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 | 101.2 | 103.5 | 105.4 | 104.9 | * | * | 0.0 |
Weighted Avg. Price | 101.1 | 103.6 | 105.4 | 104.9 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 103.4 | 105.4 | 104.9 | * | * | 0.0 |
2nd Quartile Price | 101.1 | 103.5 | 105.4 | 104.9 | * | * | 0.0 |
3rd Quartile Price | 101.2 | 103.5 | 105.4 | 104.9 | * | * | 0.0 |
4th Quartile Price | 101.2 | 103.6 | 105.5 | 105.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 103.6 | 105.5 | 105.0 | * | * | 0.0 |
Standard Deviation | 0.2 | 0.1 | 0.0 | 0.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 4,599,694.4 | 3,414,395.5 | 989,003.3 | 231,565.0 | * | * | 0.0 |
NUMBER OF TRADES | 335 | 383 | 174 | 31 | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 101.1 | 103.5 | * | 104.7 | * | 0.0 | 0.0 |
Weighted Avg. Price | 101.1 | 103.4 | * | 104.7 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 103.5 | * | 104.7 | * | 0.0 | 0.0 |
2nd Quartile Price | 101.1 | 103.5 | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | 101.1 | 103.5 | * | * | * | 0.0 | 0.0 |
4th Quartile Price | 101.2 | 103.5 | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.2 | 103.5 | * | 104.7 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | * | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 339,175.4 | 62,300.0 | * | 7,775.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 24 | 11 | * | 6 | * | 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 | 100.9 | 103.3 | 105.2 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.0 | 103.3 | 105.2 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 103.2 | 105.2 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.9 | 103.3 | 105.2 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.9 | 103.3 | 105.3 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.0 | 103.3 | 105.3 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.0 | 103.4 | 105.3 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,705,600.0 | 1,045,950.0 | 75,925.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 52 | 57 | 13 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.5 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.1 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 182,925.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 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 | 100.7 | 103.1 | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.8 | 103.1 | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 103.0 | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 103.0 | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 103.1 | 105.1 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 103.1 | 105.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 103.3 | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.2 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 424,750.0 | 141,000.0 | 63,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 12 | 36 | 6 | 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 | * | 99.5 | 103.0 | 105.9 | 108.1 | 110.4 | 112.6 |
Weighted Avg. Price | * | 99.5 | 103.0 | 105.9 | 108.1 | 110.4 | 112.5 |
Avg. Price Bottom 5 Trades | * | 99.3 | 102.6 | 105.7 | 108.0 | 110.4 | 112.3 |
2nd Quartile Price | * | 99.4 | 102.9 | 105.8 | 108.0 | 110.4 | 112.3 |
3rd Quartile Price | * | 99.5 | 103.0 | 105.9 | 108.1 | 110.5 | 112.3 |
4th Quartile Price | * | 99.6 | 103.1 | 105.9 | 108.1 | 110.5 | 113.6 |
Avg. Price Top 5 Trades | * | 99.7 | 103.2 | 106.0 | 108.2 | 110.5 | 113.4 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.6 |
VOLUME OF TRADES (000'S) | * | 14,317,837.0 | 28,089,635.5 | 14,555,715.4 | 2,271,002.2 | 2,546,634.8 | 110,820.0 |
NUMBER OF TRADES | * | 821 | 1,664 | 741 | 144 | 82 | 22 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.4 | 102.8 | 105.7 | 108.0 | 110.1 | 112.4 |
Weighted Avg. Price | 0.0 | 99.3 | 102.8 | 105.7 | 108.0 | 109.9 | 112.3 |
Avg. Price Bottom 5 Trades | 0.0 | 99.1 | 102.6 | 105.6 | 107.9 | 109.9 | 112.0 |
2nd Quartile Price | 0.0 | 99.3 | 102.8 | 105.7 | 108.0 | 110.1 | 112.1 |
3rd Quartile Price | 0.0 | 99.3 | 102.8 | 105.7 | 108.0 | 110.1 | 112.3 |
4th Quartile Price | 0.0 | 99.4 | 102.9 | 105.7 | 108.0 | 110.2 | 113.3 |
Avg. Price Top 5 Trades | 0.0 | 100.4 | 103.4 | 105.8 | 108.2 | 110.4 | 112.6 |
Standard Deviation | 0.0 | 0.5 | 0.2 | 0.1 | 0.2 | 0.3 | 0.5 |
VOLUME OF TRADES (000'S) | 0.0 | 1,057,422.0 | 1,568,801.4 | 1,628,665.8 | 28,870.0 | 16,750.0 | 6,920.0 |
NUMBER OF TRADES | 0 | 60 | 83 | 72 | 26 | 21 | 11 |
GNMA | |||||||
AVERAGE PRICE | 100.0 | 101.0 | 103.7 | 106.1 | 108.1 | 109.9 | * |
Weighted Avg. Price | 101.5 | 100.9 | 103.7 | 106.0 | 108.0 | 110.1 | * |
Avg. Price Bottom 5 Trades | 98.5 | 100.3 | 102.6 | 105.5 | 107.8 | 109.0 | * |
2nd Quartile Price | 101.5 | 100.8 | 103.6 | 105.8 | 107.9 | 109.0 | * |
3rd Quartile Price | 101.9 | 100.9 | 103.7 | 106.0 | 107.9 | 110.6 | * |
4th Quartile Price | 102.0 | 101.0 | 103.8 | 106.3 | 108.4 | 110.6 | * |
Avg. Price Top 5 Trades | 101.9 | 104.2 | 105.4 | 106.7 | 108.7 | 110.6 | * |
Standard Deviation | 2.8 | 0.7 | 0.3 | 0.3 | 0.3 | 0.8 | * |
VOLUME OF TRADES (000'S) | 3,397.2 | 3,828,846.7 | 7,624,906.9 | 3,324,835.5 | 334,915.3 | 37,253.4 | * |
NUMBER OF TRADES | 9 | 344 | 517 | 272 | 77 | 19 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.3 | 102.7 | 105.6 | 107.9 | 110.3 | * |
Weighted Avg. Price | * | 99.2 | 102.7 | 105.7 | 107.9 | 110.3 | * |
Avg. Price Bottom 5 Trades | * | 99.0 | 102.5 | 105.5 | 107.9 | 110.3 | * |
2nd Quartile Price | * | 99.2 | 102.6 | 105.6 | 107.9 | 110.3 | * |
3rd Quartile Price | * | 99.3 | 102.7 | 105.6 | 107.9 | 110.3 | * |
4th Quartile Price | * | 99.4 | 102.8 | 105.7 | 107.9 | 110.3 | * |
Avg. Price Top 5 Trades | * | 99.7 | 102.9 | 105.8 | 107.9 | 110.3 | * |
Standard Deviation | * | 0.2 | 0.1 | 0.1 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 3,941,049.0 | 9,849,418.4 | 7,904,792.0 | 1,057,700.0 | 2,318,325.0 | * |
NUMBER OF TRADES | * | 100 | 291 | 149 | 18 | 30 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.2 | 102.6 | 105.5 | 0.0 | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.1 | 102.6 | 105.5 | 0.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.9 | 102.4 | 105.4 | 0.0 | * | 0.0 |
2nd Quartile Price | 0.0 | 99.0 | 102.5 | 105.4 | 0.0 | * | 0.0 |
3rd Quartile Price | 0.0 | 99.1 | 102.5 | 105.5 | 0.0 | * | 0.0 |
4th Quartile Price | 0.0 | 99.2 | 102.6 | 105.5 | 0.0 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.6 | 102.8 | 105.5 | 0.0 | * | 0.0 |
Standard Deviation | 0.0 | 0.6 | 0.3 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 177,345.0 | 880,340.0 | 513,340.0 | 0.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 13 | 35 | 16 | 0 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.7 | 103.4 | 105.8 | 107.9 | 110.2 | 0.0 |
Weighted Avg. Price | 0.0 | 101.1 | 103.4 | 105.9 | 107.8 | 110.5 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.4 | 103.2 | 105.6 | 107.7 | 110.2 | 0.0 |
2nd Quartile Price | 0.0 | 100.5 | 103.3 | 105.7 | 107.7 | * | 0.0 |
3rd Quartile Price | 0.0 | 100.6 | 103.4 | 105.7 | 107.7 | * | 0.0 |
4th Quartile Price | 0.0 | 100.7 | 103.5 | 106.0 | 108.3 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.8 | 103.9 | 106.2 | 108.3 | 110.2 | 0.0 |
Standard Deviation | 0.0 | 0.7 | 0.2 | 0.2 | 0.3 | 0.7 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 226,334.0 | 1,571,682.8 | 873,825.0 | 158,995.0 | 25,100.0 | 0.0 |
NUMBER OF TRADES | 0 | 51 | 172 | 124 | 26 | 6 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 98.9 | 102.4 | 105.3 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.0 | 102.4 | 105.3 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.8 | 102.2 | 105.2 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 98.8 | 102.3 | 105.3 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 98.9 | 102.3 | 105.3 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 98.9 | 102.4 | 105.3 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.0 | 102.6 | 105.4 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 174,500.0 | 2,589,590.0 | 925,500.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 24 | 213 | 97 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 102.3 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 102.1 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.1 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 102.1 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 102.2 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 102.3 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.5 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.5 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 97,500.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 10 | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.4 | 103.1 | 105.6 | 107.6 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.1 | 103.1 | 105.5 | 107.9 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.1 | 102.9 | 105.3 | 107.4 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.2 | 103.0 | 105.5 | 107.5 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.3 | 103.0 | 105.5 | 107.5 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.5 | 103.1 | 105.6 | 108.1 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.0 | 103.3 | 105.8 | 107.9 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.7 | 0.1 | 0.1 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 98,000.0 | 669,357.0 | 385,729.0 | 84,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 23 | 165 | 103 | 13 | 0 | 0 |