METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 93.9 | 96.5 | 98.2 | 100.1 | 101.2 | * | * |
Weighted Avg. Price | 94.4 | 97.8 | 99.2 | 100.8 | 101.7 | * | * |
Avg. Price Bottom 5 Trades | 90.2 | 88.0 | 96.1 | 97.7 | 101.1 | * | * |
2nd Quartile Price | 93.2 | 96.5 | 98.4 | 100.0 | 101.0 | * | * |
3rd Quartile Price | 94.3 | 97.3 | 98.7 | 100.6 | 101.4 | * | * |
4th Quartile Price | 95.5 | 98.2 | 99.1 | 100.8 | 101.4 | * | * |
Avg. Price Top 5 Trades | 96.6 | 98.1 | 99.2 | 100.9 | 101.5 | * | * |
Standard Deviation | 2.0 | 2.6 | 1.3 | 1.4 | 0.7 | * | * |
VOLUME OF TRADES (000'S) | 54,702.7 | 6,042.2 | 10,032.4 | 142,683.5 | 8,288.7 | * | * |
NUMBER OF TRADES | 103 | 164 | 31 | 31 | 48 | * | * |
FNMA | |||||||
AVERAGE PRICE | 90.5 | * | 97.9 | 99.3 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 92.8 | * | 97.5 | 97.9 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 86.2 | * | 96.7 | 99.3 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 86.6 | * | 97.5 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 94.4 | * | 98.5 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 96.6 | * | 99.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 96.6 | * | 99.0 | 99.3 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 7.1 | * | 1.2 | 2.7 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 99,733.6 | * | 67,100.4 | 61,084.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 12 | * | 14 | 5 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 95.5 | 94.5 | 97.8 | 98.2 | * | * | 0.0 |
Weighted Avg. Price | 95.4 | 96.4 | 96.2 | 100.6 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 95.3 | 89.0 | 96.7 | 98.2 | * | * | 0.0 |
2nd Quartile Price | 95.5 | 94.6 | 95.8 | * | * | * | 0.0 |
3rd Quartile Price | 95.5 | 96.0 | 98.8 | * | * | * | 0.0 |
4th Quartile Price | 95.8 | 98.2 | 99.1 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 95.7 | 97.2 | 99.0 | 98.2 | * | * | 0.0 |
Standard Deviation | 0.5 | 4.5 | 1.5 | 4.3 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 32,388.5 | 17.3 | 139,912.3 | 3,809.6 | * | * | 0.0 |
NUMBER OF TRADES | 13 | 24 | 20 | 5 | * | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 92.7 | 0.0 | * | 99.4 | * | * | 0.0 |
Weighted Avg. Price | 91.9 | 0.0 | * | 99.8 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 92.7 | 0.0 | * | 99.4 | * | * | 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 | 92.7 | 0.0 | * | 99.4 | * | * | 0.0 |
Standard Deviation | 1.8 | 0.0 | * | 0.8 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 4,290.5 | 0.0 | * | 5,763.6 | * | * | 0.0 |
NUMBER OF TRADES | 6 | 0 | * | 5 | * | * | 0 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 88.6 | 92.8 | 95.0 | 98.1 | 100.7 | 102.1 | 103.9 |
Weighted Avg. Price | 87.4 | 94.6 | 97.4 | 99.4 | 100.8 | 102.1 | 103.7 |
Avg. Price Bottom 5 Trades | 81.9 | 84.4 | 85.8 | 90.8 | 98.7 | 98.9 | 98.8 |
2nd Quartile Price | 87.5 | 92.3 | 93.8 | 98.3 | 100.3 | 101.4 | 103.1 |
3rd Quartile Price | 88.6 | 93.8 | 96.4 | 98.9 | 100.7 | 101.8 | 103.9 |
4th Quartile Price | 90.6 | 94.0 | 96.8 | 99.4 | 101.3 | 103.0 | 105.1 |
Avg. Price Top 5 Trades | 92.5 | 96.4 | 98.8 | 100.5 | 102.3 | 104.8 | 106.9 |
Standard Deviation | 2.5 | 2.4 | 3.0 | 2.3 | 0.8 | 1.4 | 1.7 |
VOLUME OF TRADES (000'S) | 622,842.9 | 120,609.7 | 214,329.9 | 986,362.9 | 1,489,187.4 | 1,660,334.7 | 469,049.9 |
NUMBER OF TRADES | 545 | 405 | 350 | 242 | 148 | 210 | 190 |
FNMA | |||||||
AVERAGE PRICE | 87.8 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 86.3 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 85.3 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 86.3 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 91.5 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 91.5 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 88.4 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 3.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 399,490.2 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 10 | * | * | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 89.0 | 92.8 | 94.6 | 97.6 | 0.0 | * | 0.0 |
Weighted Avg. Price | 81.9 | 93.3 | 94.8 | 101.0 | 0.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 82.6 | 87.2 | 87.6 | 95.7 | 0.0 | * | 0.0 |
2nd Quartile Price | 89.3 | 93.0 | 93.8 | 97.9 | 0.0 | * | 0.0 |
3rd Quartile Price | 90.6 | 93.6 | 96.3 | 99.4 | 0.0 | * | 0.0 |
4th Quartile Price | 90.6 | 93.6 | 96.6 | 99.4 | 0.0 | * | 0.0 |
Avg. Price Top 5 Trades | 90.7 | 93.7 | 97.2 | 98.8 | 0.0 | * | 0.0 |
Standard Deviation | 3.4 | 2.1 | 3.2 | 2.8 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 15,449.9 | 69.8 | 7,085.0 | 30,990.4 | 0.0 | * | 0.0 |
NUMBER OF TRADES | 41 | 50 | 65 | 22 | 0 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 90.4 | 93.5 | 97.8 | 99.9 | 99.2 | 101.4 | 100.4 |
Weighted Avg. Price | 89.6 | 95.1 | 98.2 | 99.7 | 100.9 | 101.9 | 102.5 |
Avg. Price Bottom 5 Trades | 84.4 | 86.7 | 84.8 | 98.9 | 93.5 | 89.8 | 76.3 |
2nd Quartile Price | 87.3 | 91.1 | 97.4 | 99.5 | 98.6 | 101.5 | 101.3 |
3rd Quartile Price | 89.4 | 94.7 | 101.3 | 100.0 | 100.3 | 102.4 | 102.9 |
4th Quartile Price | 91.3 | 95.1 | 101.3 | 100.0 | 100.8 | 103.0 | 103.5 |
Avg. Price Top 5 Trades | 98.1 | 97.9 | 100.9 | 100.2 | 101.3 | 103.9 | 107.0 |
Standard Deviation | 4.9 | 4.3 | 5.3 | 0.6 | 2.6 | 3.6 | 7.8 |
VOLUME OF TRADES (000'S) | 149,045.4 | 36,975.2 | 186,001.8 | 900,236.0 | 1,101,756.8 | 795,393.4 | 1,104,559.9 |
NUMBER OF TRADES | 63 | 28 | 54 | 52 | 73 | 114 | 213 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | * | * | 99.7 | |||
Weighted Avg. Price | 0.0 | 0.0 | * | * | 99.2 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | * | 98.9 | |||
2nd Quartile Price | 0.0 | 0.0 | * | * | 98.7 | |||
3rd Quartile Price | 0.0 | 0.0 | * | * | 98.8 | |||
4th Quartile Price | 0.0 | 0.0 | * | * | 101.6 | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | * | 100.4 | |||
Standard Deviation | 0.0 | 0.0 | * | * | 1.6 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | 26,398.4 | |||
NUMBER OF TRADES | 0 | 0 | * | * | 8 | |||
FHLMC | ||||||||
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 | |||
GNMA | ||||||||
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 |