METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.7 | 102.3 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 102.3 | 103.6 | 104.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.2 | 103.6 | 104.1 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 102.3 | 103.6 | 104.1 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 102.3 | 103.6 | 104.2 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.7 | 102.3 | 103.6 | 104.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 102.5 | 103.7 | 104.3 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.2 | 0.1 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 4,016,453.2 | 3,608,324.2 | 865,224.0 | 81,341.1 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 305 | 235 | 78 | 11 | 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 | 102.2 | 103.6 | 104.2 | * | * | 0.0 |
Weighted Avg. Price | 100.7 | 102.2 | 103.6 | 104.2 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.2 | 103.6 | 104.2 | * | * | 0.0 |
2nd Quartile Price | 100.7 | 102.2 | 103.6 | 104.1 | * | * | 0.0 |
3rd Quartile Price | 100.7 | 102.2 | 103.6 | 104.2 | * | * | 0.0 |
4th Quartile Price | 100.7 | 102.3 | 103.6 | 104.3 | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 102.3 | 103.7 | 104.3 | * | * | 0.0 |
Standard Deviation | 0.2 | 0.0 | 0.0 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,063,648.5 | 2,837,945.6 | 672,943.4 | 105,200.0 | * | * | 0.0 |
NUMBER OF TRADES | 80 | 73 | 35 | 11 | * | * | 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 | 100.6 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.6 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.6 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.6 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.6 | 102.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.2 | * | 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) | 127,450.0 | 106,200.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 32 | 23 | * | 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 | 98.7 | 101.3 | 102.7 | 103.7 | 105.1 | 106.8 | 108.2 |
Weighted Avg. Price | 98.7 | 101.3 | 102.7 | 103.7 | 105.0 | 106.9 | 108.4 |
Avg. Price Bottom 5 Trades | 98.6 | 101.1 | 102.6 | 103.7 | 104.4 | 106.7 | 107.7 |
2nd Quartile Price | 98.7 | 101.3 | 102.6 | 103.7 | 105.1 | 106.8 | 107.8 |
3rd Quartile Price | 98.8 | 101.3 | 102.7 | 103.7 | 105.1 | 106.9 | 107.8 |
4th Quartile Price | 98.8 | 101.3 | 102.7 | 103.7 | 105.1 | 106.9 | 110.0 |
Avg. Price Top 5 Trades | 99.1 | 102.9 | 104.2 | 105.0 | 105.1 | 107.0 | 109.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.2 | 0.5 | 0.7 | 1.0 |
VOLUME OF TRADES (000'S) | 18,475,790.2 | 62,824,591.9 | 41,645,301.6 | 21,543,854.6 | 4,723,585.4 | 3,101,336.4 | 340,025.7 |
NUMBER OF TRADES | 540 | 1,811 | 1,339 | 747 | 228 | 108 | 15 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 0.0 | 103.8 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 0.0 | 103.7 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 0.0 | 103.8 | 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 | 103.8 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 0.0 | 67,800.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 0 | 6 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 100.6 | 102.7 | 103.2 | 103.8 | 104.6 | 105.2 | 0.0 |
Weighted Avg. Price | 100.6 | 102.7 | 103.1 | 103.7 | 104.6 | 105.2 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.6 | 103.1 | 103.7 | 104.5 | 105.2 | 0.0 |
2nd Quartile Price | 100.6 | 102.7 | 103.1 | 103.7 | 104.5 | * | 0.0 |
3rd Quartile Price | 100.6 | 102.7 | 103.2 | 103.7 | 104.6 | * | 0.0 |
4th Quartile Price | 100.7 | 102.7 | 103.2 | 103.8 | 104.6 | * | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.8 | 105.0 | 104.0 | 105.0 | 105.2 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.3 | 0.2 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,602,087.4 | 7,790,003.3 | 11,746,405.8 | 3,347,742.7 | 1,138,875.0 | 320,200.0 | 0.0 |
NUMBER OF TRADES | 87 | 212 | 316 | 113 | 40 | 8 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 98.7 | 101.2 | 102.7 | 103.8 | 105.2 | 107.0 | 108.5 |
Weighted Avg. Price | 98.7 | 101.2 | 102.6 | 103.8 | 105.2 | 107.0 | 108.6 |
Avg. Price Bottom 5 Trades | 98.6 | 101.1 | 102.6 | 103.8 | 105.2 | 106.9 | 108.0 |
2nd Quartile Price | 98.7 | 101.2 | 102.6 | 103.8 | 105.2 | 106.9 | 108.0 |
3rd Quartile Price | 98.7 | 101.2 | 102.7 | 103.8 | 105.2 | 107.0 | 108.0 |
4th Quartile Price | 98.7 | 101.3 | 102.7 | 103.8 | 105.2 | 107.0 | 110.1 |
Avg. Price Top 5 Trades | 98.8 | 101.4 | 102.7 | 103.9 | 105.2 | 107.1 | 108.9 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 1.0 |
VOLUME OF TRADES (000'S) | 12,964,593.0 | 54,172,994.4 | 34,061,508.2 | 16,337,284.1 | 4,713,568.9 | 2,480,898.5 | 339,104.0 |
NUMBER OF TRADES | 183 | 659 | 477 | 272 | 150 | 77 | 12 |
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 | 100.5 | 102.6 | 103.2 | 103.8 | 104.8 | 105.5 | 0.0 |
Weighted Avg. Price | 100.5 | 102.6 | 103.1 | 103.7 | 104.7 | 105.5 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.5 | 103.1 | 103.7 | 104.7 | 105.5 | 0.0 |
2nd Quartile Price | 100.5 | 102.6 | 103.1 | 103.7 | 104.7 | * | 0.0 |
3rd Quartile Price | 100.5 | 102.6 | 103.1 | 103.7 | 104.7 | * | 0.0 |
4th Quartile Price | 100.5 | 102.6 | 103.2 | 103.7 | 104.8 | * | 0.0 |
Avg. Price Top 5 Trades | 100.6 | 102.7 | 105.6 | 105.5 | 105.1 | 105.5 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.4 | 0.5 | 0.4 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 2,241,070.0 | 5,269,440.0 | 11,952,268.9 | 1,942,018.3 | 1,363,971.0 | 107,000.0 | 0.0 |
NUMBER OF TRADES | 53 | 169 | 216 | 68 | 32 | 6 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 98.6 | 101.2 | 102.6 | 103.8 | 105.2 | * | 0.0 |
Weighted Avg. Price | 98.7 | 101.2 | 102.6 | 103.8 | 105.2 | * | 0.0 |
Avg. Price Bottom 5 Trades | 98.6 | 101.0 | 102.5 | 103.8 | 105.2 | * | 0.0 |
2nd Quartile Price | 98.6 | 101.2 | 102.6 | 103.8 | * | * | 0.0 |
3rd Quartile Price | 98.7 | 101.2 | 102.6 | 103.8 | * | * | 0.0 |
4th Quartile Price | 98.7 | 101.2 | 102.7 | 103.8 | * | * | 0.0 |
Avg. Price Top 5 Trades | 98.7 | 101.3 | 102.7 | 103.9 | 105.2 | * | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 216,500.0 | 12,144,564.0 | 3,940,100.0 | 829,750.0 | 254,000.0 | * | 0.0 |
NUMBER OF TRADES | 15 | 329 | 126 | 59 | 5 | * | 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 | 102.5 | 103.1 | 103.7 | 104.9 | 105.7 | 0.0 |
Weighted Avg. Price | 100.4 | 102.5 | 103.2 | 103.7 | 104.9 | 105.7 | 0.0 |
Avg. Price Bottom 5 Trades | 100.3 | 102.4 | 103.1 | 103.7 | 104.9 | 105.7 | 0.0 |
2nd Quartile Price | 100.4 | 102.5 | 103.1 | 103.7 | 104.9 | * | 0.0 |
3rd Quartile Price | 100.4 | 102.5 | 103.1 | 103.8 | 104.9 | * | 0.0 |
4th Quartile Price | 100.4 | 102.5 | 103.2 | 103.8 | 104.9 | * | 0.0 |
Avg. Price Top 5 Trades | 100.5 | 102.6 | 103.2 | 103.8 | 104.9 | 105.7 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.2 | 0.0 |
VOLUME OF TRADES (000'S) | 287,000.0 | 2,105,450.0 | 2,613,925.0 | 169,300.0 | 39,800.0 | 51,250.0 | 0.0 |
NUMBER OF TRADES | 16 | 178 | 97 | 10 | 11 | 5 | 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 |