METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.4 | 102.6 | 102.6 | 103.5 | 101.9 | 102.1 | * |
Weighted Avg. Price | 101.3 | 102.6 | 103.7 | 105.1 | 105.5 | 104.1 | * |
Avg. Price Bottom 5 Trades | 98.6 | 101.1 | 100.2 | 100.8 | 98.8 | 102.1 | * |
2nd Quartile Price | 99.8 | 102.5 | 102.2 | 103.3 | 103.0 | * | * |
3rd Quartile Price | 101.3 | 102.7 | 102.9 | 103.9 | 104.1 | * | * |
4th Quartile Price | 101.3 | 102.9 | 103.5 | 104.5 | 104.8 | * | * |
Avg. Price Top 5 Trades | 101.4 | 103.2 | 103.9 | 104.7 | 104.8 | 102.1 | * |
Standard Deviation | 1.3 | 0.5 | 1.1 | 1.4 | 5.1 | 2.0 | * |
VOLUME OF TRADES (000'S) | 362,945.8 | 322,604.4 | 11,563.5 | 6,712.2 | 6,820.2 | 345.5 | * |
NUMBER OF TRADES | 44 | 71 | 93 | 39 | 15 | 5 | * |
FNMA | |||||||
AVERAGE PRICE | 100.6 | 102.2 | * | * | 0.0 | 0.0 | * |
Weighted Avg. Price | 100.6 | 102.4 | * | * | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | 100.0 | 101.7 | * | * | 0.0 | 0.0 | * |
2nd Quartile Price | 100.3 | 101.9 | * | * | 0.0 | 0.0 | * |
3rd Quartile Price | 100.8 | 102.5 | * | * | 0.0 | 0.0 | * |
4th Quartile Price | 100.9 | 102.6 | * | * | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 101.4 | 102.6 | * | * | 0.0 | 0.0 | * |
Standard Deviation | 0.7 | 0.5 | * | * | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 125,840.5 | 106,074.9 | * | * | 0.0 | 0.0 | * |
NUMBER OF TRADES | 22 | 12 | * | * | 0 | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 100.9 | 102.2 | 102.6 | 103.7 | * | 0.0 | * |
Weighted Avg. Price | 100.7 | 102.4 | 103.4 | 103.8 | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 100.4 | 102.0 | 101.3 | 103.4 | * | 0.0 | * |
2nd Quartile Price | 101.1 | 102.0 | 102.0 | 103.7 | * | 0.0 | * |
3rd Quartile Price | 101.3 | 102.3 | 103.0 | 103.8 | * | 0.0 | * |
4th Quartile Price | 101.4 | 102.5 | 103.5 | 103.9 | * | 0.0 | * |
Avg. Price Top 5 Trades | 101.3 | 102.6 | 103.5 | 103.9 | * | 0.0 | * |
Standard Deviation | 0.7 | 0.4 | 1.1 | 0.6 | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 95,242.1 | 3,641.3 | 2,026.2 | 1,271.4 | * | 0.0 | * |
NUMBER OF TRADES | 10 | 32 | 26 | 9 | * | 0 | * |
GNMA | |||||||
AVERAGE PRICE | 101.4 | 103.2 | * | * | 103.7 | * | 107.6 |
Weighted Avg. Price | 101.4 | 103.2 | * | * | 103.7 | * | 109.8 |
Avg. Price Bottom 5 Trades | 101.4 | 103.2 | * | * | 103.7 | * | 107.6 |
2nd Quartile Price | * | * | * | * | * | * | * |
3rd Quartile Price | * | * | * | * | * | * | * |
4th Quartile Price | * | * | * | * | * | * | * |
Avg. Price Top 5 Trades | 101.4 | 103.2 | * | * | 103.7 | * | 107.6 |
Standard Deviation | 0.1 | 0.2 | * | * | 0.3 | * | 6.5 |
VOLUME OF TRADES (000'S) | 6,764.0 | 6,871.9 | * | * | 1,213.7 | * | 841.1 |
NUMBER OF TRADES | 8 | 7 | * | * | 5 | * | 5 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.6 | 101.9 | 103.0 | 103.9 | 105.2 | 107.1 | 107.8 |
Weighted Avg. Price | 100.3 | 101.9 | 103.9 | 105.0 | 107.3 | 107.1 | 110.0 |
Avg. Price Bottom 5 Trades | 100.2 | 100.1 | 101.0 | 101.5 | 94.8 | 105.1 | 100.1 |
2nd Quartile Price | 100.2 | 101.6 | 102.6 | 103.1 | 104.6 | 105.3 | 105.9 |
3rd Quartile Price | 100.5 | 101.8 | 102.9 | 103.6 | 105.0 | 107.1 | 108.6 |
4th Quartile Price | 101.0 | 102.5 | 103.7 | 104.6 | 106.3 | 107.8 | 109.9 |
Avg. Price Top 5 Trades | 101.2 | 103.3 | 105.4 | 107.4 | 110.4 | 110.4 | 114.0 |
Standard Deviation | 0.4 | 0.8 | 1.0 | 1.2 | 2.4 | 1.8 | 4.0 |
VOLUME OF TRADES (000'S) | 151,776.8 | 3,635,694.6 | 3,864,555.5 | 1,821,184.1 | 652,351.5 | 104,834.0 | 43,053.0 |
NUMBER OF TRADES | 17 | 153 | 265 | 240 | 194 | 55 | 76 |
FNMA | |||||||
AVERAGE PRICE | * | 101.6 | 103.0 | 102.5 | 103.8 | * | 107.9 |
Weighted Avg. Price | * | 101.2 | 105.4 | 102.4 | 108.2 | * | 114.1 |
Avg. Price Bottom 5 Trades | * | 100.9 | 101.7 | 101.9 | 103.8 | * | 104.9 |
2nd Quartile Price | * | 101.2 | 102.0 | 102.4 | * | * | 100.0 |
3rd Quartile Price | * | 101.9 | 102.2 | 102.4 | * | * | 112.2 |
4th Quartile Price | * | 102.3 | 105.6 | 105.6 | * | * | 116.3 |
Avg. Price Top 5 Trades | * | 102.4 | 105.6 | 103.1 | 103.8 | * | 112.8 |
Standard Deviation | * | 0.6 | 1.7 | 1.6 | 3.3 | * | 7.7 |
VOLUME OF TRADES (000'S) | * | 153,504.0 | 270,914.2 | 49,596.4 | 66,396.0 | * | 1,457.3 |
NUMBER OF TRADES | * | 18 | 18 | 7 | 7 | * | 8 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.6 | 102.6 | 103.4 | 104.8 | 106.1 | 108.3 |
Weighted Avg. Price | 0.0 | 102.8 | 104.1 | 104.2 | 109.2 | 108.0 | 113.7 |
Avg. Price Bottom 5 Trades | 0.0 | 100.1 | 100.5 | 101.6 | 103.0 | 104.2 | 102.2 |
2nd Quartile Price | 0.0 | 101.2 | 101.9 | 103.1 | 104.6 | 104.6 | 106.6 |
3rd Quartile Price | 0.0 | 101.6 | 102.6 | 103.3 | 104.6 | 106.7 | 109.0 |
4th Quartile Price | 0.0 | 101.8 | 103.4 | 103.5 | 105.2 | 108.5 | 115.3 |
Avg. Price Top 5 Trades | 0.0 | 103.0 | 105.1 | 105.9 | 108.2 | 108.3 | 114.2 |
Standard Deviation | 0.0 | 0.7 | 1.1 | 1.0 | 1.7 | 2.1 | 6.3 |
VOLUME OF TRADES (000'S) | 0.0 | 13,086.4 | 324,896.5 | 15,437.4 | 6,326.5 | 119.3 | 1,511.7 |
NUMBER OF TRADES | 0 | 68 | 90 | 106 | 63 | 17 | 14 |
GNMA | |||||||
AVERAGE PRICE | 100.3 | 102.7 | 103.4 | 104.6 | 104.9 | 107.3 | 105.3 |
Weighted Avg. Price | 101.2 | 102.8 | 103.9 | 104.6 | 105.5 | 108.1 | 106.1 |
Avg. Price Bottom 5 Trades | 99.7 | 100.8 | 100.3 | 102.2 | 99.5 | 103.4 | 86.9 |
2nd Quartile Price | 101.1 | 102.9 | 103.4 | 104.3 | 104.3 | 106.0 | 103.1 |
3rd Quartile Price | 101.1 | 103.1 | 103.8 | 104.5 | 105.3 | 107.0 | 107.6 |
4th Quartile Price | 101.3 | 103.1 | 103.9 | 105.4 | 106.0 | 110.3 | 109.6 |
Avg. Price Top 5 Trades | 101.2 | 103.1 | 105.0 | 105.7 | 108.5 | 110.5 | 112.4 |
Standard Deviation | 2.0 | 0.8 | 1.2 | 1.3 | 3.0 | 2.7 | 6.3 |
VOLUME OF TRADES (000'S) | 57,047.4 | 453,124.9 | 1,163,874.4 | 1,210,479.4 | 343,396.3 | 46,376.7 | 245,437.9 |
NUMBER OF TRADES | 8 | 51 | 74 | 61 | 52 | 49 | 311 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.9 | 0.0 | * | 105.1 | * | |||
Weighted Avg. Price | 104.9 | 0.0 | * | 105.1 | * | |||
Avg. Price Bottom 5 Trades | 103.0 | 0.0 | * | 105.1 | * | |||
2nd Quartile Price | 105.1 | 0.0 | * | * | * | |||
3rd Quartile Price | 105.1 | 0.0 | * | * | * | |||
4th Quartile Price | 105.1 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 105.0 | 0.0 | * | 105.1 | * | |||
Standard Deviation | 0.6 | 0.0 | * | 0.0 | * | |||
VOLUME OF TRADES (000'S) | 19,952.4 | 0.0 | * | 1,101.6 | * | |||
NUMBER OF TRADES | 108 | 0 | * | 6 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 104.9 | 0.0 | 104.4 | 102.7 | 0.0 | |||
Weighted Avg. Price | 104.8 | 0.0 | 102.4 | 101.6 | 0.0 | |||
Avg. Price Bottom 5 Trades | 104.9 | 0.0 | 104.4 | 102.3 | 0.0 | |||
2nd Quartile Price | * | 0.0 | * | 101.6 | 0.0 | |||
3rd Quartile Price | * | 0.0 | * | 105.1 | 0.0 | |||
4th Quartile Price | * | 0.0 | * | 105.1 | 0.0 | |||
Avg. Price Top 5 Trades | 104.9 | 0.0 | 104.4 | 103.0 | 0.0 | |||
Standard Deviation | 0.5 | 0.0 | 1.7 | 1.9 | 0.0 | |||
VOLUME OF TRADES (000'S) | 7,731.9 | 0.0 | 7,670.4 | 7,365.7 | 0.0 | |||
NUMBER OF TRADES | 55 | 0 | 12 | 6 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 101.6 | 0.0 | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 101.7 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 101.1 | 0.0 | * | 0.0 | 0.0 | |||
2nd Quartile Price | 101.0 | 0.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 101.5 | 0.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | 102.4 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 102.3 | 0.0 | * | 0.0 | 0.0 | |||
Standard Deviation | 0.7 | 0.0 | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 2,160.6 | 0.0 | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 15 | 0 | * | 0 | 0 |