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 | 102.7 | 104.4 | 105.7 | 103.9 | 103.0 | * | 0.0 |
Weighted Avg. Price | 102.7 | 104.4 | 105.7 | 103.9 | 103.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 102.3 | 104.3 | 105.7 | 103.9 | 103.0 | * | 0.0 |
2nd Quartile Price | 102.7 | 104.4 | 105.7 | * | * | * | 0.0 |
3rd Quartile Price | 102.7 | 104.4 | 105.7 | * | * | * | 0.0 |
4th Quartile Price | 102.8 | 104.5 | 105.7 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 102.8 | 104.5 | 105.8 | 103.9 | 103.0 | * | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.1 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 3,543,337.1 | 2,263,838.2 | 1,205,596.6 | 6,117.0 | 23,000.0 | * | 0.0 |
NUMBER OF TRADES | 281 | 188 | 45 | 5 | 6 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.7 | 104.6 | 105.7 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 104.6 | 105.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.4 | 104.5 | 105.7 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.7 | 104.5 | 105.7 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.8 | 104.6 | 105.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.8 | 104.6 | 105.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.9 | 105.0 | 105.8 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.4 | 0.2 | 0.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,112,960.2 | 306,199.5 | 67,190.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 48 | 53 | 9 | * | 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 | 102.5 | 104.3 | 105.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.5 | 104.2 | 105.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.4 | 104.2 | 105.5 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.5 | 104.3 | 105.5 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.5 | 104.3 | 105.6 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.5 | 104.3 | 105.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.6 | 104.3 | 105.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,033,175.0 | 929,955.0 | 367,800.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 91 | 32 | 14 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.6 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.6 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.6 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.5 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.6 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.6 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.6 | * | * | 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) | 396,325.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 14 | * | * | 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 | 102.3 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.3 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.3 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.3 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.3 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 536,148.0 | 35,700.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 66 | 15 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.3 | 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 |
3rd Quartile Price | * | 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 |
Avg. Price Top 5 Trades | 102.3 | 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) | 39,500.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 7 | 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 | 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 | 99.3 | 102.5 | 104.8 | 106.8 | 108.9 | 110.7 | 112.7 |
Weighted Avg. Price | 99.2 | 102.4 | 104.7 | 106.8 | 108.9 | 110.6 | 112.9 |
Avg. Price Bottom 5 Trades | 99.3 | 102.3 | 104.7 | 106.5 | 108.8 | 110.6 | 112.0 |
2nd Quartile Price | * | 102.4 | 104.7 | 106.8 | 108.8 | 110.7 | 112.0 |
3rd Quartile Price | * | 102.5 | 104.8 | 106.8 | 108.9 | 110.7 | 112.0 |
4th Quartile Price | * | 102.5 | 104.8 | 106.8 | 108.9 | 110.7 | 114.0 |
Avg. Price Top 5 Trades | 99.3 | 102.5 | 104.9 | 107.0 | 109.0 | 110.8 | 113.9 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.2 | 0.0 | 0.1 | 1.0 |
VOLUME OF TRADES (000'S) | 22,962.4 | 19,471,578.2 | 21,715,109.2 | 8,640,877.1 | 4,862,075.5 | 953,287.2 | 28,176.0 |
NUMBER OF TRADES | 7 | 998 | 1,129 | 418 | 149 | 43 | 23 |
FHLMC | |||||||
AVERAGE PRICE | * | 102.4 | 104.7 | 106.7 | 108.7 | 110.2 | * |
Weighted Avg. Price | * | 102.4 | 104.7 | 106.7 | 108.7 | 110.2 | * |
Avg. Price Bottom 5 Trades | * | 102.3 | 104.6 | 106.7 | 108.7 | 110.2 | * |
2nd Quartile Price | * | 102.3 | 104.6 | 106.7 | 108.7 | * | * |
3rd Quartile Price | * | 102.4 | 104.7 | 106.7 | 108.7 | * | * |
4th Quartile Price | * | 102.4 | 104.7 | 106.8 | 108.8 | * | * |
Avg. Price Top 5 Trades | * | 102.6 | 105.0 | 106.8 | 108.8 | 110.2 | * |
Standard Deviation | * | 0.1 | 0.1 | 0.0 | 0.0 | 0.4 | * |
VOLUME OF TRADES (000'S) | * | 4,229,633.6 | 5,654,009.5 | 750,259.6 | 238,300.0 | 8,850.0 | * |
NUMBER OF TRADES | * | 132 | 132 | 51 | 21 | 6 | * |
GNMA | |||||||
AVERAGE PRICE | 100.5 | 103.5 | 105.6 | 106.8 | 107.7 | 108.4 | * |
Weighted Avg. Price | 100.1 | 103.5 | 105.6 | 106.8 | 107.8 | 108.3 | * |
Avg. Price Bottom 5 Trades | 99.6 | 103.1 | 105.2 | 106.3 | 107.1 | 108.1 | * |
2nd Quartile Price | 99.8 | 103.4 | 105.6 | 106.7 | 107.2 | 108.1 | * |
3rd Quartile Price | 100.1 | 103.5 | 105.6 | 106.7 | 107.2 | 108.1 | * |
4th Quartile Price | 101.8 | 103.5 | 105.6 | 107.0 | 107.8 | 108.3 | * |
Avg. Price Top 5 Trades | 102.5 | 105.1 | 106.4 | 108.1 | 109.2 | 109.1 | * |
Standard Deviation | 1.4 | 0.3 | 0.2 | 0.4 | 0.9 | 0.8 | * |
VOLUME OF TRADES (000'S) | 48,032.1 | 4,888,892.2 | 9,032,833.8 | 981,270.9 | 212,001.6 | 41,397.7 | * |
NUMBER OF TRADES | 19 | 276 | 396 | 134 | 45 | 13 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 99.1 | 102.2 | 104.6 | 106.7 | 108.8 | 110.6 | * |
Weighted Avg. Price | 99.2 | 102.2 | 104.6 | 106.7 | 108.7 | 110.5 | * |
Avg. Price Bottom 5 Trades | 99.1 | 102.1 | 104.5 | 106.6 | 108.7 | 110.6 | * |
2nd Quartile Price | * | 102.2 | 104.6 | 106.7 | 108.8 | * | * |
3rd Quartile Price | * | 102.2 | 104.6 | 106.7 | 108.8 | * | * |
4th Quartile Price | * | 102.3 | 104.6 | 106.7 | 108.8 | * | * |
Avg. Price Top 5 Trades | 99.1 | 102.4 | 104.7 | 106.7 | 108.8 | 110.6 | * |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 42,400.0 | 9,046,683.0 | 8,477,920.0 | 5,496,575.0 | 2,816,600.0 | 801,100.0 | * |
NUMBER OF TRADES | 6 | 204 | 168 | 55 | 35 | 22 | * |
FHLMC | |||||||
AVERAGE PRICE | * | 102.2 | 104.5 | 106.6 | * | * | * |
Weighted Avg. Price | * | 102.2 | 104.5 | 106.6 | * | * | * |
Avg. Price Bottom 5 Trades | * | 102.1 | 104.4 | 106.6 | * | * | * |
2nd Quartile Price | * | 102.1 | 104.5 | 106.6 | * | * | * |
3rd Quartile Price | * | 102.2 | 104.5 | 106.6 | * | * | * |
4th Quartile Price | * | 102.2 | 104.5 | 106.6 | * | * | * |
Avg. Price Top 5 Trades | * | 102.2 | 104.5 | 106.6 | * | * | * |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | * | * | * |
VOLUME OF TRADES (000'S) | * | 2,430,825.0 | 3,244,784.0 | 504,600.0 | * | * | * |
NUMBER OF TRADES | * | 33 | 53 | 13 | * | * | * |
GNMA | |||||||
AVERAGE PRICE | 99.5 | 103.3 | 105.4 | 106.6 | * | 0.0 | 0.0 |
Weighted Avg. Price | 99.5 | 103.2 | 105.4 | 106.6 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.5 | 103.1 | 105.3 | 106.6 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 103.2 | 105.4 | 106.6 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 103.3 | 105.4 | 106.6 | * | 0.0 | 0.0 |
4th Quartile Price | * | 103.3 | 105.5 | 106.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.5 | 103.3 | 105.5 | 106.7 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 34,000.0 | 1,885,591.8 | 3,553,521.4 | 516,540.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 8 | 111 | 105 | 36 | * | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 102.0 | 104.4 | 106.5 | 108.7 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 102.0 | 104.4 | 106.5 | 108.7 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.9 | 104.3 | 106.5 | 108.7 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 102.0 | 104.4 | 106.5 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 102.0 | 104.4 | 106.5 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 102.0 | 104.4 | 106.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 102.1 | 104.5 | 106.6 | 108.7 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,417,300.0 | 1,167,700.0 | 2,530,750.0 | 170,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 217 | 100 | 38 | 6 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.9 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.9 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.8 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.9 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.9 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.9 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.9 | 104.3 | 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 | 572,550.0 | 465,234.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 15 | 10 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 103.0 | 105.2 | 106.5 | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 103.0 | 105.2 | 106.5 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 102.9 | 105.1 | 106.5 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 103.0 | 105.2 | 106.5 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 103.0 | 105.3 | 106.5 | * | 0.0 | 0.0 |
4th Quartile Price | * | 103.1 | 105.3 | 106.5 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 103.2 | 105.3 | 106.5 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 898,050.0 | 637,150.0 | 72,100.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 155 | 143 | 22 | * | 0 | 0 |