METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 101.3 | 103.7 | 105.4 | 0.0 | 0.0 | * | 0.0 |
Weighted Avg. Price | 101.5 | 103.7 | 105.4 | 0.0 | 0.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 99.4 | 103.5 | 105.3 | 0.0 | 0.0 | * | 0.0 |
2nd Quartile Price | 101.3 | 103.6 | 105.3 | 0.0 | 0.0 | * | 0.0 |
3rd Quartile Price | 101.5 | 103.8 | 105.4 | 0.0 | 0.0 | * | 0.0 |
4th Quartile Price | 101.5 | 103.8 | 105.5 | 0.0 | 0.0 | * | 0.0 |
Avg. Price Top 5 Trades | 101.6 | 103.8 | 105.5 | 0.0 | 0.0 | * | 0.0 |
Standard Deviation | 0.5 | 0.1 | 0.1 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 3,592,657.1 | 5,359,270.8 | 3,830,052.7 | 0.0 | 0.0 | * | 0.0 |
NUMBER OF TRADES | 262 | 315 | 93 | 0 | 0 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 101.3 | 103.6 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.3 | 103.6 | 105.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.2 | 103.4 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.2 | 103.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.4 | 103.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.4 | 103.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.4 | 103.7 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 371,445.0 | 1,178,079.4 | 49,475.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 28 | 57 | 6 | 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 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.3 | 103.6 | 105.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 103.3 | 105.2 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.1 | 103.4 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 103.6 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.3 | 103.6 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 103.6 | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,468,275.0 | 3,193,970.0 | 2,846,100.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 56 | 96 | 19 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.2 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.2 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 343,100.0 | 524,862.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 14 | 20 | * | 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 | 101.0 | 103.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.0 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 103.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 103.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.9 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.1 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.3 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 140,250.0 | 210,000.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 30 | 46 | * | 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 | * | 100.5 | 103.7 | 106.3 | 108.3 | 110.5 | 112.7 |
Weighted Avg. Price | * | 100.5 | 103.7 | 106.3 | 108.4 | 110.6 | 112.5 |
Avg. Price Bottom 5 Trades | * | 100.3 | 103.4 | 106.1 | 108.2 | 110.5 | 112.2 |
2nd Quartile Price | * | 100.4 | 103.5 | 106.1 | 108.3 | 110.5 | 112.3 |
3rd Quartile Price | * | 100.6 | 103.7 | 106.3 | 108.3 | 110.6 | 112.3 |
4th Quartile Price | * | 100.7 | 103.8 | 106.4 | 108.4 | 110.6 | 113.5 |
Avg. Price Top 5 Trades | * | 100.7 | 103.9 | 107.0 | 108.5 | 110.6 | 113.6 |
Standard Deviation | * | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | * | 16,625,103.0 | 35,031,769.3 | 23,442,211.1 | 2,758,508.0 | 138,744.0 | 330,583.0 |
NUMBER OF TRADES | * | 641 | 1,363 | 821 | 158 | 14 | 18 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.3 | 103.5 | 106.1 | 108.2 | 110.0 | 111.8 |
Weighted Avg. Price | 0.0 | 100.4 | 103.5 | 106.1 | 108.3 | 109.9 | 111.8 |
Avg. Price Bottom 5 Trades | 0.0 | 100.1 | 103.3 | 105.9 | 108.1 | 110.0 | 111.8 |
2nd Quartile Price | 0.0 | 100.3 | 103.4 | 106.0 | 108.2 | * | * |
3rd Quartile Price | 0.0 | 100.4 | 103.6 | 106.2 | 108.3 | * | * |
4th Quartile Price | 0.0 | 100.4 | 103.6 | 106.2 | 108.3 | * | * |
Avg. Price Top 5 Trades | 0.0 | 100.5 | 103.8 | 106.2 | 108.3 | 110.0 | 111.8 |
Standard Deviation | 0.0 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 4,727,957.1 | 2,991,265.0 | 2,311,088.9 | 1,528,570.0 | 86,925.0 | 64,485.0 |
NUMBER OF TRADES | 0 | 51 | 91 | 67 | 35 | 5 | 6 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.6 | 104.3 | 106.1 | 107.8 | * | * |
Weighted Avg. Price | 0.0 | 101.6 | 104.3 | 106.0 | 107.7 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 101.3 | 103.9 | 105.8 | 107.5 | * | * |
2nd Quartile Price | 0.0 | 101.4 | 104.1 | 105.9 | 107.6 | * | * |
3rd Quartile Price | 0.0 | 101.6 | 104.3 | 106.1 | 107.7 | * | * |
4th Quartile Price | 0.0 | 101.6 | 104.4 | 106.1 | 107.8 | * | * |
Avg. Price Top 5 Trades | 0.0 | 102.9 | 105.5 | 107.1 | 108.7 | * | * |
Standard Deviation | 0.0 | 0.4 | 0.3 | 0.2 | 0.4 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 1,941,761.3 | 11,155,570.6 | 5,228,039.9 | 984,765.1 | * | * |
NUMBER OF TRADES | 0 | 117 | 480 | 271 | 89 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 100.2 | 103.4 | 106.0 | 108.2 | 110.3 | 112.8 |
Weighted Avg. Price | * | 100.3 | 103.5 | 106.1 | 108.2 | 110.4 | 112.4 |
Avg. Price Bottom 5 Trades | * | 100.0 | 103.2 | 105.8 | 108.1 | 110.3 | 112.1 |
2nd Quartile Price | * | 100.1 | 103.3 | 105.9 | 108.1 | * | 112.2 |
3rd Quartile Price | * | 100.3 | 103.5 | 106.1 | 108.3 | * | 112.2 |
4th Quartile Price | * | 100.4 | 103.5 | 106.1 | 108.3 | * | 113.4 |
Avg. Price Top 5 Trades | * | 100.4 | 103.6 | 106.2 | 108.3 | 110.3 | 113.3 |
Standard Deviation | * | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 1.0 |
VOLUME OF TRADES (000'S) | * | 11,714,088.0 | 19,629,925.0 | 15,592,295.0 | 1,950,515.0 | 101,416.0 | 322,198.0 |
NUMBER OF TRADES | * | 187 | 386 | 250 | 55 | 8 | 12 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.1 | 103.3 | 105.9 | 108.1 | * | * |
Weighted Avg. Price | 0.0 | 100.1 | 103.3 | 105.9 | 108.1 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 103.1 | 105.7 | 108.0 | * | * |
2nd Quartile Price | 0.0 | 100.1 | 103.2 | 105.9 | 108.1 | * | * |
3rd Quartile Price | 0.0 | 100.1 | 103.3 | 105.9 | 108.1 | * | * |
4th Quartile Price | 0.0 | 100.1 | 103.3 | 105.9 | 108.2 | * | * |
Avg. Price Top 5 Trades | 0.0 | 100.1 | 103.4 | 105.9 | 108.2 | * | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 4,710,324.0 | 2,366,898.0 | 2,197,953.0 | 1,548,445.0 | * | * |
NUMBER OF TRADES | 0 | 33 | 65 | 45 | 30 | * | * |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.3 | 104.0 | 105.9 | 107.6 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.3 | 104.0 | 106.0 | 107.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.0 | 103.7 | 105.7 | 107.4 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.1 | 103.8 | 105.8 | 107.4 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.4 | 103.9 | 105.9 | 107.6 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.4 | 104.1 | 106.0 | 107.7 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 102.0 | 104.2 | 106.2 | 107.8 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.4 | 0.2 | 0.2 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,002,008.5 | 5,496,808.7 | 1,887,963.6 | 427,285.5 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 71 | 228 | 160 | 30 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 103.1 | 105.7 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.0 | 103.2 | 105.8 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.7 | 102.9 | 105.6 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.8 | 102.9 | 105.6 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.9 | 103.0 | 105.7 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.1 | 103.2 | 105.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.1 | 103.3 | 105.9 | * | 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 | 1,287,860.0 | 6,501,500.0 | 4,018,885.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 92 | 412 | 122 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.7 | 102.9 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.7 | 102.9 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.7 | 102.8 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.6 | 102.8 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.8 | 102.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.9 | 103.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.8 | 103.0 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.2 | 0.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 310,000.0 | 523,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 7 | 19 | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.1 | 103.7 | 105.7 | 107.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.4 | 103.8 | 105.7 | 107.3 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.8 | 103.4 | 105.5 | 107.3 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.8 | 103.5 | 105.6 | 107.3 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.1 | 103.6 | 105.7 | 107.3 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.2 | 103.8 | 105.8 | 107.4 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.4 | 103.9 | 106.0 | 107.5 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.5 | 0.2 | 0.1 | 0.2 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 359,765.0 | 3,044,465.0 | 494,250.0 | 53,400.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 33 | 325 | 89 | 11 | 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 |