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 | 98.1 | 99.9 | 101.6 | 102.7 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.1 | 99.9 | 101.6 | 102.7 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 98.1 | 99.9 | 101.6 | 102.6 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 98.1 | 99.9 | 101.6 | 102.7 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 98.1 | 99.9 | 101.6 | 102.7 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 98.1 | 99.9 | 101.7 | 102.7 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.1 | 99.9 | 101.7 | 102.7 | 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) | 415,709.0 | 2,665,649.0 | 3,081,645.0 | 83,184.7 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 38 | 202 | 242 | 27 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 98.1 | 99.9 | 101.7 | 102.7 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.1 | 100.0 | 101.7 | 102.8 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 98.1 | 99.9 | 101.7 | 102.7 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 98.1 | * | * | 102.7 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 98.1 | * | * | 102.7 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 98.1 | * | * | 102.8 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.1 | 99.9 | 101.7 | 102.8 | 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) | 110,725.0 | 139,099.5 | 229,469.5 | 53,565.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 20 | 6 | 11 | 9 | 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 | 98.1 | 99.9 | 101.6 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.1 | 99.9 | 101.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 98.1 | 99.8 | 101.6 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.8 | 101.6 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.9 | 101.6 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.9 | 101.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.1 | 99.9 | 101.6 | * | 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) | 40,000.0 | 288,000.0 | 379,100.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 5 | 10 | 42 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 98.1 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.1 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 98.1 | * | * | 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 | 98.1 | * | * | 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) | 100,000.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 14 | * | * | 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 | 99.8 | 101.5 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.8 | 101.5 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 101.5 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.8 | 101.5 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.8 | 101.5 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.8 | 101.5 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.8 | 101.5 | * | 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 | 120,500.0 | 51,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 10 | 23 | * | 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 |
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 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 102.4 | 104.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 102.4 | 104.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 102.3 | 104.4 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 102.3 | 104.3 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 102.5 | 104.7 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 102.5 | 104.8 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 102.4 | 104.5 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 13,281.9 | 15,122.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 6 | 6 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 96.2 | 98.8 | 101.0 | 102.8 | 103.7 | 104.5 | 105.8 |
Weighted Avg. Price | 96.2 | 98.7 | 101.0 | 102.8 | 103.6 | 104.3 | 105.9 |
Avg. Price Bottom 5 Trades | 96.2 | 98.7 | 100.9 | 102.6 | 103.6 | 104.1 | 104.9 |
2nd Quartile Price | 96.2 | 98.7 | 101.0 | 102.8 | 103.6 | 104.3 | 105.0 |
3rd Quartile Price | 96.2 | 98.8 | 101.0 | 102.8 | 103.6 | 104.3 | 106.0 |
4th Quartile Price | 96.2 | 98.8 | 101.0 | 102.8 | 103.7 | 104.3 | 107.3 |
Avg. Price Top 5 Trades | 96.2 | 98.9 | 101.1 | 104.9 | 105.6 | 108.0 | 107.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.3 | 0.3 | 0.7 | 1.1 |
VOLUME OF TRADES (000'S) | 376,385.0 | 1,516,458.0 | 6,833,238.1 | 6,248,767.8 | 6,286,009.0 | 2,863,415.5 | 78,916.4 |
NUMBER OF TRADES | 17 | 75 | 207 | 391 | 505 | 247 | 17 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 97.8 | 100.1 | 102.0 | 103.6 | 105.0 | 106.0 |
Weighted Avg. Price | * | 97.8 | 100.1 | 102.0 | 103.6 | 105.0 | 106.0 |
Avg. Price Bottom 5 Trades | * | 97.8 | 100.1 | 102.0 | 103.5 | 105.0 | 106.0 |
2nd Quartile Price | * | 97.8 | 100.1 | 102.0 | 103.5 | 105.0 | * |
3rd Quartile Price | * | 97.8 | 100.1 | 102.0 | 103.6 | 105.0 | * |
4th Quartile Price | * | 97.9 | 100.1 | 102.0 | 103.6 | 105.0 | * |
Avg. Price Top 5 Trades | * | 97.9 | 100.2 | 102.1 | 103.6 | 105.0 | 106.0 |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 2,676,766.0 | 14,970,593.9 | 21,702,315.0 | 10,750,258.2 | 748,721.0 | 74,000.0 |
NUMBER OF TRADES | * | 191 | 642 | 916 | 525 | 125 | 10 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 97.9 | 100.2 | 102.0 | 103.6 | * | * |
Weighted Avg. Price | 0.0 | 97.9 | 100.2 | 102.1 | 103.6 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 97.8 | 100.1 | 102.0 | 103.6 | * | * |
2nd Quartile Price | 0.0 | 97.8 | 100.2 | 102.0 | 103.6 | * | * |
3rd Quartile Price | 0.0 | 97.9 | 100.2 | 102.0 | 103.6 | * | * |
4th Quartile Price | 0.0 | 97.9 | 100.2 | 102.1 | 103.6 | * | * |
Avg. Price Top 5 Trades | 0.0 | 97.9 | 100.2 | 102.1 | 103.7 | * | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 78,303.0 | 446,459.4 | 794,618.6 | 668,050.1 | * | * |
NUMBER OF TRADES | 0 | 11 | 32 | 42 | 20 | * | * |
GNMA | |||||||
AVERAGE PRICE | 96.1 | 98.7 | 100.9 | 102.7 | 103.5 | 104.2 | 105.5 |
Weighted Avg. Price | 96.1 | 98.7 | 100.9 | 102.7 | 103.5 | 104.2 | 105.6 |
Avg. Price Bottom 5 Trades | 96.1 | 98.6 | 100.9 | 102.6 | 103.5 | 104.0 | 104.7 |
2nd Quartile Price | 96.1 | 98.7 | 100.9 | 102.6 | 103.5 | 104.2 | 104.7 |
3rd Quartile Price | 96.1 | 98.7 | 100.9 | 102.7 | 103.5 | 104.2 | 104.9 |
4th Quartile Price | 96.2 | 98.8 | 101.0 | 102.7 | 103.5 | 104.2 | 105.9 |
Avg. Price Top 5 Trades | 96.1 | 98.8 | 101.0 | 102.8 | 103.9 | 104.7 | 106.3 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.1 | 0.2 | 1.0 |
VOLUME OF TRADES (000'S) | 376,385.0 | 2,435,293.0 | 10,730,131.5 | 7,645,817.3 | 6,949,201.8 | 2,702,795.0 | 66,940.0 |
NUMBER OF TRADES | 17 | 120 | 266 | 379 | 412 | 188 | 16 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 97.8 | 100.1 | 101.9 | 103.5 | 104.9 | 0.0 |
Weighted Avg. Price | 0.0 | 97.8 | 100.1 | 101.9 | 103.5 | 104.9 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 97.7 | 100.0 | 101.9 | 103.5 | 104.9 | 0.0 |
2nd Quartile Price | 0.0 | 97.8 | 100.0 | 101.9 | 103.5 | 104.9 | 0.0 |
3rd Quartile Price | 0.0 | 97.8 | 100.1 | 101.9 | 103.5 | 104.9 | 0.0 |
4th Quartile Price | 0.0 | 97.8 | 100.1 | 102.0 | 103.5 | 104.9 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.8 | 100.1 | 102.0 | 103.5 | 104.9 | 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 | 1,050,300.0 | 7,307,033.9 | 7,288,550.0 | 2,685,440.2 | 40,000.0 | 0.0 |
NUMBER OF TRADES | 0 | 22 | 115 | 141 | 70 | 10 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 100.1 | 102.0 | 103.5 | * | 0.0 |
Weighted Avg. Price | 0.0 | * | 100.1 | 102.0 | 103.5 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 100.1 | 101.9 | 103.5 | * | 0.0 |
2nd Quartile Price | 0.0 | * | * | 101.9 | * | * | 0.0 |
3rd Quartile Price | 0.0 | * | * | 102.0 | * | * | 0.0 |
4th Quartile Price | 0.0 | * | * | 102.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 100.1 | 102.0 | 103.5 | * | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 61,100.0 | 468,500.0 | 78,350.0 | * | 0.0 |
NUMBER OF TRADES | 0 | * | 7 | 13 | 7 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 98.7 | 100.9 | 102.6 | 103.4 | 104.1 | 0.0 |
Weighted Avg. Price | 0.0 | 98.7 | 100.9 | 102.6 | 103.4 | 104.1 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.7 | 100.8 | 102.5 | 103.4 | 104.0 | 0.0 |
2nd Quartile Price | 0.0 | 98.7 | 100.9 | 102.6 | 103.4 | 104.1 | 0.0 |
3rd Quartile Price | 0.0 | 98.7 | 100.9 | 102.6 | 103.4 | 104.1 | 0.0 |
4th Quartile Price | 0.0 | 98.7 | 100.9 | 102.6 | 103.5 | 104.1 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 98.7 | 101.0 | 102.6 | 103.5 | 104.2 | 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 | 262,000.0 | 3,271,150.0 | 826,451.7 | 1,052,790.0 | 211,200.0 | 0.0 |
NUMBER OF TRADES | 0 | 9 | 96 | 222 | 164 | 42 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 97.7 | 100.0 | 101.8 | 103.4 | 104.7 | 0.0 |
Weighted Avg. Price | 0.0 | 97.7 | 100.0 | 101.8 | 103.4 | 104.7 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 97.7 | 99.9 | 101.8 | 103.4 | 104.7 | 0.0 |
2nd Quartile Price | 0.0 | 97.7 | 100.0 | 101.8 | 103.4 | 104.7 | 0.0 |
3rd Quartile Price | 0.0 | 97.7 | 100.0 | 101.8 | 103.4 | 104.7 | 0.0 |
4th Quartile Price | 0.0 | 97.7 | 100.0 | 101.9 | 103.4 | 104.8 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.7 | 100.0 | 101.9 | 103.4 | 104.8 | 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 | 470,000.0 | 1,399,500.0 | 1,003,075.0 | 561,400.0 | 68,250.0 | 0.0 |
NUMBER OF TRADES | 0 | 18 | 98 | 148 | 45 | 15 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | * | 101.9 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | * | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 88,750.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | 11 | * | 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 |