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 | 103.0 | 104.2 | 105.2 | * | * | 0.0 |
Weighted Avg. Price | 100.9 | 103.0 | 104.2 | 105.2 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 102.8 | 104.2 | 105.2 | * | * | 0.0 |
2nd Quartile Price | 100.8 | 102.9 | 104.2 | 105.2 | * | * | 0.0 |
3rd Quartile Price | 101.0 | 103.0 | 104.2 | 105.2 | * | * | 0.0 |
4th Quartile Price | 101.0 | 103.1 | 104.3 | 105.3 | * | * | 0.0 |
Avg. Price Top 5 Trades | 101.1 | 103.1 | 104.3 | 105.2 | * | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,257,455.6 | 4,737,160.4 | 302,911.0 | 26,725.0 | * | * | 0.0 |
NUMBER OF TRADES | 313 | 444 | 57 | 12 | * | * | 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 | 102.9 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.8 | 102.9 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 102.8 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 102.9 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 102.9 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 102.9 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 102.9 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 829,620.0 | 1,980,550.0 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 44 | 37 | * | * | 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 | 100.6 | 102.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.6 | 102.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.6 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.6 | 102.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.6 | 102.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 147,700.0 | 277,000.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 28 | 34 | * | 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 | 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 | * | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 103.3 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 103.4 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.6 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 57,068.2 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 13 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 97.2 | 100.3 | 103.1 | 104.6 | 105.8 | 107.0 | 108.6 |
Weighted Avg. Price | 97.1 | 100.3 | 103.1 | 104.6 | 105.7 | 107.0 | 109.6 |
Avg. Price Bottom 5 Trades | 97.0 | 100.2 | 103.0 | 104.5 | 105.7 | 106.9 | 108.0 |
2nd Quartile Price | 97.1 | 100.3 | 103.1 | 104.6 | 105.7 | 107.0 | 108.1 |
3rd Quartile Price | 97.2 | 100.3 | 103.1 | 104.6 | 105.8 | 107.0 | 108.1 |
4th Quartile Price | 97.3 | 100.4 | 103.2 | 104.6 | 105.8 | 107.1 | 109.8 |
Avg. Price Top 5 Trades | 97.7 | 102.1 | 104.0 | 106.2 | 106.0 | 107.1 | 109.5 |
Standard Deviation | 0.3 | 0.1 | 0.1 | 0.2 | 0.2 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | 890,530.2 | 50,167,805.8 | 41,760,345.7 | 8,240,096.3 | 2,901,472.0 | 2,362,980.0 | 958,430.0 |
NUMBER OF TRADES | 66 | 1,609 | 1,193 | 385 | 121 | 50 | 13 |
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 | 98.0 | 101.3 | 103.2 | 104.7 | 105.1 | 106.0 | 106.7 |
Weighted Avg. Price | 97.9 | 101.3 | 103.1 | 104.4 | 105.1 | 106.0 | 106.7 |
Avg. Price Bottom 5 Trades | 97.9 | 101.2 | 102.9 | 103.6 | 104.7 | 105.9 | 106.7 |
2nd Quartile Price | 97.9 | 101.2 | 103.1 | 104.4 | 105.0 | 106.0 | * |
3rd Quartile Price | 98.0 | 101.3 | 103.1 | 104.4 | 105.1 | 106.0 | * |
4th Quartile Price | 98.0 | 101.3 | 103.2 | 104.5 | 105.1 | 106.0 | * |
Avg. Price Top 5 Trades | 98.0 | 101.5 | 104.6 | 107.1 | 105.6 | 106.0 | 106.7 |
Standard Deviation | 0.1 | 0.1 | 0.3 | 0.8 | 0.4 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 185,631.0 | 8,731,406.6 | 7,686,932.9 | 2,704,374.3 | 1,102,884.5 | 375,500.0 | 166,000.0 |
NUMBER OF TRADES | 8 | 234 | 277 | 136 | 44 | 16 | 12 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 97.6 | 100.2 | 102.9 | 104.6 | 105.8 | 107.1 | 108.7 |
Weighted Avg. Price | 97.4 | 100.1 | 102.9 | 104.5 | 105.8 | 107.1 | 109.8 |
Avg. Price Bottom 5 Trades | 97.6 | 100.0 | 102.8 | 104.4 | 105.7 | 107.1 | 108.7 |
2nd Quartile Price | * | 100.1 | 102.9 | 104.5 | 105.8 | 107.1 | * |
3rd Quartile Price | * | 100.2 | 102.9 | 104.5 | 105.8 | 107.1 | * |
4th Quartile Price | * | 100.2 | 103.0 | 104.5 | 105.8 | 107.1 | * |
Avg. Price Top 5 Trades | 97.6 | 100.3 | 103.1 | 107.2 | 105.9 | 107.1 | 108.7 |
Standard Deviation | 1.1 | 0.1 | 0.1 | 0.6 | 0.0 | 0.0 | 0.9 |
VOLUME OF TRADES (000'S) | 219,750.0 | 13,090,028.0 | 18,913,767.1 | 3,390,375.0 | 2,943,299.0 | 2,047,500.0 | 836,850.0 |
NUMBER OF TRADES | 7 | 234 | 278 | 112 | 43 | 17 | 6 |
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 | 102.9 | 104.5 | 105.1 | 106.1 | 0.0 |
Weighted Avg. Price | * | 101.1 | 102.9 | 104.2 | 105.1 | 106.1 | 0.0 |
Avg. Price Bottom 5 Trades | * | 101.0 | 102.8 | 104.2 | 105.1 | 106.1 | 0.0 |
2nd Quartile Price | * | 101.1 | 102.9 | 104.2 | 105.1 | * | 0.0 |
3rd Quartile Price | * | 101.1 | 102.9 | 104.2 | 105.2 | * | 0.0 |
4th Quartile Price | * | 101.2 | 103.0 | 104.3 | 105.2 | * | 0.0 |
Avg. Price Top 5 Trades | * | 101.2 | 103.1 | 105.7 | 105.2 | 106.1 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.9 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,304,500.0 | 2,567,275.0 | 1,132,879.6 | 947,615.9 | 313,250.0 | 0.0 |
NUMBER OF TRADES | * | 51 | 84 | 30 | 20 | 11 | 0 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | * | 100.0 | 102.7 | 104.3 | 105.8 | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.9 | 102.6 | 104.3 | 105.9 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.8 | 102.5 | 104.2 | 105.8 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.9 | 102.6 | 104.3 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 100.0 | 102.7 | 104.4 | * | 0.0 | 0.0 |
4th Quartile Price | * | 100.0 | 102.8 | 104.4 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 100.1 | 103.3 | 104.4 | 105.8 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 3,006,050.0 | 8,431,140.0 | 948,200.0 | 1,897,049.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 192 | 268 | 30 | 11 | 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 | 100.9 | 102.7 | 104.2 | 105.1 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.9 | 102.7 | 104.2 | 105.2 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.8 | 102.6 | 104.0 | 105.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.9 | 102.7 | 104.0 | 105.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.9 | 102.8 | 104.0 | 105.1 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.0 | 102.8 | 104.1 | 105.1 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.0 | 102.9 | 105.3 | 105.3 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.2 | 0.7 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,086,750.0 | 1,713,525.0 | 162,500.0 | 64,250.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 72 | 106 | 35 | 11 | 0 | 0 |