METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 101.4 | 103.1 | 103.9 | 104.9 | 104.8 | 103.6 | 106.7 |
Weighted Avg. Price | 101.3 | 103.7 | 105.5 | 105.5 | 106.6 | 104.8 | 111.2 |
Avg. Price Bottom 5 Trades | 99.5 | 102.3 | 101.8 | 102.9 | 101.8 | 102.4 | 100.7 |
2nd Quartile Price | 101.0 | 103.0 | 104.0 | 104.8 | 104.4 | 103.0 | 103.1 |
3rd Quartile Price | 101.3 | 103.1 | 104.1 | 105.0 | 105.5 | 103.7 | 107.5 |
4th Quartile Price | 101.8 | 103.3 | 104.3 | 105.3 | 105.7 | 105.6 | 112.9 |
Avg. Price Top 5 Trades | 102.2 | 103.9 | 105.7 | 106.2 | 106.6 | 105.2 | 113.2 |
Standard Deviation | 0.5 | 0.4 | 1.0 | 0.8 | 1.4 | 1.7 | 5.1 |
VOLUME OF TRADES (000'S) | 1,183,118.8 | 1,331,445.8 | 103,900.0 | 36,176.0 | 2,480.3 | 36.2 | 2,845.7 |
NUMBER OF TRADES | 228 | 97 | 86 | 81 | 66 | 14 | 31 |
FNMA | |||||||
AVERAGE PRICE | * | 101.0 | 102.8 | * | * | * | 0.0 |
Weighted Avg. Price | * | 101.0 | 102.2 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 100.0 | 102.8 | * | * | * | 0.0 |
2nd Quartile Price | * | 100.6 | * | * | * | * | 0.0 |
3rd Quartile Price | * | 101.1 | * | * | * | * | 0.0 |
4th Quartile Price | * | 101.8 | * | * | * | * | 0.0 |
Avg. Price Top 5 Trades | * | 101.9 | 102.8 | * | * | * | 0.0 |
Standard Deviation | * | 1.1 | 1.4 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 124,971.7 | 9,589.4 | * | * | * | 0.0 |
NUMBER OF TRADES | * | 14 | 5 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 101.6 | * | 103.4 | 104.5 | 105.0 | 103.0 | 101.5 |
Weighted Avg. Price | 101.3 | * | 103.0 | 105.2 | 105.5 | 105.9 | 105.5 |
Avg. Price Bottom 5 Trades | 101.5 | * | 102.5 | 104.2 | 103.9 | 103.0 | 97.0 |
2nd Quartile Price | 101.6 | * | 102.9 | 104.4 | 104.3 | * | 100.5 |
3rd Quartile Price | 101.6 | * | 104.0 | 104.6 | 105.7 | * | 104.0 |
4th Quartile Price | 101.8 | * | 104.3 | 105.3 | 105.8 | * | 106.0 |
Avg. Price Top 5 Trades | 101.7 | * | 104.3 | 104.7 | 105.8 | 103.0 | 104.9 |
Standard Deviation | 0.4 | * | 1.2 | 0.5 | 1.2 | 1.6 | 6.0 |
VOLUME OF TRADES (000'S) | 63,098.4 | * | 4,551.9 | 592.1 | 46.4 | 61.0 | 147.7 |
NUMBER OF TRADES | 8 | * | 12 | 11 | 13 | 6 | 11 |
GNMA | |||||||
AVERAGE PRICE | * | * | * | 103.7 | * | * | 113.9 |
Weighted Avg. Price | * | * | * | 103.7 | * | * | 114.6 |
Avg. Price Bottom 5 Trades | * | * | * | 103.7 | * | * | 113.9 |
2nd Quartile Price | * | * | * | * | * | * | * |
3rd Quartile Price | * | * | * | * | * | * | * |
4th Quartile Price | * | * | * | * | * | * | * |
Avg. Price Top 5 Trades | * | * | * | 103.7 | * | * | 113.9 |
Standard Deviation | * | * | * | 0.1 | * | * | 5.8 |
VOLUME OF TRADES (000'S) | * | * | * | 4,034.0 | * | * | 2,418.2 |
NUMBER OF TRADES | * | * | * | 6 | * | * | 11 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 99.3 | 101.2 | 103.7 | 105.5 | 105.4 | 106.1 | 110.0 |
Weighted Avg. Price | 99.7 | 100.6 | 103.6 | 106.0 | 108.1 | 108.3 | 111.8 |
Avg. Price Bottom 5 Trades | 97.2 | 99.0 | 101.5 | 100.7 | 102.6 | 102.9 | 99.5 |
2nd Quartile Price | 99.6 | 100.4 | 103.2 | 104.5 | 104.6 | 104.8 | 107.6 |
3rd Quartile Price | 99.8 | 100.7 | 103.6 | 105.3 | 105.4 | 106.3 | 110.6 |
4th Quartile Price | 100.0 | 102.2 | 104.3 | 106.8 | 105.7 | 107.1 | 113.3 |
Avg. Price Top 5 Trades | 100.3 | 103.1 | 106.0 | 108.1 | 109.5 | 109.6 | 117.9 |
Standard Deviation | 1.1 | 1.0 | 0.8 | 1.7 | 1.5 | 1.6 | 3.6 |
VOLUME OF TRADES (000'S) | 875,638.6 | 7,387,221.8 | 4,997,681.0 | 1,712,284.5 | 418,399.7 | 32,993.9 | 11,679.0 |
NUMBER OF TRADES | 61 | 284 | 272 | 355 | 179 | 121 | 382 |
FNMA | |||||||
AVERAGE PRICE | 97.4 | 100.3 | 103.6 | 104.2 | 107.0 | 106.8 | 112.2 |
Weighted Avg. Price | 97.5 | 100.3 | 103.5 | 103.8 | 106.6 | 105.3 | 109.9 |
Avg. Price Bottom 5 Trades | 96.9 | 99.9 | 103.0 | 103.7 | 106.2 | 105.2 | 106.9 |
2nd Quartile Price | 97.0 | 100.0 | 103.0 | 103.2 | 106.5 | 105.0 | 113.3 |
3rd Quartile Price | 97.3 | 100.1 | 103.3 | 103.2 | 106.8 | 105.0 | 113.3 |
4th Quartile Price | 99.5 | 100.5 | 103.8 | 106.1 | 110.6 | 108.5 | 113.3 |
Avg. Price Top 5 Trades | 97.5 | 101.7 | 105.0 | 106.1 | 107.3 | 111.3 | 113.0 |
Standard Deviation | 1.1 | 0.5 | 0.8 | 1.3 | 1.9 | 3.0 | 2.4 |
VOLUME OF TRADES (000'S) | 32,623.0 | 1,206,193.2 | 843,029.6 | 31,856.8 | 6,611.9 | 76,957.6 | 1,796.9 |
NUMBER OF TRADES | 6 | 68 | 40 | 19 | 6 | 42 | 41 |
FHLMC | |||||||
AVERAGE PRICE | 97.7 | 100.8 | 103.1 | 104.4 | 104.8 | 105.8 | 107.9 |
Weighted Avg. Price | 97.7 | 100.5 | 102.9 | 105.4 | 106.7 | 105.7 | 109.1 |
Avg. Price Bottom 5 Trades | 97.7 | 99.6 | 102.5 | 103.2 | 103.2 | 104.5 | 100.9 |
2nd Quartile Price | * | 100.1 | 102.6 | 104.1 | 104.3 | 105.6 | 106.8 |
3rd Quartile Price | * | 100.5 | 103.1 | 104.3 | 105.4 | 106.0 | 108.3 |
4th Quartile Price | * | 101.0 | 103.9 | 104.6 | 105.4 | 106.3 | 110.6 |
Avg. Price Top 5 Trades | 97.7 | 102.6 | 103.9 | 106.0 | 106.6 | 108.7 | 111.2 |
Standard Deviation | 0.9 | 1.0 | 0.6 | 0.9 | 1.4 | 1.0 | 4.4 |
VOLUME OF TRADES (000'S) | 325,754.0 | 1,789,727.4 | 705,104.5 | 8,836.5 | 3,077.9 | 160,711.7 | 29,315.9 |
NUMBER OF TRADES | 11 | 40 | 15 | 32 | 41 | 96 | 53 |
GNMA | |||||||
AVERAGE PRICE | * | 101.2 | 103.8 | 106.8 | 105.7 | 108.5 | 107.1 |
Weighted Avg. Price | * | 101.0 | 103.5 | 106.2 | 106.3 | 108.3 | 110.9 |
Avg. Price Bottom 5 Trades | * | 100.1 | 102.7 | 102.9 | 103.2 | 106.3 | 90.0 |
2nd Quartile Price | * | 100.8 | 103.3 | 107.0 | 105.6 | 107.5 | 101.1 |
3rd Quartile Price | * | 101.4 | 103.5 | 107.4 | 106.3 | 108.8 | 109.1 |
4th Quartile Price | * | 101.5 | 104.8 | 107.4 | 106.7 | 109.8 | 113.9 |
Avg. Price Top 5 Trades | * | 101.7 | 104.8 | 107.4 | 107.9 | 109.7 | 120.0 |
Standard Deviation | * | 0.7 | 0.8 | 1.2 | 2.2 | 1.4 | 7.9 |
VOLUME OF TRADES (000'S) | * | 309,715.2 | 479,973.0 | 1,396,531.6 | 187,836.3 | 20,452.8 | 40,023.4 |
NUMBER OF TRADES | * | 28 | 50 | 247 | 26 | 28 | 295 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 102.6 | * | |||
Weighted Avg. Price | 0.0 | 0.0 | * | 102.7 | * | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 102.3 | * | |||
2nd Quartile Price | 0.0 | 0.0 | * | 102.5 | * | |||
3rd Quartile Price | 0.0 | 0.0 | * | 102.8 | * | |||
4th Quartile Price | 0.0 | 0.0 | * | 102.8 | * | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 103.0 | * | |||
Standard Deviation | 0.0 | 0.0 | * | 0.5 | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 101,795.5 | * | |||
NUMBER OF TRADES | 0 | 0 | * | 12 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 103.7 | 103.8 | |||
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 103.2 | 103.8 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 103.7 | 103.8 | |||
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 | 103.7 | 103.8 | |||
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.4 | 0.0 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 135,718.4 | 27,770.8 | |||
NUMBER OF TRADES | 0 | 0 | 0 | 47 | 10 | |||
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 |