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 | 100.7 | 102.8 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 102.8 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.0 | 102.8 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 102.8 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 102.8 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 102.8 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.9 | 102.9 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.0 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,227,931.8 | 2,633,476.9 | 288,820.9 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 163 | 190 | 29 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.2 | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.1 | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 98.8 | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 102.9 | * | 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) | 176,070.0 | 94,290.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 17 | 11 | * | 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 | 100.7 | 102.7 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.6 | 102.7 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 102.6 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.6 | 102.7 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 102.7 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.7 | 102.7 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.7 | 104.1 | 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) | 647,000.0 | 1,215,200.0 | 223,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 18 | 45 | 9 | 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 | 100.5 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.5 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.5 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.5 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.5 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.5 | 102.6 | * | 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) | 350,750.0 | 542,550.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 19 | 36 | * | 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 |
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 |
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 |
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 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 96.4 | 100.0 | 102.8 | 105.2 | 107.3 | 109.2 | * |
Weighted Avg. Price | 96.4 | 100.0 | 102.8 | 105.2 | 107.2 | 109.2 | * |
Avg. Price Bottom 5 Trades | 96.4 | 99.9 | 102.7 | 105.1 | 107.2 | 109.2 | * |
2nd Quartile Price | * | 100.0 | 102.8 | 105.2 | 107.2 | * | * |
3rd Quartile Price | * | 100.0 | 102.8 | 105.2 | 107.3 | * | * |
4th Quartile Price | * | 100.0 | 102.8 | 105.2 | 107.3 | * | * |
Avg. Price Top 5 Trades | 96.4 | 100.2 | 103.8 | 106.5 | 107.3 | 109.2 | * |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.2 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 9,100.0 | 9,153,160.2 | 27,801,131.4 | 11,631,967.0 | 2,802,510.0 | 54,585.0 | * |
NUMBER OF TRADES | 6 | 481 | 1,188 | 588 | 189 | 11 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.1 | 102.9 | 105.4 | 107.3 | * | 0.0 |
Weighted Avg. Price | 0.0 | 100.0 | 102.9 | 105.3 | 107.2 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 102.8 | 105.2 | 107.1 | * | 0.0 |
2nd Quartile Price | 0.0 | 100.0 | 102.8 | 105.2 | 107.1 | * | 0.0 |
3rd Quartile Price | 0.0 | 100.0 | 102.9 | 105.3 | 107.2 | * | 0.0 |
4th Quartile Price | 0.0 | 100.0 | 102.9 | 105.3 | 107.2 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.7 | 103.8 | 105.8 | 107.7 | * | 0.0 |
Standard Deviation | 0.0 | 0.5 | 0.2 | 0.4 | 0.4 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,096,186.3 | 7,553,806.0 | 730,959.3 | 236,408.8 | * | 0.0 |
NUMBER OF TRADES | 0 | 44 | 110 | 43 | 16 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 101.4 | 103.8 | 105.3 | 106.3 | 107.4 | 0.0 |
Weighted Avg. Price | * | 101.3 | 103.8 | 105.2 | 106.2 | 107.3 | 0.0 |
Avg. Price Bottom 5 Trades | * | 101.3 | 103.3 | 105.1 | 106.0 | 107.3 | 0.0 |
2nd Quartile Price | * | 101.3 | 103.8 | 105.2 | 106.1 | 107.3 | 0.0 |
3rd Quartile Price | * | 101.3 | 103.8 | 105.2 | 106.1 | 107.4 | 0.0 |
4th Quartile Price | * | 101.4 | 103.8 | 105.2 | 106.6 | 108.1 | 0.0 |
Avg. Price Top 5 Trades | * | 102.1 | 104.6 | 107.6 | 107.0 | 107.5 | 0.0 |
Standard Deviation | * | 0.3 | 0.2 | 0.4 | 0.3 | 0.4 | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,679,609.2 | 5,538,189.5 | 5,291,034.3 | 754,195.3 | 51,237.5 | 0.0 |
NUMBER OF TRADES | * | 124 | 316 | 239 | 65 | 6 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.9 | 102.7 | 105.0 | 107.1 | * | 0.0 |
Weighted Avg. Price | * | 99.9 | 102.7 | 105.0 | 107.1 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.8 | 102.6 | 105.0 | 107.1 | * | 0.0 |
2nd Quartile Price | * | 99.8 | 102.6 | 105.0 | 107.1 | * | 0.0 |
3rd Quartile Price | * | 99.9 | 102.7 | 105.0 | 107.2 | * | 0.0 |
4th Quartile Price | * | 99.9 | 102.7 | 105.0 | 107.2 | * | 0.0 |
Avg. Price Top 5 Trades | * | 99.9 | 102.8 | 105.1 | 107.2 | * | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 2,028,775.0 | 8,844,930.0 | 2,676,300.0 | 2,196,250.0 | * | 0.0 |
NUMBER OF TRADES | * | 48 | 176 | 92 | 43 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.7 | 105.1 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 2,568,749.0 | 444,500.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 25 | 14 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 101.3 | 103.6 | 105.0 | 106.0 | * | 0.0 |
Weighted Avg. Price | * | 101.4 | 103.7 | 105.1 | 106.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 101.1 | 103.5 | 105.0 | 105.9 | * | 0.0 |
2nd Quartile Price | * | 101.2 | 103.6 | 105.0 | 106.0 | * | 0.0 |
3rd Quartile Price | * | 101.2 | 103.6 | 105.1 | 106.0 | * | 0.0 |
4th Quartile Price | * | 101.2 | 103.6 | 105.1 | 106.0 | * | 0.0 |
Avg. Price Top 5 Trades | * | 101.7 | 103.7 | 105.1 | 106.2 | * | 0.0 |
Standard Deviation | * | 0.3 | 0.0 | 0.0 | 0.3 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,101,500.0 | 2,410,851.6 | 5,291,649.0 | 466,980.0 | * | 0.0 |
NUMBER OF TRADES | * | 30 | 116 | 112 | 30 | * | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.7 | 102.5 | 104.9 | 107.0 | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.7 | 102.5 | 104.9 | 107.1 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.7 | 102.4 | 104.8 | 107.0 | * | 0.0 |
2nd Quartile Price | 0.0 | 99.7 | 102.5 | 104.8 | 107.0 | * | 0.0 |
3rd Quartile Price | 0.0 | 99.7 | 102.5 | 104.9 | 107.0 | * | 0.0 |
4th Quartile Price | 0.0 | 99.8 | 102.5 | 104.9 | 107.1 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.7 | 102.5 | 105.1 | 107.0 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,137,700.0 | 1,298,150.0 | 1,944,550.0 | 274,020.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 25 | 139 | 91 | 11 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 104.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | 104.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 104.9 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 104.9 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 104.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 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 | 0.0 | * | 179,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | 12 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.1 | 103.4 | 104.9 | 106.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.2 | 103.5 | 104.9 | 105.9 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.0 | 103.4 | 104.9 | 105.9 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.0 | 103.4 | 104.9 | 105.9 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.0 | 103.4 | 104.9 | 105.9 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.1 | 103.5 | 104.9 | 106.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.4 | 103.5 | 105.0 | 106.1 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.3 | 0.0 | 0.0 | 0.2 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,029,500.0 | 1,531,350.0 | 1,898,750.0 | 35,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 30 | 126 | 63 | 9 | 0 | 0 |