METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 101.3 | 102.9 | 103.8 | 104.5 | 105.7 | 105.4 | 107.9 |
Weighted Avg. Price | 101.3 | 103.2 | 104.9 | 105.7 | 107.4 | 106.7 | 113.3 |
Avg. Price Bottom 5 Trades | 100.0 | 99.8 | 102.5 | 102.1 | 102.6 | 103.1 | 104.0 |
2nd Quartile Price | 100.9 | 103.0 | 103.3 | 104.2 | 105.4 | 105.1 | 104.6 |
3rd Quartile Price | 101.1 | 103.1 | 103.6 | 104.5 | 106.2 | 105.5 | 107.3 |
4th Quartile Price | 102.0 | 103.4 | 104.5 | 105.0 | 106.2 | 106.0 | 110.5 |
Avg. Price Top 5 Trades | 102.3 | 103.8 | 105.4 | 106.8 | 108.2 | 106.8 | 114.1 |
Standard Deviation | 0.7 | 1.0 | 0.9 | 1.2 | 1.2 | 1.3 | 4.1 |
VOLUME OF TRADES (000'S) | 807,440.8 | 1,680,741.0 | 106,795.1 | 31,401.6 | 59,113.6 | 4,607.0 | 8,128.7 |
NUMBER OF TRADES | 76 | 110 | 65 | 75 | 102 | 33 | 20 |
FNMA | |||||||
AVERAGE PRICE | 99.6 | * | 104.4 | 104.4 | 111.4 | * | 121.1 |
Weighted Avg. Price | 100.4 | * | 106.2 | 108.4 | 112.5 | * | 121.0 |
Avg. Price Bottom 5 Trades | 98.0 | * | 104.4 | 104.4 | 108.6 | * | 121.0 |
2nd Quartile Price | 98.2 | * | * | * | 111.1 | * | 121.0 |
3rd Quartile Price | 100.2 | * | * | * | 112.4 | * | 121.1 |
4th Quartile Price | 100.7 | * | * | * | 114.0 | * | 121.2 |
Avg. Price Top 5 Trades | 101.0 | * | 104.4 | 104.4 | 113.4 | * | 121.1 |
Standard Deviation | 1.3 | * | 1.6 | 5.4 | 3.5 | * | 0.1 |
VOLUME OF TRADES (000'S) | 49,616.0 | * | 12,316.4 | 14,517.3 | 100,639.5 | * | 31,825.0 |
NUMBER OF TRADES | 17 | * | 5 | 7 | 16 | * | 10 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 103.2 | 104.2 | 105.6 | 105.6 | 102.4 |
Weighted Avg. Price | 0.0 | * | 103.9 | 104.8 | 106.3 | 106.4 | 104.5 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.4 | 103.2 | 104.2 | 105.0 | 100.6 |
2nd Quartile Price | 0.0 | * | 102.6 | 104.3 | 105.3 | 105.7 | 101.2 |
3rd Quartile Price | 0.0 | * | 103.6 | 104.5 | 106.0 | 105.7 | 102.0 |
4th Quartile Price | 0.0 | * | 104.0 | 104.8 | 106.2 | 106.5 | 104.3 |
Avg. Price Top 5 Trades | 0.0 | * | 103.9 | 104.8 | 106.2 | 106.6 | 104.9 |
Standard Deviation | 0.0 | * | 0.8 | 0.9 | 0.8 | 1.1 | 2.1 |
VOLUME OF TRADES (000'S) | 0.0 | * | 1,256.5 | 1,520.7 | 3,282.9 | 3,124.1 | 1,766.5 |
NUMBER OF TRADES | 0 | * | 13 | 19 | 28 | 13 | 16 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 103.0 | 103.5 | 0.0 | 104.3 | 103.2 | 103.9 |
Weighted Avg. Price | 0.0 | 103.2 | 104.4 | 0.0 | 105.1 | 104.8 | 111.1 |
Avg. Price Bottom 5 Trades | 0.0 | 102.7 | 102.1 | 0.0 | 104.3 | 103.2 | 101.9 |
2nd Quartile Price | 0.0 | 103.0 | 104.2 | 0.0 | * | * | 102.0 |
3rd Quartile Price | 0.0 | 103.3 | 104.5 | 0.0 | * | * | 102.3 |
4th Quartile Price | 0.0 | 104.0 | 104.7 | 0.0 | * | * | 104.2 |
Avg. Price Top 5 Trades | 0.0 | 103.4 | 104.7 | 0.0 | 104.3 | 103.2 | 108.1 |
Standard Deviation | 0.0 | 0.9 | 1.9 | 0.0 | 1.3 | 1.5 | 4.0 |
VOLUME OF TRADES (000'S) | 0.0 | 4,024.3 | 28,685.4 | 0.0 | 590.9 | 189.0 | 811.2 |
NUMBER OF TRADES | 0 | 7 | 14 | 0 | 5 | 5 | 17 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 98.7 | 101.1 | 103.6 | 104.8 | 105.2 | 106.2 | 107.5 |
Weighted Avg. Price | 98.8 | 100.9 | 103.8 | 105.7 | 107.3 | 107.9 | 110.9 |
Avg. Price Bottom 5 Trades | 97.7 | 99.6 | 101.4 | 102.7 | 102.4 | 104.6 | 96.9 |
2nd Quartile Price | 97.8 | 100.8 | 103.4 | 103.6 | 104.4 | 105.3 | 106.8 |
3rd Quartile Price | 98.0 | 100.9 | 103.6 | 104.3 | 105.1 | 106.0 | 107.6 |
4th Quartile Price | 99.8 | 101.5 | 104.0 | 105.8 | 105.8 | 106.9 | 108.5 |
Avg. Price Top 5 Trades | 100.1 | 102.8 | 104.8 | 107.4 | 109.4 | 110.1 | 116.2 |
Standard Deviation | 1.1 | 0.7 | 0.6 | 1.5 | 1.3 | 1.2 | 3.3 |
VOLUME OF TRADES (000'S) | 217,893.6 | 9,062,716.2 | 6,949,119.6 | 2,154,868.7 | 273,250.7 | 46,886.7 | 93,200.3 |
NUMBER OF TRADES | 25 | 211 | 264 | 267 | 301 | 225 | 314 |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 100.2 | 102.9 | 103.4 | 112.2 | * | 102.6 |
Weighted Avg. Price | 0.0 | 100.1 | 102.9 | 103.2 | 113.9 | * | 103.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.9 | 102.3 | 102.9 | 112.2 | * | 102.6 |
2nd Quartile Price | 0.0 | 99.9 | 102.5 | 103.0 | * | * | * |
3rd Quartile Price | 0.0 | 100.1 | 102.7 | 103.2 | * | * | * |
4th Quartile Price | 0.0 | 100.9 | 103.6 | 103.2 | * | * | * |
Avg. Price Top 5 Trades | 0.0 | 100.6 | 103.6 | 106.0 | 112.2 | * | 102.6 |
Standard Deviation | 0.0 | 0.4 | 0.6 | 1.0 | 4.3 | * | 2.9 |
VOLUME OF TRADES (000'S) | 0.0 | 188,214.7 | 350,591.8 | 174,021.0 | 24,291.1 | * | 2.2 |
NUMBER OF TRADES | 0 | 14 | 29 | 39 | 7 | * | 5 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.9 | 102.5 | 103.8 | 105.5 | 106.8 | 107.0 |
Weighted Avg. Price | * | 100.1 | 103.3 | 103.3 | 106.9 | 108.1 | 111.7 |
Avg. Price Bottom 5 Trades | * | 99.3 | 102.2 | 102.8 | 104.2 | 104.5 | 99.2 |
2nd Quartile Price | * | 99.8 | 102.5 | 103.2 | 105.0 | 106.0 | 105.8 |
3rd Quartile Price | * | 100.0 | 102.5 | 104.0 | 105.2 | 106.9 | 107.4 |
4th Quartile Price | * | 100.2 | 102.9 | 104.3 | 106.0 | 107.1 | 108.6 |
Avg. Price Top 5 Trades | * | 100.4 | 102.7 | 105.0 | 107.6 | 109.5 | 113.4 |
Standard Deviation | * | 0.6 | 0.5 | 0.7 | 1.0 | 1.2 | 3.9 |
VOLUME OF TRADES (000'S) | * | 147,323.6 | 104,207.0 | 82,611.5 | 14,076.5 | 8,962.1 | 5,012.9 |
NUMBER OF TRADES | * | 19 | 11 | 59 | 64 | 75 | 84 |
GNMA | |||||||
AVERAGE PRICE | * | 101.5 | 103.6 | 106.4 | 106.8 | 107.9 | 109.3 |
Weighted Avg. Price | * | 101.3 | 103.5 | 105.9 | 107.5 | 107.3 | 112.0 |
Avg. Price Bottom 5 Trades | * | 101.0 | 102.2 | 101.9 | 104.2 | 105.8 | 94.7 |
2nd Quartile Price | * | 101.6 | 103.3 | 106.4 | 105.5 | 106.8 | 107.8 |
3rd Quartile Price | * | 101.7 | 103.5 | 106.9 | 107.0 | 107.8 | 109.8 |
4th Quartile Price | * | 101.8 | 104.3 | 106.9 | 108.3 | 109.3 | 112.4 |
Avg. Price Top 5 Trades | * | 101.8 | 104.9 | 107.7 | 109.6 | 110.5 | 120.2 |
Standard Deviation | * | 0.5 | 0.9 | 1.2 | 1.8 | 1.7 | 5.5 |
VOLUME OF TRADES (000'S) | * | 559,041.8 | 521,500.3 | 1,620,777.9 | 173,284.9 | 155,577.4 | 47,336.4 |
NUMBER OF TRADES | * | 17 | 77 | 355 | 36 | 27 | 399 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 104.6 | 0.0 | * | * | * | |||
Weighted Avg. Price | 104.9 | 0.0 | * | * | * | |||
Avg. Price Bottom 5 Trades | 104.6 | 0.0 | * | * | * | |||
2nd Quartile Price | 104.2 | 0.0 | * | * | * | |||
3rd Quartile Price | 104.6 | 0.0 | * | * | * | |||
4th Quartile Price | 105.1 | 0.0 | * | * | * | |||
Avg. Price Top 5 Trades | 104.8 | 0.0 | * | * | * | |||
Standard Deviation | 0.4 | 0.0 | * | * | * | |||
VOLUME OF TRADES (000'S) | 868.3 | 0.0 | * | * | * | |||
NUMBER OF TRADES | 18 | 0 | * | * | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 104.2 | 0.0 | 103.9 | 0.0 | 0.0 | |||
Weighted Avg. Price | 104.6 | 0.0 | 104.1 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.8 | 0.0 | 103.9 | 0.0 | 0.0 | |||
2nd Quartile Price | 104.6 | 0.0 | * | 0.0 | 0.0 | |||
3rd Quartile Price | 104.7 | 0.0 | * | 0.0 | 0.0 | |||
4th Quartile Price | 105.1 | 0.0 | * | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 104.6 | 0.0 | 103.9 | 0.0 | 0.0 | |||
Standard Deviation | 1.4 | 0.0 | 0.4 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 286.5 | 0.0 | 58,748.3 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 13 | 0 | 29 | 0 | 0 | |||
GNMA | ||||||||
AVERAGE PRICE | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 103.4 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.2 | 0.0 | 0.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 102.9 | 0.0 | 0.0 | 0.0 | 0.0 | |||
3rd Quartile Price | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 | |||
4th Quartile Price | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Standard Deviation | 0.6 | 0.0 | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 4,764.1 | 0.0 | 0.0 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 73 | 0 | 0 | 0 | 0 |