METRIC | COUPON | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | * | * | * | 98.9 | 100.6 | 0.0 | 0.0 |
Weighted Avg. Price | * | * | * | 98.9 | 100.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | * | * | 98.9 | 100.6 | 0.0 | 0.0 |
2nd Quartile Price | * | * | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | * | * | * | * | * | 0.0 | 0.0 |
4th Quartile Price | * | * | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | * | * | 98.9 | 100.6 | 0.0 | 0.0 |
Standard Deviation | * | * | * | 0.1 | 0.2 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | * | * | 49,745.0 | 78,764.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | * | * | 10 | 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 | 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 | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 92.0 | 94.6 | 96.8 | 98.7 | 100.4 | 101.4 | 0.0 |
Weighted Avg. Price | 92.4 | 94.6 | 96.9 | 98.7 | 100.4 | 101.4 | 0.0 |
Avg. Price Bottom 5 Trades | 90.0 | 94.4 | 96.6 | 98.5 | 100.2 | 101.4 | 0.0 |
2nd Quartile Price | 92.3 | 94.6 | 96.8 | 98.6 | 100.3 | 101.5 | 0.0 |
3rd Quartile Price | 92.4 | 94.6 | 96.8 | 98.7 | 100.4 | 101.5 | 0.0 |
4th Quartile Price | 92.5 | 94.7 | 96.8 | 98.7 | 100.5 | 101.6 | 0.0 |
Avg. Price Top 5 Trades | 92.5 | 94.7 | 96.9 | 98.9 | 100.5 | 101.5 | 0.0 |
Standard Deviation | 1.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.0 |
VOLUME OF TRADES (000'S) | 632,748.0 | 678,835.0 | 607,300.0 | 514,612.6 | 206,076.5 | 38,306.9 | 0.0 |
NUMBER OF TRADES | 42 | 41 | 43 | 75 | 44 | 6 | 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 | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 92.4 | * | * | 98.5 | * | * | 0.0 |
Weighted Avg. Price | 92.4 | * | * | 98.6 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 92.4 | * | * | 98.5 | * | * | 0.0 |
2nd Quartile Price | * | * | * | 98.4 | * | * | 0.0 |
3rd Quartile Price | * | * | * | 98.5 | * | * | 0.0 |
4th Quartile Price | * | * | * | 98.5 | * | * | 0.0 |
Avg. Price Top 5 Trades | 92.4 | * | * | 98.5 | * | * | 0.0 |
Standard Deviation | 0.1 | * | * | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 423,000.0 | * | * | 223,650.0 | * | * | 0.0 |
NUMBER OF TRADES | 5 | * | * | 11 | * | * | 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 | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | * | 99.5 | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | 99.6 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | 99.5 | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | 99.5 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | 99.5 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | 99.6 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | * | 99.6 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | 42,400.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | * | 11 | * | 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 | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 95.8 | 98.5 | 100.3 | 102.7 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 95.5 | 98.4 | 100.5 | 102.4 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 95.5 | 98.3 | 100.3 | 102.3 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 95.5 | 98.3 | * | 102.1 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 95.6 | 98.3 | * | 102.8 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 96.3 | 98.8 | * | 103.4 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 96.4 | 99.1 | 100.3 | 103.3 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.5 | 0.5 | 0.4 | 0.6 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 218,861.4 | 129,729.7 | 62,540.0 | 226,083.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 13 | 16 | 10 | 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 | 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 | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 85.4 | 88.7 | 91.9 | 95.2 | 97.8 | 99.7 | 101.8 |
Weighted Avg. Price | 85.6 | 88.7 | 91.9 | 95.2 | 97.8 | 99.7 | 101.6 |
Avg. Price Bottom 5 Trades | 81.8 | 88.5 | 91.7 | 95.1 | 97.7 | 99.5 | 101.3 |
2nd Quartile Price | 85.5 | 88.6 | 91.8 | 95.1 | 97.7 | 99.6 | 101.4 |
3rd Quartile Price | 85.6 | 88.7 | 91.9 | 95.2 | 97.8 | 99.7 | 101.5 |
4th Quartile Price | 85.7 | 88.8 | 92.0 | 95.2 | 97.9 | 99.8 | 101.6 |
Avg. Price Top 5 Trades | 85.9 | 89.0 | 92.2 | 95.6 | 98.2 | 101.3 | 105.5 |
Standard Deviation | 0.8 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.8 |
VOLUME OF TRADES (000'S) | 2,565,490.9 | 3,954,291.0 | 10,475,793.5 | 7,996,074.3 | 14,323,264.4 | 20,604,682.3 | 12,259,478.1 |
NUMBER OF TRADES | 131 | 252 | 272 | 321 | 675 | 1,025 | 517 |
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 | 87.5 | 90.3 | 93.0 | 96.0 | 98.9 | 101.0 | 102.2 |
Weighted Avg. Price | 87.6 | 90.4 | 93.1 | 96.1 | 98.9 | 101.0 | 102.1 |
Avg. Price Bottom 5 Trades | 87.5 | 89.8 | 92.1 | 95.4 | 98.5 | 100.8 | 101.3 |
2nd Quartile Price | 87.5 | 90.3 | 93.0 | 96.0 | 98.8 | 100.9 | 102.0 |
3rd Quartile Price | 87.5 | 90.4 | 93.0 | 96.1 | 98.9 | 101.0 | 102.0 |
4th Quartile Price | 87.6 | 90.4 | 93.1 | 96.1 | 99.0 | 101.0 | 102.1 |
Avg. Price Top 5 Trades | 87.7 | 90.6 | 93.3 | 96.3 | 99.1 | 101.4 | 103.7 |
Standard Deviation | 0.1 | 0.3 | 0.4 | 0.3 | 0.1 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 303,475.0 | 1,176,861.3 | 1,620,138.7 | 2,392,277.1 | 4,609,412.4 | 8,017,554.5 | 3,530,964.0 |
NUMBER OF TRADES | 24 | 52 | 51 | 103 | 211 | 369 | 151 |
METRIC | COUPON | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 85.5 | 88.5 | 91.8 | 95.0 | 97.6 | 99.5 | 101.4 |
Weighted Avg. Price | 85.6 | 88.6 | 91.8 | 95.1 | 97.6 | 99.5 | 101.2 |
Avg. Price Bottom 5 Trades | 85.4 | 88.5 | 91.7 | 94.9 | 97.5 | 99.4 | 100.9 |
2nd Quartile Price | 85.5 | 88.4 | 91.8 | 95.0 | 97.5 | 99.4 | 101.0 |
3rd Quartile Price | 85.6 | 88.5 | 91.8 | 95.0 | 97.6 | 99.5 | 101.1 |
4th Quartile Price | 85.7 | 88.5 | 91.9 | 95.1 | 97.7 | 99.6 | 101.3 |
Avg. Price Top 5 Trades | 85.7 | 88.5 | 91.9 | 95.2 | 98.3 | 100.1 | 103.4 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.6 |
VOLUME OF TRADES (000'S) | 1,379,741.9 | 401,500.0 | 5,646,570.2 | 3,063,817.0 | 4,164,759.2 | 10,572,803.1 | 8,262,964.4 |
NUMBER OF TRADES | 14 | 12 | 42 | 46 | 77 | 210 | 269 |
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 | * | 90.2 | 93.0 | 96.0 | 98.7 | 100.5 | 101.6 |
Weighted Avg. Price | * | 90.2 | 93.1 | 96.0 | 98.7 | 100.5 | 101.6 |
Avg. Price Bottom 5 Trades | * | 90.2 | 92.9 | 95.9 | 98.5 | 100.4 | 101.4 |
2nd Quartile Price | * | * | 92.9 | 95.9 | 98.6 | 100.4 | 101.5 |
3rd Quartile Price | * | * | 93.0 | 95.9 | 98.7 | 100.5 | 101.5 |
4th Quartile Price | * | * | 93.2 | 96.1 | 98.8 | 100.6 | 101.6 |
Avg. Price Top 5 Trades | * | 90.2 | 93.0 | 96.0 | 98.8 | 100.7 | 103.0 |
Standard Deviation | * | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.4 |
VOLUME OF TRADES (000'S) | * | 322,900.0 | 736,300.0 | 233,700.0 | 2,552,700.0 | 3,451,100.0 | 1,071,700.0 |
NUMBER OF TRADES | * | 9 | 7 | 7 | 73 | 127 | 114 |
METRIC | COUPON | ||||||
<= 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | > 4.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | * | * | 94.8 | 97.4 | 99.3 | 101.0 |
Weighted Avg. Price | 0.0 | * | * | 94.7 | 97.4 | 99.3 | 100.9 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 94.8 | 97.3 | 99.1 | 100.7 |
2nd Quartile Price | 0.0 | * | * | * | 97.3 | 99.2 | 100.8 |
3rd Quartile Price | 0.0 | * | * | * | 97.4 | 99.3 | 100.8 |
4th Quartile Price | 0.0 | * | * | * | 97.5 | 99.3 | 100.9 |
Avg. Price Top 5 Trades | 0.0 | * | * | 94.8 | 97.5 | 99.5 | 102.4 |
Standard Deviation | 0.0 | * | * | 0.0 | 0.1 | 0.1 | 0.4 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 57,900.0 | 810,000.0 | 3,911,865.7 | 4,037,643.0 |
NUMBER OF TRADES | 0 | * | * | 5 | 25 | 109 | 230 |
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 | * | * | 95.7 | 98.4 | 100.1 | 101.2 |
Weighted Avg. Price | 0.0 | * | * | 95.8 | 98.4 | 100.1 | 101.2 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 95.7 | 98.3 | 99.9 | 101.0 |
2nd Quartile Price | 0.0 | * | * | * | 98.3 | 100.0 | 101.0 |
3rd Quartile Price | 0.0 | * | * | * | 98.4 | 100.1 | 101.1 |
4th Quartile Price | 0.0 | * | * | * | 98.5 | 100.1 | 101.2 |
Avg. Price Top 5 Trades | 0.0 | * | * | 95.7 | 98.5 | 100.2 | 102.0 |
Standard Deviation | 0.0 | * | * | 0.1 | 0.1 | 0.1 | 0.3 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 162,100.0 | 696,000.0 | 1,367,300.0 | 514,028.0 |
NUMBER OF TRADES | 0 | * | * | 5 | 30 | 82 | 96 |