METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 90.9 | 90.5 | 96.0 | 98.5 | 99.8 | 100.3 | 100.9 |
Weighted Avg. Price | 93.0 | 96.1 | 96.7 | 98.9 | 100.0 | 100.8 | 101.7 |
Avg. Price Bottom 5 Trades | 81.2 | 40.7 | 92.4 | 98.1 | 99.5 | 99.1 | 100.0 |
2nd Quartile Price | 88.8 | 91.0 | 96.3 | 98.1 | 99.9 | 100.5 | 101.4 |
3rd Quartile Price | 91.3 | 93.3 | 97.1 | 98.8 | 99.9 | 100.8 | 101.6 |
4th Quartile Price | 93.8 | 93.3 | 97.2 | 98.9 | 100.0 | 100.8 | 101.7 |
Avg. Price Top 5 Trades | 97.1 | 96.8 | 97.9 | 98.9 | 100.0 | 100.8 | 102.0 |
Standard Deviation | 3.7 | 9.3 | 2.7 | 0.6 | 0.4 | 1.9 | 2.2 |
VOLUME OF TRADES (000'S) | 171,296.2 | 1,858.3 | 21,221.2 | 5,583.6 | 93,814.7 | 116,346.2 | 2,271.4 |
NUMBER OF TRADES | 168 | 205 | 32 | 19 | 26 | 50 | 18 |
FNMA | |||||||
AVERAGE PRICE | 91.8 | * | * | * | 101.4 | 102.7 | * |
Weighted Avg. Price | 92.2 | * | * | * | 101.2 | 103.0 | * |
Avg. Price Bottom 5 Trades | 90.4 | * | * | * | 101.0 | 102.2 | * |
2nd Quartile Price | 92.1 | * | * | * | 101.5 | 102.3 | * |
3rd Quartile Price | 92.3 | * | * | * | 101.8 | 103.3 | * |
4th Quartile Price | 94.4 | * | * | * | 101.9 | 103.4 | * |
Avg. Price Top 5 Trades | 94.4 | * | * | * | 101.8 | 103.4 | * |
Standard Deviation | 3.6 | * | * | * | 0.7 | 0.8 | * |
VOLUME OF TRADES (000'S) | 169,960.9 | * | * | * | 42,129.6 | 44,480.8 | * |
NUMBER OF TRADES | 13 | * | * | * | 9 | 9 | * |
FHLMC | |||||||
AVERAGE PRICE | 92.8 | 90.7 | 93.4 | 98.8 | * | * | * |
Weighted Avg. Price | 94.7 | 97.5 | 97.5 | 98.9 | * | * | * |
Avg. Price Bottom 5 Trades | 90.8 | 89.9 | 92.4 | 98.8 | * | * | * |
2nd Quartile Price | 90.0 | 90.5 | 97.2 | * | * | * | * |
3rd Quartile Price | 93.8 | 93.7 | 97.5 | * | * | * | * |
4th Quartile Price | 94.9 | 93.7 | 99.0 | * | * | * | * |
Avg. Price Top 5 Trades | 95.4 | 93.7 | 97.9 | 98.8 | * | * | * |
Standard Deviation | 2.6 | 6.6 | 7.8 | 0.5 | * | * | * |
VOLUME OF TRADES (000'S) | 4,830.7 | 1,462.8 | 67.4 | 55,000.0 | * | * | * |
NUMBER OF TRADES | 16 | 20 | 7 | 7 | * | * | * |
GNMA | |||||||
AVERAGE PRICE | * | 0.0 | * | * | 0.0 | * | 106.8 |
Weighted Avg. Price | * | 0.0 | * | * | 0.0 | * | 109.7 |
Avg. Price Bottom 5 Trades | * | 0.0 | * | * | 0.0 | * | 106.8 |
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 | * | 0.0 | * | * | 0.0 | * | 106.8 |
Standard Deviation | * | 0.0 | * | * | 0.0 | * | 6.3 |
VOLUME OF TRADES (000'S) | * | 0.0 | * | * | 0.0 | * | 251.5 |
NUMBER OF TRADES | * | 0 | * | * | 0 | * | 5 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 83.9 | 88.0 | 89.6 | 93.1 | 97.6 | 99.2 | 101.6 |
Weighted Avg. Price | 84.5 | 92.0 | 93.5 | 95.9 | 98.5 | 99.8 | 101.8 |
Avg. Price Bottom 5 Trades | 74.1 | 64.0 | 44.7 | 65.0 | 85.0 | 86.3 | 87.0 |
2nd Quartile Price | 82.8 | 86.9 | 88.0 | 94.8 | 97.4 | 99.5 | 101.1 |
3rd Quartile Price | 83.2 | 89.7 | 92.4 | 95.3 | 97.8 | 99.7 | 102.0 |
4th Quartile Price | 86.3 | 89.9 | 92.8 | 95.6 | 98.1 | 99.9 | 102.9 |
Avg. Price Top 5 Trades | 91.4 | 95.6 | 96.2 | 98.1 | 100.6 | 102.0 | 105.2 |
Standard Deviation | 2.6 | 4.5 | 7.2 | 6.9 | 3.1 | 2.8 | 3.0 |
VOLUME OF TRADES (000'S) | 715,763.3 | 418,779.7 | 171,020.6 | 345,151.2 | 290,001.7 | 1,323,791.7 | 2,357,624.3 |
NUMBER OF TRADES | 668 | 492 | 432 | 251 | 247 | 269 | 330 |
FNMA | |||||||
AVERAGE PRICE | * | * | * | 0.0 | 0.0 | * | 96.0 |
Weighted Avg. Price | * | * | * | 0.0 | 0.0 | * | 101.8 |
Avg. Price Bottom 5 Trades | * | * | * | 0.0 | 0.0 | * | 96.0 |
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 | * | * | * | 0.0 | 0.0 | * | 96.0 |
Standard Deviation | * | * | * | 0.0 | 0.0 | * | 5.6 |
VOLUME OF TRADES (000'S) | * | * | * | 0.0 | 0.0 | * | 862.9 |
NUMBER OF TRADES | * | * | * | 0 | 0 | * | 5 |
FHLMC | |||||||
AVERAGE PRICE | 85.1 | 89.0 | 88.1 | 95.6 | 99.4 | 99.5 | 100.7 |
Weighted Avg. Price | 90.1 | 91.4 | 94.0 | 97.5 | 100.7 | 99.6 | 101.8 |
Avg. Price Bottom 5 Trades | 71.1 | 84.1 | 59.1 | 74.8 | 99.4 | 99.5 | 98.3 |
2nd Quartile Price | 85.3 | 89.0 | 87.0 | 98.0 | * | * | 99.6 |
3rd Quartile Price | 86.3 | 89.7 | 92.5 | 98.0 | * | * | 101.4 |
4th Quartile Price | 87.3 | 90.0 | 92.5 | 98.0 | * | * | 101.8 |
Avg. Price Top 5 Trades | 93.1 | 92.4 | 94.0 | 98.1 | 99.4 | 99.5 | 102.3 |
Standard Deviation | 6.8 | 2.6 | 8.9 | 9.5 | 4.5 | 1.2 | 2.3 |
VOLUME OF TRADES (000'S) | 5,140.2 | 130,636.9 | 1,185.0 | 462.2 | 6,259.7 | 65,868.0 | 150,167.8 |
NUMBER OF TRADES | 57 | 51 | 77 | 61 | 38 | 5 | 20 |
GNMA | |||||||
AVERAGE PRICE | 85.0 | 90.9 | 93.7 | 95.1 | 97.0 | 99.9 | 100.2 |
Weighted Avg. Price | 82.2 | 92.2 | 93.3 | 94.8 | 98.2 | 100.0 | 101.4 |
Avg. Price Bottom 5 Trades | 79.8 | 90.6 | 92.3 | 93.7 | 91.8 | 92.2 | 50.8 |
2nd Quartile Price | 84.8 | 91.0 | 93.0 | 94.4 | 95.3 | 99.8 | 100.3 |
3rd Quartile Price | 85.1 | 91.0 | 93.8 | 95.3 | 98.1 | 100.1 | 102.2 |
4th Quartile Price | 87.2 | 92.5 | 94.2 | 96.1 | 98.6 | 101.5 | 102.8 |
Avg. Price Top 5 Trades | 88.0 | 91.2 | 95.0 | 96.4 | 99.6 | 102.4 | 109.7 |
Standard Deviation | 2.8 | 1.4 | 1.6 | 1.7 | 2.5 | 3.5 | 7.4 |
VOLUME OF TRADES (000'S) | 297,499.2 | 472.3 | 5,098.4 | 9,481.8 | 64,607.9 | 175,165.8 | 1,181,238.8 |
NUMBER OF TRADES | 46 | 9 | 13 | 18 | 60 | 72 | 360 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 98.6 | 0.0 | 0.0 | 97.1 | * | |||
Weighted Avg. Price | 100.6 | 0.0 | 0.0 | 97.1 | * | |||
Avg. Price Bottom 5 Trades | 95.1 | 0.0 | 0.0 | 97.1 | * | |||
2nd Quartile Price | 97.0 | 0.0 | 0.0 | * | * | |||
3rd Quartile Price | 99.8 | 0.0 | 0.0 | * | * | |||
4th Quartile Price | 100.9 | 0.0 | 0.0 | * | * | |||
Avg. Price Top 5 Trades | 100.9 | 0.0 | 0.0 | 97.1 | * | |||
Standard Deviation | 2.6 | 0.0 | 0.0 | 2.2 | * | |||
VOLUME OF TRADES (000'S) | 2,959.1 | 0.0 | 0.0 | 1,201.0 | * | |||
NUMBER OF TRADES | 24 | 0 | 0 | 6 | * | |||
FHLMC | ||||||||
AVERAGE PRICE | * | 0.0 | 0.0 | 95.8 | 0.0 | |||
Weighted Avg. Price | * | 0.0 | 0.0 | 98.7 | 0.0 | |||
Avg. Price Bottom 5 Trades | * | 0.0 | 0.0 | 94.4 | 0.0 | |||
2nd Quartile Price | * | 0.0 | 0.0 | 95.8 | 0.0 | |||
3rd Quartile Price | * | 0.0 | 0.0 | 97.0 | 0.0 | |||
4th Quartile Price | * | 0.0 | 0.0 | 99.9 | 0.0 | |||
Avg. Price Top 5 Trades | * | 0.0 | 0.0 | 97.7 | 0.0 | |||
Standard Deviation | * | 0.0 | 0.0 | 3.5 | 0.0 | |||
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | 75,874.5 | 0.0 | |||
NUMBER OF TRADES | * | 0 | 0 | 7 | 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 |