METRIC | COUPON | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 103.3 | 104.7 | 105.6 | 107.2 | 105.3 | 109.5 | 103.3 |
Weighted Avg. Price | 103.0 | 104.8 | 105.9 | 108.5 | 108.8 | 107.4 | 114.5 |
Avg. Price Bottom 5 Trades | 102.4 | 104.1 | 103.8 | 104.3 | 104.5 | 109.5 | 100.0 |
2nd Quartile Price | 103.2 | 104.6 | 105.3 | 105.4 | 104.3 | * | 100.3 |
3rd Quartile Price | 103.3 | 104.7 | 105.6 | 107.7 | 105.0 | * | 101.6 |
4th Quartile Price | 103.5 | 105.0 | 106.7 | 108.5 | 106.0 | * | 106.3 |
Avg. Price Top 5 Trades | 104.0 | 105.3 | 107.1 | 109.6 | 106.8 | 109.5 | 108.6 |
Standard Deviation | 0.4 | 0.4 | 1.1 | 1.9 | 1.4 | 2.2 | 5.5 |
VOLUME OF TRADES (000'S) | 627,437.6 | 535,221.4 | 133,890.9 | 187,449.2 | 1,087.1 | 1,310.1 | 51,307.4 |
NUMBER OF TRADES | 65 | 78 | 63 | 82 | 24 | 28 | 13 |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 106.1 | 104.0 | 111.4 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 107.1 | 106.1 | 112.1 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 104.5 | 101.3 | 111.1 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 106.0 | 101.5 | 111.1 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 106.8 | 104.2 | 111.8 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 108.6 | 108.9 | 112.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 107.7 | 107.9 | 111.7 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 2.5 | 4.0 | 0.8 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 58,780.4 | 18,176.2 | 17,794.6 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 10 | 12 | 7 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 104.5 | 105.2 | 103.2 | * | * | 100.8 |
Weighted Avg. Price | * | 104.8 | 105.6 | 103.9 | * | * | 101.9 |
Avg. Price Bottom 5 Trades | * | 104.5 | 104.8 | 101.8 | * | * | 100.8 |
2nd Quartile Price | * | * | 105.3 | 103.3 | * | * | * |
3rd Quartile Price | * | * | 105.6 | 105.0 | * | * | * |
4th Quartile Price | * | * | 105.7 | 105.0 | * | * | * |
Avg. Price Top 5 Trades | * | 104.5 | 105.6 | 104.5 | * | * | 100.8 |
Standard Deviation | * | 0.4 | 0.7 | 2.9 | * | * | 1.3 |
VOLUME OF TRADES (000'S) | * | 10,901.5 | 6,824.4 | 14.6 | * | * | 31.6 |
NUMBER OF TRADES | * | 8 | 10 | 10 | * | * | 8 |
GNMA | |||||||
AVERAGE PRICE | * | 104.3 | 104.9 | 106.1 | * | * | * |
Weighted Avg. Price | * | 104.9 | 105.3 | 105.5 | * | * | * |
Avg. Price Bottom 5 Trades | * | 103.2 | 104.4 | 105.3 | * | * | * |
2nd Quartile Price | * | 103.6 | 105.0 | 105.8 | * | * | * |
3rd Quartile Price | * | 105.2 | 105.3 | 106.5 | * | * | * |
4th Quartile Price | * | 105.3 | 106.4 | 106.6 | * | * | * |
Avg. Price Top 5 Trades | * | 105.5 | 105.5 | 106.6 | * | * | * |
Standard Deviation | * | 1.3 | 1.2 | 0.8 | * | * | * |
VOLUME OF TRADES (000'S) | * | 15,630.0 | 27,729.8 | 101,043.4 | * | * | * |
NUMBER OF TRADES | * | 14 | 7 | 13 | * | * | * |
METRIC | COUPON | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 102.6 | 104.2 | 105.7 | 105.9 | 107.4 | 108.6 | 113.6 |
Weighted Avg. Price | 102.3 | 104.0 | 105.8 | 106.0 | 108.3 | 109.2 | 113.5 |
Avg. Price Bottom 5 Trades | 101.9 | 103.7 | 104.5 | 103.9 | 104.4 | 102.5 | 98.3 |
2nd Quartile Price | 102.0 | 103.8 | 105.3 | 105.3 | 106.3 | 108.0 | 109.4 |
3rd Quartile Price | 102.7 | 104.0 | 105.5 | 105.7 | 106.5 | 108.2 | 118.3 |
4th Quartile Price | 103.0 | 104.3 | 105.8 | 106.4 | 108.3 | 109.1 | 120.0 |
Avg. Price Top 5 Trades | 103.7 | 106.1 | 108.6 | 108.8 | 111.0 | 112.0 | 120.0 |
Standard Deviation | 0.5 | 0.6 | 0.8 | 1.0 | 1.6 | 1.9 | 8.3 |
VOLUME OF TRADES (000'S) | 2,201,677.3 | 6,630,997.0 | 2,576,486.9 | 1,925,157.7 | 410,798.1 | 573,405.8 | 591,521.0 |
NUMBER OF TRADES | 70 | 173 | 281 | 177 | 236 | 160 | 197 |
FNMA | |||||||
AVERAGE PRICE | * | 103.2 | 104.9 | 104.6 | 106.5 | 107.4 | 106.1 |
Weighted Avg. Price | * | 102.5 | 103.7 | 104.8 | 104.3 | 107.1 | 110.4 |
Avg. Price Bottom 5 Trades | * | 102.4 | 103.5 | 102.5 | 104.3 | 107.4 | 106.1 |
2nd Quartile Price | * | 102.4 | 103.5 | 103.9 | 104.2 | * | * |
3rd Quartile Price | * | 103.0 | 104.1 | 103.9 | 104.8 | * | * |
4th Quartile Price | * | 104.4 | 106.3 | 104.0 | 112.3 | * | * |
Avg. Price Top 5 Trades | * | 104.1 | 106.5 | 108.4 | 107.5 | 107.4 | 106.1 |
Standard Deviation | * | 1.0 | 1.9 | 2.3 | 3.9 | 1.7 | 6.6 |
VOLUME OF TRADES (000'S) | * | 381,028.9 | 303,719.1 | 41,250.1 | 29,580.7 | 213.7 | 16.0 |
NUMBER OF TRADES | * | 12 | 16 | 24 | 7 | 5 | 5 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.9 | 105.3 | 105.5 | 106.4 | 109.1 | 111.9 |
Weighted Avg. Price | 0.0 | 102.5 | 105.9 | 106.3 | 109.7 | 110.6 | 115.6 |
Avg. Price Bottom 5 Trades | 0.0 | 102.4 | 103.2 | 103.1 | 105.3 | 106.8 | 104.1 |
2nd Quartile Price | 0.0 | 102.4 | 105.1 | 105.1 | 106.0 | 107.5 | 108.5 |
3rd Quartile Price | 0.0 | 102.6 | 105.5 | 105.4 | 106.2 | 108.2 | 112.7 |
4th Quartile Price | 0.0 | 103.1 | 105.6 | 105.5 | 106.2 | 112.1 | 117.0 |
Avg. Price Top 5 Trades | 0.0 | 103.9 | 107.1 | 107.7 | 109.2 | 111.7 | 116.9 |
Standard Deviation | 0.0 | 0.7 | 0.9 | 1.3 | 1.2 | 2.0 | 5.9 |
VOLUME OF TRADES (000'S) | 0.0 | 157,794.1 | 433,867.0 | 103,141.4 | 11,644.6 | 39,810.6 | 11,636.4 |
NUMBER OF TRADES | 0 | 25 | 71 | 56 | 44 | 51 | 32 |
GNMA | |||||||
AVERAGE PRICE | * | 103.9 | 105.7 | 107.7 | 107.9 | 108.2 | 108.6 |
Weighted Avg. Price | * | 105.0 | 105.9 | 106.7 | 108.0 | 107.7 | 114.5 |
Avg. Price Bottom 5 Trades | * | 102.4 | 103.6 | 103.4 | 105.5 | 107.5 | 95.0 |
2nd Quartile Price | * | 102.8 | 105.1 | 106.7 | 106.8 | 107.7 | 107.0 |
3rd Quartile Price | * | 103.4 | 106.0 | 108.3 | 108.0 | 108.2 | 110.1 |
4th Quartile Price | * | 105.2 | 106.1 | 109.0 | 108.6 | 108.8 | 111.8 |
Avg. Price Top 5 Trades | * | 105.9 | 108.9 | 111.1 | 110.3 | 109.0 | 117.9 |
Standard Deviation | * | 1.2 | 1.2 | 2.0 | 1.7 | 1.0 | 4.6 |
VOLUME OF TRADES (000'S) | * | 7,672,308.4 | 1,316,641.4 | 766,806.9 | 81,339.7 | 327,617.1 | 23,624.5 |
NUMBER OF TRADES | * | 101 | 109 | 80 | 37 | 26 | 247 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.1 | 0.0 | * | 104.3 | * | |||
Weighted Avg. Price | 104.4 | 0.0 | * | 104.9 | * | |||
Avg. Price Bottom 5 Trades | 103.8 | 0.0 | * | 104.0 | * | |||
2nd Quartile Price | 103.3 | 0.0 | * | 104.0 | * | |||
3rd Quartile Price | 104.7 | 0.0 | * | 104.3 | * | |||
4th Quartile Price | 104.8 | 0.0 | * | 105.0 | * | |||
Avg. Price Top 5 Trades | 104.4 | 0.0 | * | 104.7 | * | |||
Standard Deviation | 0.8 | 0.0 | * | 0.5 | * | |||
VOLUME OF TRADES (000'S) | 2,675.5 | 0.0 | * | 113,965.7 | * | |||
NUMBER OF TRADES | 7 | 0 | * | 12 | * | |||
FHLMC | ||||||||
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 | * | * | |||
GNMA | ||||||||
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 |