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 | 103.0 | 104.7 | 105.5 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 104.7 | 105.5 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 104.7 | 105.5 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 103.1 | 104.7 | 105.5 | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 103.1 | 104.7 | 105.5 | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 103.2 | 104.8 | 105.5 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.2 | 104.8 | 105.5 | 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) | 6,965,723.0 | 1,016,428.0 | 202,433.0 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 418 | 97 | 16 | 0 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.1 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.7 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 104.8 | * | 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 | 1.2 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,288,550.0 | 229,056.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 63 | 17 | * | 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 | 102.8 | 104.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.5 | 104.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 104.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.9 | 104.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.9 | 104.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.0 | 104.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.0 | 104.6 | * | 0.0 | 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) | 3,808,040.0 | 633,200.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 89 | 36 | * | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 315,200.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 13 | 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 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.7 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.5 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.7 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.8 | 104.5 | 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 | 102.8 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 233,750.0 | 30,900.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 51 | 9 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.8 | 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) | 130,000.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 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 | 101.6 | 104.8 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 103.0 | 104.6 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.6 | 104.8 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | * | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | * | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | * | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.6 | 104.8 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.0 | 0.5 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 35,683.0 | 13,729.4 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 5 | * | * | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.5 | 103.4 | 105.2 | 107.2 | 109.4 | 110.9 | * |
Weighted Avg. Price | 100.6 | 103.4 | 105.2 | 107.2 | 109.4 | 110.9 | * |
Avg. Price Bottom 5 Trades | 100.2 | 103.3 | 105.2 | 107.1 | 109.3 | 110.9 | * |
2nd Quartile Price | 100.2 | 103.3 | 105.2 | 107.2 | 109.4 | * | * |
3rd Quartile Price | 100.3 | 103.3 | 105.2 | 107.2 | 109.4 | * | * |
4th Quartile Price | 100.3 | 103.4 | 105.2 | 107.2 | 109.4 | * | * |
Avg. Price Top 5 Trades | 101.3 | 104.2 | 105.3 | 107.2 | 109.4 | 110.9 | * |
Standard Deviation | 0.7 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 905,577.9 | 34,401,415.0 | 12,857,314.3 | 6,582,690.6 | 1,902,529.0 | 3,407.0 | * |
NUMBER OF TRADES | 31 | 1,251 | 666 | 278 | 127 | 5 | * |
FHLMC | |||||||
AVERAGE PRICE | 100.2 | 103.4 | 105.2 | 107.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.2 | 103.4 | 105.2 | 107.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 103.3 | 105.1 | 107.0 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 103.3 | 105.1 | 107.0 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 103.4 | 105.2 | 107.0 | * | 0.0 | 0.0 |
4th Quartile Price | * | 103.4 | 105.2 | 107.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.2 | 103.4 | 105.2 | 107.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 111,600.0 | 5,057,411.1 | 2,332,908.7 | 487,939.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 103 | 60 | 20 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 101.9 | 104.4 | 106.1 | 107.2 | 108.3 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 104.4 | 106.2 | 107.2 | 108.9 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.2 | 104.1 | 106.1 | 107.1 | 107.9 | 0.0 | 0.0 |
2nd Quartile Price | 101.3 | 104.4 | 106.1 | 107.2 | 107.9 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 104.4 | 106.1 | 107.2 | 107.9 | 0.0 | 0.0 |
4th Quartile Price | 103.6 | 104.5 | 106.1 | 107.2 | 108.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 104.0 | 105.3 | 106.8 | 108.8 | 109.7 | 0.0 | 0.0 |
Standard Deviation | 1.2 | 0.2 | 0.2 | 0.4 | 0.9 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 292,449.9 | 11,933,132.4 | 5,575,105.2 | 3,085,772.7 | 155,846.6 | 0.0 | 0.0 |
NUMBER OF TRADES | 31 | 294 | 245 | 130 | 21 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.0 | 103.1 | 105.1 | 107.1 | 109.3 | 0.0 | * |
Weighted Avg. Price | 100.0 | 103.1 | 105.1 | 107.1 | 109.3 | 0.0 | * |
Avg. Price Bottom 5 Trades | 100.0 | 103.1 | 105.0 | 107.0 | 109.3 | 0.0 | * |
2nd Quartile Price | 100.0 | 103.1 | 105.1 | 107.0 | 109.3 | 0.0 | * |
3rd Quartile Price | 100.1 | 103.1 | 105.1 | 107.1 | 109.3 | 0.0 | * |
4th Quartile Price | 100.1 | 103.2 | 105.1 | 107.1 | 109.3 | 0.0 | * |
Avg. Price Top 5 Trades | 100.1 | 103.2 | 105.1 | 107.1 | 109.3 | 0.0 | * |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 348,000.0 | 14,011,822.0 | 6,737,720.0 | 3,157,550.0 | 1,124,600.0 | 0.0 | * |
NUMBER OF TRADES | 10 | 261 | 106 | 56 | 45 | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 103.1 | 105.0 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 103.1 | 105.0 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 103.1 | 105.0 | * | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 103.1 | 105.0 | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 103.2 | 105.0 | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 103.2 | 105.1 | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 103.2 | 105.1 | * | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 3,165,600.0 | 1,742,300.0 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 54 | 32 | * | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 101.1 | 104.2 | 106.0 | 107.1 | * | 0.0 | 0.0 |
Weighted Avg. Price | 101.1 | 104.2 | 106.0 | 107.1 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 104.1 | 105.9 | 107.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 101.0 | 104.1 | 106.0 | 107.1 | * | 0.0 | 0.0 |
3rd Quartile Price | 101.1 | 104.2 | 106.0 | 107.1 | * | 0.0 | 0.0 |
4th Quartile Price | 101.2 | 104.2 | 106.0 | 107.1 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.1 | 104.3 | 106.1 | 107.2 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 22,000.0 | 9,865,900.0 | 4,157,750.0 | 901,964.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 7 | 185 | 118 | 36 | * | 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 | 104.9 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 102.8 | 104.9 | 106.9 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 102.9 | 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 | 105.0 | 106.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 103.0 | 105.0 | 106.9 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 6,111,200.0 | 2,233,200.0 | 704,750.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 280 | 45 | 16 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.9 | 104.9 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 102.9 | 104.8 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.9 | 104.9 | * | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 102.9 | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 102.9 | * | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 102.9 | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 102.9 | 104.9 | * | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 2,036,500.0 | 83,000.0 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 39 | 7 | * | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 100.8 | 104.0 | 105.8 | 107.1 | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 104.0 | 105.9 | 107.1 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 103.9 | 105.8 | 107.1 | * | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 103.9 | 105.8 | 107.1 | * | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 104.0 | 105.8 | 107.1 | * | 0.0 | 0.0 |
4th Quartile Price | 100.9 | 104.0 | 105.9 | 107.1 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 104.1 | 105.9 | 107.1 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.1 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 25,700.0 | 1,163,352.0 | 1,516,735.0 | 30,600.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 160 | 81 | 9 | * | 0 | 0 |