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 | 88.9 | 93.3 | 95.2 | 97.0 | 98.3 | 99.6 | 100.7 |
Weighted Avg. Price | 89.3 | 93.3 | 95.2 | 97.0 | 98.3 | 99.6 | 100.7 |
Avg. Price Bottom 5 Trades | 86.0 | 93.3 | 95.2 | 96.9 | 98.3 | 99.5 | 100.7 |
2nd Quartile Price | 86.7 | * | * | 96.9 | 98.3 | 99.6 | 100.7 |
3rd Quartile Price | 89.1 | * | * | 97.0 | 98.3 | 99.6 | 100.7 |
4th Quartile Price | 91.1 | * | * | 97.0 | 98.4 | 99.7 | 100.8 |
Avg. Price Top 5 Trades | 91.3 | 93.3 | 95.2 | 97.0 | 98.4 | 99.7 | 100.7 |
Standard Deviation | 1.9 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 |
VOLUME OF TRADES (000'S) | 1,014,408.0 | 161,018.0 | 9,364.0 | 77,933.0 | 170,625.0 | 96,075.0 | 142,825.8 |
NUMBER OF TRADES | 63 | 8 | 5 | 6 | 17 | 23 | 7 |
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 | 87.5 | 0.0 | 0.0 | 0.0 | * | 99.5 | * |
Weighted Avg. Price | 87.1 | 0.0 | 0.0 | 0.0 | * | 99.5 | * |
Avg. Price Bottom 5 Trades | 87.5 | 0.0 | 0.0 | 0.0 | * | 99.5 | * |
2nd Quartile Price | * | 0.0 | 0.0 | 0.0 | * | * | * |
3rd Quartile Price | * | 0.0 | 0.0 | 0.0 | * | * | * |
4th Quartile Price | * | 0.0 | 0.0 | 0.0 | * | * | * |
Avg. Price Top 5 Trades | 87.5 | 0.0 | 0.0 | 0.0 | * | 99.5 | * |
Standard Deviation | 1.2 | 0.0 | 0.0 | 0.0 | * | 0.1 | * |
VOLUME OF TRADES (000'S) | 120,000.0 | 0.0 | 0.0 | 0.0 | * | 36,500.0 | * |
NUMBER OF TRADES | 6 | 0 | 0 | 0 | * | 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 | 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 |
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 | ||||||
<= 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 |
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 |
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 | * | * |
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 | * | * |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 79.6 | 86.8 | 89.7 | 92.4 | 95.0 | 97.3 | 100.2 |
Weighted Avg. Price | 78.9 | 86.7 | 89.7 | 92.4 | 95.0 | 97.4 | 100.1 |
Avg. Price Bottom 5 Trades | 72.1 | 86.4 | 89.5 | 92.3 | 94.9 | 97.2 | 99.2 |
2nd Quartile Price | 76.1 | 86.5 | 89.6 | 92.3 | 95.0 | 97.3 | 99.3 |
3rd Quartile Price | 79.6 | 86.5 | 89.6 | 92.4 | 95.0 | 97.3 | 99.4 |
4th Quartile Price | 83.0 | 86.6 | 89.7 | 92.4 | 95.1 | 97.4 | 101.1 |
Avg. Price Top 5 Trades | 83.4 | 88.3 | 90.0 | 92.7 | 95.5 | 97.6 | 103.1 |
Standard Deviation | 3.0 | 1.0 | 0.1 | 0.1 | 0.1 | 0.1 | 1.1 |
VOLUME OF TRADES (000'S) | 11,173,773.2 | 4,415,268.1 | 11,421,364.8 | 7,881,392.5 | 19,485,292.6 | 25,204,399.7 | 44,265,806.8 |
NUMBER OF TRADES | 318 | 154 | 243 | 338 | 413 | 892 | 1,305 |
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 | 83.3 | 88.4 | 90.9 | 93.4 | 95.9 | 98.1 | 100.6 |
Weighted Avg. Price | 83.2 | 88.3 | 90.9 | 93.3 | 95.9 | 98.1 | 100.5 |
Avg. Price Bottom 5 Trades | 79.0 | 88.3 | 90.8 | 93.2 | 95.7 | 98.0 | 99.7 |
2nd Quartile Price | 82.3 | 88.3 | 90.8 | 93.3 | 95.8 | 98.0 | 100.0 |
3rd Quartile Price | 85.0 | 88.4 | 90.9 | 93.3 | 95.8 | 98.1 | 100.1 |
4th Quartile Price | 85.7 | 88.4 | 91.1 | 93.4 | 95.9 | 98.1 | 101.2 |
Avg. Price Top 5 Trades | 85.8 | 88.5 | 91.1 | 93.6 | 96.2 | 98.9 | 103.9 |
Standard Deviation | 2.6 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.8 |
VOLUME OF TRADES (000'S) | 901,559.0 | 967,489.0 | 1,269,679.0 | 1,135,515.0 | 2,808,781.7 | 7,042,216.2 | 11,217,199.9 |
NUMBER OF TRADES | 59 | 23 | 36 | 60 | 87 | 205 | 497 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 77.4 | 86.8 | 89.7 | 92.5 | 95.0 | 97.3 | 100.3 |
Weighted Avg. Price | 78.0 | 86.8 | 89.7 | 92.4 | 95.0 | 97.4 | 99.9 |
Avg. Price Bottom 5 Trades | 76.0 | 86.6 | 89.6 | 92.4 | 94.9 | 97.2 | 99.2 |
2nd Quartile Price | 76.0 | 86.6 | 89.6 | 92.4 | 95.0 | 97.2 | 99.3 |
3rd Quartile Price | 76.4 | 86.8 | 89.7 | 92.5 | 95.0 | 97.3 | 101.0 |
4th Quartile Price | 79.8 | 86.9 | 89.8 | 92.5 | 95.0 | 97.3 | 101.0 |
Avg. Price Top 5 Trades | 79.8 | 86.9 | 89.9 | 92.5 | 95.3 | 97.6 | 102.4 |
Standard Deviation | 1.8 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 1.0 |
VOLUME OF TRADES (000'S) | 5,213,492.0 | 2,911,347.0 | 7,532,050.0 | 2,048,700.0 | 9,649,838.0 | 9,147,475.0 | 23,298,293.0 |
NUMBER OF TRADES | 19 | 13 | 52 | 29 | 68 | 125 | 600 |
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 | * | * | * | 93.4 | 95.8 | 98.0 | 100.3 |
Weighted Avg. Price | * | * | * | 93.3 | 95.8 | 98.0 | 100.2 |
Avg. Price Bottom 5 Trades | * | * | * | 93.3 | 95.8 | 97.9 | 99.7 |
2nd Quartile Price | * | * | * | 93.3 | 95.8 | 97.9 | 99.7 |
3rd Quartile Price | * | * | * | 93.3 | 95.8 | 97.9 | 99.8 |
4th Quartile Price | * | * | * | 93.5 | 95.9 | 98.0 | 101.0 |
Avg. Price Top 5 Trades | * | * | * | 93.4 | 95.9 | 98.1 | 102.3 |
Standard Deviation | * | * | * | 0.1 | 0.1 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | * | * | * | 16,750.0 | 462,250.0 | 4,557,610.0 | 8,645,439.5 |
NUMBER OF TRADES | * | * | * | 7 | 24 | 67 | 392 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | * | * | 0.0 | * | * | 97.3 | 100.2 |
Weighted Avg. Price | * | * | 0.0 | * | * | 97.4 | 100.1 |
Avg. Price Bottom 5 Trades | * | * | 0.0 | * | * | 97.2 | 99.1 |
2nd Quartile Price | * | * | 0.0 | * | * | 97.2 | 99.2 |
3rd Quartile Price | * | * | 0.0 | * | * | 97.2 | 100.9 |
4th Quartile Price | * | * | 0.0 | * | * | 97.5 | 100.9 |
Avg. Price Top 5 Trades | * | * | 0.0 | * | * | 97.5 | 102.2 |
Standard Deviation | * | * | 0.0 | * | * | 0.2 | 0.9 |
VOLUME OF TRADES (000'S) | * | * | 0.0 | * | * | 92,900.0 | 1,378,900.0 |
NUMBER OF TRADES | * | * | 0 | * | * | 16 | 182 |
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 | * | * | 97.8 | 100.2 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | * | 97.9 | 99.8 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | * | 97.8 | 99.5 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 97.8 | 99.5 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 97.8 | 100.7 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 97.8 | 100.8 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | * | * | 98.0 | 101.1 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | * | 159,550.0 | 1,971,245.5 |
NUMBER OF TRADES | 0 | 0 | 0 | * | * | 21 | 128 |