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 | 99.8 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.8 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.5 | 102.3 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 99.9 | 102.5 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.0 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.0 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.1 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.6 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,688,328.0 | 2,771,767.1 | 963,152.1 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 154 | 271 | 76 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 99.4 | 102.5 | 104.1 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.0 | 102.5 | 104.1 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.7 | 102.4 | 104.1 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 99.9 | 102.4 | 104.1 | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 100.0 | 102.5 | 104.1 | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 100.0 | 102.5 | 104.2 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.1 | 102.5 | 104.1 | 0.0 | * | 0.0 | 0.0 |
Standard Deviation | 1.1 | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 347,352.0 | 231,898.3 | 54,025.0 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 25 | 24 | 6 | 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 | 99.9 | 102.3 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.9 | 102.3 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 102.2 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 99.8 | 102.3 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 99.9 | 102.3 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.9 | 102.4 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.9 | 102.4 | 104.0 | 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) | 135,500.0 | 1,498,450.0 | 352,950.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 12 | 51 | 22 | 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 | * | 102.1 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 102.0 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 102.0 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 102.1 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 102.1 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 102.2 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 102.2 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 309,000.0 | 102,500.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 44 | 7 | 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 | 110.3 | 112.2 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 110.1 | 112.3 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 110.3 | 111.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 112.1 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 112.2 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 112.8 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 110.3 | 113.3 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.7 | 0.9 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 92,047.5 | 268,468.1 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 5 | 23 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 95.5 | 99.1 | 102.2 | 104.8 | 107.1 | * | * |
Weighted Avg. Price | 96.2 | 99.1 | 102.2 | 104.8 | 107.1 | * | * |
Avg. Price Bottom 5 Trades | 95.2 | 98.9 | 102.1 | 104.7 | 107.0 | * | * |
2nd Quartile Price | 95.0 | 99.0 | 102.1 | 104.7 | 107.1 | * | * |
3rd Quartile Price | 95.3 | 99.1 | 102.2 | 104.8 | 107.1 | * | * |
4th Quartile Price | 95.4 | 99.2 | 102.3 | 104.8 | 107.2 | * | * |
Avg. Price Top 5 Trades | 95.8 | 99.6 | 103.4 | 105.2 | 107.2 | * | * |
Standard Deviation | 0.9 | 0.1 | 0.1 | 0.1 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 142,200.0 | 9,768,750.0 | 18,169,347.6 | 19,119,587.5 | 2,085,438.8 | * | * |
NUMBER OF TRADES | 15 | 629 | 1,466 | 1,063 | 171 | * | * |
FHLMC | |||||||
AVERAGE PRICE | * | 99.1 | 102.1 | 104.7 | 107.1 | * | * |
Weighted Avg. Price | * | 100.0 | 102.1 | 104.7 | 107.1 | * | * |
Avg. Price Bottom 5 Trades | * | 98.9 | 101.8 | 104.6 | 107.0 | * | * |
2nd Quartile Price | * | 98.9 | 102.1 | 104.7 | 107.0 | * | * |
3rd Quartile Price | * | 99.0 | 102.1 | 104.7 | 107.1 | * | * |
4th Quartile Price | * | 99.1 | 102.2 | 104.8 | 107.1 | * | * |
Avg. Price Top 5 Trades | * | 99.7 | 102.5 | 105.0 | 107.2 | * | * |
Standard Deviation | * | 0.5 | 0.2 | 0.1 | 0.2 | * | * |
VOLUME OF TRADES (000'S) | * | 830,904.3 | 2,861,735.1 | 6,855,018.8 | 204,614.5 | * | * |
NUMBER OF TRADES | * | 33 | 104 | 189 | 16 | * | * |
GNMA | |||||||
AVERAGE PRICE | * | 100.8 | 103.5 | 105.5 | 106.6 | * | * |
Weighted Avg. Price | * | 100.7 | 103.4 | 105.5 | 106.6 | * | * |
Avg. Price Bottom 5 Trades | * | 100.6 | 103.3 | 104.7 | 106.5 | * | * |
2nd Quartile Price | * | 100.7 | 103.4 | 105.4 | 106.6 | * | * |
3rd Quartile Price | * | 100.8 | 103.5 | 105.5 | 106.6 | * | * |
4th Quartile Price | * | 100.8 | 103.5 | 105.5 | 106.7 | * | * |
Avg. Price Top 5 Trades | * | 102.0 | 104.5 | 106.8 | 107.1 | * | * |
Standard Deviation | * | 0.4 | 0.2 | 0.3 | 0.2 | * | * |
VOLUME OF TRADES (000'S) | * | 1,227,908.4 | 9,124,507.7 | 2,432,714.9 | 324,246.6 | * | * |
NUMBER OF TRADES | * | 94 | 314 | 247 | 48 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 94.9 | 98.9 | 102.0 | 104.6 | 107.0 | 0.0 | 0.0 |
Weighted Avg. Price | 94.9 | 98.9 | 102.0 | 104.5 | 107.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 94.9 | 98.8 | 101.8 | 104.4 | 106.9 | 0.0 | 0.0 |
2nd Quartile Price | * | 98.8 | 101.9 | 104.5 | 106.9 | 0.0 | 0.0 |
3rd Quartile Price | * | 98.9 | 102.0 | 104.6 | 107.0 | 0.0 | 0.0 |
4th Quartile Price | * | 98.9 | 102.1 | 104.6 | 107.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 94.9 | 99.0 | 102.1 | 104.7 | 107.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 70,000.0 | 2,772,200.0 | 4,391,775.0 | 8,282,135.0 | 1,562,195.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 22 | 157 | 187 | 37 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 101.9 | 104.5 | 106.9 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 101.9 | 104.5 | 106.9 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 101.9 | 104.4 | 106.9 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 101.9 | 104.5 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 101.9 | 104.5 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 101.9 | 104.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.0 | 104.6 | 106.9 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 1,834,300.0 | 3,562,800.0 | 167,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 21 | 91 | 10 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.6 | 103.3 | 105.3 | 106.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.4 | 103.2 | 105.2 | 106.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.4 | 103.1 | 105.0 | 106.3 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.5 | 103.2 | 105.2 | 106.4 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.6 | 103.3 | 105.3 | 106.4 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.7 | 103.3 | 105.3 | 106.5 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.7 | 103.6 | 105.7 | 106.5 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.2 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,410,750.0 | 7,170,094.1 | 1,310,980.9 | 154,800.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 21 | 125 | 109 | 23 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 98.7 | 101.8 | 104.3 | 106.7 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 98.7 | 101.7 | 104.3 | 106.7 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.6 | 101.7 | 104.2 | 106.7 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 98.6 | 101.7 | 104.3 | 106.7 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 98.6 | 101.8 | 104.4 | 106.7 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 98.8 | 101.8 | 104.4 | 106.8 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 98.7 | 101.9 | 104.4 | 106.8 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 35,500.0 | 1,846,327.0 | 3,173,600.0 | 81,700.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 8 | 203 | 147 | 12 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 101.7 | 104.3 | 106.6 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 101.7 | 104.3 | 106.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 101.7 | 104.2 | 106.6 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 101.6 | 104.2 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 101.7 | 104.3 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 101.8 | 104.3 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 101.8 | 104.3 | 106.6 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.0 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 1,420,000.0 | 1,133,000.0 | 30,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 13 | 36 | 5 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.3 | 103.1 | 105.0 | 106.2 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.2 | 103.0 | 104.9 | 106.2 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.3 | 102.9 | 104.9 | 106.1 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.3 | 103.0 | 105.0 | 106.2 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.3 | 103.1 | 105.0 | 106.2 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.5 | 103.2 | 105.1 | 106.2 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.5 | 103.2 | 105.2 | 106.2 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,299,000.0 | 3,194,780.0 | 956,850.0 | 40,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 15 | 178 | 93 | 13 | 0 | 0 |