165,012.1 | 101,130.0 |
NUMBER OF TRADES | 0 | 50 | 81 | 166 | 148 | 128 | 544 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
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 | * | * | * | |||
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 | 102.8 | * | 101.2 | 0.0 | 0.0 | |||
Weighted Avg. Price | 102.8 | * | 101.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 101.4 | * | 100.7 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.8 | * | 100.5 | 0.0 | 0.0 | |||
3rd Quartile Price | 102.9 | * | 101.7 | 0.0 | 0.0 | |||
4th Quartile Price | 102.9 | * | 102.7 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 102.9 | * | 101.6 | 0.0 | 0.0 | |||
Standard Deviation | 0.3 | * | 1.1 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 71,390.2 | * | 14,793.4 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 242 | * | 7 | 0 | 0 |