METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 101.0 | 103.4 | 105.6 | 105.9 | 105.8 | 105.9 | * |
Weighted Avg. Price | 101.0 | 103.4 | 105.6 | 105.8 | 105.7 | 105.9 | * |
Avg. Price Bottom 5 Trades | 100.4 | 103.1 | 105.4 | 105.7 | 105.8 | 105.9 | * |
2nd Quartile Price | 101.0 | 103.4 | 105.6 | 105.8 | * | 105.9 | * |
3rd Quartile Price | 101.0 | 103.4 | 105.6 | 105.9 | * | 106.0 | * |
4th Quartile Price | 101.2 | 103.5 | 105.7 | 105.9 | * | 106.1 | * |
Avg. Price Top 5 Trades | 101.3 | 103.6 | 105.8 | 105.9 | 105.8 | 106.0 | * |
Standard Deviation | 0.3 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | * |
VOLUME OF TRADES (000'S) | 5,941,791.2 | 12,434,185.9 | 6,448,950.0 | 545,706.0 | 83,678.3 | 96,062.0 | * |
NUMBER OF TRADES | 327 | 482 | 181 | 31 | 6 | 7 | * |
FHLMC | |||||||
AVERAGE PRICE | 100.9 | 103.2 | 105.4 | 105.8 | * | 105.7 | * |
Weighted Avg. Price | 100.9 | 103.2 | 105.3 | 105.7 | * | 105.9 | * |
Avg. Price Bottom 5 Trades | 99.8 | 103.1 | 105.2 | 105.8 | * | 105.7 | * |
2nd Quartile Price | 101.0 | 103.2 | 105.3 | * | * | * | * |
3rd Quartile Price | 101.0 | 103.2 | 105.4 | * | * | * | * |
4th Quartile Price | 101.2 | 103.2 | 105.4 | * | * | * | * |
Avg. Price Top 5 Trades | 101.2 | 103.5 | 105.5 | 105.8 | * | 105.7 | * |
Standard Deviation | 0.7 | 0.1 | 0.2 | 0.1 | * | 0.4 | * |
VOLUME OF TRADES (000'S) | 1,570,161.8 | 1,095,017.0 | 543,675.2 | 106,990.5 | * | 40,812.0 | * |
NUMBER OF TRADES | 40 | 59 | 35 | 5 | * | 7 | * |
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 | 100.8 | 103.2 | 105.4 | 105.8 | * | 105.8 | * |
Weighted Avg. Price | 100.8 | 103.2 | 105.4 | 105.7 | * | 105.8 | * |
Avg. Price Bottom 5 Trades | 100.7 | 103.1 | 105.4 | 105.7 | * | 105.8 | * |
2nd Quartile Price | 100.8 | 103.2 | 105.4 | 105.7 | * | 105.8 | * |
3rd Quartile Price | 100.8 | 103.2 | 105.4 | 105.8 | * | 105.8 | * |
4th Quartile Price | 100.8 | 103.3 | 105.4 | 105.8 | * | 105.9 | * |
Avg. Price Top 5 Trades | 101.1 | 103.4 | 105.5 | 105.8 | * | 105.8 | * |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | * | 0.1 | * |
VOLUME OF TRADES (000'S) | 4,786,788.1 | 10,922,156.4 | 5,688,466.8 | 512,337.6 | * | 96,562.0 | * |
NUMBER OF TRADES | 72 | 158 | 76 | 17 | * | 8 | * |
FHLMC | |||||||
AVERAGE PRICE | 100.7 | 103.0 | 105.1 | * | * | 105.5 | * |
Weighted Avg. Price | 100.7 | 103.0 | 105.1 | * | * | 105.6 | * |
Avg. Price Bottom 5 Trades | 100.5 | 103.0 | 105.1 | * | * | 105.5 | * |
2nd Quartile Price | 100.7 | 103.0 | 105.1 | * | * | * | * |
3rd Quartile Price | 100.9 | 103.0 | 105.1 | * | * | * | * |
4th Quartile Price | 101.0 | 103.0 | 105.2 | * | * | * | * |
Avg. Price Top 5 Trades | 101.0 | 103.1 | 105.1 | * | * | 105.5 | * |
Standard Deviation | 0.6 | 0.1 | 0.0 | * | * | 0.3 | * |
VOLUME OF TRADES (000'S) | 1,456,440.0 | 842,752.8 | 473,004.2 | * | * | 40,812.0 | * |
NUMBER OF TRADES | 27 | 29 | 10 | * | * | 7 | * |
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 | 100.6 | 103.0 | 105.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.5 | 103.0 | 105.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.9 | 105.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.5 | 102.9 | 105.1 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.5 | 102.9 | 105.2 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 103.1 | 105.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.6 | 103.1 | 105.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 75,500.0 | 194,750.0 | 40,850.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 11 | 34 | 11 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 102.8 | * | 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 | * | 102.8 | * | 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 | * | 102.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 48,800.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 5 | * | 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 | 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 | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 94.2 | 98.2 | 102.3 | 105.6 | 108.0 | 110.7 | 112.0 |
Weighted Avg. Price | 94.2 | 98.2 | 102.2 | 105.6 | 107.9 | 110.6 | 111.9 |
Avg. Price Bottom 5 Trades | 94.1 | 98.1 | 102.0 | 105.4 | 107.9 | 110.5 | 111.6 |
2nd Quartile Price | 94.1 | 98.2 | 102.2 | 105.5 | 107.9 | 110.6 | 111.6 |
3rd Quartile Price | 94.1 | 98.2 | 102.2 | 105.5 | 107.9 | 110.7 | 111.7 |
4th Quartile Price | 94.2 | 98.2 | 102.4 | 105.7 | 108.0 | 110.7 | 112.5 |
Avg. Price Top 5 Trades | 94.2 | 98.5 | 104.2 | 105.8 | 108.3 | 110.8 | 112.9 |
Standard Deviation | 0.1 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 174,400.0 | 13,461,708.1 | 33,785,362.1 | 33,395,022.4 | 13,322,678.7 | 4,411,689.2 | 1,034,862.6 |
NUMBER OF TRADES | 14 | 464 | 1,499 | 1,191 | 496 | 175 | 119 |
FHLMC | |||||||
AVERAGE PRICE | 94.0 | 98.1 | 102.1 | 105.5 | 107.9 | 110.2 | 111.6 |
Weighted Avg. Price | 94.0 | 98.1 | 102.1 | 105.4 | 107.9 | 110.2 | 111.7 |
Avg. Price Bottom 5 Trades | 94.0 | 98.0 | 102.0 | 105.3 | 107.8 | 110.1 | 111.3 |
2nd Quartile Price | * | 98.0 | 102.0 | 105.4 | 107.8 | 110.1 | 111.3 |
3rd Quartile Price | * | 98.1 | 102.1 | 105.4 | 107.9 | 110.2 | 111.4 |
4th Quartile Price | * | 98.1 | 102.2 | 105.5 | 107.9 | 110.3 | 112.2 |
Avg. Price Top 5 Trades | 94.0 | 98.3 | 102.3 | 105.7 | 108.2 | 110.4 | 112.4 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 48,000.0 | 1,881,054.5 | 2,783,355.1 | 2,969,008.1 | 2,916,013.8 | 454,943.1 | 416,234.6 |
NUMBER OF TRADES | 7 | 49 | 111 | 128 | 118 | 33 | 42 |
GNMA | |||||||
AVERAGE PRICE | * | 100.7 | 103.4 | 106.4 | 109.0 | 109.8 | * |
Weighted Avg. Price | * | 100.6 | 103.4 | 106.4 | 108.8 | 109.7 | * |
Avg. Price Bottom 5 Trades | * | 100.2 | 103.2 | 106.2 | 108.6 | 109.6 | * |
2nd Quartile Price | * | 100.2 | 103.4 | 106.4 | 108.9 | 109.7 | * |
3rd Quartile Price | * | 100.4 | 103.4 | 106.4 | 109.0 | 109.9 | * |
4th Quartile Price | * | 100.6 | 103.4 | 106.4 | 109.0 | 109.9 | * |
Avg. Price Top 5 Trades | * | 102.1 | 105.0 | 106.8 | 109.6 | 109.9 | * |
Standard Deviation | * | 1.1 | 0.3 | 0.1 | 0.2 | 0.2 | * |
VOLUME OF TRADES (000'S) | * | 656,706.0 | 9,677,206.2 | 6,062,920.8 | 4,362,616.3 | 234,800.0 | * |
NUMBER OF TRADES | * | 32 | 243 | 237 | 108 | 19 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 93.9 | 98.0 | 102.0 | 105.3 | 107.7 | 110.4 | 111.9 |
Weighted Avg. Price | 93.9 | 98.0 | 101.9 | 105.3 | 107.7 | 110.4 | 111.8 |
Avg. Price Bottom 5 Trades | 93.9 | 97.9 | 101.9 | 105.1 | 107.7 | 110.4 | 111.5 |
2nd Quartile Price | * | 97.9 | 101.9 | 105.2 | 107.7 | 110.4 | 111.5 |
3rd Quartile Price | * | 98.0 | 101.9 | 105.3 | 107.7 | 110.4 | 111.6 |
4th Quartile Price | * | 98.0 | 102.1 | 105.4 | 107.8 | 110.5 | 112.4 |
Avg. Price Top 5 Trades | 93.9 | 98.2 | 102.2 | 105.5 | 107.8 | 110.5 | 112.9 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 156,400.0 | 16,477,086.0 | 35,074,256.0 | 30,898,678.4 | 13,282,537.5 | 4,819,956.0 | 1,095,266.0 |
NUMBER OF TRADES | 13 | 262 | 662 | 652 | 262 | 141 | 88 |
FHLMC | |||||||
AVERAGE PRICE | 93.7 | 97.9 | 101.9 | 105.1 | 107.7 | 110.0 | 111.5 |
Weighted Avg. Price | 93.8 | 97.9 | 101.8 | 105.1 | 107.6 | 110.0 | 111.6 |
Avg. Price Bottom 5 Trades | 93.7 | 97.8 | 101.8 | 105.0 | 107.6 | 110.0 | 111.2 |
2nd Quartile Price | * | 97.8 | 101.8 | 105.1 | 107.6 | 110.0 | 111.2 |
3rd Quartile Price | * | 97.8 | 101.8 | 105.1 | 107.6 | 110.0 | 111.2 |
4th Quartile Price | * | 98.0 | 102.0 | 105.2 | 107.7 | 110.1 | 112.1 |
Avg. Price Top 5 Trades | 93.7 | 98.1 | 102.0 | 105.3 | 107.8 | 110.2 | 112.1 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | 48,000.0 | 1,884,850.5 | 2,744,862.0 | 3,384,806.6 | 2,665,840.2 | 427,263.0 | 419,443.0 |
NUMBER OF TRADES | 7 | 51 | 92 | 116 | 90 | 30 | 31 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.8 | 103.1 | 106.1 | 108.7 | 109.6 | * |
Weighted Avg. Price | 0.0 | 100.6 | 103.1 | 106.1 | 108.6 | 109.6 | * |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 102.9 | 105.9 | 108.4 | 109.5 | * |
2nd Quartile Price | 0.0 | 100.0 | 103.1 | 106.1 | 108.6 | 109.5 | * |
3rd Quartile Price | 0.0 | 100.1 | 103.1 | 106.1 | 108.7 | 109.6 | * |
4th Quartile Price | 0.0 | 100.3 | 103.2 | 106.2 | 108.7 | 109.9 | * |
Avg. Price Top 5 Trades | 0.0 | 102.1 | 103.6 | 106.3 | 108.9 | 109.7 | * |
Standard Deviation | 0.0 | 1.5 | 0.2 | 0.1 | 0.1 | 0.2 | * |
VOLUME OF TRADES (000'S) | 0.0 | 533,520.0 | 8,929,882.1 | 5,135,617.8 | 4,320,891.4 | 149,000.0 | * |
NUMBER OF TRADES | 0 | 16 | 181 | 158 | 83 | 10 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 97.8 | 101.7 | 105.0 | 107.5 | * | 0.0 |
Weighted Avg. Price | 0.0 | 97.9 | 101.7 | 105.0 | 107.5 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 97.7 | 101.5 | 104.9 | 107.4 | * | 0.0 |
2nd Quartile Price | 0.0 | 97.7 | 101.6 | 104.9 | 107.4 | * | 0.0 |
3rd Quartile Price | 0.0 | 97.7 | 101.7 | 105.0 | 107.5 | * | 0.0 |
4th Quartile Price | 0.0 | 97.9 | 101.8 | 105.1 | 107.6 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.9 | 101.9 | 105.1 | 107.6 | * | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,049,000.0 | 6,185,850.0 | 3,437,696.2 | 58,900.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 15 | 246 | 259 | 15 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 101.5 | 104.9 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 101.5 | 104.8 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 101.5 | 104.9 | * | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 101.5 | * | * | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 101.5 | * | * | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 101.5 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 101.5 | 104.9 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 427,000.0 | 265,000.0 | * | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | 12 | 7 | * | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.5 | 102.9 | 105.9 | 108.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.5 | 102.9 | 105.9 | 108.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.6 | 105.7 | 108.3 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.9 | 102.8 | 105.8 | 108.4 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.0 | 102.9 | 105.9 | 108.4 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 103.5 | 103.0 | 105.9 | 108.5 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.6 | 103.1 | 106.0 | 108.6 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 1.5 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 11,000.0 | 898,250.0 | 1,218,200.0 | 344,400.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 6 | 122 | 137 | 24 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 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 | 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 |