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 |
Weighted Avg. Price | 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 |
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 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 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 |
NUMBER OF TRADES | 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 | 102.9 | 104.1 | 105.0 | 106.7 | * | 0.0 |
Weighted Avg. Price | 100.9 | 102.9 | 104.1 | 105.1 | 106.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 102.9 | 104.0 | 105.0 | 106.7 | * | 0.0 |
2nd Quartile Price | 100.9 | 102.9 | 104.1 | 105.0 | 106.6 | * | 0.0 |
3rd Quartile Price | 100.9 | 102.9 | 104.1 | 105.0 | 106.8 | * | 0.0 |
4th Quartile Price | 100.9 | 102.9 | 104.1 | 105.1 | 106.9 | * | 0.0 |
Avg. Price Top 5 Trades | 101.1 | 103.0 | 104.2 | 105.1 | 106.7 | * | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.1 | 0.0 | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,128,650.7 | 3,771,339.2 | 1,389,257.9 | 44,553.0 | 10,541.0 | * | 0.0 |
NUMBER OF TRADES | 291 | 323 | 87 | 9 | 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 | 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 | 100.8 | 102.8 | 104.0 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.8 | 102.8 | 104.0 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 102.7 | 103.9 | * | * | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 102.8 | 103.9 | * | * | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | 102.8 | 104.0 | * | * | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 102.8 | 104.0 | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.0 | 102.8 | 104.0 | * | * | 0.0 | 0.0 |
Standard Deviation | 0.2 | 0.0 | 0.1 | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 968,809.3 | 1,128,629.2 | 883,518.2 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 31 | 62 | 8 | * | * | 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 | 100.6 | 102.6 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.6 | 102.6 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.6 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.5 | 102.6 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.5 | 102.6 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.6 | 102.6 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.6 | 102.7 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 545,143.7 | 427,500.0 | 32,700.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 20 | 41 | 7 | 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 | 0.0 | 101.5 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.2 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.5 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 105.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.5 | 104.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.5 | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 41,300.7 | 65,240.7 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 5 | 7 | 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 | * | * | 109.3 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 109.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 108.9 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 107.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 110.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 110.5 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 110.4 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 2.4 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 52,596.4 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | * | * | 12 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 97.7 | 100.8 | 103.3 | 104.2 | 105.4 | 106.6 | 108.7 |
Weighted Avg. Price | 97.7 | 100.8 | 103.3 | 104.2 | 105.3 | 106.6 | 109.0 |
Avg. Price Bottom 5 Trades | 97.6 | 100.7 | 103.2 | 104.2 | 105.3 | 106.5 | 108.5 |
2nd Quartile Price | 97.7 | 100.8 | 103.3 | 104.2 | 105.4 | 106.6 | 107.8 |
3rd Quartile Price | 97.7 | 100.8 | 103.3 | 104.2 | 105.4 | 106.6 | 110.0 |
4th Quartile Price | 97.7 | 100.8 | 103.3 | 104.2 | 105.4 | 106.6 | 110.0 |
Avg. Price Top 5 Trades | 97.8 | 101.6 | 103.6 | 104.9 | 105.4 | 106.7 | 108.9 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.1 | 1.2 |
VOLUME OF TRADES (000'S) | 2,028,031.3 | 26,982,055.9 | 34,952,186.9 | 9,043,529.5 | 3,779,117.0 | 591,482.8 | 48,138.0 |
NUMBER OF TRADES | 65 | 1,109 | 1,291 | 392 | 210 | 25 | 7 |
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 | * | 101.6 | 103.4 | 104.5 | 105.4 | 105.8 | 107.9 |
Weighted Avg. Price | * | 101.6 | 103.3 | 104.3 | 105.3 | 105.8 | 108.6 |
Avg. Price Bottom 5 Trades | * | 101.0 | 102.7 | 104.2 | 105.1 | 105.7 | 106.9 |
2nd Quartile Price | * | 101.6 | 103.3 | 104.2 | 105.2 | 105.7 | 106.9 |
3rd Quartile Price | * | 101.6 | 103.4 | 104.2 | 105.2 | 105.7 | 107.0 |
4th Quartile Price | * | 101.7 | 103.4 | 104.3 | 105.3 | 106.1 | 110.9 |
Avg. Price Top 5 Trades | * | 101.9 | 104.4 | 107.1 | 107.3 | 105.8 | 108.7 |
Standard Deviation | * | 0.2 | 0.2 | 0.7 | 0.7 | 0.2 | 1.7 |
VOLUME OF TRADES (000'S) | * | 6,337,927.4 | 7,757,617.1 | 3,365,291.3 | 721,916.4 | 25,124.0 | 107,593.6 |
NUMBER OF TRADES | * | 194 | 330 | 173 | 60 | 9 | 9 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 97.6 | 100.6 | 103.1 | 104.2 | 105.4 | 106.7 | * |
Weighted Avg. Price | 97.6 | 100.6 | 103.1 | 104.2 | 105.4 | 106.7 | * |
Avg. Price Bottom 5 Trades | 97.5 | 100.5 | 103.0 | 104.1 | 105.3 | 106.6 | * |
2nd Quartile Price | 97.5 | 100.6 | 103.1 | 104.1 | 105.4 | 106.7 | * |
3rd Quartile Price | 97.5 | 100.6 | 103.1 | 104.2 | 105.4 | 106.7 | * |
4th Quartile Price | 97.6 | 100.6 | 103.1 | 104.2 | 105.4 | 106.7 | * |
Avg. Price Top 5 Trades | 97.6 | 100.8 | 103.2 | 104.3 | 105.5 | 106.7 | * |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.3 | 0.0 | 0.1 | * |
VOLUME OF TRADES (000'S) | 1,679,900.0 | 5,969,657.0 | 14,906,350.0 | 3,253,592.0 | 2,553,070.0 | 490,094.8 | * |
NUMBER OF TRADES | 20 | 168 | 247 | 62 | 46 | 16 | * |
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 | 101.4 | 103.1 | 104.2 | 105.2 | * | * |
Weighted Avg. Price | 0.0 | 101.5 | 103.2 | 104.2 | 105.2 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 101.4 | 103.0 | 104.1 | 105.1 | * | * |
2nd Quartile Price | 0.0 | 101.4 | 103.1 | 104.2 | 105.2 | * | * |
3rd Quartile Price | 0.0 | 101.4 | 103.1 | 104.2 | 105.2 | * | * |
4th Quartile Price | 0.0 | 101.5 | 103.2 | 104.2 | 105.3 | * | * |
Avg. Price Top 5 Trades | 0.0 | 101.5 | 103.2 | 104.2 | 105.3 | * | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 2,784,450.0 | 3,630,832.0 | 1,567,388.0 | 427,900.0 | * | * |
NUMBER OF TRADES | 0 | 49 | 106 | 42 | 13 | * | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | * | 100.4 | 102.9 | 104.1 | * | * | 0.0 |
Weighted Avg. Price | * | 100.4 | 102.9 | 104.1 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 100.3 | 102.8 | 104.0 | * | * | 0.0 |
2nd Quartile Price | * | 100.3 | 102.8 | 104.0 | * | * | 0.0 |
3rd Quartile Price | * | 100.3 | 102.8 | 104.1 | * | * | 0.0 |
4th Quartile Price | * | 100.4 | 102.9 | 104.1 | * | * | 0.0 |
Avg. Price Top 5 Trades | * | 100.6 | 103.0 | 104.2 | * | * | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,592,700.0 | 4,906,850.0 | 171,400.0 | * | * | 0.0 |
NUMBER OF TRADES | * | 131 | 226 | 36 | * | * | 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 | * | 101.2 | 102.9 | 104.2 | 105.1 | * | * |
Weighted Avg. Price | * | 101.3 | 102.9 | 104.1 | 105.1 | * | * |
Avg. Price Bottom 5 Trades | * | 101.2 | 102.8 | 104.0 | 105.0 | * | * |
2nd Quartile Price | * | 101.2 | 102.9 | 104.0 | 105.1 | * | * |
3rd Quartile Price | * | 101.2 | 102.9 | 104.1 | 105.1 | * | * |
4th Quartile Price | * | 101.3 | 103.0 | 104.1 | 105.1 | * | * |
Avg. Price Top 5 Trades | * | 101.3 | 103.0 | 105.9 | 105.1 | * | * |
Standard Deviation | * | 0.0 | 0.0 | 0.6 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | * | 1,520,000.0 | 1,209,250.0 | 740,100.0 | 125,250.0 | * | * |
NUMBER OF TRADES | * | 73 | 103 | 57 | 11 | * | * |