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 | 98.6 | 100.6 | 102.3 | 103.8 | * | * | 0.0 |
Weighted Avg. Price | 98.6 | 100.6 | 102.3 | 103.8 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 98.5 | 100.5 | 102.2 | 103.8 | * | * | 0.0 |
2nd Quartile Price | 98.6 | 100.6 | 102.2 | 103.8 | * | * | 0.0 |
3rd Quartile Price | 98.6 | 100.6 | 102.3 | 103.8 | * | * | 0.0 |
4th Quartile Price | 98.7 | 100.7 | 102.3 | 103.8 | * | * | 0.0 |
Avg. Price Top 5 Trades | 98.8 | 100.8 | 102.4 | 103.9 | * | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 1,654,297.6 | 3,859,718.0 | 2,101,824.0 | 701,831.0 | * | * | 0.0 |
NUMBER OF TRADES | 96 | 196 | 111 | 42 | * | * | 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 | 98.5 | 100.4 | 102.1 | * | * | * | 0.0 |
Weighted Avg. Price | 98.5 | 100.4 | 102.1 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 98.3 | 100.3 | 102.0 | * | * | * | 0.0 |
2nd Quartile Price | 98.4 | 100.4 | 102.1 | * | * | * | 0.0 |
3rd Quartile Price | 98.5 | 100.4 | 102.1 | * | * | * | 0.0 |
4th Quartile Price | 98.6 | 100.5 | 102.2 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 98.6 | 100.7 | 102.2 | * | * | * | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 198,700.0 | 2,350,700.0 | 1,235,300.0 | * | * | * | 0.0 |
NUMBER OF TRADES | 18 | 57 | 40 | * | * | * | 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 | * | 100.2 | 102.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 100.2 | 102.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 100.1 | 101.9 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 100.1 | 101.9 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 100.2 | 101.9 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 100.3 | 102.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 100.3 | 102.1 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 130,500.0 | 57,500.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 18 | 14 | * | 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 | * | 101.1 | 103.2 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 100.4 | 103.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 100.3 | 103.2 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.3 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 101.6 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 102.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 101.6 | 103.2 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 1.2 | 0.5 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 129,277.7 | 181,752.5 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 8 | 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 | * | 98.9 | 100.8 | 102.5 | 103.8 | 105.1 | 106.6 |
Weighted Avg. Price | * | 98.9 | 100.9 | 102.5 | 103.7 | 105.0 | 106.0 |
Avg. Price Bottom 5 Trades | * | 98.7 | 100.6 | 102.3 | 103.1 | 104.4 | 105.4 |
2nd Quartile Price | * | 98.8 | 100.8 | 102.4 | 103.6 | 104.7 | 105.7 |
3rd Quartile Price | * | 98.9 | 100.8 | 102.5 | 103.6 | 104.9 | 105.8 |
4th Quartile Price | * | 99.0 | 100.9 | 102.6 | 103.7 | 105.1 | 106.0 |
Avg. Price Top 5 Trades | * | 99.2 | 101.4 | 104.1 | 106.0 | 107.1 | 109.3 |
Standard Deviation | * | 0.1 | 0.1 | 0.2 | 0.6 | 0.7 | 2.3 |
VOLUME OF TRADES (000'S) | * | 13,445,221.1 | 19,050,837.0 | 12,196,271.7 | 3,073,945.0 | 972,608.6 | 500,817.6 |
NUMBER OF TRADES | * | 306 | 560 | 524 | 162 | 72 | 29 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | 94.5 | 97.6 | 100.0 | 102.4 | 104.7 | 105.9 | 107.2 |
Weighted Avg. Price | 94.5 | 97.6 | 100.0 | 102.4 | 104.7 | 105.9 | 109.6 |
Avg. Price Bottom 5 Trades | 94.4 | 97.3 | 99.8 | 102.2 | 104.6 | 105.9 | 106.9 |
2nd Quartile Price | 94.4 | 97.5 | 99.9 | 102.3 | 104.7 | 105.9 | 106.9 |
3rd Quartile Price | 94.5 | 97.6 | 100.1 | 102.4 | 104.7 | 105.9 | 106.9 |
4th Quartile Price | 94.5 | 97.6 | 100.1 | 102.5 | 104.8 | 105.9 | 106.9 |
Avg. Price Top 5 Trades | 94.6 | 97.8 | 101.1 | 102.6 | 105.2 | 106.0 | 107.4 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 1.1 |
VOLUME OF TRADES (000'S) | 290,515.0 | 20,720,540.7 | 33,448,128.2 | 25,389,375.7 | 5,498,708.0 | 2,007,611.1 | 253,692.1 |
NUMBER OF TRADES | 29 | 873 | 1,559 | 814 | 293 | 78 | 24 |
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 | 95.2 | 98.7 | 100.6 | 102.3 | 103.5 | 104.8 | 106.6 |
Weighted Avg. Price | 95.0 | 98.7 | 100.6 | 102.3 | 103.5 | 104.7 | 105.9 |
Avg. Price Bottom 5 Trades | 95.1 | 98.5 | 100.4 | 102.1 | 103.1 | 104.3 | 105.3 |
2nd Quartile Price | 95.1 | 98.7 | 100.5 | 102.2 | 103.5 | 104.6 | 105.6 |
3rd Quartile Price | 95.4 | 98.7 | 100.6 | 102.3 | 103.5 | 104.8 | 105.7 |
4th Quartile Price | 95.4 | 98.8 | 100.7 | 102.4 | 103.6 | 104.9 | 105.9 |
Avg. Price Top 5 Trades | 95.2 | 99.0 | 100.9 | 102.7 | 105.1 | 105.6 | 109.2 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.1 | 0.3 | 0.4 | 2.3 |
VOLUME OF TRADES (000'S) | 135,117.6 | 16,339,711.3 | 21,109,060.5 | 16,285,664.6 | 3,707,789.0 | 801,123.0 | 500,459.6 |
NUMBER OF TRADES | 9 | 302 | 570 | 617 | 191 | 54 | 29 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | * | 97.3 | 99.8 | 102.1 | 104.5 | 105.8 | * |
Weighted Avg. Price | * | 97.3 | 99.8 | 102.2 | 104.5 | 105.8 | * |
Avg. Price Bottom 5 Trades | * | 97.1 | 99.6 | 102.0 | 104.3 | 105.8 | * |
2nd Quartile Price | * | 97.2 | 99.7 | 102.0 | 104.4 | 105.8 | * |
3rd Quartile Price | * | 97.3 | 99.7 | 102.1 | 104.5 | 105.8 | * |
4th Quartile Price | * | 97.4 | 99.8 | 102.2 | 104.5 | 105.9 | * |
Avg. Price Top 5 Trades | * | 97.5 | 100.3 | 102.5 | 105.0 | 105.9 | * |
Standard Deviation | * | 0.1 | 0.2 | 0.1 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 7,586,250.0 | 10,148,015.3 | 12,608,715.1 | 3,763,441.0 | 989,083.1 | * |
NUMBER OF TRADES | * | 105 | 245 | 375 | 132 | 59 | * |
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 | 98.6 | 100.3 | 102.0 | 103.3 | * | 0.0 |
Weighted Avg. Price | 0.0 | 98.5 | 100.4 | 102.1 | 103.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.4 | 100.2 | 101.9 | 103.2 | * | 0.0 |
2nd Quartile Price | 0.0 | 98.4 | 100.3 | 102.0 | 103.3 | * | 0.0 |
3rd Quartile Price | 0.0 | 98.5 | 100.3 | 102.0 | 103.3 | * | 0.0 |
4th Quartile Price | 0.0 | 98.6 | 100.4 | 102.1 | 103.4 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.0 | 100.6 | 102.2 | 103.4 | * | 0.0 |
Standard Deviation | 0.0 | 0.3 | 0.1 | 0.1 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 986,800.0 | 2,723,600.0 | 3,401,650.0 | 244,400.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 37 | 157 | 244 | 37 | * | 0 |
METRIC | COUPON | ||||||
<= 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | > 4 | |
UMBS | |||||||
AVERAGE PRICE | * | 97.2 | 99.5 | 101.9 | 104.2 | * | 0.0 |
Weighted Avg. Price | * | 97.1 | 99.7 | 101.9 | 104.2 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 97.1 | 99.4 | 101.8 | 104.1 | * | 0.0 |
2nd Quartile Price | * | 97.1 | 99.4 | 101.8 | 104.2 | * | 0.0 |
3rd Quartile Price | * | 97.2 | 99.5 | 101.9 | 104.2 | * | 0.0 |
4th Quartile Price | * | 97.2 | 99.6 | 102.0 | 104.3 | * | 0.0 |
Avg. Price Top 5 Trades | * | 97.3 | 99.8 | 102.1 | 104.3 | * | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,412,000.0 | 2,518,150.0 | 2,839,540.1 | 382,350.0 | * | 0.0 |
NUMBER OF TRADES | * | 27 | 124 | 226 | 41 | * | 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 |