METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 91.0 | 92.0 | 96.6 | 99.4 | 100.3 | 101.4 | 103.1 |
Weighted Avg. Price | 92.8 | 97.9 | 98.8 | 99.8 | 100.9 | 101.9 | 105.0 |
Avg. Price Bottom 5 Trades | 71.3 | 70.2 | 91.3 | 98.1 | 98.8 | 99.8 | 103.1 |
2nd Quartile Price | 89.7 | 95.2 | 94.0 | 99.8 | 100.0 | 101.3 | * |
3rd Quartile Price | 92.3 | 96.6 | 98.4 | 99.8 | 100.7 | 101.7 | * |
4th Quartile Price | 94.6 | 97.8 | 98.9 | 99.9 | 101.0 | 102.1 | * |
Avg. Price Top 5 Trades | 96.9 | 98.1 | 99.1 | 100.0 | 101.0 | 102.1 | 103.1 |
Standard Deviation | 10.3 | 17.7 | 3.4 | 1.3 | 0.9 | 0.9 | 2.5 |
VOLUME OF TRADES (000'S) | 425,530.4 | 17,363.1 | 18,171.2 | 110,425.2 | 31,760.0 | 28,383.8 | 17,089.1 |
NUMBER OF TRADES | 88 | 32 | 20 | 20 | 35 | 41 | 6 |
FNMA | |||||||
AVERAGE PRICE | 88.9 | * | 97.6 | 99.6 | 101.1 | 102.8 | * |
Weighted Avg. Price | 88.8 | * | 97.8 | 100.4 | 100.9 | 101.4 | * |
Avg. Price Bottom 5 Trades | 82.9 | * | 97.6 | 99.3 | 100.6 | 102.4 | * |
2nd Quartile Price | 83.3 | * | * | 99.3 | 100.7 | 100.8 | * |
3rd Quartile Price | 89.1 | * | * | 99.5 | 100.9 | 102.7 | * |
4th Quartile Price | 95.8 | * | * | 99.9 | 102.0 | 105.4 | * |
Avg. Price Top 5 Trades | 97.1 | * | 97.6 | 99.8 | 102.1 | 104.0 | * |
Standard Deviation | 6.0 | * | 1.0 | 0.5 | 0.7 | 2.0 | * |
VOLUME OF TRADES (000'S) | 85,595.5 | * | 12,957.0 | 64,114.9 | 170,686.0 | 127,446.5 | * |
NUMBER OF TRADES | 22 | * | 5 | 8 | 16 | 8 | * |
FHLMC | |||||||
AVERAGE PRICE | 91.0 | 95.0 | 98.8 | 99.1 | 0.0 | 101.3 | 0.0 |
Weighted Avg. Price | 98.0 | 97.0 | 98.8 | 98.8 | 0.0 | 101.1 | 0.0 |
Avg. Price Bottom 5 Trades | 88.9 | 95.0 | 98.7 | 98.1 | 0.0 | 101.0 | 0.0 |
2nd Quartile Price | 84.0 | * | 98.7 | 98.6 | 0.0 | 101.0 | 0.0 |
3rd Quartile Price | 96.5 | * | 98.9 | 99.2 | 0.0 | 101.1 | 0.0 |
4th Quartile Price | 98.2 | * | 99.1 | 99.8 | 0.0 | 102.5 | 0.0 |
Avg. Price Top 5 Trades | 93.3 | 95.0 | 98.9 | 100.2 | 0.0 | 101.4 | 0.0 |
Standard Deviation | 7.2 | 3.2 | 0.2 | 1.1 | 0.0 | 0.6 | 0.0 |
VOLUME OF TRADES (000'S) | 3,781.9 | 172.5 | 91,237.6 | 187,782.0 | 0.0 | 87,640.0 | 0.0 |
NUMBER OF TRADES | 9 | 15 | 7 | 16 | 0 | 7 | 0 |
GNMA | |||||||
AVERAGE PRICE | 88.2 | 0.0 | 0.0 | 99.8 | 101.1 | * | 108.2 |
Weighted Avg. Price | 90.5 | 0.0 | 0.0 | 99.9 | 101.0 | * | 113.1 |
Avg. Price Bottom 5 Trades | 87.7 | 0.0 | 0.0 | 99.8 | 101.1 | * | 108.2 |
2nd Quartile Price | 89.9 | 0.0 | 0.0 | * | * | * | * |
3rd Quartile Price | 90.9 | 0.0 | 0.0 | * | * | * | * |
4th Quartile Price | 91.1 | 0.0 | 0.0 | * | * | * | * |
Avg. Price Top 5 Trades | 89.3 | 0.0 | 0.0 | 99.8 | 101.1 | * | 108.2 |
Standard Deviation | 3.7 | 0.0 | 0.0 | 0.1 | 0.6 | * | 5.0 |
VOLUME OF TRADES (000'S) | 1,649.4 | 0.0 | 0.0 | 18,438.7 | 14,437.9 | * | 1,755.9 |
NUMBER OF TRADES | 6 | 0 | 0 | 5 | 5 | * | 10 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 85.9 | 91.0 | 94.7 | 97.0 | 98.9 | 100.1 | 101.4 |
Weighted Avg. Price | 87.3 | 92.9 | 95.8 | 97.5 | 99.4 | 101.1 | 102.4 |
Avg. Price Bottom 5 Trades | 77.5 | 82.4 | 78.3 | 93.3 | 89.1 | 86.6 | 66.4 |
2nd Quartile Price | 84.9 | 90.7 | 94.5 | 97.0 | 99.1 | 100.5 | 101.8 |
3rd Quartile Price | 85.1 | 91.8 | 95.5 | 97.0 | 99.1 | 100.6 | 101.8 |
4th Quartile Price | 88.3 | 91.9 | 96.2 | 97.3 | 99.3 | 101.1 | 102.6 |
Avg. Price Top 5 Trades | 92.8 | 95.4 | 98.9 | 99.2 | 101.4 | 102.7 | 105.4 |
Standard Deviation | 2.3 | 2.4 | 3.7 | 0.9 | 2.1 | 2.9 | 6.6 |
VOLUME OF TRADES (000'S) | 1,214,024.4 | 92,577.3 | 471,975.8 | 1,721,809.5 | 5,103,921.5 | 1,515,099.6 | 5,800,829.3 |
NUMBER OF TRADES | 1,120 | 378 | 555 | 426 | 629 | 147 | 243 |
FNMA | |||||||
AVERAGE PRICE | * | * | * | 98.6 | 99.7 | 101.7 | 103.8 |
Weighted Avg. Price | * | * | * | 99.7 | 99.6 | 101.8 | 103.4 |
Avg. Price Bottom 5 Trades | * | * | * | 97.6 | 99.7 | 100.9 | 102.2 |
2nd Quartile Price | * | * | * | 98.1 | * | 101.3 | 103.5 |
3rd Quartile Price | * | * | * | 99.6 | * | 102.1 | 104.1 |
4th Quartile Price | * | * | * | 100.0 | * | 102.3 | 104.8 |
Avg. Price Top 5 Trades | * | * | * | 99.2 | 99.7 | 102.2 | 104.9 |
Standard Deviation | * | * | * | 1.5 | 0.5 | 0.7 | 1.1 |
VOLUME OF TRADES (000'S) | * | * | * | 115,473.0 | 13,396.7 | 40,508.7 | 52,963.5 |
NUMBER OF TRADES | * | * | * | 9 | 6 | 15 | 26 |
FHLMC | |||||||
AVERAGE PRICE | 85.1 | 89.0 | 95.2 | 95.4 | 99.0 | 100.8 | 96.0 |
Weighted Avg. Price | 81.3 | 93.7 | 96.4 | 96.3 | 100.5 | 100.8 | 101.7 |
Avg. Price Bottom 5 Trades | 81.0 | 87.2 | 94.3 | 94.8 | 98.2 | 100.4 | 78.6 |
2nd Quartile Price | 80.6 | 86.0 | 94.6 | 93.9 | 99.7 | 100.6 | 84.0 |
3rd Quartile Price | 86.9 | 90.4 | 94.6 | 95.0 | 100.7 | 100.8 | 101.4 |
4th Quartile Price | 89.0 | 93.1 | 96.5 | 99.6 | 100.8 | 101.2 | 103.1 |
Avg. Price Top 5 Trades | 88.8 | 92.4 | 95.4 | 96.0 | 100.8 | 101.1 | 104.2 |
Standard Deviation | 4.2 | 3.3 | 1.6 | 2.9 | 3.5 | 0.4 | 10.3 |
VOLUME OF TRADES (000'S) | 115,073.8 | 10,375.3 | 65,644.6 | 20,839.8 | 4,652.9 | 15,035.0 | 66,974.2 |
NUMBER OF TRADES | 12 | 14 | 180 | 7 | 11 | 11 | 43 |
GNMA | |||||||
AVERAGE PRICE | 87.3 | 92.3 | 95.3 | 98.1 | 98.9 | 98.9 | 100.2 |
Weighted Avg. Price | 87.8 | 92.9 | 95.7 | 98.0 | 100.0 | 101.0 | 101.9 |
Avg. Price Bottom 5 Trades | 83.0 | 90.0 | 93.7 | 97.2 | 90.4 | 84.5 | 72.1 |
2nd Quartile Price | 85.0 | 92.7 | 95.1 | 98.0 | 99.6 | 100.2 | 101.3 |
3rd Quartile Price | 87.2 | 93.0 | 95.6 | 98.3 | 99.9 | 100.8 | 102.3 |
4th Quartile Price | 90.0 | 93.2 | 95.8 | 98.3 | 100.1 | 101.3 | 103.7 |
Avg. Price Top 5 Trades | 91.0 | 94.0 | 98.0 | 98.9 | 101.6 | 103.4 | 112.7 |
Standard Deviation | 2.8 | 2.6 | 1.8 | 0.4 | 3.4 | 5.1 | 7.5 |
VOLUME OF TRADES (000'S) | 293,863.8 | 108,145.3 | 34,142.2 | 2,197,635.6 | 4,534,497.9 | 1,128,799.4 | 2,118,881.3 |
NUMBER OF TRADES | 88 | 32 | 34 | 104 | 123 | 125 | 389 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 101.0 | * | |||
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 100.9 | * | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 100.6 | * | |||
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 100.7 | * | |||
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 101.4 | * | |||
4th Quartile Price | 0.0 | 0.0 | 0.0 | 101.8 | * | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 101.5 | * | |||
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.6 | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 36,263.7 | * | |||
NUMBER OF TRADES | 0 | 0 | 0 | 10 | * | |||
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 | 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 |