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 | 100.3 | 102.3 | 103.8 | 104.9 | * | * | 0.0 |
Weighted Avg. Price | 100.2 | 102.3 | 103.8 | 104.8 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 102.3 | 103.8 | 104.9 | * | * | 0.0 |
2nd Quartile Price | 100.2 | 102.3 | 103.8 | 104.9 | * | * | 0.0 |
3rd Quartile Price | 100.3 | 102.3 | 103.8 | 104.9 | * | * | 0.0 |
4th Quartile Price | 100.3 | 102.4 | 103.9 | 105.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.3 | 102.4 | 103.9 | 105.0 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 3,595,929.7 | 2,449,264.7 | 917,856.0 | 90,950.0 | * | * | 0.0 |
NUMBER OF TRADES | 248 | 183 | 73 | 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 | 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 | 100.1 | 102.2 | 103.8 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.1 | 102.2 | 103.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.0 | 102.1 | 103.7 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.0 | 102.1 | 103.7 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.1 | 102.2 | 103.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.1 | 102.2 | 103.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.1 | 102.2 | 103.8 | * | 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) | 1,100,782.0 | 2,093,750.0 | 811,475.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 26 | 44 | 21 | * | 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 | 99.9 | 102.0 | 103.6 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.9 | 102.0 | 103.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 101.9 | 103.6 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 99.8 | 101.9 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 99.9 | 102.0 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.9 | 102.0 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.9 | 102.0 | 103.6 | * | 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) | 59,100.0 | 731,700.0 | 31,300.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 11 | 30 | 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 | 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 | 100.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.5 | 102.9 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.1 | 103.4 | * | 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 | 100.1 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.9 | 0.8 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 456,517.4 | 254,300.1 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 7 | 5 | * | 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 | * | 112.3 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 111.9 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 109.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 109.1 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 113.4 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 115.7 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 115.6 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 3.4 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 25,584.3 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | * | 12 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 96.2 | 99.3 | 102.1 | 104.2 | 105.9 | 107.3 | 108.9 |
Weighted Avg. Price | 96.1 | 99.3 | 102.1 | 104.2 | 105.9 | 107.3 | 108.4 |
Avg. Price Bottom 5 Trades | 95.9 | 99.1 | 102.0 | 104.1 | 105.8 | 107.2 | 108.1 |
2nd Quartile Price | 96.0 | 99.3 | 102.1 | 104.1 | 105.8 | 107.3 | 108.2 |
3rd Quartile Price | 96.1 | 99.3 | 102.1 | 104.2 | 105.9 | 107.3 | 108.3 |
4th Quartile Price | 96.1 | 99.3 | 102.2 | 104.2 | 105.9 | 107.3 | 110.1 |
Avg. Price Top 5 Trades | 96.8 | 99.5 | 102.7 | 107.1 | 106.5 | 107.3 | 109.9 |
Standard Deviation | 0.6 | 0.1 | 0.1 | 0.4 | 0.3 | 0.1 | 1.0 |
VOLUME OF TRADES (000'S) | 891,460.2 | 23,312,778.8 | 34,440,538.2 | 11,093,925.1 | 2,154,176.5 | 6,545,774.9 | 413,106.8 |
NUMBER OF TRADES | 26 | 1,013 | 1,218 | 513 | 121 | 106 | 21 |
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 | 97.2 | 100.6 | 102.4 | 103.6 | 104.8 | 106.2 | * |
Weighted Avg. Price | 97.2 | 100.6 | 102.3 | 103.6 | 104.8 | 106.1 | * |
Avg. Price Bottom 5 Trades | 97.2 | 100.5 | 102.2 | 103.4 | 104.6 | 106.1 | * |
2nd Quartile Price | * | 100.6 | 102.3 | 103.5 | 104.7 | 106.1 | * |
3rd Quartile Price | * | 100.6 | 102.4 | 103.5 | 104.8 | 106.2 | * |
4th Quartile Price | * | 100.6 | 102.4 | 103.6 | 104.8 | 106.3 | * |
Avg. Price Top 5 Trades | 97.2 | 100.7 | 102.7 | 105.5 | 105.3 | 106.2 | * |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.4 | 0.3 | 0.1 | * |
VOLUME OF TRADES (000'S) | 20,975.8 | 7,767,050.8 | 7,126,343.4 | 3,620,365.7 | 565,898.4 | 169,457.7 | * |
NUMBER OF TRADES | 5 | 214 | 234 | 178 | 30 | 10 | * |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 95.9 | 99.1 | 101.9 | 104.0 | 105.8 | 107.2 | 108.9 |
Weighted Avg. Price | 95.9 | 99.1 | 101.9 | 104.0 | 105.8 | 107.2 | 109.3 |
Avg. Price Bottom 5 Trades | 95.9 | 98.9 | 101.7 | 103.9 | 105.8 | 107.2 | 108.9 |
2nd Quartile Price | * | 99.0 | 101.9 | 104.0 | 105.8 | 107.2 | * |
3rd Quartile Price | * | 99.1 | 101.9 | 104.0 | 105.8 | 107.3 | * |
4th Quartile Price | * | 99.1 | 101.9 | 104.0 | 105.8 | 107.3 | * |
Avg. Price Top 5 Trades | 95.9 | 99.2 | 102.0 | 104.0 | 105.8 | 107.3 | 108.9 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 1.0 |
VOLUME OF TRADES (000'S) | 522,775.0 | 4,427,164.0 | 7,433,937.0 | 5,278,667.1 | 1,269,715.0 | 1,735,414.9 | 510,215.6 |
NUMBER OF TRADES | 5 | 142 | 252 | 115 | 37 | 52 | 5 |
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 | * | 100.3 | 102.1 | 103.4 | 104.7 | * | 0.0 |
Weighted Avg. Price | * | 100.3 | 102.1 | 103.4 | 104.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 100.3 | 102.0 | 103.3 | 104.7 | * | 0.0 |
2nd Quartile Price | * | 100.3 | 102.1 | 103.4 | 104.7 | * | 0.0 |
3rd Quartile Price | * | 100.3 | 102.1 | 103.4 | 104.8 | * | 0.0 |
4th Quartile Price | * | 100.4 | 102.2 | 103.5 | 104.8 | * | 0.0 |
Avg. Price Top 5 Trades | * | 100.4 | 102.3 | 103.5 | 104.8 | * | 0.0 |
Standard Deviation | * | 0.1 | 0.2 | 0.0 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 2,006,500.0 | 1,859,560.0 | 1,022,700.0 | 282,450.0 | * | 0.0 |
NUMBER OF TRADES | * | 28 | 75 | 66 | 8 | * | 0 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | * | 98.8 | 101.7 | 103.9 | 106.3 | 0.0 | 0.0 |
Weighted Avg. Price | * | 98.8 | 101.7 | 103.9 | 106.2 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 98.7 | 101.6 | 103.7 | 105.7 | 0.0 | 0.0 |
2nd Quartile Price | * | 98.8 | 101.6 | 103.8 | 105.7 | 0.0 | 0.0 |
3rd Quartile Price | * | 98.8 | 101.7 | 103.8 | 105.7 | 0.0 | 0.0 |
4th Quartile Price | * | 98.9 | 101.7 | 103.8 | 106.7 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.0 | 102.7 | 104.6 | 107.2 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.2 | 0.2 | 0.8 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,656,700.0 | 3,889,250.0 | 1,496,790.1 | 75,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 56 | 240 | 78 | 17 | 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 | 100.1 | 101.9 | 103.5 | 104.6 | * | 0.0 |
Weighted Avg. Price | 0.0 | 100.1 | 101.9 | 103.4 | 104.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 101.8 | 103.2 | 104.5 | * | 0.0 |
2nd Quartile Price | 0.0 | 100.1 | 101.9 | 103.2 | 104.5 | * | 0.0 |
3rd Quartile Price | 0.0 | 100.1 | 101.9 | 103.3 | 104.6 | * | 0.0 |
4th Quartile Price | 0.0 | 100.2 | 102.0 | 103.3 | 104.7 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.2 | 102.6 | 105.5 | 104.7 | * | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.2 | 0.7 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 688,650.0 | 1,563,366.0 | 621,800.0 | 30,700.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 38 | 97 | 48 | 14 | * | 0 |