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 | 97.1 | 99.1 | 101.0 | 102.6 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.1 | 99.1 | 101.0 | 102.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.1 | 99.0 | 101.0 | 102.6 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.1 | 99.1 | 101.0 | 102.5 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.1 | 99.1 | 101.0 | 102.6 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.2 | 99.1 | 101.0 | 102.6 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.2 | 99.1 | 101.1 | 102.6 | 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) | 776,309.0 | 1,766,586.6 | 502,875.2 | 117,976.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 86 | 144 | 116 | 23 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.1 | * | 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) | * | 158,525.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 8 | * | 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 | 97.0 | 99.0 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.0 | 99.0 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.0 | 98.9 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 98.9 | 100.9 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.0 | 100.9 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.0 | 100.9 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.0 | 99.0 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 173,000.0 | 534,500.0 | 204,750.0 | 70,500.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 10 | 19 | 32 | 6 | 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 | 98.9 | 100.8 | 102.3 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 98.9 | 100.8 | 102.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.9 | 100.8 | 102.3 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.8 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 100.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 100.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 98.9 | 100.8 | 102.3 | 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 | 32,000.0 | 29,250.0 | 5,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 5 | 14 | 5 | 0 | 0 | 0 |
FHLMC | |||||||
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 |
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 |
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 | 96.4 | 99.2 | 101.8 | 104.2 | 105.9 | 0.0 |
Weighted Avg. Price | 0.0 | 96.4 | 99.2 | 101.8 | 104.1 | 105.8 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.3 | 99.1 | 101.7 | 104.1 | 105.8 | 0.0 |
2nd Quartile Price | 0.0 | 96.4 | 99.2 | 101.8 | 104.1 | 105.9 | 0.0 |
3rd Quartile Price | 0.0 | 96.4 | 99.3 | 101.8 | 104.2 | 105.9 | 0.0 |
4th Quartile Price | 0.0 | 96.4 | 99.3 | 101.9 | 104.2 | 105.9 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.5 | 99.3 | 102.0 | 104.2 | 105.9 | 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 | 5,231,904.0 | 8,542,415.0 | 20,065,435.0 | 5,431,231.0 | 258,245.0 | 0.0 |
NUMBER OF TRADES | 0 | 166 | 465 | 635 | 264 | 22 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.4 | 99.3 | 101.8 | 104.1 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 96.4 | 99.2 | 101.8 | 104.1 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.4 | 99.2 | 101.8 | 104.1 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 96.4 | 99.3 | 101.8 | 104.1 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 96.4 | 99.3 | 101.9 | 104.1 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 96.4 | 99.3 | 101.9 | 104.1 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.4 | 99.3 | 101.9 | 104.1 | 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 | 69,190.0 | 73,233.0 | 2,197,660.0 | 437,595.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 12 | 19 | 39 | 14 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 97.4 | 100.1 | 102.4 | 103.9 | 105.0 | 0.0 |
Weighted Avg. Price | * | 97.4 | 100.1 | 102.4 | 103.8 | 105.1 | 0.0 |
Avg. Price Bottom 5 Trades | * | 97.3 | 100.1 | 102.3 | 103.8 | 105.0 | 0.0 |
2nd Quartile Price | * | 97.4 | 100.1 | 102.3 | 103.8 | 105.0 | 0.0 |
3rd Quartile Price | * | 97.5 | 100.1 | 102.4 | 103.9 | 105.1 | 0.0 |
4th Quartile Price | * | 97.5 | 100.1 | 102.4 | 103.9 | 105.1 | 0.0 |
Avg. Price Top 5 Trades | * | 97.5 | 100.2 | 102.5 | 104.0 | 105.1 | 0.0 |
Standard Deviation | * | 0.1 | 0.0 | 0.1 | 0.1 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | * | 706,435.0 | 864,891.7 | 2,474,092.1 | 2,694,687.9 | 133,950.0 | 0.0 |
NUMBER OF TRADES | * | 26 | 74 | 112 | 80 | 17 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 96.3 | 99.1 | 101.7 | 104.0 | 105.7 | 0.0 |
Weighted Avg. Price | 0.0 | 96.3 | 99.1 | 101.7 | 103.9 | 105.7 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.3 | 99.0 | 101.6 | 103.9 | 105.7 | 0.0 |
2nd Quartile Price | 0.0 | 96.3 | 99.1 | 101.7 | 104.0 | 105.7 | 0.0 |
3rd Quartile Price | 0.0 | 96.3 | 99.1 | 101.7 | 104.0 | 105.8 | 0.0 |
4th Quartile Price | 0.0 | 96.3 | 99.1 | 101.7 | 104.0 | 105.8 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.4 | 99.2 | 101.7 | 104.0 | 105.8 | 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 | 2,894,575.0 | 2,732,510.0 | 7,370,290.0 | 2,176,260.0 | 159,250.0 | 0.0 |
NUMBER OF TRADES | 0 | 28 | 57 | 170 | 88 | 10 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 0.0 | 101.7 | 104.0 | * | 0.0 |
Weighted Avg. Price | 0.0 | * | 0.0 | 101.7 | 104.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 0.0 | 101.7 | 104.0 | * | 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 | 0.0 | * | 0.0 | 101.7 | 104.0 | * | 0.0 |
Standard Deviation | 0.0 | * | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 0.0 | 350,000.0 | 404,170.0 | * | 0.0 |
NUMBER OF TRADES | 0 | * | 0 | 8 | 7 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.2 | 100.0 | 102.2 | 103.7 | 104.7 | * |
Weighted Avg. Price | 0.0 | 97.2 | 99.8 | 102.1 | 103.7 | 104.7 | * |
Avg. Price Bottom 5 Trades | 0.0 | 97.2 | 99.9 | 102.1 | 103.6 | 104.6 | * |
2nd Quartile Price | 0.0 | * | 100.0 | 102.2 | 103.6 | 104.7 | * |
3rd Quartile Price | 0.0 | * | 100.0 | 102.2 | 103.7 | 104.8 | * |
4th Quartile Price | 0.0 | * | 100.0 | 102.2 | 103.7 | 104.9 | * |
Avg. Price Top 5 Trades | 0.0 | 97.2 | 100.0 | 102.2 | 103.8 | 104.8 | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.2 | * |
VOLUME OF TRADES (000'S) | 0.0 | 857,620.0 | 1,117,370.0 | 597,650.0 | 2,350,860.0 | 46,160.0 | * |
NUMBER OF TRADES | 0 | 5 | 23 | 58 | 71 | 10 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 99.0 | 101.5 | 103.8 | 105.5 | * |
Weighted Avg. Price | 0.0 | 0.0 | 99.0 | 101.5 | 103.8 | 105.5 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 99.0 | 101.4 | 103.7 | 105.5 | * |
2nd Quartile Price | 0.0 | 0.0 | 99.0 | 101.5 | 103.8 | * | * |
3rd Quartile Price | 0.0 | 0.0 | 99.0 | 101.5 | 103.8 | * | * |
4th Quartile Price | 0.0 | 0.0 | 99.0 | 101.6 | 103.8 | * | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 99.0 | 101.6 | 103.8 | 105.5 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 163,000.0 | 1,893,150.0 | 517,750.0 | 11,200.0 | * |
NUMBER OF TRADES | 0 | 0 | 19 | 185 | 71 | 5 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | * | 101.6 | 103.8 | * | 0.0 |
Weighted Avg. Price | 0.0 | * | * | 101.6 | 103.8 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 101.5 | 103.8 | * | 0.0 |
2nd Quartile Price | 0.0 | * | * | 101.6 | * | * | 0.0 |
3rd Quartile Price | 0.0 | * | * | 101.6 | * | * | 0.0 |
4th Quartile Price | 0.0 | * | * | 101.6 | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | * | 101.6 | 103.8 | * | 0.0 |
Standard Deviation | 0.0 | * | * | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 281,000.0 | 175,000.0 | * | 0.0 |
NUMBER OF TRADES | 0 | * | * | 14 | 5 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | 99.8 | 102.0 | 103.5 | 104.6 | * |
Weighted Avg. Price | 0.0 | * | 99.6 | 102.0 | 103.5 | 104.6 | * |
Avg. Price Bottom 5 Trades | 0.0 | * | 99.8 | 101.9 | 103.4 | 104.6 | * |
2nd Quartile Price | 0.0 | * | 99.9 | 102.0 | 103.5 | 104.6 | * |
3rd Quartile Price | 0.0 | * | 99.9 | 102.1 | 103.5 | 104.6 | * |
4th Quartile Price | 0.0 | * | 99.9 | 102.1 | 103.5 | 104.6 | * |
Avg. Price Top 5 Trades | 0.0 | * | 99.9 | 102.1 | 103.5 | 104.6 | * |
Standard Deviation | 0.0 | * | 0.1 | 0.0 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | 934,500.0 | 602,284.0 | 375,500.0 | 16,250.0 | * |
NUMBER OF TRADES | 0 | * | 12 | 88 | 64 | 8 | * |