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 | 101.1 | 102.7 | 104.1 | 104.3 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.2 | 102.7 | 104.1 | 104.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.4 | 102.7 | 104.1 | 104.3 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.3 | 102.7 | 104.1 | 104.3 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.4 | 102.8 | 104.1 | 104.4 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.4 | 102.8 | 104.1 | 104.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.4 | 102.8 | 104.1 | 104.4 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.7 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,966,022.4 | 3,307,490.1 | 1,104,218.2 | 256,765.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 351 | 243 | 131 | 26 | 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 | 102.7 | 104.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.2 | 102.7 | 104.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.7 | 104.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.3 | 102.7 | 104.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 102.7 | 104.1 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.3 | 102.7 | 104.1 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 102.7 | 104.1 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,213,375.0 | 965,147.5 | 620,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 70 | 36 | 39 | * | 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 | 101.2 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.9 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.2 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.3 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.3 | 102.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.3 | 0.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 617,000.0 | 23,250.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 56 | 11 | * | 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 | 102.5 | * | 0.0 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | 102.4 | * | 0.0 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.5 | * | 0.0 | * | * | 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 | 102.5 | * | 0.0 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.2 | * | 0.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 38,119.8 | * | 0.0 | * | * | 0.0 |
NUMBER OF TRADES | 0 | 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 | 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 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.1 | 102.0 | 103.1 | 104.3 | 105.8 | 107.1 | * |
Weighted Avg. Price | 100.0 | 102.0 | 103.1 | 104.3 | 105.8 | 107.1 | * |
Avg. Price Bottom 5 Trades | 99.9 | 101.9 | 103.0 | 104.3 | 105.8 | 107.1 | * |
2nd Quartile Price | 100.0 | 102.0 | 103.1 | 104.3 | 105.8 | 107.1 | * |
3rd Quartile Price | 100.1 | 102.0 | 103.1 | 104.3 | 105.8 | 107.1 | * |
4th Quartile Price | 100.1 | 102.0 | 103.1 | 104.3 | 105.8 | 107.1 | * |
Avg. Price Top 5 Trades | 100.3 | 102.8 | 103.3 | 104.4 | 105.8 | 107.1 | * |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.1 | * |
VOLUME OF TRADES (000'S) | 19,241,370.8 | 42,598,430.9 | 23,700,551.4 | 10,508,076.0 | 2,066,843.1 | 280,851.3 | * |
NUMBER OF TRADES | 1,135 | 2,048 | 1,015 | 448 | 156 | 18 | * |
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 | 101.1 | 102.7 | 103.2 | 103.8 | 105.3 | 106.0 | 0.0 |
Weighted Avg. Price | 101.1 | 102.7 | 103.2 | 103.7 | 105.3 | 105.8 | 0.0 |
Avg. Price Bottom 5 Trades | 101.1 | 102.6 | 103.0 | 103.7 | 105.2 | 105.7 | 0.0 |
2nd Quartile Price | 101.1 | 102.7 | 103.1 | 103.7 | 105.3 | 105.8 | 0.0 |
3rd Quartile Price | 101.1 | 102.7 | 103.2 | 103.7 | 105.3 | 105.9 | 0.0 |
4th Quartile Price | 101.2 | 102.8 | 103.2 | 103.8 | 105.3 | 106.0 | 0.0 |
Avg. Price Top 5 Trades | 101.2 | 103.6 | 103.8 | 104.4 | 105.3 | 106.2 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.4 | 0.0 | 0.4 | 0.0 |
VOLUME OF TRADES (000'S) | 1,892,951.0 | 16,251,516.2 | 6,409,298.4 | 6,540,299.5 | 1,735,457.2 | 10,915.7 | 0.0 |
NUMBER OF TRADES | 74 | 275 | 248 | 119 | 48 | 9 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 99.9 | 101.9 | 103.1 | 104.3 | 105.8 | * | 0.0 |
Weighted Avg. Price | 99.9 | 101.9 | 103.0 | 104.3 | 105.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 101.8 | 103.0 | 104.3 | 105.7 | * | 0.0 |
2nd Quartile Price | 99.9 | 101.9 | 103.1 | 104.3 | 105.7 | * | 0.0 |
3rd Quartile Price | 100.0 | 101.9 | 103.1 | 104.3 | 105.8 | * | 0.0 |
4th Quartile Price | 100.0 | 101.9 | 103.1 | 104.4 | 105.8 | * | 0.0 |
Avg. Price Top 5 Trades | 100.0 | 101.9 | 103.1 | 104.4 | 105.8 | * | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 8,296,000.0 | 15,466,305.5 | 12,686,749.0 | 5,804,440.0 | 1,482,054.0 | * | 0.0 |
NUMBER OF TRADES | 124 | 270 | 134 | 82 | 46 | * | 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 | 102.6 | 103.1 | 104.2 | 105.3 | 0.0 | 0.0 |
Weighted Avg. Price | 101.1 | 102.5 | 103.1 | 103.9 | 105.3 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 102.5 | 103.0 | 103.8 | 105.3 | 0.0 | 0.0 |
2nd Quartile Price | 101.0 | 102.6 | 103.0 | 103.8 | 105.3 | 0.0 | 0.0 |
3rd Quartile Price | 101.0 | 102.6 | 103.1 | 103.8 | 105.3 | 0.0 | 0.0 |
4th Quartile Price | 101.1 | 102.6 | 103.1 | 103.9 | 105.3 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.1 | 102.8 | 105.0 | 108.0 | 105.3 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.3 | 1.2 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 581,350.0 | 11,291,851.0 | 5,511,222.2 | 3,342,256.2 | 1,436,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 30 | 174 | 173 | 67 | 29 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 99.9 | 101.8 | 103.1 | 104.3 | * | 0.0 | 0.0 |
Weighted Avg. Price | 99.8 | 101.8 | 103.1 | 104.3 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 101.7 | 103.0 | 104.3 | * | 0.0 | 0.0 |
2nd Quartile Price | 99.8 | 101.8 | 103.0 | 104.3 | * | 0.0 | 0.0 |
3rd Quartile Price | 99.9 | 101.8 | 103.1 | 104.3 | * | 0.0 | 0.0 |
4th Quartile Price | 99.9 | 101.8 | 103.1 | 104.4 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.0 | 101.9 | 103.1 | 104.4 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,418,800.0 | 7,329,750.0 | 1,525,850.0 | 43,250.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 72 | 336 | 67 | 22 | * | 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 | 102.5 | 103.0 | 104.0 | 105.3 | * | 0.0 |
Weighted Avg. Price | 101.0 | 102.5 | 103.0 | 104.0 | 105.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 102.4 | 103.0 | 104.0 | 105.3 | * | 0.0 |
2nd Quartile Price | 101.0 | 102.5 | 103.0 | 104.0 | * | * | 0.0 |
3rd Quartile Price | 101.0 | 102.5 | 103.0 | 104.0 | * | * | 0.0 |
4th Quartile Price | 101.0 | 102.5 | 103.1 | 104.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 101.0 | 102.5 | 103.1 | 104.0 | 105.3 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 132,200.0 | 1,499,757.0 | 2,103,095.0 | 52,950.0 | 94,600.0 | * | 0.0 |
NUMBER OF TRADES | 25 | 175 | 72 | 19 | 8 | * | 0 |