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 | 103.4 | 105.0 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.5 | 105.0 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.4 | 105.0 | 105.4 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 103.7 | 105.0 | 105.4 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.7 | 105.0 | 105.4 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.7 | 105.0 | 105.5 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.7 | 105.1 | 105.5 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.8 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 3,987,952.4 | 1,828,432.6 | 334,535.1 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 347 | 118 | 21 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.9 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.4 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.5 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.7 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.7 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.7 | 105.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.1 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 508,312.3 | 178,775.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 38 | 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 | 103.3 | 104.9 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.4 | 104.9 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.3 | 104.9 | 105.4 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 103.5 | 104.9 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.5 | 104.9 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.5 | 104.9 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.5 | 104.9 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.6 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,865,110.0 | 887,850.0 | 401,100.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 103 | 31 | 7 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 103.2 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 103.5 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.5 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.5 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.5 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.8 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 555,562.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 16 | * | 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.3 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.1 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 103.3 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.3 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.3 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.3 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,560,300.0 | 159,500.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 126 | 11 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 103.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 103.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 103.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 152,000.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 8 | 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 | 101.2 | 104.1 | 105.7 | 107.5 | 109.6 | 111.1 | * |
Weighted Avg. Price | 101.2 | 104.1 | 105.6 | 107.5 | 109.5 | 111.1 | * |
Avg. Price Bottom 5 Trades | 101.0 | 104.0 | 105.6 | 107.4 | 109.5 | 111.1 | * |
2nd Quartile Price | 101.1 | 104.1 | 105.6 | 107.5 | 109.5 | * | * |
3rd Quartile Price | 101.2 | 104.1 | 105.6 | 107.5 | 109.6 | * | * |
4th Quartile Price | 101.2 | 104.1 | 105.7 | 107.5 | 109.6 | * | * |
Avg. Price Top 5 Trades | 101.3 | 105.2 | 106.1 | 108.0 | 109.6 | 111.1 | * |
Standard Deviation | 0.3 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | 1,076,498.1 | 23,748,348.0 | 12,853,293.8 | 6,238,156.6 | 2,176,089.8 | 17,773.0 | * |
NUMBER OF TRADES | 100 | 1,325 | 627 | 274 | 86 | 5 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 104.1 | 105.6 | 107.4 | 109.5 | * | * |
Weighted Avg. Price | 0.0 | 104.1 | 105.6 | 107.4 | 109.5 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 104.0 | 105.6 | 107.3 | 109.5 | * | * |
2nd Quartile Price | 0.0 | 104.1 | 105.6 | 107.4 | 109.5 | * | * |
3rd Quartile Price | 0.0 | 104.1 | 105.6 | 107.4 | 109.5 | * | * |
4th Quartile Price | 0.0 | 104.1 | 105.6 | 107.4 | 109.5 | * | * |
Avg. Price Top 5 Trades | 0.0 | 104.1 | 105.7 | 107.4 | 109.5 | * | * |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.0 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 4,129,530.8 | 5,413,008.9 | 1,785,147.7 | 679,388.0 | * | * |
NUMBER OF TRADES | 0 | 100 | 60 | 52 | 33 | * | * |
GNMA | |||||||
AVERAGE PRICE | 102.2 | 104.9 | 106.3 | 107.3 | 108.6 | 109.3 | 0.0 |
Weighted Avg. Price | 102.0 | 104.9 | 106.3 | 107.3 | 108.7 | 109.9 | 0.0 |
Avg. Price Bottom 5 Trades | 101.8 | 104.6 | 105.8 | 107.0 | 108.0 | 109.3 | 0.0 |
2nd Quartile Price | 101.9 | 104.9 | 106.3 | 107.2 | 108.0 | * | 0.0 |
3rd Quartile Price | 101.9 | 104.9 | 106.3 | 107.2 | 108.0 | * | 0.0 |
4th Quartile Price | 102.0 | 104.9 | 106.3 | 107.3 | 110.4 | * | 0.0 |
Avg. Price Top 5 Trades | 104.0 | 105.4 | 107.0 | 108.3 | 109.9 | 109.3 | 0.0 |
Standard Deviation | 0.8 | 0.1 | 0.2 | 0.6 | 1.1 | 1.3 | 0.0 |
VOLUME OF TRADES (000'S) | 188,436.5 | 11,857,298.6 | 7,007,822.5 | 1,231,053.8 | 119,945.0 | 59,642.6 | 0.0 |
NUMBER OF TRADES | 36 | 327 | 161 | 97 | 15 | 5 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.9 | 103.8 | 105.5 | 107.4 | 109.4 | * | 0.0 |
Weighted Avg. Price | 101.0 | 103.8 | 105.5 | 107.4 | 109.4 | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.9 | 103.7 | 105.3 | 107.3 | 109.4 | * | 0.0 |
2nd Quartile Price | 100.9 | 103.8 | 105.5 | 107.3 | 109.4 | * | 0.0 |
3rd Quartile Price | 101.0 | 103.9 | 105.5 | 107.4 | 109.4 | * | 0.0 |
4th Quartile Price | 101.0 | 103.9 | 105.5 | 107.4 | 109.5 | * | 0.0 |
Avg. Price Top 5 Trades | 101.0 | 103.9 | 105.6 | 107.4 | 109.5 | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.2 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 714,000.0 | 8,472,758.0 | 5,760,800.0 | 3,202,778.0 | 1,444,324.0 | * | 0.0 |
NUMBER OF TRADES | 21 | 296 | 114 | 43 | 31 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 103.8 | 105.5 | 107.2 | 109.4 | * | 0.0 |
Weighted Avg. Price | * | 103.9 | 105.5 | 107.2 | 109.4 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 103.8 | 105.4 | 107.2 | 109.4 | * | 0.0 |
2nd Quartile Price | * | 103.8 | 105.5 | 107.2 | * | * | 0.0 |
3rd Quartile Price | * | 103.9 | 105.5 | 107.2 | * | * | 0.0 |
4th Quartile Price | * | 103.9 | 105.5 | 107.2 | * | * | 0.0 |
Avg. Price Top 5 Trades | * | 103.9 | 105.5 | 107.2 | 109.4 | * | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,602,750.0 | 4,936,642.4 | 1,708,258.0 | 514,407.0 | * | 0.0 |
NUMBER OF TRADES | * | 28 | 35 | 32 | 12 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 101.6 | 104.7 | 106.2 | 107.2 | * | * | 0.0 |
Weighted Avg. Price | 101.7 | 104.7 | 106.2 | 107.2 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 101.5 | 104.6 | 106.1 | 107.1 | * | * | 0.0 |
2nd Quartile Price | 101.6 | 104.6 | 106.2 | 107.1 | * | * | 0.0 |
3rd Quartile Price | 101.7 | 104.7 | 106.2 | 107.2 | * | * | 0.0 |
4th Quartile Price | 101.7 | 104.7 | 106.2 | 107.2 | * | * | 0.0 |
Avg. Price Top 5 Trades | 101.7 | 104.8 | 106.3 | 107.2 | * | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 52,500.0 | 12,723,412.0 | 5,445,400.0 | 590,650.0 | * | * | 0.0 |
NUMBER OF TRADES | 12 | 195 | 73 | 41 | * | * | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.7 | 103.6 | 105.4 | 107.2 | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.8 | 103.6 | 105.4 | 107.2 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 103.5 | 105.3 | 107.2 | * | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 103.6 | 105.4 | 107.2 | * | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 103.6 | 105.4 | 107.2 | * | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 103.7 | 105.4 | 107.2 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 103.7 | 105.4 | 107.2 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 293,500.0 | 4,042,650.0 | 1,342,700.0 | 375,500.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 22 | 399 | 67 | 14 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 103.6 | 105.3 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 103.6 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 103.6 | 105.3 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 103.6 | 105.3 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 103.6 | 105.4 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 103.7 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 103.7 | 105.4 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 469,500.0 | 127,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 14 | 9 | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 101.4 | 104.4 | 106.1 | 107.1 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.5 | 104.5 | 106.1 | 107.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.4 | 104.3 | 106.0 | 107.1 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.4 | 104.4 | 106.0 | 107.1 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.5 | 104.4 | 106.1 | 107.1 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.5 | 104.5 | 106.1 | 107.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.5 | 104.5 | 106.2 | 107.2 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 37,500.0 | 3,834,607.0 | 748,950.0 | 52,500.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 276 | 59 | 14 | 0 | 0 | 0 |