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 | 89.2 | 93.2 | 95.1 | 97.0 | 98.3 | 99.6 | 100.8 |
Weighted Avg. Price | 90.0 | 93.2 | 95.1 | 96.9 | 98.3 | 99.6 | 100.7 |
Avg. Price Bottom 5 Trades | 85.4 | 93.2 | 95.1 | 97.0 | 98.2 | 99.4 | 100.7 |
2nd Quartile Price | 89.0 | 93.2 | * | * | 98.3 | 99.5 | 100.6 |
3rd Quartile Price | 89.1 | 93.3 | * | * | 98.3 | 99.6 | 100.7 |
4th Quartile Price | 91.2 | 93.3 | * | * | 98.4 | 99.6 | 100.7 |
Avg. Price Top 5 Trades | 91.2 | 93.2 | 95.1 | 97.0 | 98.4 | 99.6 | 100.9 |
Standard Deviation | 1.7 | 0.0 | 0.1 | 0.2 | 0.1 | 0.1 | 0.3 |
VOLUME OF TRADES (000'S) | 946,331.0 | 201,645.0 | 2,400.0 | 64,500.0 | 151,500.0 | 132,621.0 | 57,800.0 |
NUMBER OF TRADES | 92 | 17 | 5 | 9 | 23 | 28 | 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 88.7 | * | 0.0 | 0.0 | * | * | * |
Weighted Avg. Price | 89.1 | * | 0.0 | 0.0 | * | * | * |
Avg. Price Bottom 5 Trades | 88.7 | * | 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 | 88.7 | * | 0.0 | 0.0 | * | * | * |
Standard Deviation | 1.1 | * | 0.0 | 0.0 | * | * | * |
VOLUME OF TRADES (000'S) | 101,870.0 | * | 0.0 | 0.0 | * | * | * |
NUMBER OF TRADES | 6 | * | 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 |
Weighted Avg. Price | 0.0 | 0.0 | * | 0.0 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 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 | 0.0 | * | 0.0 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 0.0 | * | * | 0.0 |
NUMBER OF TRADES | 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 | * | * | * |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | * | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 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 | 0.0 | 0.0 | 0.0 | * | * | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | * | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | * | * | * |
NUMBER OF TRADES | 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 | * | 101.6 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 100.6 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 101.2 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 100.9 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 101.8 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 102.6 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 101.8 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.9 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 6,670.5 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | * | 7 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 80.3 | 86.6 | 89.8 | 92.5 | 95.1 | 97.3 | 100.1 |
Weighted Avg. Price | 80.6 | 86.5 | 89.7 | 92.5 | 95.1 | 97.3 | 100.1 |
Avg. Price Bottom 5 Trades | 75.2 | 86.5 | 89.6 | 92.4 | 94.9 | 97.2 | 99.2 |
2nd Quartile Price | 79.6 | 86.5 | 89.7 | 92.4 | 95.0 | 97.3 | 99.3 |
3rd Quartile Price | 79.6 | 86.6 | 89.7 | 92.5 | 95.1 | 97.3 | 99.4 |
4th Quartile Price | 83.1 | 86.7 | 89.9 | 92.5 | 95.1 | 97.4 | 101.1 |
Avg. Price Top 5 Trades | 83.3 | 86.8 | 90.0 | 92.6 | 95.2 | 97.4 | 102.7 |
Standard Deviation | 2.9 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 1.0 |
VOLUME OF TRADES (000'S) | 2,869,192.0 | 2,470,292.0 | 2,450,009.0 | 2,579,733.0 | 5,019,812.0 | 10,404,668.9 | 19,612,026.9 |
NUMBER OF TRADES | 221 | 102 | 152 | 165 | 305 | 552 | 962 |
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 | 82.5 | 88.4 | 90.9 | 93.4 | 95.9 | 98.1 | 100.8 |
Weighted Avg. Price | 82.8 | 88.4 | 90.9 | 93.4 | 95.8 | 98.1 | 100.5 |
Avg. Price Bottom 5 Trades | 79.1 | 88.3 | 90.8 | 93.3 | 95.8 | 98.0 | 99.9 |
2nd Quartile Price | 82.3 | 88.3 | 90.9 | 93.4 | 95.8 | 98.0 | 100.1 |
3rd Quartile Price | 82.5 | 88.4 | 91.0 | 93.4 | 95.9 | 98.1 | 100.5 |
4th Quartile Price | 85.5 | 88.5 | 91.0 | 93.5 | 95.9 | 98.1 | 101.2 |
Avg. Price Top 5 Trades | 85.6 | 88.5 | 91.0 | 93.5 | 96.0 | 98.5 | 104.3 |
Standard Deviation | 2.5 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | 621,363.7 | 34,055.0 | 763,261.1 | 630,838.0 | 1,316,326.0 | 5,547,847.1 | 6,091,961.4 |
NUMBER OF TRADES | 25 | 13 | 25 | 29 | 50 | 119 | 352 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 79.8 | 86.6 | 89.8 | 92.5 | 95.0 | 97.3 | 100.4 |
Weighted Avg. Price | 80.3 | 86.6 | 89.8 | 92.5 | 95.1 | 97.2 | 100.2 |
Avg. Price Bottom 5 Trades | 77.4 | 86.6 | 89.7 | 92.5 | 95.0 | 97.2 | 99.2 |
2nd Quartile Price | 76.3 | * | 89.7 | 92.5 | 95.0 | 97.3 | 99.3 |
3rd Quartile Price | 83.1 | * | 89.8 | 92.5 | 95.0 | 97.3 | 101.0 |
4th Quartile Price | 83.2 | * | 89.9 | 92.5 | 95.1 | 97.3 | 101.0 |
Avg. Price Top 5 Trades | 82.7 | 86.6 | 90.0 | 92.5 | 95.1 | 97.4 | 102.7 |
Standard Deviation | 3.3 | 0.1 | 0.1 | 0.0 | 0.1 | 0.0 | 1.0 |
VOLUME OF TRADES (000'S) | 835,963.0 | 1,340,000.0 | 725,500.0 | 307,400.0 | 1,516,880.0 | 3,492,190.0 | 8,242,620.0 |
NUMBER OF TRADES | 10 | 5 | 30 | 11 | 58 | 84 | 393 |
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 | * | * | 91.0 | * | 95.9 | 97.9 | 100.2 |
Weighted Avg. Price | * | * | 91.0 | * | 95.8 | 98.0 | 100.0 |
Avg. Price Bottom 5 Trades | * | * | 91.0 | * | 95.8 | 97.9 | 99.7 |
2nd Quartile Price | * | * | * | * | 95.9 | 97.9 | 99.8 |
3rd Quartile Price | * | * | * | * | 95.9 | 98.0 | 99.8 |
4th Quartile Price | * | * | * | * | 95.9 | 98.0 | 101.0 |
Avg. Price Top 5 Trades | * | * | 91.0 | * | 95.9 | 98.0 | 101.4 |
Standard Deviation | * | * | 0.0 | * | 0.1 | 0.1 | 0.6 |
VOLUME OF TRADES (000'S) | * | * | 256,420.0 | * | 669,750.0 | 3,728,740.0 | 4,427,940.0 |
NUMBER OF TRADES | * | * | 5 | * | 13 | 34 | 215 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | * | * | 97.2 | 100.3 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | * | 97.3 | 100.2 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | * | 97.2 | 99.1 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 97.2 | 99.2 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 97.3 | 100.9 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 97.3 | 100.9 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | * | * | 97.3 | 102.7 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | 0.1 | 1.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | * | 65,500.0 | 864,445.0 |
NUMBER OF TRADES | 0 | 0 | 0 | * | * | 18 | 192 |
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 | * | 93.4 | 95.8 | 97.8 | 100.2 |
Weighted Avg. Price | 0.0 | 0.0 | * | 93.4 | 95.8 | 97.9 | 99.9 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 93.4 | 95.8 | 97.8 | 99.5 |
2nd Quartile Price | 0.0 | 0.0 | * | 93.4 | * | 97.8 | 99.6 |
3rd Quartile Price | 0.0 | 0.0 | * | 93.4 | * | 97.8 | 99.7 |
4th Quartile Price | 0.0 | 0.0 | * | 93.5 | * | 97.9 | 100.8 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 93.4 | 95.8 | 97.8 | 101.2 |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.7 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 102,000.0 | 41,750.0 | 79,500.0 | 455,770.0 |
NUMBER OF TRADES | 0 | 0 | * | 8 | 6 | 8 | 61 |