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 | 90.0 | * | 97.3 | 98.8 | 99.9 | 100.7 | 101.6 |
Weighted Avg. Price | 89.4 | * | 97.3 | 98.8 | 99.9 | 100.7 | 101.6 |
Avg. Price Bottom 5 Trades | 88.1 | * | 97.2 | 98.8 | 99.8 | 100.6 | 101.6 |
2nd Quartile Price | 88.8 | * | 97.2 | 98.8 | 99.9 | 100.8 | 101.6 |
3rd Quartile Price | 89.1 | * | 97.3 | 98.8 | 99.9 | 100.8 | 101.6 |
4th Quartile Price | 91.4 | * | 97.3 | 98.8 | 99.9 | 100.8 | 101.7 |
Avg. Price Top 5 Trades | 92.7 | * | 97.3 | 98.9 | 99.9 | 100.8 | 101.7 |
Standard Deviation | 2.1 | * | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 |
VOLUME OF TRADES (000'S) | 348,050.0 | * | 27,943.0 | 252,135.3 | 438,300.0 | 110,800.0 | 194,730.0 |
NUMBER OF TRADES | 20 | * | 11 | 28 | 64 | 23 | 13 |
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 | 89.0 | * | * | * | 99.9 | 100.7 | 101.6 |
Weighted Avg. Price | 89.0 | * | * | * | 99.9 | 100.7 | 101.6 |
Avg. Price Bottom 5 Trades | 89.0 | * | * | * | 99.9 | 100.7 | 101.6 |
2nd Quartile Price | * | * | * | * | * | 100.7 | 101.6 |
3rd Quartile Price | * | * | * | * | * | 100.8 | 101.6 |
4th Quartile Price | * | * | * | * | * | 100.8 | 101.6 |
Avg. Price Top 5 Trades | 89.0 | * | * | * | 99.9 | 100.7 | 101.6 |
Standard Deviation | 0.1 | * | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 241,250.0 | * | * | * | 22,000.0 | 83,680.0 | 185,340.0 |
NUMBER OF TRADES | 5 | * | * | * | 5 | 7 | 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 | 0.0 | 0.0 | * | * | 99.8 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | * | 99.8 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | * | 99.8 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | * | 99.9 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | * | 99.9 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | * | 99.9 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | * | 99.9 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | * | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | 23,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | * | 7 | 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 | 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 | * |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 83.6 | 89.8 | 92.8 | 95.5 | 97.8 | 99.6 | 101.6 |
Weighted Avg. Price | 83.4 | 89.8 | 92.8 | 95.5 | 97.8 | 99.6 | 101.5 |
Avg. Price Bottom 5 Trades | 78.8 | 89.5 | 92.7 | 95.2 | 97.5 | 99.4 | 100.8 |
2nd Quartile Price | 82.8 | 89.8 | 92.8 | 95.4 | 97.8 | 99.6 | 101.0 |
3rd Quartile Price | 83.0 | 89.8 | 92.8 | 95.5 | 97.8 | 99.6 | 101.0 |
4th Quartile Price | 86.3 | 89.9 | 92.9 | 95.5 | 97.9 | 99.6 | 102.3 |
Avg. Price Top 5 Trades | 86.4 | 89.9 | 92.9 | 95.6 | 98.0 | 99.7 | 104.2 |
Standard Deviation | 2.6 | 0.1 | 0.1 | 0.1 | 0.2 | 0.1 | 0.8 |
VOLUME OF TRADES (000'S) | 8,329,045.0 | 2,649,707.0 | 3,024,530.0 | 4,743,634.4 | 4,822,847.2 | 12,076,385.7 | 19,206,513.0 |
NUMBER OF TRADES | 330 | 99 | 113 | 187 | 267 | 531 | 789 |
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 | 86.0 | 91.1 | 93.7 | 96.1 | 98.3 | 100.0 | 101.4 |
Weighted Avg. Price | 85.0 | 91.1 | 93.7 | 96.1 | 98.3 | 99.9 | 101.2 |
Avg. Price Bottom 5 Trades | 82.1 | 91.0 | 93.5 | 95.9 | 98.1 | 99.6 | 100.5 |
2nd Quartile Price | 84.9 | 91.0 | 93.6 | 96.0 | 98.3 | 99.9 | 100.9 |
3rd Quartile Price | 85.4 | 91.1 | 93.7 | 96.1 | 98.4 | 100.0 | 100.9 |
4th Quartile Price | 88.4 | 91.2 | 93.7 | 96.2 | 98.4 | 100.0 | 101.8 |
Avg. Price Top 5 Trades | 88.4 | 91.2 | 93.8 | 96.2 | 98.4 | 100.5 | 105.0 |
Standard Deviation | 2.5 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.8 |
VOLUME OF TRADES (000'S) | 1,909,788.9 | 160,085.0 | 590,987.0 | 3,578,261.5 | 2,815,362.0 | 5,623,530.4 | 4,882,513.2 |
NUMBER OF TRADES | 68 | 24 | 36 | 64 | 66 | 172 | 353 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 84.0 | 89.8 | 92.8 | 95.5 | 97.9 | 99.7 | 101.4 |
Weighted Avg. Price | 83.6 | 89.8 | 92.8 | 95.5 | 97.8 | 99.7 | 101.6 |
Avg. Price Bottom 5 Trades | 79.7 | 89.7 | 92.8 | 95.4 | 97.7 | 99.5 | 100.8 |
2nd Quartile Price | 83.0 | 89.8 | * | 95.5 | 97.8 | 99.6 | 101.0 |
3rd Quartile Price | 83.1 | 89.8 | * | 95.5 | 97.9 | 99.6 | 101.0 |
4th Quartile Price | 86.4 | 89.9 | * | 95.6 | 97.9 | 99.7 | 102.3 |
Avg. Price Top 5 Trades | 86.5 | 89.9 | 92.8 | 95.6 | 97.9 | 100.1 | 103.3 |
Standard Deviation | 2.5 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.6 |
VOLUME OF TRADES (000'S) | 3,625,768.0 | 793,460.0 | 10,500.0 | 104,365.9 | 579,470.5 | 2,485,007.7 | 7,657,111.6 |
NUMBER OF TRADES | 50 | 11 | 6 | 16 | 44 | 197 | 319 |
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 | 85.2 | * | 93.8 | 96.2 | 98.4 | 99.9 | 101.2 |
Weighted Avg. Price | 85.4 | * | 93.8 | 96.2 | 98.4 | 99.9 | 101.2 |
Avg. Price Bottom 5 Trades | 83.9 | * | 93.8 | 96.1 | 98.3 | 99.8 | 100.7 |
2nd Quartile Price | 82.4 | * | * | 96.2 | 98.4 | 99.9 | 100.8 |
3rd Quartile Price | 85.5 | * | * | 96.2 | 98.4 | 99.9 | 100.8 |
4th Quartile Price | 88.4 | * | * | 96.2 | 98.4 | 100.0 | 101.6 |
Avg. Price Top 5 Trades | 87.6 | * | 93.8 | 96.3 | 98.4 | 100.0 | 102.5 |
Standard Deviation | 2.8 | * | 0.0 | 0.1 | 0.0 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 754,135.0 | * | 119,844.0 | 2,153,160.0 | 2,172,247.0 | 4,324,939.8 | 2,346,990.0 |
NUMBER OF TRADES | 14 | * | 16 | 25 | 53 | 137 | 195 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 95.6 | 97.8 | 99.6 | 101.3 |
Weighted Avg. Price | 0.0 | 0.0 | * | 95.6 | 97.8 | 99.6 | 101.3 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 95.6 | 97.7 | 99.5 | 100.8 |
2nd Quartile Price | 0.0 | 0.0 | * | * | 97.8 | 99.6 | 101.0 |
3rd Quartile Price | 0.0 | 0.0 | * | * | 97.9 | 99.6 | 101.0 |
4th Quartile Price | 0.0 | 0.0 | * | * | 97.9 | 99.6 | 101.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 95.6 | 97.9 | 99.6 | 102.9 |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | 0.1 | 0.0 | 0.6 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 67,654.0 | 103,500.0 | 271,000.0 | 742,090.0 |
NUMBER OF TRADES | 0 | 0 | * | 8 | 21 | 108 | 108 |
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 | * | * | * | 96.2 | 98.3 | 99.9 | 101.0 |
Weighted Avg. Price | * | * | * | 96.2 | 98.3 | 99.8 | 101.2 |
Avg. Price Bottom 5 Trades | * | * | * | 96.2 | 98.3 | 99.8 | 100.6 |
2nd Quartile Price | * | * | * | 96.2 | 98.3 | 99.9 | 100.7 |
3rd Quartile Price | * | * | * | 96.2 | 98.4 | 99.9 | 100.8 |
4th Quartile Price | * | * | * | 96.3 | 98.4 | 99.9 | 101.4 |
Avg. Price Top 5 Trades | * | * | * | 96.3 | 98.4 | 99.9 | 101.7 |
Standard Deviation | * | * | * | 0.1 | 0.1 | 0.0 | 0.4 |
VOLUME OF TRADES (000'S) | * | * | * | 109,038.0 | 286,200.0 | 571,950.0 | 604,450.0 |
NUMBER OF TRADES | * | * | * | 13 | 16 | 56 | 34 |