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 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 102.8 | 104.9 | 106.2 | 105.6 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.8 | 104.9 | 106.2 | 105.6 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.5 | 104.8 | 106.2 | 105.6 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.8 | 104.9 | 106.2 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.8 | 104.9 | 106.2 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.8 | 104.9 | 106.2 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.9 | 104.9 | 106.2 | 105.6 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 4,583,735.0 | 2,719,310.7 | 266,260.0 | 27,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 267 | 251 | 60 | 5 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.7 | 104.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.7 | 104.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.7 | 104.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.7 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.7 | 104.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.8 | 104.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.7 | 105.0 | * | 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) | 502,575.6 | 203,094.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 40 | 16 | * | 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 | 102.6 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.6 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.6 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.6 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.6 | 104.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.7 | 104.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.7 | 104.8 | * | 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) | 2,931,700.0 | 1,042,850.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 49 | 34 | * | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.5 | 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) | 210,000.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 14 | 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 | 102.4 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 102.4 | 104.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 102.4 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 102.4 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 102.4 | 104.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 102.4 | 104.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 102.5 | 104.6 | 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) | 496,000.0 | 438,500.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 47 | 13 | 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 | 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 | * | 102.4 | 105.2 | 107.0 | 108.9 | 111.4 | 113.1 |
Weighted Avg. Price | * | 102.3 | 105.2 | 107.0 | 108.9 | 111.4 | 113.1 |
Avg. Price Bottom 5 Trades | * | 102.3 | 105.1 | 107.0 | 108.9 | 111.4 | 113.1 |
2nd Quartile Price | * | 102.3 | 105.1 | 107.0 | 108.9 | 111.4 | * |
3rd Quartile Price | * | 102.3 | 105.2 | 107.0 | 108.9 | 111.4 | * |
4th Quartile Price | * | 102.4 | 105.2 | 107.0 | 108.9 | 111.4 | * |
Avg. Price Top 5 Trades | * | 102.5 | 105.8 | 107.1 | 108.9 | 111.4 | 113.1 |
Standard Deviation | * | 0.0 | 0.1 | 0.0 | 0.0 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | * | 9,009,812.2 | 12,937,424.7 | 3,982,407.4 | 1,981,040.0 | 134,230.0 | 206,180.0 |
NUMBER OF TRADES | * | 666 | 755 | 258 | 76 | 25 | 6 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.2 | 105.0 | 106.9 | 108.9 | 0.0 | * |
Weighted Avg. Price | 0.0 | 102.1 | 105.0 | 106.8 | 108.7 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 102.1 | 105.0 | 106.8 | 108.9 | 0.0 | * |
2nd Quartile Price | 0.0 | 102.1 | 105.0 | 106.8 | * | 0.0 | * |
3rd Quartile Price | 0.0 | 102.2 | 105.0 | 106.8 | * | 0.0 | * |
4th Quartile Price | 0.0 | 102.2 | 105.0 | 106.9 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 102.2 | 105.4 | 106.9 | 108.9 | 0.0 | * |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.2 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 631,034.5 | 1,528,230.9 | 202,761.1 | 13,546.0 | 0.0 | * |
NUMBER OF TRADES | 0 | 26 | 63 | 23 | 6 | 0 | * |
GNMA | |||||||
AVERAGE PRICE | * | 103.4 | 105.8 | 107.2 | 109.0 | 110.5 | 0.0 |
Weighted Avg. Price | * | 103.4 | 105.8 | 107.1 | 108.8 | 111.6 | 0.0 |
Avg. Price Bottom 5 Trades | * | 103.1 | 105.5 | 106.1 | 108.4 | 110.3 | 0.0 |
2nd Quartile Price | * | 103.2 | 105.7 | 106.9 | 108.4 | 109.5 | 0.0 |
3rd Quartile Price | * | 103.3 | 105.8 | 106.9 | 108.4 | 111.8 | 0.0 |
4th Quartile Price | * | 103.3 | 105.8 | 108.0 | 110.2 | 111.9 | 0.0 |
Avg. Price Top 5 Trades | * | 105.6 | 106.8 | 108.1 | 110.3 | 110.9 | 0.0 |
Standard Deviation | * | 0.6 | 0.2 | 0.7 | 0.8 | 1.3 | 0.0 |
VOLUME OF TRADES (000'S) | * | 898,271.6 | 4,473,286.5 | 2,121,038.2 | 271,265.6 | 355,503.6 | 0.0 |
NUMBER OF TRADES | * | 113 | 248 | 112 | 53 | 7 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 102.1 | 104.9 | 106.9 | 108.7 | * | 112.9 |
Weighted Avg. Price | 0.0 | 102.1 | 104.9 | 106.9 | 108.7 | * | 112.9 |
Avg. Price Bottom 5 Trades | 0.0 | 102.0 | 104.9 | 106.9 | 108.7 | * | 112.9 |
2nd Quartile Price | 0.0 | 102.1 | 104.9 | 106.9 | 108.7 | * | * |
3rd Quartile Price | 0.0 | 102.1 | 104.9 | 106.9 | 108.7 | * | * |
4th Quartile Price | 0.0 | 102.1 | 104.9 | 106.9 | 108.8 | * | * |
Avg. Price Top 5 Trades | 0.0 | 102.3 | 105.0 | 106.9 | 108.8 | * | 112.9 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | * | 0.1 |
VOLUME OF TRADES (000'S) | 0.0 | 2,512,915.0 | 4,687,000.0 | 1,746,195.0 | 1,788,795.0 | * | 186,280.0 |
NUMBER OF TRADES | 0 | 126 | 135 | 32 | 35 | * | 5 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.9 | 104.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.9 | 104.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.9 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.9 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.9 | 104.8 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.9 | 104.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.9 | 104.8 | 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 | 893,000.0 | 1,308,420.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 18 | 22 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 103.0 | 105.5 | 107.0 | 108.5 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 103.0 | 105.5 | 106.8 | 108.5 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.9 | 105.4 | 106.7 | 108.3 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 103.0 | 105.5 | 106.8 | 108.3 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 103.0 | 105.5 | 106.8 | 108.3 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 103.0 | 105.5 | 107.8 | 108.3 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 103.1 | 105.6 | 107.8 | 108.8 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.5 | 0.6 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 547,350.0 | 1,352,781.2 | 1,005,250.0 | 89,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 70 | 117 | 31 | 18 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 101.8 | 104.6 | 106.7 | 108.5 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.8 | 104.6 | 106.7 | 108.5 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.7 | 104.6 | 106.7 | 108.5 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.8 | 104.6 | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.8 | 104.6 | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.8 | 104.6 | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.9 | 104.7 | 106.7 | 108.5 | 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 | 1,061,550.0 | 1,149,200.0 | 538,000.0 | 86,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 167 | 137 | 11 | 6 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 101.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.6 | * | 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 | 115,000.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 7 | * | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 102.7 | 105.2 | 107.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 102.7 | 105.2 | 106.7 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 102.6 | 105.1 | 106.5 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 102.6 | 105.1 | 106.6 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 102.7 | 105.2 | 106.6 | * | 0.0 | 0.0 |
4th Quartile Price | * | 102.7 | 105.2 | 107.5 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 102.8 | 105.2 | 107.5 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 0.5 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 420,635.0 | 847,400.0 | 551,650.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 114 | 123 | 29 | * | 0 | 0 |