METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.8 | 102.4 | 103.7 | 104.4 | 104.7 | 104.0 | 104.7 |
Weighted Avg. Price | 100.6 | 102.7 | 103.9 | 105.3 | 107.1 | 106.4 | 106.4 |
Avg. Price Bottom 5 Trades | 99.8 | 101.1 | 101.4 | 102.3 | 101.1 | 99.8 | 99.5 |
2nd Quartile Price | 100.4 | 102.0 | 103.8 | 104.3 | 104.0 | 103.4 | 103.3 |
3rd Quartile Price | 100.7 | 102.5 | 103.8 | 104.5 | 105.4 | 104.6 | 105.1 |
4th Quartile Price | 101.3 | 102.8 | 104.1 | 104.8 | 105.4 | 105.6 | 106.6 |
Avg. Price Top 5 Trades | 101.5 | 103.3 | 104.7 | 105.8 | 107.4 | 106.5 | 110.0 |
Standard Deviation | 0.5 | 0.6 | 0.9 | 0.8 | 1.6 | 2.4 | 3.2 |
VOLUME OF TRADES (000'S) | 685,019.9 | 468,045.0 | 461,962.9 | 35,205.1 | 58,747.9 | 3,481.2 | 5,724.7 |
NUMBER OF TRADES | 76 | 98 | 66 | 82 | 115 | 43 | 46 |
FNMA | |||||||
AVERAGE PRICE | * | * | 100.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | * | 101.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | * | 100.8 | 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 | * | * | 100.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | * | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | * | 164,251.2 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | * | 5 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 101.4 | 102.9 | 104.3 | 104.9 | 104.6 | 104.7 |
Weighted Avg. Price | * | 100.8 | 102.0 | 104.8 | 106.0 | 105.5 | 105.5 |
Avg. Price Bottom 5 Trades | * | 101.4 | 101.3 | 103.6 | 103.3 | 104.5 | 104.4 |
2nd Quartile Price | * | * | 101.5 | 104.0 | 104.2 | 104.3 | 104.1 |
3rd Quartile Price | * | * | 103.9 | 104.5 | 105.4 | 105.4 | 104.3 |
4th Quartile Price | * | * | 103.9 | 104.9 | 105.4 | 105.6 | 106.6 |
Avg. Price Top 5 Trades | * | 101.4 | 103.5 | 104.7 | 105.5 | 104.8 | 105.0 |
Standard Deviation | * | 1.0 | 1.2 | 0.5 | 1.1 | 0.9 | 1.4 |
VOLUME OF TRADES (000'S) | * | 31,561.3 | 28,092.7 | 3,779.3 | 314.6 | 297.3 | 171.5 |
NUMBER OF TRADES | * | 5 | 18 | 22 | 26 | 7 | 7 |
GNMA | |||||||
AVERAGE PRICE | 100.1 | * | 103.5 | 104.4 | 102.8 | 102.3 | 102.2 |
Weighted Avg. Price | 100.0 | * | 103.4 | 104.4 | 104.4 | 104.2 | 117.0 |
Avg. Price Bottom 5 Trades | 100.1 | * | 103.5 | 104.4 | 102.6 | 102.3 | 99.1 |
2nd Quartile Price | 100.3 | * | * | * | 101.3 | * | 99.8 |
3rd Quartile Price | 100.3 | * | * | * | 104.3 | * | 101.6 |
4th Quartile Price | 100.3 | * | * | * | 104.6 | * | 103.0 |
Avg. Price Top 5 Trades | 100.2 | * | 103.5 | 104.4 | 103.6 | 102.3 | 108.0 |
Standard Deviation | 0.3 | * | 0.6 | 0.1 | 2.0 | 2.1 | 5.5 |
VOLUME OF TRADES (000'S) | 3,785.9 | * | 1,632.1 | 6,528.7 | 753.2 | 186.6 | 2,815.9 |
NUMBER OF TRADES | 6 | * | 5 | 7 | 9 | 5 | 21 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 97.9 | 100.1 | 102.6 | 104.7 | 105.2 | 107.8 | 107.4 |
Weighted Avg. Price | 97.4 | 99.7 | 102.7 | 106.5 | 107.2 | 107.3 | 109.1 |
Avg. Price Bottom 5 Trades | 96.1 | 98.5 | 100.9 | 102.7 | 101.1 | 101.6 | 84.7 |
2nd Quartile Price | 96.3 | 99.4 | 102.2 | 103.8 | 104.3 | 106.7 | 107.5 |
3rd Quartile Price | 98.6 | 99.7 | 102.4 | 104.5 | 105.4 | 108.3 | 107.8 |
4th Quartile Price | 98.8 | 100.6 | 103.1 | 105.7 | 106.3 | 109.5 | 109.3 |
Avg. Price Top 5 Trades | 99.2 | 102.1 | 104.5 | 107.3 | 109.6 | 110.3 | 113.4 |
Standard Deviation | 1.3 | 0.9 | 0.7 | 1.3 | 2.0 | 2.2 | 7.5 |
VOLUME OF TRADES (000'S) | 220,523.4 | 5,723,777.2 | 8,897,998.2 | 1,636,150.4 | 192,321.5 | 4,301,985.3 | 9,704.7 |
NUMBER OF TRADES | 32 | 275 | 292 | 236 | 146 | 245 | 249 |
FNMA | |||||||
AVERAGE PRICE | 0.0 | 100.6 | * | * | * | * | * |
Weighted Avg. Price | 0.0 | 100.4 | * | * | * | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 99.5 | * | * | * | * | * |
2nd Quartile Price | 0.0 | 99.6 | * | * | * | * | * |
3rd Quartile Price | 0.0 | 100.0 | * | * | * | * | * |
4th Quartile Price | 0.0 | 102.2 | * | * | * | * | * |
Avg. Price Top 5 Trades | 0.0 | 100.8 | * | * | * | * | * |
Standard Deviation | 0.0 | 1.3 | * | * | * | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 212,443.9 | * | * | * | * | * |
NUMBER OF TRADES | 0 | 13 | * | * | * | * | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.8 | 102.1 | 104.0 | 105.5 | 105.7 | 107.0 |
Weighted Avg. Price | 0.0 | 99.7 | 102.1 | 104.6 | 106.4 | 107.5 | 110.9 |
Avg. Price Bottom 5 Trades | 0.0 | 99.1 | 102.0 | 103.5 | 103.8 | 102.5 | 95.8 |
2nd Quartile Price | 0.0 | 99.2 | 101.9 | 103.8 | 105.4 | 105.6 | 104.6 |
3rd Quartile Price | 0.0 | 99.6 | 102.5 | 104.0 | 105.5 | 106.7 | 108.1 |
4th Quartile Price | 0.0 | 101.2 | 102.6 | 104.5 | 106.0 | 107.0 | 110.3 |
Avg. Price Top 5 Trades | 0.0 | 100.5 | 102.2 | 105.1 | 106.8 | 107.5 | 113.7 |
Standard Deviation | 0.0 | 0.9 | 0.4 | 0.9 | 1.2 | 2.0 | 4.9 |
VOLUME OF TRADES (000'S) | 0.0 | 264,559.3 | 137,323.8 | 9,378.7 | 4,017.3 | 4,402.0 | 6,002.0 |
NUMBER OF TRADES | 0 | 16 | 6 | 34 | 46 | 47 | 103 |
GNMA | |||||||
AVERAGE PRICE | * | 101.0 | 103.7 | 106.4 | 105.3 | 106.9 | 109.6 |
Weighted Avg. Price | * | 100.7 | 102.6 | 104.9 | 105.6 | 106.9 | 109.3 |
Avg. Price Bottom 5 Trades | * | 99.9 | 101.7 | 101.1 | 102.2 | 104.9 | 95.1 |
2nd Quartile Price | * | 100.6 | 102.5 | 105.5 | 105.4 | 106.5 | 107.5 |
3rd Quartile Price | * | 100.8 | 104.3 | 107.1 | 105.8 | 107.2 | 110.0 |
4th Quartile Price | * | 102.0 | 104.5 | 107.6 | 105.8 | 107.6 | 113.3 |
Avg. Price Top 5 Trades | * | 101.9 | 104.8 | 107.9 | 107.3 | 108.5 | 118.7 |
Standard Deviation | * | 0.8 | 1.2 | 1.4 | 1.8 | 1.2 | 5.2 |
VOLUME OF TRADES (000'S) | * | 821,146.9 | 3,639,179.7 | 1,696,406.6 | 242,437.5 | 139,810.6 | 93,393.6 |
NUMBER OF TRADES | * | 51 | 213 | 528 | 47 | 45 | 331 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | * | * | |||
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | * | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | * | |||
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 | * | * | |||
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | * | |||
NUMBER OF TRADES | 0 | 0 | 0 | * | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 103.2 | 0.0 | * | * | 0.0 | |||
Weighted Avg. Price | 103.2 | 0.0 | * | * | 0.0 | |||
Avg. Price Bottom 5 Trades | 103.2 | 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 | 103.2 | 0.0 | * | * | 0.0 | |||
Standard Deviation | 0.1 | 0.0 | * | * | 0.0 | |||
VOLUME OF TRADES (000'S) | 943.0 | 0.0 | * | * | 0.0 | |||
NUMBER OF TRADES | 8 | 0 | * | * | 0 | |||
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 |