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 | 101.2 | 103.4 | 105.0 | * | * | 0.0 | * |
Weighted Avg. Price | 101.2 | 103.4 | 105.1 | * | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 101.2 | 103.4 | 105.0 | * | * | 0.0 | * |
2nd Quartile Price | 101.2 | 103.4 | 105.0 | * | * | 0.0 | * |
3rd Quartile Price | 101.2 | 103.4 | 105.0 | * | * | 0.0 | * |
4th Quartile Price | 101.2 | 103.4 | 105.0 | * | * | 0.0 | * |
Avg. Price Top 5 Trades | 101.3 | 103.5 | 105.1 | * | * | 0.0 | * |
Standard Deviation | 0.1 | 0.0 | 0.1 | * | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 1,376,905.1 | 4,929,698.9 | 1,608,693.4 | * | * | 0.0 | * |
NUMBER OF TRADES | 233 | 255 | 94 | * | * | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.2 | 103.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 101.2 | 103.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.3 | 103.4 | * | 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) | 532,477.0 | 258,996.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 20 | 28 | * | 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 | 101.0 | 103.2 | 104.9 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 101.0 | 103.2 | 104.9 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 101.0 | 103.2 | 104.9 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 101.0 | 103.2 | 104.9 | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 101.0 | 103.2 | 104.9 | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 101.0 | 103.3 | 104.9 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 101.0 | 103.3 | 104.9 | 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) | 569,270.0 | 3,956,150.0 | 1,018,000.0 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 36 | 68 | 34 | 0 | * | 0 | 0 |
FHLMC | |||||||
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 |
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 | 100.7 | 103.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.8 | 103.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 103.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.7 | 103.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 103.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 103.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 103.1 | * | 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) | 53,000.0 | 141,500.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 13 | 30 | * | 0 | 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 | 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 |
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 | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 100.3 | 103.4 | 106.0 | 108.0 | 110.1 | 112.0 |
Weighted Avg. Price | * | 100.2 | 103.4 | 106.0 | 108.0 | 110.0 | 111.7 |
Avg. Price Bottom 5 Trades | * | 100.2 | 103.3 | 105.9 | 108.0 | 110.0 | 112.0 |
2nd Quartile Price | * | 100.2 | 103.4 | 105.9 | 108.0 | 110.0 | * |
3rd Quartile Price | * | 100.2 | 103.4 | 106.0 | 108.0 | 110.2 | * |
4th Quartile Price | * | 100.3 | 103.4 | 106.0 | 108.0 | 110.3 | * |
Avg. Price Top 5 Trades | * | 102.1 | 103.5 | 106.7 | 108.0 | 110.2 | 112.0 |
Standard Deviation | * | 0.2 | 0.0 | 0.1 | 0.0 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | * | 14,452,163.5 | 28,723,320.5 | 8,362,843.6 | 2,361,530.0 | 386,595.0 | 57,400.0 |
NUMBER OF TRADES | * | 571 | 1,082 | 429 | 78 | 14 | 5 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.1 | 103.2 | 105.8 | 107.8 | 0.0 | 112.2 |
Weighted Avg. Price | 0.0 | 100.1 | 103.2 | 105.7 | 107.8 | 0.0 | 112.2 |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 103.1 | 105.7 | 107.8 | 0.0 | 112.2 |
2nd Quartile Price | 0.0 | 100.0 | 103.2 | 105.7 | * | 0.0 | * |
3rd Quartile Price | 0.0 | 100.1 | 103.2 | 105.8 | * | 0.0 | * |
4th Quartile Price | 0.0 | 100.1 | 103.2 | 105.8 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 100.1 | 103.2 | 105.9 | 107.8 | 0.0 | 112.2 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,900,353.1 | 2,126,911.8 | 851,701.3 | 266,620.0 | 0.0 | 561,911.9 |
NUMBER OF TRADES | 0 | 54 | 56 | 34 | 8 | 0 | 18 |
GNMA | |||||||
AVERAGE PRICE | 98.1 | 101.4 | 104.1 | 106.1 | 107.4 | * | * |
Weighted Avg. Price | 97.3 | 101.3 | 104.1 | 106.0 | 107.3 | * | * |
Avg. Price Bottom 5 Trades | 96.7 | 100.6 | 103.6 | 105.1 | 107.2 | * | * |
2nd Quartile Price | 96.7 | 101.3 | 104.1 | 106.0 | 107.3 | * | * |
3rd Quartile Price | 96.8 | 101.4 | 104.1 | 106.0 | 107.3 | * | * |
4th Quartile Price | 102.2 | 101.4 | 104.2 | 106.0 | 107.7 | * | * |
Avg. Price Top 5 Trades | 99.0 | 104.6 | 105.2 | 107.1 | 108.7 | * | * |
Standard Deviation | 2.5 | 0.5 | 0.2 | 0.3 | 0.4 | * | * |
VOLUME OF TRADES (000'S) | 13,054.9 | 3,237,811.8 | 11,311,786.4 | 4,398,157.4 | 704,855.5 | * | * |
NUMBER OF TRADES | 8 | 229 | 475 | 283 | 87 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 100.0 | 103.1 | 105.7 | 107.8 | 110.0 | * |
Weighted Avg. Price | * | 100.0 | 103.1 | 105.7 | 107.8 | 109.9 | * |
Avg. Price Bottom 5 Trades | * | 100.0 | 103.1 | 105.7 | 107.8 | 110.0 | * |
2nd Quartile Price | * | 100.0 | 103.1 | 105.7 | 107.8 | * | * |
3rd Quartile Price | * | 100.0 | 103.1 | 105.7 | 107.9 | * | * |
4th Quartile Price | * | 100.0 | 103.1 | 105.8 | 107.9 | * | * |
Avg. Price Top 5 Trades | * | 100.1 | 103.3 | 105.8 | 107.9 | 110.0 | * |
Standard Deviation | * | 0.0 | 0.1 | 0.0 | 0.0 | 0.1 | * |
VOLUME OF TRADES (000'S) | * | 7,812,205.0 | 15,539,017.5 | 3,900,555.0 | 1,530,190.0 | 371,670.0 | * |
NUMBER OF TRADES | * | 122 | 237 | 106 | 24 | 8 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.0 | 102.9 | 105.5 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.9 | 102.9 | 105.5 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.9 | 102.9 | 105.5 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.8 | 102.9 | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.9 | 102.9 | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.9 | 102.9 | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.0 | 102.9 | 105.5 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.5 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,295,415.2 | 645,950.0 | 499,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 14 | 17 | 10 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.1 | 103.8 | 105.8 | 107.1 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.1 | 103.8 | 105.8 | 107.1 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.0 | 103.7 | 105.8 | 107.1 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.1 | 103.8 | 105.8 | 107.1 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.1 | 103.9 | 105.8 | 107.1 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.1 | 103.9 | 105.8 | 107.2 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.7 | 103.9 | 105.8 | 107.2 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.4 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,224,800.0 | 6,148,668.0 | 3,045,685.0 | 292,943.4 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 73 | 206 | 145 | 15 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.8 | 102.9 | 105.5 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.8 | 102.9 | 105.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.9 | 105.5 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.8 | 102.9 | 105.5 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.8 | 102.9 | 105.5 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.8 | 102.9 | 105.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.8 | 103.1 | 105.5 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 48,500.0 | 774,250.0 | 352,850.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 23 | 159 | 54 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 102.7 | 105.3 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 102.7 | 105.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.7 | 105.3 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 102.7 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 102.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 102.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.7 | 105.3 | 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 | * | 103,000.0 | 63,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 6 | 5 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.8 | 103.6 | 105.6 | 107.3 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.8 | 103.6 | 105.6 | 107.3 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.8 | 103.5 | 105.5 | 107.2 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.8 | 103.6 | 105.6 | 107.3 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.8 | 103.6 | 105.6 | 107.4 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.9 | 103.6 | 105.6 | 107.5 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.9 | 103.6 | 105.6 | 107.3 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 109,050.0 | 1,275,000.0 | 377,785.0 | 11,700.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 29 | 166 | 70 | 6 | 0 | 0 |