METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 101.3 | 103.2 | 104.3 | 104.7 | 105.3 | 105.3 | 104.2 |
Weighted Avg. Price | 101.2 | 103.2 | 105.4 | 105.8 | 106.7 | 108.2 | 104.5 |
Avg. Price Bottom 5 Trades | 98.8 | 101.2 | 101.1 | 99.4 | 98.3 | 101.2 | 102.7 |
2nd Quartile Price | 101.1 | 103.0 | 104.0 | 104.3 | 104.7 | 104.6 | 103.4 |
3rd Quartile Price | 101.2 | 103.2 | 104.4 | 105.1 | 106.6 | 106.2 | 104.6 |
4th Quartile Price | 101.8 | 103.5 | 105.3 | 105.5 | 106.6 | 106.2 | 106.4 |
Avg. Price Top 5 Trades | 102.6 | 104.1 | 106.0 | 107.2 | 107.9 | 106.3 | 106.1 |
Standard Deviation | 0.8 | 0.6 | 1.2 | 2.0 | 2.6 | 1.9 | 2.2 |
VOLUME OF TRADES (000'S) | 1,150,916.7 | 5,189,559.3 | 131,069.0 | 204,438.8 | 739,425.8 | 39,140.8 | 20.4 |
NUMBER OF TRADES | 127 | 194 | 127 | 90 | 127 | 66 | 11 |
FNMA | |||||||
AVERAGE PRICE | * | 99.4 | * | 105.5 | 108.8 | 114.8 | * |
Weighted Avg. Price | * | 98.5 | * | 107.3 | 108.1 | 113.9 | * |
Avg. Price Bottom 5 Trades | * | 96.9 | * | 103.9 | 107.3 | 113.8 | * |
2nd Quartile Price | * | 98.5 | * | 105.9 | 108.5 | 113.7 | * |
3rd Quartile Price | * | 102.3 | * | 106.2 | 109.3 | 114.1 | * |
4th Quartile Price | * | 102.5 | * | 107.3 | 110.2 | 117.6 | * |
Avg. Price Top 5 Trades | * | 101.8 | * | 107.1 | 110.5 | 115.3 | * |
Standard Deviation | * | 3.0 | * | 2.8 | 2.5 | 1.8 | * |
VOLUME OF TRADES (000'S) | * | 24,382.7 | * | 25,321.9 | 16,430.9 | 13,777.9 | * |
NUMBER OF TRADES | * | 10 | * | 9 | 13 | 7 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 104.2 | 106.0 | 106.2 | 97.2 |
Weighted Avg. Price | 0.0 | 0.0 | * | 105.9 | 106.5 | 106.2 | 103.5 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 102.4 | 104.6 | 106.2 | 88.8 |
2nd Quartile Price | 0.0 | 0.0 | * | 103.8 | 105.9 | * | 99.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 104.3 | 106.6 | * | 101.6 |
4th Quartile Price | 0.0 | 0.0 | * | 105.3 | 106.6 | * | 104.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 105.8 | 106.4 | 106.2 | 103.0 |
Standard Deviation | 0.0 | 0.0 | * | 1.6 | 0.8 | 0.0 | 13.5 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 31,575.7 | 3,038.1 | 2,457.7 | 44.8 |
NUMBER OF TRADES | 0 | 0 | * | 36 | 30 | 6 | 15 |
GNMA | |||||||
AVERAGE PRICE | * | 102.8 | 104.4 | 104.1 | * | * | * |
Weighted Avg. Price | * | 102.8 | 104.9 | 104.1 | * | * | * |
Avg. Price Bottom 5 Trades | * | 102.6 | 103.7 | 103.8 | * | * | * |
2nd Quartile Price | * | 103.1 | 104.5 | 103.5 | * | * | * |
3rd Quartile Price | * | 103.1 | 104.8 | 104.2 | * | * | * |
4th Quartile Price | * | 103.3 | 104.8 | 105.8 | * | * | * |
Avg. Price Top 5 Trades | * | 103.2 | 104.9 | 104.5 | * | * | * |
Standard Deviation | * | 0.6 | 0.9 | 1.0 | * | * | * |
VOLUME OF TRADES (000'S) | * | 8,911.6 | 4,904.9 | 1,757.9 | * | * | * |
NUMBER OF TRADES | * | 11 | 12 | 7 | * | * | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 98.8 | 101.1 | 103.4 | 105.0 | 105.2 | 106.5 | 107.5 |
Weighted Avg. Price | 98.0 | 100.9 | 103.8 | 105.8 | 106.8 | 109.1 | 111.7 |
Avg. Price Bottom 5 Trades | 97.4 | 98.0 | 100.7 | 102.2 | 102.2 | 89.4 | 90.4 |
2nd Quartile Price | 98.9 | 100.7 | 103.3 | 104.4 | 104.3 | 106.3 | 106.0 |
3rd Quartile Price | 99.0 | 100.9 | 103.5 | 104.7 | 105.6 | 107.3 | 108.7 |
4th Quartile Price | 99.3 | 101.9 | 103.8 | 105.8 | 106.2 | 107.5 | 110.0 |
Avg. Price Top 5 Trades | 99.8 | 103.0 | 105.5 | 107.6 | 108.5 | 110.1 | 114.5 |
Standard Deviation | 0.7 | 1.0 | 0.9 | 1.2 | 1.7 | 3.1 | 4.8 |
VOLUME OF TRADES (000'S) | 756,443.0 | 8,572,141.5 | 4,148,562.6 | 2,507,910.1 | 283,988.1 | 329,507.2 | 7,658.7 |
NUMBER OF TRADES | 84 | 270 | 201 | 244 | 207 | 241 | 225 |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 100.0 | 103.2 | 104.8 | 108.8 | 108.1 | 105.9 |
Weighted Avg. Price | 0.0 | 100.0 | 103.3 | 106.7 | 109.8 | 112.6 | 113.9 |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.8 | 103.0 | 108.6 | 108.1 | 104.4 |
2nd Quartile Price | 0.0 | 99.8 | 102.9 | 105.3 | 109.6 | * | 102.5 |
3rd Quartile Price | 0.0 | 99.9 | 103.3 | 106.7 | 110.1 | * | 103.5 |
4th Quartile Price | 0.0 | 100.0 | 103.5 | 106.8 | 110.1 | * | 110.5 |
Avg. Price Top 5 Trades | 0.0 | 100.3 | 103.6 | 106.5 | 109.8 | 108.1 | 114.0 |
Standard Deviation | 0.0 | 0.3 | 0.4 | 2.6 | 2.4 | 4.8 | 4.8 |
VOLUME OF TRADES (000'S) | 0.0 | 157,238.5 | 656,465.4 | 621,361.9 | 434,286.3 | 125,208.3 | 147,637.2 |
NUMBER OF TRADES | 0 | 16 | 16 | 10 | 6 | 5 | 23 |
FHLMC | |||||||
AVERAGE PRICE | 96.3 | 99.9 | 102.9 | 104.7 | 104.7 | 105.5 | 105.6 |
Weighted Avg. Price | 96.2 | 100.5 | 102.8 | 105.7 | 107.2 | 108.7 | 112.1 |
Avg. Price Bottom 5 Trades | 96.2 | 99.6 | 102.9 | 102.8 | 102.5 | 97.9 | 98.1 |
2nd Quartile Price | 96.2 | 99.8 | * | 104.4 | 104.4 | 106.3 | 102.0 |
3rd Quartile Price | 96.5 | 99.9 | * | 104.7 | 105.8 | 107.2 | 106.7 |
4th Quartile Price | 96.8 | 100.0 | * | 105.7 | 106.0 | 108.1 | 109.3 |
Avg. Price Top 5 Trades | 96.4 | 100.4 | 102.9 | 105.9 | 106.9 | 109.8 | 113.0 |
Standard Deviation | 0.3 | 0.6 | 0.2 | 1.0 | 2.9 | 4.9 | 5.4 |
VOLUME OF TRADES (000'S) | 13,966.6 | 917,121.4 | 83,010.1 | 1,366,900.7 | 41,241.5 | 3,290.1 | 12,936.9 |
NUMBER OF TRADES | 6 | 17 | 6 | 58 | 41 | 86 | 38 |
GNMA | |||||||
AVERAGE PRICE | 98.2 | 101.8 | 104.1 | 105.8 | 107.6 | 107.8 | 108.3 |
Weighted Avg. Price | 98.3 | 101.9 | 104.0 | 105.5 | 107.1 | 107.9 | 110.2 |
Avg. Price Bottom 5 Trades | 98.2 | 100.4 | 101.5 | 103.3 | 106.4 | 105.3 | 86.1 |
2nd Quartile Price | 98.2 | 101.8 | 103.9 | 105.7 | 107.2 | 106.9 | 105.0 |
3rd Quartile Price | 98.3 | 101.9 | 104.0 | 106.0 | 107.3 | 108.7 | 109.3 |
4th Quartile Price | 98.3 | 102.0 | 104.4 | 106.6 | 108.3 | 108.8 | 113.5 |
Avg. Price Top 5 Trades | 98.3 | 103.2 | 105.6 | 107.7 | 109.6 | 109.7 | 119.4 |
Standard Deviation | 0.2 | 0.7 | 0.8 | 1.0 | 0.8 | 1.6 | 7.0 |
VOLUME OF TRADES (000'S) | 62,747.6 | 3,178,664.1 | 5,274,688.0 | 1,881,094.0 | 352,345.5 | 196,362.0 | 50,457.3 |
NUMBER OF TRADES | 10 | 60 | 178 | 224 | 82 | 33 | 269 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 103.6 | 0.0 | 0.0 | * | 102.7 | |||
Weighted Avg. Price | 103.8 | 0.0 | 0.0 | * | 102.5 | |||
Avg. Price Bottom 5 Trades | 103.6 | 0.0 | 0.0 | * | 101.6 | |||
2nd Quartile Price | * | 0.0 | 0.0 | * | 102.7 | |||
3rd Quartile Price | * | 0.0 | 0.0 | * | 103.8 | |||
4th Quartile Price | * | 0.0 | 0.0 | * | 103.9 | |||
Avg. Price Top 5 Trades | 103.6 | 0.0 | 0.0 | * | 103.7 | |||
Standard Deviation | 0.5 | 0.0 | 0.0 | * | 1.6 | |||
VOLUME OF TRADES (000'S) | 1,691.8 | 0.0 | 0.0 | * | 9,934.1 | |||
NUMBER OF TRADES | 13 | 0 | 0 | * | 9 | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.5 | 0.0 | 0.0 | * | * | |||
Weighted Avg. Price | 103.5 | 0.0 | 0.0 | * | * | |||
Avg. Price Bottom 5 Trades | 103.5 | 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 | 103.5 | 0.0 | 0.0 | * | * | |||
Standard Deviation | 0.5 | 0.0 | 0.0 | * | * | |||
VOLUME OF TRADES (000'S) | 82.5 | 0.0 | 0.0 | * | * | |||
NUMBER OF TRADES | 8 | 0 | 0 | * | * | |||
GNMA | ||||||||
AVERAGE PRICE | 94.5 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 101.9 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 94.5 | 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 | 94.5 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Standard Deviation | 5.6 | 0.0 | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 34.5 | 0.0 | 0.0 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 8 | 0 | 0 | 0 | 0 |