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 | 102.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 102.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 98.8 | 102.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 102.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 102.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 102.2 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 102.2 | 103.4 | * | 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) | 1,836,750.0 | 1,497,926.0 | 237,187.1 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 200 | 144 | 64 | * | 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 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.7 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 102.1 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 893,350.0 | 137,137.0 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 54 | 21 | * | * | 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 | 102.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 102.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 102.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 102.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 102.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.7 | 102.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.1 | * | 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) | 154,100.0 | 114,250.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 38 | 20 | * | 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 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.2 | * | 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 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 13,553.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 5 | * | 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 | * | 104.5 | 0.0 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | * | 103.8 | 0.0 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 104.4 | 0.0 | * | * | 0.0 |
2nd Quartile Price | 0.0 | * | 104.5 | 0.0 | * | * | 0.0 |
3rd Quartile Price | 0.0 | * | 104.7 | 0.0 | * | * | 0.0 |
4th Quartile Price | 0.0 | * | 105.0 | 0.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 104.7 | 0.0 | * | * | 0.0 |
Standard Deviation | 0.0 | * | 0.5 | 0.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 62,893.3 | 0.0 | * | * | 0.0 |
NUMBER OF TRADES | 0 | * | 6 | 0 | * | * | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 98.9 | 101.1 | 102.4 | 103.7 | 105.1 | 107.0 | 108.0 |
Weighted Avg. Price | 98.9 | 101.1 | 102.4 | 103.7 | 105.1 | 107.0 | 108.0 |
Avg. Price Bottom 5 Trades | 98.8 | 101.0 | 102.3 | 103.6 | 105.1 | 107.0 | 108.0 |
2nd Quartile Price | 98.9 | 101.1 | 102.4 | 103.6 | 105.1 | 107.0 | * |
3rd Quartile Price | 98.9 | 101.1 | 102.4 | 103.7 | 105.1 | 107.0 | * |
4th Quartile Price | 99.0 | 101.2 | 102.4 | 103.7 | 105.1 | 107.0 | * |
Avg. Price Top 5 Trades | 99.0 | 101.3 | 102.4 | 103.7 | 105.1 | 107.0 | 108.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 4,661,439.4 | 39,247,212.2 | 11,542,240.8 | 6,470,733.3 | 2,717,338.0 | 902,325.0 | 49,000.0 |
NUMBER OF TRADES | 424 | 1,264 | 584 | 301 | 132 | 49 | 8 |
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 | 100.6 | 102.4 | 103.5 | 103.8 | 104.6 | 105.6 | 0.0 |
Weighted Avg. Price | 100.6 | 102.4 | 103.4 | 103.7 | 104.6 | 105.6 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.3 | 103.4 | 103.7 | 104.5 | 105.5 | 0.0 |
2nd Quartile Price | 100.6 | 102.3 | 103.4 | 103.7 | 104.5 | 105.5 | 0.0 |
3rd Quartile Price | 100.6 | 102.3 | 103.4 | 103.7 | 104.6 | 105.5 | 0.0 |
4th Quartile Price | 100.7 | 102.4 | 103.5 | 103.8 | 104.6 | 105.6 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.5 | 103.8 | 104.2 | 104.6 | 105.6 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.2 | 0.4 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 600,833.4 | 3,850,073.7 | 4,721,838.6 | 7,072,150.2 | 434,592.2 | 277,700.0 | 0.0 |
NUMBER OF TRADES | 39 | 199 | 158 | 92 | 33 | 18 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 98.9 | 101.1 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
Weighted Avg. Price | 98.8 | 101.0 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
Avg. Price Bottom 5 Trades | 98.8 | 101.0 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
2nd Quartile Price | 98.8 | 101.0 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
3rd Quartile Price | 98.9 | 101.1 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
4th Quartile Price | 98.9 | 101.1 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
Avg. Price Top 5 Trades | 98.9 | 101.2 | 102.4 | 103.7 | 105.2 | 107.1 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,361,700.0 | 18,936,610.0 | 2,558,530.0 | 895,000.0 | 410,400.0 | 537,600.0 | 0.0 |
NUMBER OF TRADES | 24 | 238 | 105 | 37 | 18 | 21 | 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 | 100.4 | 102.2 | 103.4 | 103.8 | 104.7 | 105.7 | 0.0 |
Weighted Avg. Price | 100.4 | 102.2 | 103.4 | 103.8 | 104.6 | 105.7 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.2 | 103.3 | 103.7 | 104.7 | 105.7 | 0.0 |
2nd Quartile Price | 100.4 | 102.2 | 103.3 | 103.7 | 104.7 | * | 0.0 |
3rd Quartile Price | 100.5 | 102.2 | 103.4 | 103.7 | 104.7 | * | 0.0 |
4th Quartile Price | 100.5 | 102.2 | 103.4 | 103.8 | 104.7 | * | 0.0 |
Avg. Price Top 5 Trades | 100.5 | 102.3 | 103.4 | 103.9 | 104.7 | 105.7 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 169,000.0 | 1,604,115.0 | 3,124,248.0 | 6,522,745.0 | 148,500.0 | 260,000.0 | 0.0 |
NUMBER OF TRADES | 10 | 127 | 85 | 68 | 8 | 10 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 98.8 | 101.0 | 102.4 | 103.7 | 105.3 | * | 0.0 |
Weighted Avg. Price | 98.8 | 101.0 | 102.4 | 103.7 | 105.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 98.8 | 100.9 | 102.4 | 103.7 | 105.3 | * | 0.0 |
2nd Quartile Price | 98.8 | 101.0 | 102.4 | 103.7 | * | * | 0.0 |
3rd Quartile Price | 98.8 | 101.0 | 102.4 | 103.7 | * | * | 0.0 |
4th Quartile Price | 98.8 | 101.0 | 102.4 | 103.8 | * | * | 0.0 |
Avg. Price Top 5 Trades | 98.8 | 101.1 | 102.4 | 103.8 | 105.3 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 402,000.0 | 3,379,800.0 | 656,250.0 | 29,100.0 | 137,250.0 | * | 0.0 |
NUMBER OF TRADES | 12 | 181 | 63 | 15 | 7 | * | 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 | 100.2 | 102.1 | 103.3 | 103.8 | 104.8 | * | 0.0 |
Weighted Avg. Price | 100.2 | 102.1 | 103.3 | 103.8 | 104.8 | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 102.1 | 103.3 | 103.8 | 104.8 | * | 0.0 |
2nd Quartile Price | 100.2 | 102.1 | 103.3 | 103.8 | * | * | 0.0 |
3rd Quartile Price | 100.2 | 102.1 | 103.3 | 103.8 | * | * | 0.0 |
4th Quartile Price | 100.3 | 102.1 | 103.3 | 103.8 | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.2 | 102.2 | 103.4 | 103.9 | 104.8 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 29,500.0 | 1,732,207.0 | 605,466.0 | 818,800.0 | 141,500.0 | * | 0.0 |
NUMBER OF TRADES | 6 | 120 | 50 | 20 | 6 | * | 0 |