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 | 103.1 | 104.7 | 105.9 | * | * | * | 0.0 |
Weighted Avg. Price | 103.1 | 104.7 | 105.9 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 101.1 | 104.7 | 105.9 | * | * | * | 0.0 |
2nd Quartile Price | 103.1 | 104.7 | 105.9 | * | * | * | 0.0 |
3rd Quartile Price | 103.2 | 104.7 | 105.9 | * | * | * | 0.0 |
4th Quartile Price | 103.2 | 104.7 | 106.0 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 103.3 | 104.8 | 106.0 | * | * | * | 0.0 |
Standard Deviation | 0.5 | 0.0 | 0.0 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,582,256.3 | 2,635,097.2 | 128,622.0 | * | * | * | 0.0 |
NUMBER OF TRADES | 257 | 132 | 18 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 103.1 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.1 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 103.1 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 103.1 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.1 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.1 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.2 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 263,867.0 | 108,780.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 24 | 13 | * | 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 | 102.9 | 104.6 | * | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 103.0 | 104.6 | * | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.1 | 104.5 | * | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 103.0 | 104.6 | * | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 103.0 | 104.6 | * | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 103.0 | 104.6 | * | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.1 | 104.6 | * | 0.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.0 | * | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,139,700.0 | 994,500.0 | * | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 58 | 19 | * | 0 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 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 |
Avg. Price Bottom 5 Trades | * | 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 | * | 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 |
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.7 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.3 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.8 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.8 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.8 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.9 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 393,500.0 | 19,500.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 73 | 7 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 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 |
Avg. Price Bottom 5 Trades | * | 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 | * | 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 |
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 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 | 100.6 | 103.3 | 105.3 | 107.2 | 109.2 | 111.1 | 113.2 |
Weighted Avg. Price | 100.5 | 103.3 | 105.3 | 107.1 | 109.2 | 111.1 | 112.6 |
Avg. Price Bottom 5 Trades | 100.5 | 103.2 | 105.2 | 107.0 | 109.1 | 111.1 | 113.2 |
2nd Quartile Price | 100.4 | 103.3 | 105.2 | 107.1 | 109.1 | * | * |
3rd Quartile Price | 100.4 | 103.3 | 105.3 | 107.1 | 109.2 | * | * |
4th Quartile Price | 100.7 | 103.4 | 105.3 | 107.2 | 109.2 | * | * |
Avg. Price Top 5 Trades | 100.8 | 103.7 | 106.0 | 109.0 | 109.3 | 111.1 | 113.2 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.2 | 0.1 | 0.1 | 1.1 |
VOLUME OF TRADES (000'S) | 106,833.8 | 40,562,301.0 | 38,501,046.5 | 15,299,594.4 | 2,105,075.0 | 30,755.0 | 13,959.0 |
NUMBER OF TRADES | 13 | 1,520 | 1,228 | 492 | 99 | 5 | 7 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 103.2 | 105.2 | 107.0 | 109.1 | 0.0 | * |
Weighted Avg. Price | 0.0 | 103.2 | 105.2 | 107.0 | 109.1 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 103.1 | 105.1 | 106.9 | 109.1 | 0.0 | * |
2nd Quartile Price | 0.0 | 103.2 | 105.1 | 107.0 | * | 0.0 | * |
3rd Quartile Price | 0.0 | 103.2 | 105.2 | 107.0 | * | 0.0 | * |
4th Quartile Price | 0.0 | 103.3 | 105.2 | 107.0 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 103.4 | 105.2 | 107.0 | 109.1 | 0.0 | * |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 2,855,092.6 | 1,590,348.0 | 376,902.0 | 8,751.0 | 0.0 | * |
NUMBER OF TRADES | 0 | 83 | 58 | 24 | 6 | 0 | * |
GNMA | |||||||
AVERAGE PRICE | 101.9 | 104.2 | 106.0 | 107.0 | 107.6 | 109.0 | 0.0 |
Weighted Avg. Price | 101.4 | 104.2 | 106.0 | 106.9 | 107.4 | 108.6 | 0.0 |
Avg. Price Bottom 5 Trades | 101.9 | 102.9 | 105.2 | 106.8 | 107.3 | 108.5 | 0.0 |
2nd Quartile Price | * | 104.2 | 105.9 | 106.9 | 107.4 | 108.5 | 0.0 |
3rd Quartile Price | * | 104.2 | 106.0 | 106.9 | 107.4 | 108.6 | 0.0 |
4th Quartile Price | * | 104.3 | 106.0 | 106.9 | 107.7 | 111.5 | 0.0 |
Avg. Price Top 5 Trades | 101.9 | 104.5 | 106.4 | 108.8 | 108.2 | 109.2 | 0.0 |
Standard Deviation | 1.1 | 0.2 | 0.3 | 0.4 | 0.7 | 1.1 | 0.0 |
VOLUME OF TRADES (000'S) | 57,537.3 | 5,020,037.8 | 6,940,328.5 | 3,520,576.6 | 82,646.0 | 10,060.7 | 0.0 |
NUMBER OF TRADES | 5 | 287 | 294 | 138 | 19 | 7 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.3 | 103.1 | 105.1 | 107.0 | 109.1 | * | * |
Weighted Avg. Price | 100.3 | 103.2 | 105.1 | 107.0 | 109.1 | * | * |
Avg. Price Bottom 5 Trades | 100.3 | 103.0 | 105.1 | 107.0 | 109.1 | * | * |
2nd Quartile Price | * | 103.1 | 105.1 | 107.0 | 109.1 | * | * |
3rd Quartile Price | * | 103.1 | 105.1 | 107.0 | 109.1 | * | * |
4th Quartile Price | * | 103.2 | 105.2 | 107.1 | 109.1 | * | * |
Avg. Price Top 5 Trades | 100.3 | 103.3 | 105.3 | 107.1 | 109.1 | * | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | * | * |
VOLUME OF TRADES (000'S) | 36,200.0 | 12,413,068.0 | 8,734,695.0 | 5,016,255.0 | 852,035.0 | * | * |
NUMBER OF TRADES | 6 | 252 | 125 | 49 | 23 | * | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 103.1 | 105.1 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 103.1 | 105.1 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 103.0 | 105.1 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 103.0 | 105.1 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 103.1 | 105.1 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 103.1 | 105.1 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 103.3 | 105.1 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,338,000.0 | 794,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 31 | 14 | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 101.0 | 104.0 | 105.8 | 106.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 101.0 | 104.1 | 105.8 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 103.8 | 105.7 | 106.8 | * | 0.0 | 0.0 |
2nd Quartile Price | 101.1 | 104.0 | 105.7 | 106.9 | * | 0.0 | 0.0 |
3rd Quartile Price | 101.1 | 104.0 | 105.8 | 106.9 | * | 0.0 | 0.0 |
4th Quartile Price | 101.2 | 104.1 | 105.8 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.1 | 104.3 | 105.9 | 107.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 49,000.0 | 2,090,922.0 | 3,173,345.0 | 1,388,750.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 126 | 109 | 40 | * | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 102.9 | 104.9 | 106.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 102.9 | 105.0 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 102.8 | 104.9 | 106.9 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 102.8 | 104.9 | 106.9 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 102.9 | 104.9 | 106.9 | * | 0.0 | 0.0 |
4th Quartile Price | * | 102.9 | 104.9 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 103.1 | 105.0 | 106.9 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 4,207,350.0 | 671,640.0 | 467,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 384 | 81 | 13 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 102.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.7 | 0.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 102.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 102.9 | 0.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 102.9 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 102.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 136,000.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 10 | 0 | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 100.7 | 103.8 | 105.6 | 106.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 103.9 | 105.7 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 103.6 | 105.5 | 106.8 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 103.7 | 105.5 | 106.8 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 103.8 | 105.6 | 106.8 | * | 0.0 | 0.0 |
4th Quartile Price | * | 103.8 | 105.6 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 104.0 | 105.8 | 106.9 | * | 0.0 | 0.0 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 85,000.0 | 1,741,619.9 | 942,662.0 | 33,850.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 272 | 83 | 13 | * | 0 | 0 |