METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 101.2 | 102.5 | 102.9 | 103.2 | * | * | * |
Weighted Avg. Price | 101.5 | 102.7 | 103.7 | 105.1 | * | * | * |
Avg. Price Bottom 5 Trades | 99.0 | 102.2 | 102.6 | 101.9 | * | * | * |
2nd Quartile Price | 101.3 | 102.5 | 101.8 | 102.6 | * | * | * |
3rd Quartile Price | 101.4 | 102.6 | 103.6 | 103.5 | * | * | * |
4th Quartile Price | 101.6 | 102.8 | 103.7 | 104.6 | * | * | * |
Avg. Price Top 5 Trades | 101.7 | 103.1 | 104.0 | 105.1 | * | * | * |
Standard Deviation | 0.7 | 0.6 | 1.2 | 2.3 | * | * | * |
VOLUME OF TRADES (000'S) | 995,873.5 | 176,102.8 | 111,187.6 | 4,321.4 | * | * | * |
NUMBER OF TRADES | 108 | 64 | 46 | 16 | * | * | * |
FNMA | |||||||
AVERAGE PRICE | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 101.4 | 102.2 | 103.7 | * | 101.3 | * | * |
Weighted Avg. Price | 101.3 | 102.5 | 103.7 | * | 102.8 | * | * |
Avg. Price Bottom 5 Trades | 101.4 | 102.2 | 103.7 | * | 101.3 | * | * |
2nd Quartile Price | * | 102.5 | * | * | * | * | * |
3rd Quartile Price | * | 102.5 | * | * | * | * | * |
4th Quartile Price | * | 102.6 | * | * | * | * | * |
Avg. Price Top 5 Trades | 101.4 | 102.5 | 103.7 | * | 101.3 | * | * |
Standard Deviation | 0.1 | 0.8 | 0.2 | * | 3.0 | * | * |
VOLUME OF TRADES (000'S) | 15,985.7 | 12,386.9 | 7,100.2 | * | 40.2 | * | * |
NUMBER OF TRADES | 15 | 13 | 11 | * | 6 | * | * |
GNMA | |||||||
AVERAGE PRICE | * | 101.9 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Weighted Avg. Price | * | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | * | 101.9 | 0.0 | 0.0 | 0.0 | 0.0 | * |
2nd Quartile Price | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
3rd Quartile Price | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
4th Quartile Price | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | * | 101.9 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Standard Deviation | * | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 4,728.2 | 0.0 | 0.0 | 0.0 | 0.0 | * |
NUMBER OF TRADES | * | 9 | 0 | 0 | 0 | 0 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.7 | 102.0 | 103.0 | 104.0 | 105.1 | 106.6 | 103.1 |
Weighted Avg. Price | 100.5 | 102.0 | 103.7 | 104.4 | 106.1 | 108.5 | 116.1 |
Avg. Price Bottom 5 Trades | 100.5 | 101.5 | 101.8 | 102.7 | 103.8 | 100.0 | 94.4 |
2nd Quartile Price | 100.5 | 101.5 | 102.3 | 103.2 | 104.1 | 105.3 | 100.0 |
3rd Quartile Price | 100.6 | 101.8 | 102.9 | 103.5 | 105.0 | 106.3 | 104.0 |
4th Quartile Price | 100.9 | 102.7 | 103.7 | 104.2 | 105.7 | 109.8 | 105.1 |
Avg. Price Top 5 Trades | 101.0 | 104.2 | 105.0 | 107.4 | 108.9 | 111.5 | 113.0 |
Standard Deviation | 0.2 | 0.8 | 1.0 | 1.3 | 1.5 | 4.1 | 5.5 |
VOLUME OF TRADES (000'S) | 549,517.4 | 4,217,531.7 | 1,946,702.2 | 555,599.7 | 248,064.7 | 12,260.8 | 19,624.3 |
NUMBER OF TRADES | 24 | 160 | 121 | 116 | 104 | 32 | 57 |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 102.7 | * | * | 0.0 | * | * |
Weighted Avg. Price | 0.0 | 101.7 | * | * | 0.0 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 102.7 | * | * | 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 | 102.7 | * | * | 0.0 | * | * |
Standard Deviation | 0.0 | 1.4 | * | * | 0.0 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 82,028.1 | * | * | 0.0 | * | * |
NUMBER OF TRADES | 0 | 5 | * | * | 0 | * | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.7 | 102.9 | 103.6 | 104.8 | 107.0 | 93.9 |
Weighted Avg. Price | 0.0 | 102.4 | 104.5 | 104.6 | 106.4 | 108.0 | 98.1 |
Avg. Price Bottom 5 Trades | 0.0 | 101.4 | 102.2 | 102.6 | 103.7 | 105.5 | 91.7 |
2nd Quartile Price | 0.0 | 101.5 | 102.5 | 102.8 | 103.2 | 106.3 | 91.7 |
3rd Quartile Price | 0.0 | 101.5 | 102.5 | 103.2 | 104.3 | 106.9 | 92.0 |
4th Quartile Price | 0.0 | 101.9 | 103.3 | 103.9 | 106.4 | 110.0 | 94.6 |
Avg. Price Top 5 Trades | 0.0 | 102.9 | 105.0 | 106.6 | 108.2 | 108.6 | 104.2 |
Standard Deviation | 0.0 | 0.5 | 1.1 | 1.4 | 1.8 | 2.3 | 5.1 |
VOLUME OF TRADES (000'S) | 0.0 | 11,778.3 | 58,026.9 | 27,750.3 | 89,743.2 | 3,106.3 | 5.5 |
NUMBER OF TRADES | 0 | 65 | 41 | 37 | 34 | 15 | 45 |
GNMA | |||||||
AVERAGE PRICE | * | 103.2 | 103.8 | 104.4 | 105.1 | 105.3 | 104.7 |
Weighted Avg. Price | * | 103.2 | 103.8 | 104.5 | 106.1 | 105.3 | 108.1 |
Avg. Price Bottom 5 Trades | * | 103.0 | 102.9 | 102.5 | 103.2 | 101.8 | 89.6 |
2nd Quartile Price | * | 103.2 | 103.9 | 104.2 | 104.6 | 103.7 | 101.1 |
3rd Quartile Price | * | 103.2 | 104.0 | 104.5 | 104.8 | 106.0 | 107.0 |
4th Quartile Price | * | 103.3 | 104.1 | 105.7 | 107.7 | 107.3 | 108.3 |
Avg. Price Top 5 Trades | * | 103.4 | 104.5 | 106.1 | 107.2 | 107.4 | 112.2 |
Standard Deviation | * | 0.2 | 0.7 | 1.5 | 2.4 | 2.3 | 5.3 |
VOLUME OF TRADES (000'S) | * | 165,816.6 | 1,462,694.4 | 203,058.2 | 12,562.7 | 2,012.7 | 16,336.1 |
NUMBER OF TRADES | * | 19 | 37 | 23 | 13 | 34 | 231 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | * | |||
NUMBER OF TRADES | 0 | 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 | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
Weighted Avg. Price | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
2nd Quartile Price | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
Standard Deviation | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 0.0 | 0.0 | |||
NUMBER OF TRADES | 0 | 0 | * | 0 | 0 |