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 | 101.3 | 102.5 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.3 | 102.5 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 102.5 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.3 | 102.5 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 102.5 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.3 | 102.5 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.4 | 102.6 | 103.7 | 104.2 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,617,195.0 | 1,435,136.8 | 556,956.0 | 10,997.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 268 | 208 | 76 | 10 | 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 | 101.3 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.3 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.3 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.3 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 102.5 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 885,090.0 | 382,803.0 | 149,400.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 55 | 28 | 15 | 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 | 101.2 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.1 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.2 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.3 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.4 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 250,500.0 | 65,250.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 44 | 16 | * | 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 | 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 | 100.5 | 101.9 | 102.7 | 103.8 | 105.3 | 106.9 | 108.2 |
Weighted Avg. Price | 100.5 | 101.9 | 102.7 | 103.8 | 105.2 | 106.8 | 108.5 |
Avg. Price Bottom 5 Trades | 100.3 | 101.8 | 102.7 | 103.7 | 105.2 | 106.8 | 108.0 |
2nd Quartile Price | 100.4 | 101.9 | 102.7 | 103.8 | 105.2 | 106.8 | 108.1 |
3rd Quartile Price | 100.5 | 101.9 | 102.7 | 103.8 | 105.2 | 106.8 | 108.1 |
4th Quartile Price | 100.6 | 101.9 | 102.8 | 103.8 | 105.3 | 106.8 | 108.2 |
Avg. Price Top 5 Trades | 100.6 | 102.7 | 104.2 | 104.0 | 105.5 | 107.4 | 108.4 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.4 | 0.7 |
VOLUME OF TRADES (000'S) | 5,443,339.3 | 25,807,972.1 | 22,974,871.8 | 7,806,112.4 | 2,630,237.0 | 1,052,025.4 | 21,003.0 |
NUMBER OF TRADES | 434 | 1,356 | 1,016 | 500 | 185 | 45 | 9 |
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 | 101.5 | 103.1 | 104.0 | 104.5 | 105.0 | 105.2 | * |
Weighted Avg. Price | 101.5 | 103.0 | 103.9 | 104.3 | 104.6 | 105.0 | * |
Avg. Price Bottom 5 Trades | 101.4 | 102.8 | 103.6 | 104.1 | 104.5 | 105.0 | * |
2nd Quartile Price | 101.4 | 103.0 | 103.8 | 104.1 | 104.6 | 105.0 | * |
3rd Quartile Price | 101.6 | 103.1 | 103.9 | 104.2 | 104.6 | 105.0 | * |
4th Quartile Price | 101.6 | 103.1 | 103.9 | 104.2 | 104.6 | 105.0 | * |
Avg. Price Top 5 Trades | 101.7 | 103.8 | 106.7 | 109.2 | 108.5 | 105.8 | * |
Standard Deviation | 0.1 | 0.1 | 0.6 | 1.1 | 1.1 | 0.6 | * |
VOLUME OF TRADES (000'S) | 459,400.0 | 7,261,778.1 | 5,285,854.4 | 2,821,069.5 | 1,940,612.9 | 296,022.7 | * |
NUMBER OF TRADES | 49 | 258 | 243 | 182 | 86 | 24 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.4 | 101.9 | 102.8 | 103.9 | 105.3 | 106.9 | * |
Weighted Avg. Price | 100.3 | 101.8 | 102.8 | 103.9 | 105.3 | 106.9 | * |
Avg. Price Bottom 5 Trades | 100.2 | 101.7 | 102.7 | 103.8 | 105.2 | 106.9 | * |
2nd Quartile Price | 100.3 | 101.8 | 102.8 | 103.8 | 105.3 | 106.9 | * |
3rd Quartile Price | 100.4 | 101.9 | 102.8 | 103.9 | 105.3 | 106.9 | * |
4th Quartile Price | 100.5 | 101.9 | 102.8 | 103.9 | 105.3 | 107.0 | * |
Avg. Price Top 5 Trades | 100.5 | 101.9 | 102.8 | 103.9 | 105.4 | 107.0 | * |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 3,308,940.0 | 7,158,915.0 | 8,107,430.0 | 1,104,875.0 | 1,437,120.0 | 707,995.0 | * |
NUMBER OF TRADES | 117 | 239 | 134 | 62 | 43 | 20 | * |
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 | 101.2 | 102.9 | 103.9 | 104.4 | 104.7 | 105.1 | * |
Weighted Avg. Price | 101.3 | 102.9 | 103.8 | 104.2 | 104.6 | 105.1 | * |
Avg. Price Bottom 5 Trades | 101.1 | 102.8 | 103.6 | 104.0 | 104.6 | 105.1 | * |
2nd Quartile Price | 101.1 | 102.9 | 103.7 | 104.1 | 104.6 | * | * |
3rd Quartile Price | 101.2 | 102.9 | 103.8 | 104.1 | 104.7 | * | * |
4th Quartile Price | 101.4 | 103.0 | 103.8 | 104.2 | 104.7 | * | * |
Avg. Price Top 5 Trades | 101.4 | 103.0 | 106.2 | 106.1 | 104.7 | 105.1 | * |
Standard Deviation | 0.1 | 0.1 | 0.6 | 0.9 | 0.0 | 0.1 | * |
VOLUME OF TRADES (000'S) | 396,000.0 | 4,184,975.0 | 2,443,899.0 | 854,515.0 | 1,554,904.0 | 136,650.0 | * |
NUMBER OF TRADES | 23 | 144 | 98 | 36 | 39 | 6 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.2 | 101.8 | 102.8 | 103.9 | 105.3 | 0.0 | 0.0 |
Weighted Avg. Price | 100.2 | 101.8 | 102.8 | 103.9 | 105.3 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.0 | 101.6 | 102.7 | 103.9 | 105.3 | 0.0 | 0.0 |
2nd Quartile Price | 100.2 | 101.7 | 102.8 | 103.9 | * | 0.0 | 0.0 |
3rd Quartile Price | 100.3 | 101.8 | 102.8 | 103.9 | * | 0.0 | 0.0 |
4th Quartile Price | 100.3 | 101.8 | 102.8 | 104.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.4 | 101.9 | 102.8 | 104.0 | 105.3 | 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) | 1,171,000.0 | 3,062,800.0 | 1,204,500.0 | 519,400.0 | 5,750.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 148 | 308 | 79 | 19 | 5 | 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 | 101.0 | 102.8 | 103.7 | 104.1 | 104.8 | * | 0.0 |
Weighted Avg. Price | 101.0 | 102.8 | 103.6 | 104.1 | 104.8 | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.9 | 102.7 | 103.6 | 104.0 | 104.8 | * | 0.0 |
2nd Quartile Price | 100.9 | 102.8 | 103.6 | 104.0 | * | * | 0.0 |
3rd Quartile Price | 100.9 | 102.8 | 103.7 | 104.1 | * | * | 0.0 |
4th Quartile Price | 101.1 | 102.9 | 103.7 | 104.1 | * | * | 0.0 |
Avg. Price Top 5 Trades | 101.2 | 102.9 | 103.7 | 104.1 | 104.8 | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 177,100.0 | 1,350,800.0 | 1,176,750.0 | 56,550.0 | 11,000.0 | * | 0.0 |
NUMBER OF TRADES | 18 | 163 | 55 | 14 | 6 | * | 0 |