METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 102.5 | 104.8 | 105.7 | 105.2 | 105.4 | 105.1 | 103.4 |
Weighted Avg. Price | 102.7 | 104.7 | 106.3 | 105.5 | 110.1 | 105.7 | 111.5 |
Avg. Price Bottom 5 Trades | 100.9 | 103.4 | 103.0 | 104.4 | 102.1 | 105.1 | 98.1 |
2nd Quartile Price | 102.5 | 104.5 | 104.6 | 104.7 | 105.2 | * | 101.2 |
3rd Quartile Price | 102.5 | 104.6 | 106.5 | 105.4 | 105.4 | * | 103.2 |
4th Quartile Price | 102.8 | 105.3 | 106.9 | 105.6 | 105.6 | * | 109.6 |
Avg. Price Top 5 Trades | 103.3 | 105.8 | 106.9 | 106.4 | 108.8 | 105.1 | 113.7 |
Standard Deviation | 0.5 | 0.7 | 1.3 | 0.9 | 2.2 | 1.3 | 7.0 |
VOLUME OF TRADES (000'S) | 685,931.3 | 1,107,690.2 | 118,411.1 | 15,217.1 | 29,486.3 | 26.2 | 71,268.8 |
NUMBER OF TRADES | 86 | 91 | 89 | 29 | 41 | 8 | 24 |
FNMA | |||||||
AVERAGE PRICE | * | 103.1 | 0.0 | 108.5 | 102.9 | 116.9 | 0.0 |
Weighted Avg. Price | * | 103.5 | 0.0 | 109.8 | 103.7 | 116.3 | 0.0 |
Avg. Price Bottom 5 Trades | * | 103.1 | 0.0 | 105.7 | 102.9 | 116.9 | 0.0 |
2nd Quartile Price | * | * | 0.0 | 109.4 | * | * | 0.0 |
3rd Quartile Price | * | * | 0.0 | 109.9 | * | * | 0.0 |
4th Quartile Price | * | * | 0.0 | 110.5 | * | * | 0.0 |
Avg. Price Top 5 Trades | * | 103.1 | 0.0 | 110.2 | 102.9 | 116.9 | 0.0 |
Standard Deviation | * | 1.6 | 0.0 | 3.1 | 1.6 | 0.9 | 0.0 |
VOLUME OF TRADES (000'S) | * | 8,215.5 | 0.0 | 16,939.8 | 298.5 | 4,196.6 | 0.0 |
NUMBER OF TRADES | * | 6 | 0 | 13 | 5 | 6 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 104.7 | 103.4 | * | 104.8 |
Weighted Avg. Price | 0.0 | 0.0 | * | 105.7 | 104.1 | * | 117.6 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 104.1 | 102.6 | * | 102.9 |
2nd Quartile Price | 0.0 | 0.0 | * | 104.1 | 103.0 | * | 103.2 |
3rd Quartile Price | 0.0 | 0.0 | * | 105.5 | 104.0 | * | 104.2 |
4th Quartile Price | 0.0 | 0.0 | * | 105.8 | 105.1 | * | 105.4 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 105.7 | 103.8 | * | 107.0 |
Standard Deviation | 0.0 | 0.0 | * | 1.1 | 1.2 | * | 5.5 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 24,820.7 | 6.2 | * | 609.3 |
NUMBER OF TRADES | 0 | 0 | * | 18 | 10 | * | 10 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | 105.4 | 0.0 | * | 0.0 | 112.2 |
Weighted Avg. Price | 0.0 | * | 105.6 | 0.0 | * | 0.0 | 114.6 |
Avg. Price Bottom 5 Trades | 0.0 | * | 104.9 | 0.0 | * | 0.0 | 112.2 |
2nd Quartile Price | 0.0 | * | 105.5 | 0.0 | * | 0.0 | * |
3rd Quartile Price | 0.0 | * | 105.6 | 0.0 | * | 0.0 | * |
4th Quartile Price | 0.0 | * | 105.9 | 0.0 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | * | 105.7 | 0.0 | * | 0.0 | 112.2 |
Standard Deviation | 0.0 | * | 0.8 | 0.0 | * | 0.0 | 6.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 64,095.6 | 0.0 | * | 0.0 | 2,376.8 |
NUMBER OF TRADES | 0 | * | 13 | 0 | * | 0 | 6 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 101.1 | 103.5 | 106.0 | 105.6 | 106.4 | 107.3 | 109.7 |
Weighted Avg. Price | 100.7 | 103.5 | 106.7 | 107.3 | 108.9 | 108.8 | 110.4 |
Avg. Price Bottom 5 Trades | 99.9 | 101.1 | 103.7 | 104.1 | 104.9 | 101.4 | 72.4 |
2nd Quartile Price | 100.4 | 103.2 | 105.2 | 104.5 | 105.4 | 106.6 | 107.8 |
3rd Quartile Price | 100.8 | 103.6 | 105.6 | 104.9 | 105.7 | 106.7 | 108.6 |
4th Quartile Price | 101.9 | 104.0 | 107.0 | 106.1 | 106.7 | 108.0 | 113.0 |
Avg. Price Top 5 Trades | 102.4 | 105.4 | 108.2 | 110.6 | 110.6 | 110.1 | 119.3 |
Standard Deviation | 0.9 | 0.7 | 1.1 | 1.9 | 1.5 | 1.8 | 7.3 |
VOLUME OF TRADES (000'S) | 963,553.6 | 7,292,267.1 | 2,314,469.4 | 818,074.4 | 872,554.0 | 261,804.0 | 286,417.4 |
NUMBER OF TRADES | 68 | 365 | 198 | 145 | 133 | 132 | 283 |
FNMA | |||||||
AVERAGE PRICE | 100.8 | 103.3 | 105.7 | 103.5 | * | * | * |
Weighted Avg. Price | 100.4 | 103.0 | 105.4 | 102.9 | * | * | * |
Avg. Price Bottom 5 Trades | 100.3 | 102.7 | 105.1 | 102.8 | * | * | * |
2nd Quartile Price | 100.3 | 102.7 | 105.4 | 102.8 | * | * | * |
3rd Quartile Price | 100.4 | 103.3 | 105.4 | 103.8 | * | * | * |
4th Quartile Price | 101.7 | 103.4 | 108.6 | 103.8 | * | * | * |
Avg. Price Top 5 Trades | 101.3 | 104.3 | 106.1 | 104.1 | * | * | * |
Standard Deviation | 0.7 | 0.8 | 1.4 | 1.3 | * | * | * |
VOLUME OF TRADES (000'S) | 292,950.3 | 205,677.4 | 233,481.0 | 23,691.6 | * | * | * |
NUMBER OF TRADES | 10 | 16 | 7 | 8 | * | * | * |
FHLMC | |||||||
AVERAGE PRICE | 100.3 | 102.8 | 104.5 | 104.4 | 106.0 | 106.8 | 109.5 |
Weighted Avg. Price | 100.6 | 102.7 | 104.4 | 102.4 | 105.6 | 108.3 | 113.2 |
Avg. Price Bottom 5 Trades | 99.5 | 102.5 | 104.4 | 102.2 | 103.6 | 104.6 | 85.0 |
2nd Quartile Price | 100.1 | 102.6 | 104.0 | 104.5 | 105.6 | 106.3 | 108.2 |
3rd Quartile Price | 100.3 | 102.8 | 105.2 | 104.8 | 105.7 | 106.7 | 108.6 |
4th Quartile Price | 100.8 | 102.9 | 105.4 | 104.9 | 106.7 | 107.3 | 117.4 |
Avg. Price Top 5 Trades | 101.6 | 103.2 | 104.7 | 105.9 | 108.0 | 109.4 | 119.4 |
Standard Deviation | 0.9 | 0.4 | 1.0 | 1.1 | 1.3 | 1.2 | 9.5 |
VOLUME OF TRADES (000'S) | 694,065.8 | 295,706.9 | 743,837.3 | 82,780.0 | 6,979.8 | 49,815.7 | 14,604.2 |
NUMBER OF TRADES | 21 | 16 | 11 | 61 | 57 | 58 | 91 |
GNMA | |||||||
AVERAGE PRICE | 101.8 | 104.3 | 106.3 | 107.7 | 105.8 | 107.2 | 108.7 |
Weighted Avg. Price | 101.8 | 104.0 | 105.5 | 107.1 | 106.5 | 107.9 | 108.8 |
Avg. Price Bottom 5 Trades | 101.8 | 103.2 | 99.7 | 100.9 | 100.4 | 104.8 | 55.5 |
2nd Quartile Price | * | 104.0 | 105.6 | 106.3 | 104.1 | 105.8 | 105.8 |
3rd Quartile Price | * | 104.6 | 106.8 | 108.9 | 106.7 | 107.5 | 111.3 |
4th Quartile Price | * | 104.6 | 107.1 | 109.6 | 107.5 | 108.3 | 112.5 |
Avg. Price Top 5 Trades | 101.8 | 104.6 | 109.6 | 110.5 | 109.8 | 110.9 | 118.3 |
Standard Deviation | 0.1 | 0.4 | 2.7 | 3.1 | 3.0 | 1.7 | 8.2 |
VOLUME OF TRADES (000'S) | 13,988.4 | 1,508,827.9 | 3,602,983.9 | 1,241,131.2 | 484,222.6 | 255,949.1 | 470,033.2 |
NUMBER OF TRADES | 5 | 71 | 244 | 173 | 59 | 52 | 559 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.6 | 0.0 | 103.6 | 104.1 | * | |||
Weighted Avg. Price | 104.8 | 0.0 | 103.7 | 104.1 | * | |||
Avg. Price Bottom 5 Trades | 101.8 | 0.0 | 103.3 | 104.1 | * | |||
2nd Quartile Price | 103.6 | 0.0 | 103.6 | * | * | |||
3rd Quartile Price | 104.1 | 0.0 | 103.6 | * | * | |||
4th Quartile Price | 105.4 | 0.0 | 104.0 | * | * | |||
Avg. Price Top 5 Trades | 105.8 | 0.0 | 103.9 | 104.1 | * | |||
Standard Deviation | 2.9 | 0.0 | 1.1 | 0.3 | * | |||
VOLUME OF TRADES (000'S) | 9,655.2 | 0.0 | 6,469.6 | 16,123.8 | * | |||
NUMBER OF TRADES | 16 | 0 | 12 | 5 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 99.1 | 0.0 | 0.0 | 103.9 | * | |||
Weighted Avg. Price | 105.3 | 0.0 | 0.0 | 103.8 | * | |||
Avg. Price Bottom 5 Trades | 99.1 | 0.0 | 0.0 | 103.9 | * | |||
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 | 99.1 | 0.0 | 0.0 | 103.9 | * | |||
Standard Deviation | 8.1 | 0.0 | 0.0 | 0.2 | * | |||
VOLUME OF TRADES (000'S) | 1,607.7 | 0.0 | 0.0 | 15,085.7 | * | |||
NUMBER OF TRADES | 5 | 0 | 0 | 13 | * | |||
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 |