METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 101.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.2 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.3 | * | 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 | 101.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 10,705.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | * | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
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 |
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 | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 102.9 | 105.0 | 105.9 | 106.7 | 107.0 | * | * |
Weighted Avg. Price | 103.2 | 105.0 | 105.9 | 106.7 | 107.0 | * | * |
Avg. Price Bottom 5 Trades | 100.8 | 104.9 | 105.8 | 106.6 | 106.9 | * | * |
2nd Quartile Price | 103.3 | 104.9 | 105.8 | 106.6 | 107.0 | * | * |
3rd Quartile Price | 103.4 | 105.0 | 105.9 | 106.7 | 107.0 | * | * |
4th Quartile Price | 103.4 | 105.0 | 105.9 | 106.7 | 107.0 | * | * |
Avg. Price Top 5 Trades | 103.5 | 105.1 | 105.9 | 106.7 | 107.0 | * | * |
Standard Deviation | 1.0 | 0.0 | 0.0 | 0.0 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 11,047,142.0 | 1,421,203.8 | 532,550.0 | 17,300.0 | 47,558.0 | * | * |
NUMBER OF TRADES | 701 | 188 | 50 | 13 | 13 | * | * |
FHLMC | |||||||
AVERAGE PRICE | 102.6 | 104.9 | 105.5 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 103.1 | 104.8 | 105.5 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.8 | 104.9 | 105.5 | * | * | 0.0 | 0.0 |
2nd Quartile Price | 103.1 | * | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | 103.1 | * | * | * | * | 0.0 | 0.0 |
4th Quartile Price | 103.1 | * | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.2 | 104.9 | 105.5 | * | * | 0.0 | 0.0 |
Standard Deviation | 1.0 | 0.1 | 0.1 | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,743,590.0 | 5,642.6 | 6,766.0 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 46 | 6 | 5 | * | * | 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 | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 102.9 | 104.8 | 105.8 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 103.1 | 104.9 | 105.8 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 104.8 | 105.8 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 103.1 | * | * | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 103.2 | * | * | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 103.3 | * | * | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.3 | 104.8 | 105.8 | 0.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.8 | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 5,533,865.0 | 66,000.0 | 231,450.0 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 118 | 5 | 6 | 0 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.5 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.2 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.9 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,591,000.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 30 | * | * | 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 | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 102.8 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 103.1 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 103.1 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.7 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 427,500.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 45 | * | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
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 |
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 | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 102.7 | * | 0.0 | 0.0 | * | 0.0 |
Weighted Avg. Price | 0.0 | 102.6 | * | 0.0 | 0.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.7 | * | 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 | 102.7 | * | 0.0 | 0.0 | * | 0.0 |
Standard Deviation | 0.0 | 0.5 | * | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 62,934.2 | * | 0.0 | 0.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 10 | * | 0 | 0 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 105.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 105.3 | 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 | * | 105.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 30,641.4 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 6 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | * | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | * | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | * | * | * | 0.0 | 0.0 | 0.0 |
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 | * | * | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | * | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | * | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | * | * | * | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 98.3 | 102.5 | 105.1 | 106.2 | 107.1 | 107.9 | 109.1 |
Weighted Avg. Price | 98.3 | 102.5 | 105.1 | 106.3 | 107.1 | 107.9 | 108.6 |
Avg. Price Bottom 5 Trades | 98.2 | 102.3 | 104.7 | 106.1 | 107.0 | 107.9 | 108.4 |
2nd Quartile Price | 98.2 | 102.3 | 105.0 | 106.1 | 107.0 | 107.9 | 108.5 |
3rd Quartile Price | 98.3 | 102.4 | 105.1 | 106.2 | 107.0 | 107.9 | 109.0 |
4th Quartile Price | 98.3 | 102.6 | 105.2 | 106.2 | 107.1 | 107.9 | 109.1 |
Avg. Price Top 5 Trades | 98.6 | 102.8 | 105.3 | 107.9 | 107.1 | 108.0 | 111.1 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.3 | 0.0 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | 181,050.0 | 34,650,200.6 | 21,009,578.2 | 9,201,077.6 | 3,927,031.0 | 1,001,464.0 | 1,883,210.0 |
NUMBER OF TRADES | 64 | 1,641 | 1,037 | 313 | 159 | 63 | 59 |
FHLMC | |||||||
AVERAGE PRICE | 97.6 | 102.1 | 104.8 | 106.0 | 106.3 | * | 108.3 |
Weighted Avg. Price | 97.6 | 102.2 | 104.9 | 105.9 | 106.3 | * | 108.6 |
Avg. Price Bottom 5 Trades | 97.6 | 101.8 | 104.7 | 105.9 | 106.3 | * | 108.0 |
2nd Quartile Price | * | 101.9 | 104.7 | 105.9 | 106.3 | * | 107.8 |
3rd Quartile Price | * | 102.0 | 104.8 | 105.9 | 106.3 | * | 108.6 |
4th Quartile Price | * | 102.2 | 104.9 | 106.0 | 106.4 | * | 108.8 |
Avg. Price Top 5 Trades | 97.6 | 102.3 | 104.9 | 106.0 | 106.3 | * | 108.7 |
Standard Deviation | 0.0 | 0.2 | 0.2 | 0.0 | 0.1 | * | 0.6 |
VOLUME OF TRADES (000'S) | 30,400.0 | 6,652,610.5 | 624,006.0 | 142,720.0 | 82,323.0 | * | 16,700.0 |
NUMBER OF TRADES | 5 | 64 | 50 | 21 | 11 | * | 8 |
GNMA | |||||||
AVERAGE PRICE | * | 103.9 | 107.1 | 107.7 | 107.5 | 108.1 | 111.8 |
Weighted Avg. Price | * | 103.8 | 107.1 | 107.7 | 107.5 | 108.1 | 109.6 |
Avg. Price Bottom 5 Trades | * | 103.7 | 107.0 | 107.6 | 107.4 | 108.0 | 111.5 |
2nd Quartile Price | * | 103.8 | 107.0 | 107.6 | 107.4 | 108.0 | 112.1 |
3rd Quartile Price | * | 103.8 | 107.1 | 107.8 | 107.5 | 108.1 | 112.2 |
4th Quartile Price | * | 103.9 | 107.1 | 107.8 | 107.6 | 108.2 | 112.3 |
Avg. Price Top 5 Trades | * | 104.2 | 107.4 | 108.0 | 107.7 | 108.2 | 112.5 |
Standard Deviation | * | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 1.3 |
VOLUME OF TRADES (000'S) | * | 1,934,666.8 | 834,975.8 | 801,641.1 | 480,513.0 | 189,300.0 | 128,150.0 |
NUMBER OF TRADES | * | 152 | 61 | 56 | 29 | 22 | 14 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 102.2 | 104.8 | 106.1 | 107.0 | 0.0 | * |
Weighted Avg. Price | * | 102.2 | 104.9 | 106.2 | 107.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | * | 102.0 | 104.7 | 106.0 | 107.0 | 0.0 | * |
2nd Quartile Price | * | 102.0 | 104.8 | 106.0 | * | 0.0 | * |
3rd Quartile Price | * | 102.1 | 104.8 | 106.2 | * | 0.0 | * |
4th Quartile Price | * | 102.4 | 104.9 | 106.2 | * | 0.0 | * |
Avg. Price Top 5 Trades | * | 102.4 | 105.0 | 106.2 | 107.0 | 0.0 | * |
Standard Deviation | * | 0.2 | 0.1 | 0.1 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 9,190,908.0 | 2,574,168.0 | 1,768,000.0 | 1,160,000.0 | 0.0 | * |
NUMBER OF TRADES | * | 170 | 73 | 15 | 12 | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.9 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 102.0 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.7 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.8 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 102.0 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 102.0 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.9 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.2 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 3,991,500.0 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 19 | * | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 103.6 | 106.8 | 107.6 | 0.0 | * | 0.0 |
Weighted Avg. Price | 0.0 | 103.7 | 106.8 | 107.6 | 0.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 103.4 | 106.7 | 107.6 | 0.0 | * | 0.0 |
2nd Quartile Price | 0.0 | 103.5 | 106.7 | * | 0.0 | * | 0.0 |
3rd Quartile Price | 0.0 | 103.5 | 106.7 | * | 0.0 | * | 0.0 |
4th Quartile Price | 0.0 | 103.6 | 106.8 | * | 0.0 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 103.9 | 106.9 | 107.6 | 0.0 | * | 0.0 |
Standard Deviation | 0.0 | 0.2 | 0.1 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 552,000.0 | 312,483.0 | 90,000.0 | 0.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 80 | 27 | 6 | 0 | * | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 101.9 | 104.6 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 101.9 | 104.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 101.8 | 104.5 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 101.8 | 104.5 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 101.9 | 104.6 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 102.1 | 104.6 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 102.2 | 104.8 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.2 | 0.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 2,061,500.0 | 1,039,500.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 129 | 57 | * | 0 | 0 | 0 |
FHLMC | |||||||
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 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 103.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 103.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 103.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 103.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 103.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 193,500.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 44 | * | 0 | 0 | 0 | 0 |