METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 101.2 | 103.3 | 104.1 | 105.6 | 105.7 | 105.1 | 107.0 |
Weighted Avg. Price | 101.1 | 103.4 | 105.7 | 106.1 | 107.9 | 106.5 | 110.0 |
Avg. Price Bottom 5 Trades | 99.2 | 101.4 | 101.1 | 104.0 | 102.6 | 102.2 | 105.1 |
2nd Quartile Price | 101.0 | 103.2 | 104.0 | 105.1 | 104.9 | 103.7 | 103.4 |
3rd Quartile Price | 101.1 | 103.3 | 104.6 | 105.4 | 106.1 | 106.3 | 112.5 |
4th Quartile Price | 101.6 | 103.7 | 104.9 | 106.2 | 106.5 | 106.3 | 113.8 |
Avg. Price Top 5 Trades | 102.3 | 104.2 | 106.0 | 107.8 | 109.2 | 107.7 | 107.8 |
Standard Deviation | 0.7 | 0.6 | 1.5 | 1.0 | 1.5 | 2.2 | 5.9 |
VOLUME OF TRADES (000'S) | 1,554,703.5 | 3,674,107.2 | 1,425,562.5 | 225,448.8 | 144,710.2 | 9,865.9 | 26.9 |
NUMBER OF TRADES | 148 | 157 | 98 | 61 | 118 | 39 | 9 |
FNMA | |||||||
AVERAGE PRICE | 96.8 | 99.2 | 102.9 | 105.0 | 104.3 | 111.1 | * |
Weighted Avg. Price | 96.8 | 99.0 | 101.9 | 108.8 | 108.6 | 114.3 | * |
Avg. Price Bottom 5 Trades | 94.5 | 97.3 | 102.6 | 104.1 | 101.4 | 108.6 | * |
2nd Quartile Price | 94.5 | 98.6 | 103.0 | 103.1 | 100.3 | 114.1 | * |
3rd Quartile Price | 97.3 | 101.3 | 103.2 | 108.4 | 106.3 | 114.5 | * |
4th Quartile Price | 100.7 | 101.7 | 103.7 | 109.6 | 109.9 | 116.4 | * |
Avg. Price Top 5 Trades | 100.5 | 101.0 | 103.3 | 105.5 | 108.9 | 115.4 | * |
Standard Deviation | 2.6 | 2.3 | 1.0 | 3.1 | 4.7 | 7.3 | * |
VOLUME OF TRADES (000'S) | 109,856.9 | 35,338.5 | 12,725.0 | 43,429.5 | 14,576.9 | 81,786.4 | * |
NUMBER OF TRADES | 19 | 10 | 7 | 6 | 11 | 9 | * |
FHLMC | |||||||
AVERAGE PRICE | * | * | * | 105.4 | 105.7 | 103.5 | 102.5 |
Weighted Avg. Price | * | * | * | 106.7 | 106.5 | 106.5 | 103.0 |
Avg. Price Bottom 5 Trades | * | * | * | 104.5 | 105.7 | 103.5 | 101.8 |
2nd Quartile Price | * | * | * | 105.1 | 106.5 | * | 102.1 |
3rd Quartile Price | * | * | * | 105.4 | 106.5 | * | 102.5 |
4th Quartile Price | * | * | * | 105.8 | 106.6 | * | 104.1 |
Avg. Price Top 5 Trades | * | * | * | 106.3 | 106.5 | 103.5 | 103.0 |
Standard Deviation | * | * | * | 0.8 | 1.9 | 2.9 | 1.3 |
VOLUME OF TRADES (000'S) | * | * | * | 11,289.8 | 8,687.2 | 255.8 | 14.7 |
NUMBER OF TRADES | * | * | * | 19 | 25 | 6 | 7 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | * | * | * | 0.0 | * |
Weighted Avg. Price | 0.0 | * | * | * | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | * | * | * | * | 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 | * | * | * | * | 0.0 | * |
Standard Deviation | 0.0 | * | * | * | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | * | * | * | 0.0 | * |
NUMBER OF TRADES | 0 | * | * | * | * | 0 | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 99.0 | 101.0 | 103.7 | 104.9 | 106.0 | 107.2 | 108.6 |
Weighted Avg. Price | 98.1 | 100.8 | 103.8 | 106.0 | 107.5 | 108.0 | 108.9 |
Avg. Price Bottom 5 Trades | 97.6 | 97.8 | 101.4 | 102.8 | 103.6 | 104.3 | 102.2 |
2nd Quartile Price | 97.7 | 100.6 | 103.4 | 104.3 | 105.2 | 106.5 | 107.8 |
3rd Quartile Price | 99.7 | 100.7 | 103.5 | 104.6 | 105.9 | 107.5 | 108.7 |
4th Quartile Price | 100.0 | 101.4 | 103.9 | 105.5 | 106.5 | 107.6 | 109.1 |
Avg. Price Top 5 Trades | 100.7 | 104.0 | 105.8 | 108.5 | 109.2 | 111.2 | 115.9 |
Standard Deviation | 1.2 | 1.1 | 0.7 | 1.2 | 1.3 | 1.3 | 2.4 |
VOLUME OF TRADES (000'S) | 1,057,166.5 | 8,694,144.9 | 6,129,352.7 | 1,765,140.5 | 1,125,221.4 | 370,011.9 | 213,738.2 |
NUMBER OF TRADES | 93 | 414 | 325 | 284 | 253 | 252 | 300 |
FNMA | |||||||
AVERAGE PRICE | 97.0 | 100.7 | 103.4 | 106.3 | 108.9 | 0.0 | * |
Weighted Avg. Price | 96.7 | 100.3 | 103.5 | 106.6 | 108.8 | 0.0 | * |
Avg. Price Bottom 5 Trades | 97.0 | 100.3 | 102.9 | 105.7 | 108.9 | 0.0 | * |
2nd Quartile Price | 97.0 | 100.4 | 103.3 | 106.3 | * | 0.0 | * |
3rd Quartile Price | 97.1 | 100.7 | 103.6 | 106.6 | * | 0.0 | * |
4th Quartile Price | 97.3 | 101.1 | 104.1 | 106.8 | * | 0.0 | * |
Avg. Price Top 5 Trades | 97.1 | 101.1 | 104.2 | 107.0 | 108.9 | 0.0 | * |
Standard Deviation | 0.2 | 0.4 | 0.8 | 0.9 | 0.7 | 0.0 | * |
VOLUME OF TRADES (000'S) | 81,681.8 | 451,513.0 | 59,851.7 | 36,245.9 | 5,088.3 | 0.0 | * |
NUMBER OF TRADES | 6 | 16 | 19 | 12 | 5 | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 97.0 | 100.4 | * | 105.0 | 105.8 | 107.4 | 107.3 |
Weighted Avg. Price | 96.8 | 100.2 | * | 107.6 | 108.2 | 109.3 | 110.6 |
Avg. Price Bottom 5 Trades | 97.0 | 100.2 | * | 103.1 | 105.1 | 106.3 | 100.9 |
2nd Quartile Price | * | 100.2 | * | 104.5 | 105.5 | 106.8 | 107.0 |
3rd Quartile Price | * | 100.3 | * | 104.5 | 105.9 | 107.5 | 108.1 |
4th Quartile Price | * | 100.7 | * | 105.1 | 105.9 | 107.6 | 108.9 |
Avg. Price Top 5 Trades | 97.0 | 100.5 | * | 107.7 | 107.3 | 109.6 | 111.6 |
Standard Deviation | 0.3 | 0.3 | * | 1.7 | 0.8 | 0.9 | 3.2 |
VOLUME OF TRADES (000'S) | 238,150.0 | 66,387.2 | * | 18,811.7 | 62,191.7 | 4,477.0 | 512.2 |
NUMBER OF TRADES | 6 | 8 | * | 52 | 51 | 71 | 64 |
GNMA | |||||||
AVERAGE PRICE | 98.6 | 101.2 | 103.8 | 104.6 | 105.6 | 105.2 | 109.1 |
Weighted Avg. Price | 98.9 | 101.3 | 103.7 | 104.7 | 105.9 | 108.0 | 112.8 |
Avg. Price Bottom 5 Trades | 98.2 | 100.2 | 103.2 | 102.2 | 103.3 | 100.6 | 90.1 |
2nd Quartile Price | 98.6 | 100.9 | 103.5 | 104.2 | 104.3 | 102.0 | 106.0 |
3rd Quartile Price | 98.7 | 101.3 | 103.6 | 104.9 | 106.1 | 107.6 | 110.6 |
4th Quartile Price | 98.8 | 101.4 | 103.9 | 105.7 | 107.0 | 108.6 | 113.8 |
Avg. Price Top 5 Trades | 99.0 | 103.2 | 106.7 | 105.9 | 107.3 | 108.9 | 118.3 |
Standard Deviation | 0.5 | 0.7 | 0.9 | 1.2 | 1.4 | 4.1 | 6.8 |
VOLUME OF TRADES (000'S) | 167,496.1 | 5,472,018.9 | 2,421,401.6 | 1,399,538.2 | 122,094.6 | 13,807.2 | 21,475.7 |
NUMBER OF TRADES | 14 | 91 | 77 | 38 | 39 | 19 | 306 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | * | 0.0 | * | * | 104.2 | |||
Weighted Avg. Price | * | 0.0 | * | * | 104.5 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | * | * | 104.2 | |||
2nd Quartile Price | * | 0.0 | * | * | * | |||
3rd Quartile Price | * | 0.0 | * | * | * | |||
4th Quartile Price | * | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | * | 0.0 | * | * | 104.2 | |||
Standard Deviation | * | 0.0 | * | * | 0.4 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | * | * | 4,640.9 | |||
NUMBER OF TRADES | * | 0 | * | * | 5 | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | * | * | 0.0 | |||
Weighted Avg. Price | * | 0.0 | * | * | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | * | * | 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 | * | * | 0.0 | |||
Standard Deviation | * | 0.0 | * | * | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | * | * | 0.0 | |||
NUMBER OF TRADES | * | 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 |