METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 102.5 | 104.3 | 104.5 | 105.0 | 105.5 | 105.9 | 103.0 |
Weighted Avg. Price | 102.5 | 104.2 | 104.9 | 105.2 | 106.4 | 106.2 | 108.9 |
Avg. Price Bottom 5 Trades | 101.3 | 103.9 | 102.6 | 103.9 | 104.8 | 105.0 | 97.1 |
2nd Quartile Price | 102.4 | 104.1 | 104.1 | 104.3 | 105.1 | 105.8 | 102.8 |
3rd Quartile Price | 102.6 | 104.2 | 104.7 | 104.8 | 105.3 | 106.1 | 104.7 |
4th Quartile Price | 102.8 | 104.7 | 104.9 | 106.0 | 105.9 | 106.1 | 109.4 |
Avg. Price Top 5 Trades | 103.0 | 105.1 | 106.7 | 105.8 | 107.0 | 106.1 | 107.8 |
Standard Deviation | 0.5 | 0.4 | 1.1 | 1.0 | 0.8 | 0.5 | 8.3 |
VOLUME OF TRADES (000'S) | 1,121,201.4 | 1,495,342.8 | 155,803.2 | 6,268.7 | 10,732.6 | 22,464.3 | 3,595.4 |
NUMBER OF TRADES | 71 | 95 | 72 | 25 | 45 | 34 | 13 |
FNMA | |||||||
AVERAGE PRICE | 101.4 | * | * | 107.1 | 111.6 | 111.0 | * |
Weighted Avg. Price | 101.0 | * | * | 106.6 | 115.8 | 109.1 | * |
Avg. Price Bottom 5 Trades | 100.6 | * | * | 103.6 | 107.8 | 101.6 | * |
2nd Quartile Price | 101.1 | * | * | 104.3 | 109.7 | 106.4 | * |
3rd Quartile Price | 101.5 | * | * | 109.4 | 113.1 | 115.1 | * |
4th Quartile Price | 102.0 | * | * | 110.6 | 115.2 | 117.2 | * |
Avg. Price Top 5 Trades | 102.2 | * | * | 110.1 | 115.8 | 118.4 | * |
Standard Deviation | 0.6 | * | * | 3.8 | 3.7 | 7.3 | * |
VOLUME OF TRADES (000'S) | 183,411.3 | * | * | 48,046.2 | 235,894.6 | 180,094.6 | * |
NUMBER OF TRADES | 25 | * | * | 11 | 14 | 18 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 103.8 | 104.6 | 106.1 | * | 101.4 |
Weighted Avg. Price | 0.0 | 0.0 | 103.8 | 106.0 | 107.7 | * | 104.5 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 103.8 | 103.9 | 105.3 | * | 101.4 |
2nd Quartile Price | 0.0 | 0.0 | 103.8 | 104.1 | 105.1 | * | * |
3rd Quartile Price | 0.0 | 0.0 | 104.0 | 104.2 | 105.7 | * | * |
4th Quartile Price | 0.0 | 0.0 | 104.0 | 105.3 | 106.4 | * | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 103.9 | 106.0 | 107.0 | * | 101.4 |
Standard Deviation | 0.0 | 0.0 | 0.2 | 1.1 | 2.0 | * | 6.6 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 8,920.3 | 5,049.5 | 3,451.6 | * | 320.3 |
NUMBER OF TRADES | 0 | 0 | 11 | 16 | 15 | * | 5 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 103.9 | 105.0 | * | * | 0.0 | * |
Weighted Avg. Price | 0.0 | 104.3 | 105.1 | * | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 103.9 | 105.0 | * | * | 0.0 | * |
2nd Quartile Price | 0.0 | 104.2 | * | * | * | 0.0 | * |
3rd Quartile Price | 0.0 | 104.2 | * | * | * | 0.0 | * |
4th Quartile Price | 0.0 | 104.3 | * | * | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 104.1 | 105.0 | * | * | 0.0 | * |
Standard Deviation | 0.0 | 0.6 | 0.1 | * | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 25,841.3 | 17,461.9 | * | * | 0.0 | * |
NUMBER OF TRADES | 0 | 8 | 5 | * | * | 0 | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 101.5 | 104.0 | 105.4 | 105.9 | 106.3 | 107.1 | 108.4 |
Weighted Avg. Price | 101.2 | 104.0 | 105.6 | 109.0 | 107.0 | 108.6 | 112.9 |
Avg. Price Bottom 5 Trades | 100.8 | 103.3 | 104.2 | 103.3 | 103.5 | 104.7 | 92.6 |
2nd Quartile Price | 101.1 | 103.7 | 104.8 | 104.3 | 105.2 | 106.0 | 107.6 |
3rd Quartile Price | 101.6 | 103.8 | 105.2 | 105.2 | 105.5 | 106.6 | 108.3 |
4th Quartile Price | 101.8 | 104.2 | 105.9 | 108.2 | 107.1 | 107.2 | 111.0 |
Avg. Price Top 5 Trades | 102.7 | 105.3 | 108.2 | 110.0 | 111.5 | 112.9 | 117.5 |
Standard Deviation | 0.4 | 0.5 | 0.9 | 2.0 | 1.8 | 1.8 | 4.9 |
VOLUME OF TRADES (000'S) | 4,773,914.2 | 15,874,416.2 | 3,866,203.6 | 1,964,723.2 | 1,390,267.5 | 450,420.8 | 106,029.7 |
NUMBER OF TRADES | 155 | 144 | 126 | 213 | 183 | 121 | 209 |
FNMA | |||||||
AVERAGE PRICE | 100.5 | 102.7 | 104.6 | * | 109.7 | * | 106.8 |
Weighted Avg. Price | 100.4 | 102.5 | 104.6 | * | 114.7 | * | 113.8 |
Avg. Price Bottom 5 Trades | 100.3 | 102.4 | 103.4 | * | 106.9 | * | 100.1 |
2nd Quartile Price | 100.4 | 102.4 | 103.4 | * | 107.8 | * | 99.0 |
3rd Quartile Price | 100.5 | 102.5 | 105.5 | * | 110.8 | * | 109.4 |
4th Quartile Price | 100.6 | 102.8 | 105.9 | * | 116.0 | * | 118.1 |
Avg. Price Top 5 Trades | 100.8 | 103.7 | 105.7 | * | 112.9 | * | 113.5 |
Standard Deviation | 0.2 | 0.5 | 1.3 | * | 5.2 | * | 10.7 |
VOLUME OF TRADES (000'S) | 188,868.7 | 304,870.7 | 70,236.7 | * | 33,667.2 | * | 2,238.3 |
NUMBER OF TRADES | 26 | 26 | 10 | * | 8 | * | 8 |
FHLMC | |||||||
AVERAGE PRICE | 100.5 | 102.6 | * | 103.9 | 105.0 | 105.7 | 107.3 |
Weighted Avg. Price | 100.4 | 102.4 | * | 103.2 | 107.2 | 109.9 | 108.4 |
Avg. Price Bottom 5 Trades | 100.3 | 102.3 | * | 102.6 | 102.5 | 103.1 | 98.8 |
2nd Quartile Price | 100.4 | 102.4 | * | 103.8 | 105.0 | 105.2 | 107.9 |
3rd Quartile Price | 100.4 | 102.4 | * | 104.3 | 105.2 | 106.3 | 108.3 |
4th Quartile Price | 100.7 | 102.8 | * | 104.3 | 105.2 | 106.4 | 109.3 |
Avg. Price Top 5 Trades | 101.0 | 103.2 | * | 104.7 | 107.5 | 107.5 | 113.0 |
Standard Deviation | 0.3 | 0.4 | * | 0.9 | 1.8 | 2.3 | 4.6 |
VOLUME OF TRADES (000'S) | 287,797.6 | 586,735.9 | * | 5,380.6 | 10,608.8 | 14,797.4 | 521.6 |
NUMBER OF TRADES | 31 | 30 | * | 32 | 40 | 35 | 47 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 104.3 | 105.7 | 106.9 | 106.9 | 107.2 | 106.5 |
Weighted Avg. Price | 0.0 | 104.4 | 105.2 | 106.3 | 107.5 | 106.6 | 107.8 |
Avg. Price Bottom 5 Trades | 0.0 | 102.9 | 102.9 | 104.1 | 101.1 | 102.8 | 89.5 |
2nd Quartile Price | 0.0 | 104.3 | 105.2 | 105.9 | 106.5 | 106.4 | 103.0 |
3rd Quartile Price | 0.0 | 104.4 | 105.4 | 106.4 | 107.1 | 107.3 | 108.1 |
4th Quartile Price | 0.0 | 104.6 | 106.9 | 108.9 | 107.8 | 108.1 | 110.5 |
Avg. Price Top 5 Trades | 0.0 | 105.7 | 108.4 | 110.2 | 111.5 | 111.7 | 118.7 |
Standard Deviation | 0.0 | 0.7 | 1.4 | 1.9 | 3.0 | 3.1 | 6.3 |
VOLUME OF TRADES (000'S) | 0.0 | 2,149,339.3 | 4,736,773.6 | 333,048.7 | 128,847.8 | 318,387.5 | 37,455.3 |
NUMBER OF TRADES | 0 | 75 | 97 | 62 | 42 | 33 | 469 |
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 | * | * | |||
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 |