METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 102.1 | 104.5 | 105.9 | * | 104.8 | * | 0.0 |
Weighted Avg. Price | 102.1 | 104.4 | 105.9 | * | 104.9 | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 104.0 | 105.9 | * | 104.8 | * | 0.0 |
2nd Quartile Price | 102.1 | 104.4 | 105.9 | * | * | * | 0.0 |
3rd Quartile Price | 102.1 | 104.5 | 105.9 | * | * | * | 0.0 |
4th Quartile Price | 102.2 | 104.5 | 106.0 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 102.2 | 104.6 | 106.0 | * | 104.8 | * | 0.0 |
Standard Deviation | 0.2 | 0.1 | 0.1 | * | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,742,851.5 | 7,799,187.4 | 470,812.2 | * | 10,625.0 | * | 0.0 |
NUMBER OF TRADES | 427 | 491 | 101 | * | 5 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.0 | 104.4 | 106.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.9 | 104.4 | 105.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.7 | 104.3 | 106.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.1 | 104.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.1 | 104.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.2 | 104.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.2 | 104.5 | 106.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.4 | 0.1 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 267,753.9 | 170,039.4 | 20,395.1 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 29 | 24 | 5 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 101.8 | 104.2 | 105.7 | * | * | * | 0.0 |
Weighted Avg. Price | 101.8 | 104.2 | 105.7 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 104.1 | 105.7 | * | * | * | 0.0 |
2nd Quartile Price | 101.8 | 104.2 | 105.7 | * | * | * | 0.0 |
3rd Quartile Price | 101.8 | 104.2 | 105.7 | * | * | * | 0.0 |
4th Quartile Price | 101.9 | 104.2 | 105.8 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 102.0 | 104.3 | 105.8 | * | * | * | 0.0 |
Standard Deviation | 0.4 | 0.0 | 0.1 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 1,842,843.0 | 5,055,090.0 | 170,400.0 | * | * | * | 0.0 |
NUMBER OF TRADES | 103 | 117 | 18 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 101.4 | 104.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.2 | 104.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.1 | 104.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.8 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.9 | 104.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.0 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 91,805.0 | 120,754.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 8 | * | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 101.6 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.7 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.6 | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.6 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.6 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.7 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.7 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 486,850.0 | 709,794.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 59 | 52 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
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 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 97.8 | 101.4 | 104.4 | 106.7 | 108.6 | 110.9 | 112.8 |
Weighted Avg. Price | 97.8 | 101.4 | 104.4 | 106.7 | 108.6 | 110.9 | 112.7 |
Avg. Price Bottom 5 Trades | 97.7 | 101.3 | 104.3 | 106.5 | 108.5 | 110.6 | 112.3 |
2nd Quartile Price | 97.7 | 101.3 | 104.4 | 106.6 | 108.6 | 110.9 | 112.4 |
3rd Quartile Price | 97.8 | 101.4 | 104.5 | 106.7 | 108.6 | 110.9 | 112.4 |
4th Quartile Price | 97.8 | 101.5 | 104.5 | 106.7 | 108.6 | 110.9 | 113.7 |
Avg. Price Top 5 Trades | 97.8 | 101.6 | 104.6 | 106.9 | 108.6 | 111.0 | 113.8 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.2 | 0.7 |
VOLUME OF TRADES (000'S) | 429,250.0 | 27,654,504.0 | 43,052,681.2 | 21,849,157.0 | 8,432,579.0 | 1,152,486.0 | 1,598,010.0 |
NUMBER OF TRADES | 27 | 1,335 | 1,478 | 686 | 220 | 47 | 50 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.3 | 104.3 | 106.7 | 108.4 | 110.4 | 112.2 |
Weighted Avg. Price | 0.0 | 101.3 | 104.3 | 106.7 | 108.4 | 110.4 | 112.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.2 | 104.2 | 106.5 | 108.4 | 110.4 | 111.9 |
2nd Quartile Price | 0.0 | 101.3 | 104.2 | 106.6 | 108.4 | 110.4 | 111.6 |
3rd Quartile Price | 0.0 | 101.3 | 104.3 | 106.7 | 108.4 | 110.4 | 112.2 |
4th Quartile Price | 0.0 | 101.4 | 104.3 | 106.7 | 108.4 | 110.4 | 113.3 |
Avg. Price Top 5 Trades | 0.0 | 101.4 | 104.4 | 107.0 | 108.5 | 110.4 | 112.3 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.2 | 0.1 | 0.0 | 0.8 |
VOLUME OF TRADES (000'S) | 0.0 | 2,951,610.7 | 3,811,448.0 | 3,369,457.4 | 1,110,613.0 | 255,260.0 | 140,085.0 |
NUMBER OF TRADES | 0 | 133 | 79 | 68 | 42 | 8 | 9 |
GNMA | |||||||
AVERAGE PRICE | 101.4 | 102.3 | 104.6 | 106.4 | 108.6 | 110.3 | * |
Weighted Avg. Price | 100.3 | 102.3 | 104.6 | 106.3 | 108.5 | 110.8 | * |
Avg. Price Bottom 5 Trades | 101.4 | 102.0 | 104.0 | 106.1 | 108.4 | 110.1 | * |
2nd Quartile Price | * | 102.2 | 104.6 | 106.2 | 108.4 | 109.2 | * |
3rd Quartile Price | * | 102.3 | 104.6 | 106.2 | 108.4 | 111.2 | * |
4th Quartile Price | * | 102.3 | 104.7 | 106.3 | 108.5 | 111.3 | * |
Avg. Price Top 5 Trades | 101.4 | 103.4 | 105.4 | 107.2 | 109.5 | 110.5 | * |
Standard Deviation | 1.9 | 0.2 | 0.2 | 0.3 | 0.4 | 1.2 | * |
VOLUME OF TRADES (000'S) | 4,944.7 | 2,162,558.8 | 8,790,229.0 | 2,866,679.4 | 488,731.7 | 354,750.0 | * |
NUMBER OF TRADES | 6 | 263 | 412 | 163 | 51 | 7 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 97.6 | 101.1 | 104.2 | 106.5 | 108.4 | 110.7 | 112.7 |
Weighted Avg. Price | 97.6 | 101.2 | 104.2 | 106.5 | 108.4 | 110.7 | 112.6 |
Avg. Price Bottom 5 Trades | 97.6 | 101.0 | 103.9 | 106.3 | 108.4 | 110.7 | 112.2 |
2nd Quartile Price | 97.5 | 101.1 | 104.1 | 106.4 | 108.4 | 110.7 | 112.2 |
3rd Quartile Price | 97.6 | 101.1 | 104.2 | 106.5 | 108.5 | 110.7 | 112.3 |
4th Quartile Price | 97.6 | 101.2 | 104.2 | 106.5 | 108.5 | 110.8 | 113.6 |
Avg. Price Top 5 Trades | 97.6 | 101.3 | 104.3 | 106.5 | 108.5 | 110.7 | 113.7 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.7 |
VOLUME OF TRADES (000'S) | 228,250.0 | 18,064,799.0 | 29,300,055.4 | 11,829,760.0 | 6,472,105.0 | 750,665.0 | 1,469,305.0 |
NUMBER OF TRADES | 12 | 272 | 326 | 168 | 103 | 23 | 23 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.0 | 104.0 | 106.4 | 108.3 | 110.4 | 112.2 |
Weighted Avg. Price | 0.0 | 101.0 | 104.0 | 106.4 | 108.3 | 110.3 | 111.9 |
Avg. Price Bottom 5 Trades | 0.0 | 100.9 | 103.9 | 106.3 | 108.2 | 110.4 | 112.2 |
2nd Quartile Price | 0.0 | 101.0 | 104.0 | 106.4 | 108.3 | * | * |
3rd Quartile Price | 0.0 | 101.0 | 104.0 | 106.4 | 108.3 | * | * |
4th Quartile Price | 0.0 | 101.1 | 104.0 | 106.5 | 108.3 | * | * |
Avg. Price Top 5 Trades | 0.0 | 101.1 | 104.0 | 106.5 | 108.3 | 110.4 | 112.2 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.0 | 0.1 | 0.8 |
VOLUME OF TRADES (000'S) | 0.0 | 1,434,355.0 | 4,445,666.0 | 2,118,216.6 | 1,073,795.0 | 255,670.0 | 139,340.0 |
NUMBER OF TRADES | 0 | 65 | 60 | 40 | 24 | 7 | 8 |
GNMA | |||||||
AVERAGE PRICE | * | 102.0 | 104.4 | 106.2 | 108.5 | 110.7 | * |
Weighted Avg. Price | * | 102.0 | 104.3 | 106.2 | 108.6 | 110.7 | * |
Avg. Price Bottom 5 Trades | * | 101.9 | 104.2 | 105.8 | 108.3 | 110.7 | * |
2nd Quartile Price | * | 101.9 | 104.3 | 106.0 | 108.3 | * | * |
3rd Quartile Price | * | 102.0 | 104.4 | 106.1 | 108.3 | * | * |
4th Quartile Price | * | 102.0 | 104.4 | 106.2 | 108.4 | * | * |
Avg. Price Top 5 Trades | * | 102.1 | 104.5 | 106.9 | 108.6 | 110.7 | * |
Standard Deviation | * | 0.1 | 0.1 | 0.4 | 0.3 | 0.9 | * |
VOLUME OF TRADES (000'S) | * | 612,720.1 | 4,034,022.1 | 595,708.6 | 114,185.6 | 354,600.0 | * |
NUMBER OF TRADES | * | 115 | 182 | 73 | 17 | 6 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 100.9 | 103.8 | 106.2 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.9 | 103.9 | 106.2 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.7 | 103.8 | 106.1 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.8 | 103.8 | 106.2 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.8 | 103.8 | 106.3 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.9 | 103.9 | 106.3 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.0 | 104.0 | 106.3 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 2,841,237.0 | 1,911,315.0 | 443,900.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 159 | 228 | 43 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 103.7 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 103.7 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 103.6 | * | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 103.6 | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 103.7 | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 103.7 | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 103.7 | * | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 378,200.0 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 12 | * | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.7 | 104.1 | 106.1 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.7 | 104.1 | 106.1 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.6 | 104.0 | 105.8 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.6 | 104.0 | 105.9 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.7 | 104.1 | 105.9 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.8 | 104.2 | 106.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.8 | 104.3 | 106.8 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.4 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 493,725.0 | 1,364,050.0 | 223,900.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 111 | 187 | 52 | * | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
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 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |