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 | 97.5 | 99.6 | 101.8 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.5 | 99.6 | 101.7 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.3 | 99.6 | 101.7 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.5 | 99.6 | 101.7 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.5 | 99.6 | 101.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.6 | 99.6 | 101.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.6 | 99.7 | 101.8 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.3 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,018,158.0 | 2,508,504.2 | 2,001,989.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 55 | 225 | 105 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.6 | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.5 | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.5 | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.6 | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.6 | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.6 | 101.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.6 | 101.8 | 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) | * | 243,950.0 | 123,400.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 14 | 12 | 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 | 97.3 | 99.5 | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.4 | 99.5 | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.3 | 99.5 | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.4 | 99.5 | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.5 | 99.5 | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.5 | 99.6 | 101.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.5 | 99.5 | 101.6 | 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) | 775,500.0 | 772,100.0 | 2,162,950.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 16 | 13 | 58 | 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 | * | 101.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 101.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 101.4 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 101.4 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 101.4 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 101.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 101.5 | 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 | * | 987,750.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 39 | 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 | 0.0 | 0.0 | * | 102.9 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | 102.8 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 102.7 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 102.8 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 102.9 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 103.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 103.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | 0.2 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 49,214.8 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | 9 | 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 | 94.6 | 97.9 | 100.7 | 102.7 | 103.9 | 105.2 | 107.0 |
Weighted Avg. Price | 94.6 | 97.9 | 100.7 | 102.6 | 103.9 | 105.2 | 106.7 |
Avg. Price Bottom 5 Trades | 94.5 | 97.8 | 100.6 | 102.6 | 103.7 | 105.0 | 106.4 |
2nd Quartile Price | 94.5 | 97.9 | 100.6 | 102.6 | 103.9 | 105.1 | 106.4 |
3rd Quartile Price | 94.7 | 97.9 | 100.7 | 102.7 | 103.9 | 105.2 | 106.6 |
4th Quartile Price | 94.7 | 97.9 | 100.7 | 102.7 | 103.9 | 105.4 | 108.2 |
Avg. Price Top 5 Trades | 94.7 | 98.1 | 100.8 | 103.2 | 104.6 | 105.4 | 108.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.8 |
VOLUME OF TRADES (000'S) | 112,363.9 | 2,302,195.7 | 6,413,489.6 | 3,936,490.3 | 1,327,381.7 | 222,813.0 | 122,650.3 |
NUMBER OF TRADES | 17 | 114 | 255 | 240 | 135 | 44 | 21 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 96.9 | 99.8 | 102.3 | 104.6 | 106.7 | * |
Weighted Avg. Price | * | 96.9 | 99.8 | 102.3 | 104.6 | 106.7 | * |
Avg. Price Bottom 5 Trades | * | 96.9 | 99.7 | 102.3 | 104.5 | 106.7 | * |
2nd Quartile Price | * | 96.9 | 99.8 | 102.3 | 104.6 | 106.7 | * |
3rd Quartile Price | * | 96.9 | 99.8 | 102.4 | 104.6 | 106.7 | * |
4th Quartile Price | * | 97.0 | 99.8 | 102.4 | 104.6 | 106.8 | * |
Avg. Price Top 5 Trades | * | 97.0 | 99.9 | 102.4 | 104.7 | 106.7 | * |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 6,982,779.1 | 19,051,729.6 | 30,489,034.2 | 7,162,160.2 | 94,751.0 | * |
NUMBER OF TRADES | * | 309 | 1,056 | 936 | 343 | 19 | * |
FHLMC | |||||||
AVERAGE PRICE | * | 96.9 | 99.8 | 102.4 | 104.6 | * | 0.0 |
Weighted Avg. Price | * | 96.9 | 99.8 | 102.4 | 104.6 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 96.9 | 99.8 | 102.3 | 104.6 | * | 0.0 |
2nd Quartile Price | * | 96.9 | 99.8 | 102.4 | 104.6 | * | 0.0 |
3rd Quartile Price | * | 96.9 | 99.8 | 102.4 | 104.6 | * | 0.0 |
4th Quartile Price | * | 96.9 | 99.8 | 102.4 | 104.6 | * | 0.0 |
Avg. Price Top 5 Trades | * | 96.9 | 99.8 | 102.5 | 104.7 | * | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 0.1 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 559,758.0 | 2,052,481.0 | 3,748,327.5 | 878,690.0 | * | 0.0 |
NUMBER OF TRADES | * | 25 | 63 | 71 | 35 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 94.5 | 97.8 | 100.5 | 102.6 | 103.8 | 105.1 | 107.0 |
Weighted Avg. Price | 94.6 | 97.8 | 100.5 | 102.5 | 103.8 | 105.1 | 106.8 |
Avg. Price Bottom 5 Trades | 94.5 | 97.7 | 100.4 | 102.5 | 103.7 | 104.9 | 106.3 |
2nd Quartile Price | 94.5 | 97.8 | 100.5 | 102.5 | 103.8 | 105.0 | 106.4 |
3rd Quartile Price | 94.6 | 97.8 | 100.5 | 102.5 | 103.8 | 105.0 | 106.6 |
4th Quartile Price | 94.6 | 97.8 | 100.6 | 102.6 | 103.9 | 105.3 | 108.0 |
Avg. Price Top 5 Trades | 94.6 | 97.9 | 100.8 | 102.7 | 104.1 | 105.3 | 107.5 |
Standard Deviation | 0.1 | 0.0 | 0.1 | 0.0 | 0.1 | 0.2 | 1.2 |
VOLUME OF TRADES (000'S) | 1,011,976.0 | 3,656,135.3 | 11,432,383.7 | 7,049,711.4 | 1,804,096.6 | 173,811.8 | 125,450.3 |
NUMBER OF TRADES | 21 | 187 | 384 | 382 | 181 | 37 | 23 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 96.8 | 99.6 | 102.2 | 104.4 | * | 0.0 |
Weighted Avg. Price | 0.0 | 96.8 | 99.6 | 102.2 | 104.4 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.8 | 99.6 | 102.1 | 104.4 | * | 0.0 |
2nd Quartile Price | 0.0 | 96.8 | 99.6 | 102.1 | 104.4 | * | 0.0 |
3rd Quartile Price | 0.0 | 96.8 | 99.6 | 102.2 | 104.4 | * | 0.0 |
4th Quartile Price | 0.0 | 96.8 | 99.6 | 102.2 | 104.4 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.8 | 99.7 | 102.2 | 104.5 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,696,135.0 | 2,852,525.0 | 13,732,783.2 | 1,900,450.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 27 | 54 | 171 | 78 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.7 | 99.6 | 102.2 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | 96.7 | 99.6 | 102.2 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.7 | 99.6 | 102.2 | * | * | 0.0 |
2nd Quartile Price | 0.0 | * | 99.6 | 102.2 | * | * | 0.0 |
3rd Quartile Price | 0.0 | * | 99.6 | 102.2 | * | * | 0.0 |
4th Quartile Price | 0.0 | * | 99.7 | 102.2 | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.7 | 99.7 | 102.2 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 478,000.0 | 820,500.0 | 318,800.0 | * | * | 0.0 |
NUMBER OF TRADES | 0 | 9 | 13 | 18 | * | * | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 97.7 | 100.4 | 102.4 | 103.7 | * | 0.0 |
Weighted Avg. Price | * | 97.7 | 100.4 | 102.4 | 103.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 97.7 | 100.3 | 102.3 | 103.6 | * | 0.0 |
2nd Quartile Price | * | 97.7 | 100.4 | 102.4 | 103.7 | * | 0.0 |
3rd Quartile Price | * | 97.7 | 100.4 | 102.4 | 103.7 | * | 0.0 |
4th Quartile Price | * | 97.7 | 100.4 | 102.4 | 103.7 | * | 0.0 |
Avg. Price Top 5 Trades | * | 97.7 | 100.5 | 102.4 | 103.7 | * | 0.0 |
Standard Deviation | * | 0.1 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 774,000.0 | 4,141,580.2 | 1,678,241.0 | 332,610.0 | * | 0.0 |
NUMBER OF TRADES | * | 11 | 78 | 205 | 89 | * | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 99.5 | 102.0 | 104.3 | 106.3 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 99.5 | 102.0 | 104.2 | 106.3 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 99.5 | 102.0 | 104.2 | 106.3 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 99.5 | 102.0 | 104.2 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 99.5 | 102.0 | 104.3 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 99.5 | 102.0 | 104.3 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 99.5 | 102.1 | 104.3 | 106.3 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 157,500.0 | 1,774,150.0 | 454,600.0 | 12,000.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 22 | 200 | 38 | 5 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 102.0 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 450,000.0 | * | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | 10 | * | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | * | * | 0 | 0 |