METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 92.8 | 97.8 | 99.5 | 100.7 | 101.6 | * | 0.0 |
Weighted Avg. Price | 92.8 | 97.7 | 99.4 | 100.8 | 101.5 | * | 0.0 |
Avg. Price Bottom 5 Trades | 89.5 | 97.8 | 99.3 | 100.6 | 101.4 | * | 0.0 |
2nd Quartile Price | 91.0 | * | 99.4 | 100.7 | 101.5 | * | 0.0 |
3rd Quartile Price | 93.5 | * | 99.5 | 100.8 | 101.7 | * | 0.0 |
4th Quartile Price | 96.0 | * | 99.6 | 100.8 | 101.8 | * | 0.0 |
Avg. Price Top 5 Trades | 96.0 | 97.8 | 99.6 | 100.8 | 101.8 | * | 0.0 |
Standard Deviation | 2.3 | 0.2 | 0.1 | 0.1 | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 1,444,962.6 | 72,750.0 | 103,640.8 | 587,066.2 | 37,657.3 | * | 0.0 |
NUMBER OF TRADES | 109 | 8 | 26 | 33 | 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 93.1 | * | 99.4 | 100.7 | 101.4 | * | 0.0 |
Weighted Avg. Price | 92.7 | * | 99.4 | 100.8 | 101.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | 89.2 | * | 99.2 | 100.7 | 101.3 | * | 0.0 |
2nd Quartile Price | 91.1 | * | 99.3 | 100.7 | 101.3 | * | 0.0 |
3rd Quartile Price | 93.7 | * | 99.4 | 100.7 | 101.5 | * | 0.0 |
4th Quartile Price | 96.0 | * | 99.5 | 100.8 | 101.8 | * | 0.0 |
Avg. Price Top 5 Trades | 96.0 | * | 99.5 | 100.8 | 101.5 | * | 0.0 |
Standard Deviation | 2.6 | * | 0.1 | 0.1 | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 581,601.6 | * | 44,200.0 | 444,600.0 | 92,457.0 | * | 0.0 |
NUMBER OF TRADES | 38 | * | 14 | 12 | 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | * | * | 99.3 | 100.6 | * | * | 0.0 |
Weighted Avg. Price | * | * | 99.4 | 100.6 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | * | * | 99.2 | 100.5 | * | * | 0.0 |
2nd Quartile Price | * | * | 99.2 | 100.5 | * | * | 0.0 |
3rd Quartile Price | * | * | 99.3 | 100.6 | * | * | 0.0 |
4th Quartile Price | * | * | 99.5 | 100.8 | * | * | 0.0 |
Avg. Price Top 5 Trades | * | * | 99.4 | 100.7 | * | * | 0.0 |
Standard Deviation | * | * | 0.1 | 0.2 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | * | * | 41,250.0 | 19,100.0 | * | * | 0.0 |
NUMBER OF TRADES | * | * | 10 | 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 88.3 | 94.1 | 96.7 | 98.9 | 100.3 | 101.4 | 102.8 |
Weighted Avg. Price | 88.4 | 94.1 | 96.8 | 98.9 | 100.3 | 101.4 | 102.7 |
Avg. Price Bottom 5 Trades | 80.2 | 93.8 | 96.5 | 98.7 | 100.1 | 101.2 | 102.4 |
2nd Quartile Price | 87.6 | 94.0 | 96.7 | 98.8 | 100.3 | 101.3 | 102.4 |
3rd Quartile Price | 87.8 | 94.1 | 96.7 | 98.9 | 100.3 | 101.4 | 102.5 |
4th Quartile Price | 91.0 | 94.1 | 96.7 | 98.9 | 100.3 | 101.4 | 103.3 |
Avg. Price Top 5 Trades | 92.0 | 94.5 | 97.5 | 100.1 | 101.2 | 101.8 | 104.2 |
Standard Deviation | 2.8 | 0.2 | 0.2 | 0.2 | 0.1 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 30,579,666.8 | 7,833,846.0 | 13,454,050.7 | 19,343,124.1 | 27,501,469.4 | 24,151,002.5 | 9,172,261.7 |
NUMBER OF TRADES | 474 | 235 | 277 | 560 | 925 | 533 | 510 |
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 | 94.9 | 97.5 | 99.5 | 100.7 | 101.6 | 102.6 |
Weighted Avg. Price | 90.3 | 94.9 | 97.5 | 99.5 | 100.7 | 101.6 | 102.4 |
Avg. Price Bottom 5 Trades | 86.6 | 94.6 | 97.3 | 99.4 | 100.5 | 101.3 | 102.1 |
2nd Quartile Price | 89.4 | 94.8 | 97.4 | 99.5 | 100.6 | 101.4 | 102.2 |
3rd Quartile Price | 90.6 | 94.9 | 97.5 | 99.5 | 100.7 | 101.4 | 102.3 |
4th Quartile Price | 92.2 | 94.9 | 97.6 | 99.6 | 100.7 | 101.5 | 103.0 |
Avg. Price Top 5 Trades | 92.6 | 95.3 | 97.6 | 100.0 | 101.6 | 103.4 | 105.2 |
Standard Deviation | 2.2 | 0.2 | 0.1 | 0.1 | 0.2 | 0.5 | 0.6 |
VOLUME OF TRADES (000'S) | 1,421,278.4 | 768,001.0 | 1,959,875.0 | 4,867,486.7 | 7,726,426.4 | 2,813,874.5 | 2,064,142.9 |
NUMBER OF TRADES | 62 | 56 | 63 | 169 | 257 | 175 | 219 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 88.3 | 94.2 | 96.8 | 98.9 | 100.2 | 101.3 | 102.4 |
Weighted Avg. Price | 88.4 | 94.2 | 96.8 | 98.9 | 100.3 | 101.3 | 102.5 |
Avg. Price Bottom 5 Trades | 81.9 | 93.8 | 96.5 | 98.7 | 100.1 | 101.1 | 102.1 |
2nd Quartile Price | 87.5 | 94.0 | 96.6 | 98.7 | 100.2 | 101.2 | 102.2 |
3rd Quartile Price | 88.0 | 94.1 | 96.7 | 98.8 | 100.2 | 101.3 | 102.2 |
4th Quartile Price | 91.0 | 94.2 | 96.8 | 98.9 | 100.3 | 101.3 | 102.3 |
Avg. Price Top 5 Trades | 91.7 | 94.8 | 97.3 | 99.4 | 100.7 | 101.6 | 103.4 |
Standard Deviation | 2.8 | 0.3 | 0.3 | 0.2 | 0.1 | 0.1 | 0.4 |
VOLUME OF TRADES (000'S) | 26,211,907.6 | 5,875,837.3 | 10,985,605.6 | 11,641,971.0 | 13,913,499.3 | 19,814,836.4 | 5,657,870.0 |
NUMBER OF TRADES | 209 | 74 | 101 | 108 | 262 | 242 | 179 |
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 | 90.8 | 95.0 | 97.5 | 99.5 | 100.6 | 101.3 | 102.2 |
Weighted Avg. Price | 90.1 | 94.9 | 97.4 | 99.6 | 100.6 | 101.4 | 102.3 |
Avg. Price Bottom 5 Trades | 87.9 | 94.8 | 97.4 | 99.3 | 100.5 | 101.2 | 102.0 |
2nd Quartile Price | 89.5 | 94.8 | 97.4 | 99.3 | 100.5 | 101.3 | 102.0 |
3rd Quartile Price | 92.1 | 95.0 | 97.4 | 99.4 | 100.6 | 101.3 | 102.0 |
4th Quartile Price | 92.2 | 95.0 | 97.5 | 99.5 | 100.6 | 101.3 | 102.3 |
Avg. Price Top 5 Trades | 92.6 | 95.2 | 97.5 | 100.0 | 101.2 | 101.9 | 102.8 |
Standard Deviation | 2.0 | 0.3 | 0.3 | 0.2 | 0.2 | 0.2 | 0.3 |
VOLUME OF TRADES (000'S) | 970,725.4 | 317,376.0 | 102,575.0 | 1,798,718.0 | 3,031,913.0 | 1,018,000.0 | 592,100.0 |
NUMBER OF TRADES | 22 | 14 | 8 | 58 | 104 | 75 | 50 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 88.3 | * | 96.6 | 98.8 | 100.2 | 101.2 | 102.3 |
Weighted Avg. Price | 90.2 | * | 96.7 | 98.8 | 100.2 | 101.2 | 102.2 |
Avg. Price Bottom 5 Trades | 87.7 | * | 96.6 | 98.7 | 100.1 | 101.1 | 102.1 |
2nd Quartile Price | 87.7 | * | 96.6 | 98.7 | 100.1 | 101.2 | 102.1 |
3rd Quartile Price | 90.9 | * | 96.6 | 98.8 | 100.2 | 101.2 | 102.1 |
4th Quartile Price | 91.1 | * | 96.7 | 98.9 | 100.2 | 101.2 | 102.3 |
Avg. Price Top 5 Trades | 89.1 | * | 96.7 | 99.3 | 100.8 | 101.4 | 102.9 |
Standard Deviation | 2.5 | * | 0.1 | 0.2 | 0.1 | 0.1 | 0.3 |
VOLUME OF TRADES (000'S) | 41,825.0 | * | 43,175.0 | 474,700.0 | 2,099,350.0 | 2,701,400.0 | 356,750.0 |
NUMBER OF TRADES | 6 | * | 9 | 87 | 281 | 171 | 35 |
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 | * | 97.5 | 99.5 | 100.5 | 101.2 | 102.0 |
Weighted Avg. Price | 0.0 | * | 97.5 | 99.6 | 100.6 | 101.3 | 102.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 97.4 | 99.3 | 100.4 | 101.1 | 101.8 |
2nd Quartile Price | 0.0 | * | 97.4 | 99.4 | 100.4 | 101.2 | 101.8 |
3rd Quartile Price | 0.0 | * | 97.4 | 99.4 | 100.5 | 101.2 | 101.9 |
4th Quartile Price | 0.0 | * | 97.7 | 99.6 | 100.5 | 101.3 | 101.9 |
Avg. Price Top 5 Trades | 0.0 | * | 97.6 | 100.0 | 101.1 | 101.4 | 102.4 |
Standard Deviation | 0.0 | * | 0.3 | 0.2 | 0.2 | 0.1 | 0.2 |
VOLUME OF TRADES (000'S) | 0.0 | * | 42,225.0 | 298,100.0 | 490,900.0 | 255,650.0 | 133,100.0 |
NUMBER OF TRADES | 0 | * | 8 | 46 | 113 | 64 | 33 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
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 |
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 |