METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 102.4 | 104.1 | 103.9 | 104.7 | 105.8 | 106.1 | 0.0 |
Weighted Avg. Price | 102.4 | 104.1 | 104.0 | 104.7 | 105.8 | 106.1 | 0.0 |
Avg. Price Bottom 5 Trades | 102.3 | 104.0 | 103.9 | 104.6 | 105.8 | 106.1 | 0.0 |
2nd Quartile Price | 102.4 | 104.0 | 103.9 | 104.6 | * | * | 0.0 |
3rd Quartile Price | 102.4 | 104.0 | 103.9 | 104.6 | * | * | 0.0 |
4th Quartile Price | 102.4 | 104.1 | 104.0 | 104.7 | * | * | 0.0 |
Avg. Price Top 5 Trades | 102.5 | 104.1 | 104.0 | 104.7 | 105.8 | 106.1 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 9,903,215.9 | 8,452,452.0 | 662,163.0 | 280,304.0 | 3,467.0 | 12,350.0 | 0.0 |
NUMBER OF TRADES | 408 | 448 | 84 | 17 | 5 | 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 | 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 | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 102.3 | 103.9 | 104.0 | 104.7 | * | 0.0 | 0.0 |
Weighted Avg. Price | 102.3 | 103.9 | 104.0 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.2 | 103.9 | 104.0 | 104.7 | * | 0.0 | 0.0 |
2nd Quartile Price | 102.3 | 103.9 | 104.0 | 104.7 | * | 0.0 | 0.0 |
3rd Quartile Price | 102.3 | 103.9 | 104.0 | 104.7 | * | 0.0 | 0.0 |
4th Quartile Price | 102.4 | 103.9 | 104.0 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.4 | 104.0 | 104.0 | 104.7 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 2,859,753.0 | 4,896,120.0 | 319,242.0 | 273,869.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 86 | 97 | 20 | 9 | * | 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 | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 102.2 | 103.8 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.2 | 103.8 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.1 | 103.8 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.2 | 103.8 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.2 | 103.8 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.2 | 103.8 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.3 | 103.9 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,290,950.0 | 590,250.0 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 60 | 63 | * | * | 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 | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
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 | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.9 | 103.7 | 104.8 | 104.4 | 105.5 | 106.7 | 109.0 |
Weighted Avg. Price | 100.9 | 103.7 | 104.7 | 104.4 | 105.5 | 106.7 | 108.7 |
Avg. Price Bottom 5 Trades | 100.8 | 103.4 | 104.5 | 104.4 | 105.4 | 106.6 | 108.3 |
2nd Quartile Price | 100.8 | 103.6 | 104.7 | 104.4 | 105.4 | 106.6 | 108.3 |
3rd Quartile Price | 100.9 | 103.7 | 104.8 | 104.4 | 105.5 | 106.7 | 108.4 |
4th Quartile Price | 100.9 | 103.7 | 104.8 | 104.5 | 105.5 | 106.7 | 110.6 |
Avg. Price Top 5 Trades | 101.5 | 104.7 | 104.9 | 104.5 | 105.5 | 106.7 | 110.7 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.1 | 1.1 |
VOLUME OF TRADES (000'S) | 12,716,768.0 | 64,922,929.3 | 28,753,027.8 | 11,823,385.7 | 7,357,192.0 | 5,331,034.4 | 906,157.0 |
NUMBER OF TRADES | 582 | 2,076 | 928 | 342 | 181 | 152 | 38 |
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 | 104.4 | 105.4 | 104.6 | 105.8 | 106.5 | 107.7 |
Weighted Avg. Price | 0.0 | 104.4 | 105.3 | 104.3 | 105.5 | 106.2 | 107.2 |
Avg. Price Bottom 5 Trades | 0.0 | 104.0 | 105.2 | 104.2 | 105.5 | 106.2 | 107.0 |
2nd Quartile Price | 0.0 | 104.3 | 105.2 | 104.3 | 105.5 | 106.3 | 107.3 |
3rd Quartile Price | 0.0 | 104.4 | 105.3 | 104.3 | 105.5 | 106.3 | 107.4 |
4th Quartile Price | 0.0 | 104.4 | 105.3 | 104.3 | 105.6 | 106.3 | 109.3 |
Avg. Price Top 5 Trades | 0.0 | 105.5 | 108.5 | 108.2 | 108.4 | 107.5 | 108.4 |
Standard Deviation | 0.0 | 0.3 | 0.6 | 1.1 | 0.8 | 0.8 | 1.0 |
VOLUME OF TRADES (000'S) | 0.0 | 8,937,393.3 | 9,128,430.0 | 1,708,421.1 | 1,997,124.2 | 782,215.5 | 273,714.0 |
NUMBER OF TRADES | 0 | 268 | 324 | 71 | 82 | 47 | 13 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.8 | 103.5 | 104.5 | 104.5 | 105.6 | 106.8 | 109.0 |
Weighted Avg. Price | 100.8 | 103.5 | 104.5 | 104.5 | 105.6 | 106.8 | 108.8 |
Avg. Price Bottom 5 Trades | 100.6 | 103.4 | 104.5 | 104.5 | 105.5 | 106.8 | 108.3 |
2nd Quartile Price | 100.7 | 103.4 | 104.5 | 104.5 | 105.6 | 106.8 | 108.4 |
3rd Quartile Price | 100.8 | 103.5 | 104.5 | 104.5 | 105.6 | 106.8 | 108.4 |
4th Quartile Price | 100.9 | 103.5 | 104.6 | 104.5 | 105.6 | 106.8 | 110.7 |
Avg. Price Top 5 Trades | 101.1 | 103.7 | 104.6 | 104.6 | 105.6 | 106.8 | 109.6 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 1.1 |
VOLUME OF TRADES (000'S) | 7,888,959.0 | 38,238,342.0 | 19,321,240.6 | 7,190,479.0 | 6,094,055.0 | 4,187,724.4 | 640,244.0 |
NUMBER OF TRADES | 158 | 661 | 324 | 89 | 60 | 59 | 15 |
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 | * | 104.1 | 105.0 | 104.4 | 105.5 | 106.5 | 107.4 |
Weighted Avg. Price | * | 104.2 | 105.0 | 104.4 | 105.5 | 106.3 | 107.2 |
Avg. Price Bottom 5 Trades | * | 104.0 | 104.9 | 104.3 | 105.5 | 106.3 | 107.1 |
2nd Quartile Price | * | 104.1 | 105.0 | 104.3 | 105.5 | 106.4 | 107.2 |
3rd Quartile Price | * | 104.1 | 105.0 | 104.4 | 105.5 | 106.4 | 107.3 |
4th Quartile Price | * | 104.2 | 105.1 | 104.4 | 105.5 | 106.5 | 108.8 |
Avg. Price Top 5 Trades | * | 104.4 | 105.2 | 104.4 | 105.6 | 106.8 | 107.6 |
Standard Deviation | * | 0.1 | 0.1 | 0.0 | 0.0 | 0.2 | 0.6 |
VOLUME OF TRADES (000'S) | * | 6,850,535.0 | 4,611,146.0 | 1,012,565.0 | 1,697,369.0 | 495,171.0 | 222,174.0 |
NUMBER OF TRADES | * | 138 | 118 | 28 | 48 | 28 | 7 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.6 | 103.2 | 104.4 | 104.6 | 105.7 | * | 0.0 |
Weighted Avg. Price | 100.6 | 103.3 | 104.4 | 104.6 | 105.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 103.1 | 104.3 | 104.6 | 105.7 | * | 0.0 |
2nd Quartile Price | 100.5 | 103.2 | 104.3 | 104.6 | * | * | 0.0 |
3rd Quartile Price | 100.6 | 103.2 | 104.4 | 104.6 | * | * | 0.0 |
4th Quartile Price | 100.7 | 103.3 | 104.4 | 104.6 | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 103.5 | 104.4 | 104.6 | 105.7 | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,426,000.0 | 10,442,485.0 | 7,196,000.0 | 50,200.0 | 328,400.0 | * | 0.0 |
NUMBER OF TRADES | 59 | 413 | 168 | 10 | 10 | * | 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 | * | 103.9 | 104.8 | 104.3 | 105.5 | * | * |
Weighted Avg. Price | * | 103.9 | 104.8 | 104.3 | 105.5 | * | * |
Avg. Price Bottom 5 Trades | * | 103.5 | 104.7 | 104.3 | 105.5 | * | * |
2nd Quartile Price | * | 103.8 | 104.8 | 104.3 | 105.5 | * | * |
3rd Quartile Price | * | 103.9 | 104.8 | 104.3 | 105.5 | * | * |
4th Quartile Price | * | 103.9 | 104.8 | 104.4 | 105.6 | * | * |
Avg. Price Top 5 Trades | * | 104.2 | 104.9 | 104.4 | 105.5 | * | * |
Standard Deviation | * | 0.2 | 0.0 | 0.0 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | * | 4,149,100.0 | 928,000.0 | 92,700.0 | 15,500.0 | * | * |
NUMBER OF TRADES | * | 143 | 55 | 15 | 7 | * | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
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 |
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 |