METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 88.8 | 90.1 | 84.0 | 97.1 | 98.8 | 99.0 | 101.2 |
Weighted Avg. Price | 90.7 | 95.2 | 96.0 | 97.6 | 99.2 | 100.3 | 101.2 |
Avg. Price Bottom 5 Trades | 83.4 | 70.7 | 67.4 | 96.4 | 97.5 | 96.7 | 100.9 |
2nd Quartile Price | 86.5 | 88.0 | 83.5 | 96.8 | 98.9 | 98.4 | 100.9 |
3rd Quartile Price | 89.1 | 94.1 | 87.0 | 97.6 | 99.1 | 99.8 | 101.1 |
4th Quartile Price | 90.8 | 94.1 | 95.8 | 97.6 | 99.2 | 100.3 | 101.2 |
Avg. Price Top 5 Trades | 94.5 | 96.0 | 96.1 | 97.7 | 99.5 | 100.4 | 101.5 |
Standard Deviation | 3.1 | 6.9 | 19.2 | 1.2 | 0.8 | 1.5 | 0.5 |
VOLUME OF TRADES (000'S) | 45,815.9 | 21,442.1 | 28,069.3 | 4,461.1 | 115,524.4 | 31,561.5 | 60,705.0 |
NUMBER OF TRADES | 97 | 107 | 24 | 16 | 34 | 39 | 16 |
FNMA | |||||||
AVERAGE PRICE | 90.7 | 93.5 | * | * | 99.4 | 101.1 | 0.0 |
Weighted Avg. Price | 87.2 | 94.9 | * | * | 99.8 | 101.5 | 0.0 |
Avg. Price Bottom 5 Trades | 87.1 | 93.5 | * | * | 99.4 | 100.5 | 0.0 |
2nd Quartile Price | 83.1 | * | * | * | * | 100.3 | 0.0 |
3rd Quartile Price | 94.5 | * | * | * | * | 100.8 | 0.0 |
4th Quartile Price | 97.0 | * | * | * | * | 101.8 | 0.0 |
Avg. Price Top 5 Trades | 93.7 | 93.5 | * | * | 99.4 | 101.9 | 0.0 |
Standard Deviation | 7.1 | 2.5 | * | * | 1.0 | 1.1 | 0.0 |
VOLUME OF TRADES (000'S) | 14,007.8 | 3,723.8 | * | * | 96,281.8 | 49,630.6 | 0.0 |
NUMBER OF TRADES | 8 | 5 | * | * | 5 | 11 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 92.1 | 92.0 | * | * | 99.2 | 0.0 | * |
Weighted Avg. Price | 92.8 | 91.8 | * | * | 99.2 | 0.0 | * |
Avg. Price Bottom 5 Trades | 90.9 | 87.4 | * | * | 99.2 | 0.0 | * |
2nd Quartile Price | 91.2 | 93.3 | * | * | * | 0.0 | * |
3rd Quartile Price | 92.6 | 93.3 | * | * | * | 0.0 | * |
4th Quartile Price | 94.0 | 93.3 | * | * | * | 0.0 | * |
Avg. Price Top 5 Trades | 93.8 | 92.8 | * | * | 99.2 | 0.0 | * |
Standard Deviation | 3.0 | 3.2 | * | * | 0.4 | 0.0 | * |
VOLUME OF TRADES (000'S) | 38.9 | 10.0 | * | * | 5,420.0 | 0.0 | * |
NUMBER OF TRADES | 8 | 24 | * | * | 11 | 0 | * |
GNMA | |||||||
AVERAGE PRICE | * | * | * | 0.0 | * | 100.1 | * |
Weighted Avg. Price | * | * | * | 0.0 | * | 100.1 | * |
Avg. Price Bottom 5 Trades | * | * | * | 0.0 | * | 100.1 | * |
2nd Quartile Price | * | * | * | 0.0 | * | * | * |
3rd Quartile Price | * | * | * | 0.0 | * | * | * |
4th Quartile Price | * | * | * | 0.0 | * | * | * |
Avg. Price Top 5 Trades | * | * | * | 0.0 | * | 100.1 | * |
Standard Deviation | * | * | * | 0.0 | * | 0.2 | * |
VOLUME OF TRADES (000'S) | * | * | * | 0.0 | * | 1,043.3 | * |
NUMBER OF TRADES | * | * | * | 0 | * | 5 | * |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 82.7 | 87.0 | 89.3 | 91.2 | 96.0 | 98.0 | 101.0 |
Weighted Avg. Price | 81.6 | 88.4 | 91.7 | 94.0 | 96.4 | 98.8 | 101.4 |
Avg. Price Bottom 5 Trades | 73.5 | 66.3 | 58.1 | 19.0 | 93.6 | 78.1 | 78.7 |
2nd Quartile Price | 81.2 | 86.8 | 89.2 | 93.2 | 95.9 | 98.3 | 100.3 |
3rd Quartile Price | 82.4 | 87.8 | 90.6 | 93.7 | 96.3 | 98.5 | 101.6 |
4th Quartile Price | 84.6 | 88.0 | 91.0 | 93.8 | 96.4 | 98.9 | 102.7 |
Avg. Price Top 5 Trades | 91.4 | 94.1 | 94.7 | 98.2 | 98.5 | 100.3 | 105.0 |
Standard Deviation | 2.7 | 3.1 | 4.7 | 12.2 | 0.9 | 4.3 | 7.5 |
VOLUME OF TRADES (000'S) | 1,365,040.7 | 619,219.3 | 63,902.1 | 170,385.6 | 257,874.0 | 4,923,665.0 | 14,518,503.7 |
NUMBER OF TRADES | 837 | 501 | 368 | 202 | 172 | 259 | 386 |
FNMA | |||||||
AVERAGE PRICE | 79.7 | * | * | * | 0.0 | 0.0 | 101.6 |
Weighted Avg. Price | 79.5 | * | * | * | 0.0 | 0.0 | 101.4 |
Avg. Price Bottom 5 Trades | 77.6 | * | * | * | 0.0 | 0.0 | 101.4 |
2nd Quartile Price | 78.1 | * | * | * | 0.0 | 0.0 | 102.0 |
3rd Quartile Price | 78.3 | * | * | * | 0.0 | 0.0 | 102.1 |
4th Quartile Price | 79.5 | * | * | * | 0.0 | 0.0 | 102.7 |
Avg. Price Top 5 Trades | 82.3 | * | * | * | 0.0 | 0.0 | 102.1 |
Standard Deviation | 4.1 | * | * | * | 0.0 | 0.0 | 1.1 |
VOLUME OF TRADES (000'S) | 12,052.8 | * | * | * | 0.0 | 0.0 | 1,777.6 |
NUMBER OF TRADES | 16 | * | * | * | 0 | 0 | 6 |
FHLMC | |||||||
AVERAGE PRICE | 84.1 | 84.8 | 84.0 | 81.4 | 95.1 | * | 96.9 |
Weighted Avg. Price | 87.3 | 94.4 | 90.5 | 89.4 | 93.7 | * | 102.5 |
Avg. Price Bottom 5 Trades | 79.0 | 76.5 | 54.8 | 71.2 | 95.1 | * | 93.3 |
2nd Quartile Price | 82.7 | 81.2 | 83.0 | 81.0 | * | * | 99.0 |
3rd Quartile Price | 84.5 | 86.2 | 90.9 | 93.7 | * | * | 101.8 |
4th Quartile Price | 84.5 | 87.9 | 90.9 | 93.7 | * | * | 102.5 |
Avg. Price Top 5 Trades | 88.9 | 89.2 | 91.2 | 85.6 | 95.1 | * | 101.9 |
Standard Deviation | 3.1 | 5.3 | 12.8 | 17.9 | 2.0 | * | 8.6 |
VOLUME OF TRADES (000'S) | 22,924.1 | 1,960.7 | 30.7 | 2.8 | 3.7 | * | 1,171.3 |
NUMBER OF TRADES | 37 | 28 | 38 | 11 | 5 | * | 10 |
GNMA | |||||||
AVERAGE PRICE | 83.0 | 88.4 | 93.0 | 94.4 | 94.5 | 97.6 | 101.5 |
Weighted Avg. Price | 86.0 | 89.6 | 92.8 | 94.8 | 97.0 | 99.1 | 101.0 |
Avg. Price Bottom 5 Trades | 75.4 | 87.0 | 91.3 | 92.6 | 69.5 | 79.8 | 89.2 |
2nd Quartile Price | 80.8 | 88.2 | 91.9 | 94.5 | 94.7 | 98.1 | 100.4 |
3rd Quartile Price | 83.5 | 89.4 | 92.4 | 94.6 | 96.9 | 99.1 | 101.7 |
4th Quartile Price | 86.3 | 90.2 | 93.1 | 94.8 | 97.2 | 99.2 | 103.1 |
Avg. Price Top 5 Trades | 87.4 | 90.7 | 96.9 | 95.7 | 98.9 | 101.2 | 109.1 |
Standard Deviation | 3.3 | 2.3 | 1.9 | 1.0 | 10.3 | 4.4 | 3.3 |
VOLUME OF TRADES (000'S) | 785,658.5 | 59,269.6 | 24,671.4 | 706,233.4 | 658,168.4 | 1,410,840.9 | 4,553,067.3 |
NUMBER OF TRADES | 86 | 21 | 48 | 53 | 116 | 145 | 507 |
METRIC | INITIAL FIXED RATE PERIOD | |||||||
ARM/SEASONED | 3/1 | 5/1 | 7/1 | 10/1 | ||||
FNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | * | * | * | |||
Weighted Avg. Price | 0.0 | 0.0 | * | * | * | |||
Avg. Price Bottom 5 Trades | 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 | 0.0 | 0.0 | * | * | * | |||
Standard Deviation | 0.0 | 0.0 | * | * | * | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | * | |||
NUMBER OF TRADES | 0 | 0 | * | * | * | |||
FHLMC | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 95.6 | * | 96.2 | |||
Weighted Avg. Price | 0.0 | 0.0 | 95.6 | * | 95.5 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 95.6 | * | 95.9 | |||
2nd Quartile Price | 0.0 | 0.0 | * | * | 94.4 | |||
3rd Quartile Price | 0.0 | 0.0 | * | * | 97.8 | |||
4th Quartile Price | 0.0 | 0.0 | * | * | 98.0 | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | 95.6 | * | 96.8 | |||
Standard Deviation | 0.0 | 0.0 | 0.1 | * | 1.9 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 5,395.5 | * | 654.7 | |||
NUMBER OF TRADES | 0 | 0 | 8 | * | 8 | |||
GNMA | ||||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |||
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 |