METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 100.0 | 102.8 | 104.3 | * | * | * | 0.0 |
Weighted Avg. Price | 100.2 | 102.8 | 104.3 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 97.3 | 102.7 | 104.2 | * | * | * | 0.0 |
2nd Quartile Price | 100.2 | 102.7 | 104.3 | * | * | * | 0.0 |
3rd Quartile Price | 100.3 | 102.8 | 104.3 | * | * | * | 0.0 |
4th Quartile Price | 100.3 | 102.8 | 104.4 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 103.1 | 104.4 | * | * | * | 0.0 |
Standard Deviation | 0.8 | 0.1 | 0.1 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 6,353,034.4 | 6,786,244.6 | 1,331,669.6 | * | * | * | 0.0 |
NUMBER OF TRADES | 159 | 164 | 41 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.0 | 102.8 | 104.5 | * | * | * | 0.0 |
Weighted Avg. Price | 100.3 | 102.8 | 104.4 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 97.5 | 102.7 | 104.4 | * | * | * | 0.0 |
2nd Quartile Price | 100.3 | 102.8 | 104.4 | * | * | * | 0.0 |
3rd Quartile Price | 100.3 | 102.8 | 104.4 | * | * | * | 0.0 |
4th Quartile Price | 100.4 | 102.9 | 104.6 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.5 | 103.0 | 104.9 | * | * | * | 0.0 |
Standard Deviation | 0.9 | 0.1 | 0.2 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 3,264,638.3 | 1,069,382.1 | 642,621.3 | * | * | * | 0.0 |
NUMBER OF TRADES | 73 | 38 | 36 | * | * | * | 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 | 100.1 | 102.7 | 104.2 | 103.1 | * | * | 0.0 |
Weighted Avg. Price | 100.1 | 102.6 | 104.2 | 103.1 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 98.1 | 102.6 | 104.2 | 103.1 | * | * | 0.0 |
2nd Quartile Price | 100.1 | 102.6 | 104.2 | * | * | * | 0.0 |
3rd Quartile Price | 100.2 | 102.6 | 104.2 | * | * | * | 0.0 |
4th Quartile Price | 100.2 | 102.7 | 104.3 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.4 | 102.8 | 104.3 | 103.1 | * | * | 0.0 |
Standard Deviation | 0.4 | 0.1 | 0.0 | 0.3 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 8,201,257.2 | 7,082,308.5 | 1,260,566.8 | 225,996.2 | * | * | 0.0 |
NUMBER OF TRADES | 307 | 165 | 56 | 5 | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.0 | 102.7 | 104.3 | * | * | * | 0.0 |
Weighted Avg. Price | 100.2 | 102.6 | 104.3 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 97.8 | 102.6 | 104.3 | * | * | * | 0.0 |
2nd Quartile Price | 100.1 | 102.6 | * | * | * | * | 0.0 |
3rd Quartile Price | 100.2 | 102.6 | * | * | * | * | 0.0 |
4th Quartile Price | 100.3 | 102.7 | * | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.4 | 102.8 | 104.3 | * | * | * | 0.0 |
Standard Deviation | 0.8 | 0.1 | 0.1 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 3,038,669.0 | 761,655.5 | 551,333.2 | * | * | * | 0.0 |
NUMBER OF TRADES | 61 | 21 | 15 | * | * | * | 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 | 100.0 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.1 | 102.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.0 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.0 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.0 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.1 | 102.5 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.1 | 102.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 86,500.0 | 920,850.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 12 | 57 | * | 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 | 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 | 95.1 | 99.4 | 102.6 | 105.2 | 107.6 | 108.9 | 111.7 |
Weighted Avg. Price | 95.3 | 99.5 | 102.6 | 105.2 | 107.5 | 108.9 | 111.4 |
Avg. Price Bottom 5 Trades | 94.9 | 99.2 | 102.4 | 105.0 | 107.4 | 108.8 | 111.0 |
2nd Quartile Price | 95.1 | 99.3 | 102.5 | 105.1 | 107.5 | 108.8 | 111.1 |
3rd Quartile Price | 95.1 | 99.4 | 102.5 | 105.1 | 107.7 | 108.9 | 111.3 |
4th Quartile Price | 95.3 | 99.5 | 102.6 | 105.2 | 107.7 | 109.0 | 113.3 |
Avg. Price Top 5 Trades | 95.3 | 99.8 | 102.9 | 105.4 | 107.7 | 109.0 | 112.9 |
Standard Deviation | 0.2 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | 1,773,331.1 | 10,755,104.0 | 10,301,726.5 | 7,564,437.7 | 4,188,242.4 | 204,021.0 | 161,084.0 |
NUMBER OF TRADES | 34 | 210 | 287 | 192 | 60 | 16 | 35 |
FHLMC | |||||||
AVERAGE PRICE | 95.0 | 99.3 | 102.5 | 105.2 | 107.5 | 108.9 | 111.7 |
Weighted Avg. Price | 94.9 | 99.2 | 102.5 | 105.2 | 107.5 | 108.8 | 112.0 |
Avg. Price Bottom 5 Trades | 95.0 | 99.1 | 102.4 | 105.1 | 107.5 | 108.8 | 110.3 |
2nd Quartile Price | * | 99.2 | 102.4 | 105.1 | 107.5 | 108.8 | 110.9 |
3rd Quartile Price | * | 99.2 | 102.5 | 105.2 | 107.5 | 108.9 | 112.8 |
4th Quartile Price | * | 99.3 | 102.6 | 105.3 | 107.5 | 109.0 | 113.0 |
Avg. Price Top 5 Trades | 95.0 | 99.6 | 102.8 | 105.4 | 107.7 | 108.9 | 112.9 |
Standard Deviation | 0.2 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 1.4 |
VOLUME OF TRADES (000'S) | 104,957.4 | 4,477,928.5 | 2,422,908.5 | 5,353,276.7 | 728,211.0 | 17,935.0 | 156,870.6 |
NUMBER OF TRADES | 8 | 91 | 98 | 89 | 46 | 10 | 18 |
GNMA | |||||||
AVERAGE PRICE | 97.6 | 101.1 | 103.7 | 105.6 | 107.5 | 107.8 | 112.1 |
Weighted Avg. Price | 97.1 | 101.1 | 103.8 | 105.6 | 107.1 | 107.9 | 112.1 |
Avg. Price Bottom 5 Trades | 96.8 | 100.9 | 103.6 | 105.5 | 106.5 | 107.5 | 112.1 |
2nd Quartile Price | 96.8 | 101.0 | 103.6 | 105.6 | 106.7 | 107.2 | * |
3rd Quartile Price | 96.9 | 101.1 | 103.7 | 105.6 | 107.9 | 107.5 | * |
4th Quartile Price | 97.2 | 101.2 | 103.7 | 105.6 | 107.9 | 109.0 | * |
Avg. Price Top 5 Trades | 100.2 | 101.4 | 104.0 | 105.8 | 108.4 | 108.0 | 112.1 |
Standard Deviation | 1.7 | 0.1 | 0.1 | 0.1 | 0.8 | 0.8 | 1.5 |
VOLUME OF TRADES (000'S) | 94,763.4 | 6,452,928.4 | 10,036,730.3 | 1,145,982.0 | 172,716.1 | 51,575.0 | 36,475.0 |
NUMBER OF TRADES | 21 | 171 | 182 | 97 | 29 | 7 | 6 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 95.0 | 99.3 | 102.4 | 105.1 | 107.6 | 108.9 | 111.6 |
Weighted Avg. Price | 95.1 | 99.3 | 102.4 | 105.1 | 107.6 | 108.9 | 111.4 |
Avg. Price Bottom 5 Trades | 94.8 | 99.1 | 102.3 | 104.9 | 107.4 | 108.9 | 111.0 |
2nd Quartile Price | 94.9 | 99.2 | 102.3 | 105.0 | 107.5 | 108.8 | 110.9 |
3rd Quartile Price | 95.0 | 99.3 | 102.4 | 105.0 | 107.5 | 108.9 | 111.2 |
4th Quartile Price | 95.0 | 99.3 | 102.5 | 105.1 | 107.7 | 109.0 | 113.2 |
Avg. Price Top 5 Trades | 95.1 | 99.7 | 102.8 | 105.3 | 107.7 | 109.0 | 112.5 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | 1,911,248.8 | 24,868,676.8 | 28,394,198.9 | 14,985,103.9 | 2,834,451.6 | 273,496.0 | 157,382.0 |
NUMBER OF TRADES | 66 | 886 | 1,272 | 680 | 118 | 24 | 35 |
FHLMC | |||||||
AVERAGE PRICE | 94.9 | 99.1 | 102.3 | 105.0 | 107.3 | 108.8 | 111.8 |
Weighted Avg. Price | 94.7 | 99.1 | 102.3 | 105.1 | 107.3 | 108.8 | 111.9 |
Avg. Price Bottom 5 Trades | 94.9 | 99.0 | 102.2 | 104.9 | 107.3 | 108.8 | 110.8 |
2nd Quartile Price | * | 99.0 | 102.2 | 104.9 | 107.3 | 108.8 | 110.8 |
3rd Quartile Price | * | 99.1 | 102.3 | 105.0 | 107.3 | 108.9 | 112.7 |
4th Quartile Price | * | 99.2 | 102.4 | 105.1 | 107.3 | 108.9 | 112.9 |
Avg. Price Top 5 Trades | 94.9 | 99.5 | 102.6 | 105.2 | 107.5 | 108.8 | 112.5 |
Standard Deviation | 0.2 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 1.1 |
VOLUME OF TRADES (000'S) | 104,957.4 | 7,694,422.1 | 2,761,044.6 | 3,929,290.7 | 437,144.0 | 17,736.2 | 153,457.0 |
NUMBER OF TRADES | 8 | 111 | 102 | 129 | 49 | 9 | 16 |
GNMA | |||||||
AVERAGE PRICE | 96.7 | 101.0 | 103.5 | 105.5 | 107.4 | 107.7 | 112.0 |
Weighted Avg. Price | 96.7 | 101.0 | 103.6 | 105.5 | 106.9 | 107.9 | 111.9 |
Avg. Price Bottom 5 Trades | 96.7 | 100.8 | 103.4 | 105.3 | 106.5 | 107.7 | 112.0 |
2nd Quartile Price | * | 100.9 | 103.5 | 105.4 | 106.6 | * | * |
3rd Quartile Price | * | 100.9 | 103.5 | 105.5 | 107.8 | * | * |
4th Quartile Price | * | 101.0 | 103.6 | 105.5 | 107.8 | * | * |
Avg. Price Top 5 Trades | 96.7 | 101.5 | 103.8 | 105.7 | 107.8 | 107.7 | 112.0 |
Standard Deviation | 0.1 | 0.2 | 0.1 | 0.1 | 0.6 | 0.7 | 1.5 |
VOLUME OF TRADES (000'S) | 67,500.0 | 9,353,694.3 | 14,170,802.0 | 2,086,607.2 | 179,520.0 | 52,075.0 | 36,475.0 |
NUMBER OF TRADES | 8 | 218 | 290 | 157 | 22 | 8 | 6 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.1 | 102.2 | 104.8 | 107.4 | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.1 | 102.2 | 104.9 | 107.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.0 | 102.0 | 104.7 | 107.2 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.1 | 102.1 | 104.8 | 107.3 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.1 | 102.2 | 104.8 | 107.5 | 0.0 | 0.0 |
4th Quartile Price | * | 99.2 | 102.2 | 104.8 | 107.5 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.4 | 102.5 | 105.2 | 107.4 | 0.0 | 0.0 |
Standard Deviation | * | 0.2 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 2,862,335.0 | 7,669,950.0 | 1,663,850.0 | 709,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 45 | 312 | 179 | 17 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 99.0 | 102.1 | 104.7 | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.0 | 102.1 | 104.7 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.0 | 102.0 | 104.7 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 99.0 | 102.0 | 104.7 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 99.0 | 102.1 | 104.7 | * | 0.0 | 0.0 |
4th Quartile Price | * | 99.2 | 102.1 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.1 | 102.1 | 104.8 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 442,000.0 | 219,500.0 | 243,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 8 | 15 | 19 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.8 | 103.3 | 105.3 | 106.5 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.8 | 103.4 | 105.3 | 106.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.6 | 103.2 | 105.2 | 106.3 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.7 | 103.3 | 105.2 | 106.3 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.8 | 103.3 | 105.3 | 106.4 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.8 | 103.4 | 105.3 | 106.5 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.0 | 103.6 | 105.5 | 106.7 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.4 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 923,750.0 | 3,850,036.0 | 627,700.0 | 36,050.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 44 | 203 | 105 | 12 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
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 | * | 101.9 | * | 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 | * | 101.9 | * | 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 | * | 2,186,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 7 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 101.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 101.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 101.9 | 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 | 101.9 | 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 | 1,886,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 6 | 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 |