METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | * | * | 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 | 102.4 | 104.4 | 104.7 | 105.4 | * | 0.0 | 0.0 |
Weighted Avg. Price | 102.4 | 104.4 | 104.7 | 105.4 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.4 | 104.3 | 104.7 | 105.4 | * | 0.0 | 0.0 |
2nd Quartile Price | 102.4 | 104.4 | 104.7 | 105.4 | * | 0.0 | 0.0 |
3rd Quartile Price | 102.4 | 104.4 | 104.7 | 105.4 | * | 0.0 | 0.0 |
4th Quartile Price | 102.4 | 104.4 | 104.7 | 105.5 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.5 | 104.4 | 104.7 | 105.5 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 6,133,553.7 | 6,820,553.3 | 763,537.1 | 82,120.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 282 | 264 | 43 | 14 | * | 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 | 102.3 | 104.3 | 104.6 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.3 | 104.3 | 104.7 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.3 | 104.2 | 104.6 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.3 | 104.2 | 104.6 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.3 | 104.3 | 104.6 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.3 | 104.3 | 104.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.4 | 104.3 | 104.6 | * | 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) | 5,109,450.0 | 5,271,378.0 | 502,721.1 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 83 | 82 | 23 | * | 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 | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.2 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.2 | 104.1 | 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) | 934,556.3 | 1,296,000.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 60 | 65 | 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 | * | 103.8 | 106.0 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 103.5 | 107.1 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 103.2 | 105.6 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 103.5 | 105.5 | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 103.9 | 105.9 | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | * | 104.3 | 106.2 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 104.4 | 106.3 | 0.0 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.7 | 0.7 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 442,089.2 | 261,108.4 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 14 | 8 | 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 | * | 106.2 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 104.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 105.6 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 106.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 106.5 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 107.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 106.8 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 1.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 613,161.6 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 9 | * | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.3 | 103.2 | 105.4 | 105.0 | 106.0 | 107.0 | 109.0 |
Weighted Avg. Price | 100.3 | 103.2 | 105.4 | 105.1 | 106.0 | 107.0 | 108.6 |
Avg. Price Bottom 5 Trades | 100.2 | 103.1 | 105.3 | 105.0 | 106.0 | 107.0 | 108.5 |
2nd Quartile Price | 100.3 | 103.2 | 105.3 | 105.0 | 106.0 | 107.0 | 108.5 |
3rd Quartile Price | 100.3 | 103.2 | 105.3 | 105.0 | 106.0 | 107.0 | 108.5 |
4th Quartile Price | 100.3 | 103.2 | 105.4 | 105.0 | 106.0 | 107.0 | 110.5 |
Avg. Price Top 5 Trades | 100.5 | 103.4 | 106.5 | 105.3 | 106.0 | 107.1 | 110.3 |
Standard Deviation | 0.1 | 0.0 | 0.1 | 0.2 | 0.0 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | 19,812,309.5 | 60,160,930.1 | 23,900,207.9 | 7,901,467.0 | 5,622,511.0 | 1,244,012.6 | 1,172,144.0 |
NUMBER OF TRADES | 394 | 1,412 | 718 | 266 | 143 | 79 | 30 |
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 | 101.5 | 103.9 | 105.4 | 104.9 | 105.9 | 106.7 | 107.5 |
Weighted Avg. Price | 101.5 | 103.9 | 105.3 | 104.9 | 105.8 | 106.7 | 107.6 |
Avg. Price Bottom 5 Trades | 101.4 | 103.8 | 105.2 | 104.7 | 105.7 | 106.7 | 107.5 |
2nd Quartile Price | 101.5 | 103.8 | 105.3 | 104.8 | 105.8 | 106.7 | 107.6 |
3rd Quartile Price | 101.5 | 103.9 | 105.4 | 104.8 | 105.8 | 106.7 | 107.6 |
4th Quartile Price | 101.5 | 103.9 | 105.4 | 104.9 | 105.9 | 106.8 | 107.7 |
Avg. Price Top 5 Trades | 101.5 | 104.2 | 106.6 | 107.1 | 106.4 | 106.9 | 107.6 |
Standard Deviation | 0.1 | 0.1 | 0.2 | 0.5 | 0.3 | 0.1 | 0.2 |
VOLUME OF TRADES (000'S) | 256,997.3 | 9,281,254.4 | 8,853,138.0 | 2,729,781.6 | 802,875.1 | 116,554.8 | 442,760.3 |
NUMBER OF TRADES | 25 | 197 | 243 | 115 | 55 | 27 | 15 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.1 | 103.1 | 105.2 | 105.1 | 106.1 | 107.1 | * |
Weighted Avg. Price | 100.1 | 103.0 | 105.2 | 105.1 | 106.1 | 107.1 | * |
Avg. Price Bottom 5 Trades | 100.1 | 103.0 | 105.1 | 105.0 | 106.1 | 107.1 | * |
2nd Quartile Price | 100.1 | 103.0 | 105.1 | 105.1 | 106.1 | * | * |
3rd Quartile Price | 100.1 | 103.0 | 105.2 | 105.1 | 106.1 | * | * |
4th Quartile Price | 100.2 | 103.1 | 105.2 | 105.1 | 106.1 | * | * |
Avg. Price Top 5 Trades | 100.2 | 103.1 | 105.3 | 105.1 | 106.1 | 107.1 | * |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 16,344,900.0 | 41,966,071.5 | 14,207,480.0 | 3,276,600.0 | 690,246.0 | 65,000.0 | * |
NUMBER OF TRADES | 131 | 352 | 195 | 54 | 19 | 9 | * |
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 | 103.7 | 105.1 | 104.7 | * | * | * |
Weighted Avg. Price | 101.3 | 103.7 | 105.1 | 104.8 | * | * | * |
Avg. Price Bottom 5 Trades | 101.2 | 103.6 | 105.0 | 104.7 | * | * | * |
2nd Quartile Price | * | 103.6 | 105.0 | 104.7 | * | * | * |
3rd Quartile Price | * | 103.7 | 105.1 | 104.8 | * | * | * |
4th Quartile Price | * | 103.7 | 105.2 | 104.8 | * | * | * |
Avg. Price Top 5 Trades | 101.2 | 103.9 | 105.5 | 104.8 | * | * | * |
Standard Deviation | 0.2 | 0.1 | 0.2 | 0.1 | * | * | * |
VOLUME OF TRADES (000'S) | 108,000.0 | 6,091,625.0 | 2,498,500.0 | 663,410.0 | * | * | * |
NUMBER OF TRADES | 6 | 112 | 57 | 15 | * | * | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 100.0 | 102.9 | 105.0 | 105.2 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.0 | 102.9 | 105.0 | 105.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.0 | 102.8 | 104.9 | 105.1 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.0 | 102.9 | 105.0 | 105.1 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.0 | 102.9 | 105.0 | 105.2 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.1 | 102.9 | 105.0 | 105.2 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.1 | 103.0 | 105.0 | 105.2 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,531,000.0 | 13,815,808.1 | 3,482,890.0 | 60,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 72 | 300 | 115 | 8 | 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 | * | 103.5 | 104.9 | 105.4 | 105.9 | * | * |
Weighted Avg. Price | * | 103.5 | 104.9 | 104.9 | 105.9 | * | * |
Avg. Price Bottom 5 Trades | * | 103.4 | 104.8 | 104.7 | 105.9 | * | * |
2nd Quartile Price | * | 103.4 | 104.8 | 104.7 | * | * | * |
3rd Quartile Price | * | 103.5 | 105.0 | 104.8 | * | * | * |
4th Quartile Price | * | 103.5 | 105.0 | 109.5 | * | * | * |
Avg. Price Top 5 Trades | * | 103.7 | 105.0 | 105.7 | 105.9 | * | * |
Standard Deviation | * | 0.1 | 0.1 | 1.8 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | * | 3,055,000.0 | 1,153,600.0 | 76,500.0 | 34,600.0 | * | * |
NUMBER OF TRADES | * | 142 | 65 | 7 | 5 | * | * |