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 |
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 | 100.1 | 102.7 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.1 | 102.7 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 102.7 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.1 | 102.7 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.1 | 102.7 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.1 | 102.7 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.2 | 102.8 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 5,815,084.5 | 4,604,360.1 | 270,352.1 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 228 | 320 | 37 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.1 | 102.8 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.1 | 102.8 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.1 | 102.7 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.1 | 102.8 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.2 | 102.8 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.2 | 102.8 | 105.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.2 | 102.9 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 298,180.9 | 421,515.9 | 122,400.5 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 17 | 31 | 11 | 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 | 99.9 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.9 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.9 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 99.9 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 99.9 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.9 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.0 | 102.6 | 104.1 | 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) | 4,239,870.0 | 1,426,680.0 | 74,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 56 | 59 | 8 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 99.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.9 | * | 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 | 99.9 | * | 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) | 152,500.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 5 | * | 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 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 102.4 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 102.3 | 104.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 102.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 102.4 | 104.0 | 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) | * | 137,000.0 | 30,500.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 40 | 5 | 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 |
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 |
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 |
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 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 95.1 | 99.2 | 102.4 | 105.1 | 107.5 | 109.5 | * |
Weighted Avg. Price | 95.0 | 99.2 | 102.4 | 105.0 | 107.4 | 109.5 | * |
Avg. Price Bottom 5 Trades | 95.0 | 99.1 | 102.3 | 105.0 | 107.4 | 109.5 | * |
2nd Quartile Price | 95.0 | 99.2 | 102.4 | 105.0 | 107.4 | 109.5 | * |
3rd Quartile Price | 95.1 | 99.2 | 102.4 | 105.0 | 107.4 | 109.5 | * |
4th Quartile Price | 95.1 | 99.3 | 102.4 | 105.1 | 107.5 | 109.6 | * |
Avg. Price Top 5 Trades | 95.2 | 99.3 | 103.2 | 105.2 | 107.5 | 109.6 | * |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 172,900.0 | 11,378,618.1 | 17,370,962.4 | 14,116,299.6 | 4,134,112.0 | 113,925.0 | * |
NUMBER OF TRADES | 14 | 631 | 1,176 | 841 | 254 | 20 | * |
FHLMC | |||||||
AVERAGE PRICE | * | 99.1 | 102.4 | 105.0 | 107.3 | * | 0.0 |
Weighted Avg. Price | * | 99.1 | 102.3 | 105.0 | 107.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.1 | 102.3 | 105.0 | 107.3 | * | 0.0 |
2nd Quartile Price | * | 99.1 | 102.3 | 105.0 | 107.3 | * | 0.0 |
3rd Quartile Price | * | 99.1 | 102.4 | 105.0 | 107.3 | * | 0.0 |
4th Quartile Price | * | 99.2 | 102.4 | 105.0 | 107.4 | * | 0.0 |
Avg. Price Top 5 Trades | * | 99.2 | 102.5 | 105.1 | 107.4 | * | 0.0 |
Standard Deviation | * | 0.0 | 0.1 | 0.0 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,522,920.0 | 2,132,928.5 | 3,327,392.6 | 56,167.1 | * | 0.0 |
NUMBER OF TRADES | * | 45 | 69 | 115 | 15 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 97.0 | 101.1 | 103.9 | 105.9 | 106.9 | 108.8 | * |
Weighted Avg. Price | 97.0 | 101.1 | 103.9 | 105.9 | 106.9 | 108.9 | * |
Avg. Price Bottom 5 Trades | 97.0 | 101.0 | 103.7 | 105.8 | 106.8 | 108.8 | * |
2nd Quartile Price | * | 101.1 | 103.9 | 105.8 | 106.9 | * | * |
3rd Quartile Price | * | 101.1 | 103.9 | 105.9 | 106.9 | * | * |
4th Quartile Price | * | 101.2 | 104.0 | 105.9 | 106.9 | * | * |
Avg. Price Top 5 Trades | 97.0 | 101.3 | 105.0 | 107.3 | 107.6 | 108.8 | * |
Standard Deviation | 0.1 | 0.2 | 0.2 | 0.2 | 0.3 | 1.0 | * |
VOLUME OF TRADES (000'S) | 206,476.1 | 4,195,496.9 | 16,392,078.4 | 4,466,939.3 | 972,315.5 | 158,800.0 | * |
NUMBER OF TRADES | 9 | 123 | 281 | 200 | 51 | 13 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.0 | 102.2 | 104.9 | 107.3 | * | 0.0 |
Weighted Avg. Price | * | 99.0 | 102.2 | 104.9 | 107.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.0 | 102.1 | 104.8 | 107.2 | * | 0.0 |
2nd Quartile Price | * | 99.0 | 102.2 | 104.8 | 107.3 | * | 0.0 |
3rd Quartile Price | * | 99.0 | 102.2 | 104.9 | 107.3 | * | 0.0 |
4th Quartile Price | * | 99.0 | 102.2 | 104.9 | 107.3 | * | 0.0 |
Avg. Price Top 5 Trades | * | 99.1 | 102.3 | 104.9 | 107.3 | * | 0.0 |
Standard Deviation | * | 0.1 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 3,778,197.0 | 3,804,626.0 | 5,498,740.0 | 916,050.0 | * | 0.0 |
NUMBER OF TRADES | * | 43 | 132 | 148 | 45 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 102.1 | 104.8 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 102.1 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.1 | 104.7 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 102.1 | 104.8 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 102.1 | 104.8 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 102.1 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.1 | 104.8 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 1,264,870.0 | 1,778,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 17 | 34 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 101.0 | 103.7 | 105.7 | 106.8 | 109.5 | * |
Weighted Avg. Price | * | 100.9 | 103.7 | 105.6 | 106.8 | 109.5 | * |
Avg. Price Bottom 5 Trades | * | 100.9 | 103.6 | 105.6 | 106.7 | 109.5 | * |
2nd Quartile Price | * | 100.9 | 103.7 | 105.7 | 106.7 | * | * |
3rd Quartile Price | * | 101.0 | 103.7 | 105.7 | 106.7 | * | * |
4th Quartile Price | * | 101.0 | 103.8 | 105.7 | 106.8 | * | * |
Avg. Price Top 5 Trades | * | 101.0 | 103.9 | 105.8 | 106.9 | 109.5 | * |
Standard Deviation | * | 0.0 | 0.2 | 0.0 | 0.2 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 3,309,690.0 | 13,970,645.0 | 2,316,000.0 | 203,700.0 | 98,800.0 | * |
NUMBER OF TRADES | * | 40 | 128 | 91 | 12 | 6 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 98.9 | 102.0 | 104.7 | 107.1 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 98.9 | 102.0 | 104.7 | 107.1 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.8 | 101.9 | 104.6 | 107.1 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 98.8 | 102.0 | 104.6 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 98.9 | 102.0 | 104.7 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.0 | 102.1 | 104.7 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 98.9 | 102.1 | 104.7 | 107.1 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 12,500.0 | 1,656,950.0 | 1,560,060.0 | 254,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 6 | 164 | 137 | 7 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 0.0 | 101.9 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 0.0 | 101.9 | * | 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 | 101.9 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 0.0 | 101.9 | * | 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 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 0.0 | 54,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 0 | 8 | * | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.8 | 103.5 | 105.5 | 106.7 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 100.8 | 103.5 | 105.5 | 106.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.7 | 103.4 | 105.4 | 106.5 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 100.8 | 103.5 | 105.5 | 106.5 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 100.8 | 103.5 | 105.5 | 106.5 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 100.9 | 103.6 | 105.6 | 107.2 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.8 | 103.6 | 105.6 | 106.7 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | 0.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 47,800.0 | 695,035.0 | 398,300.0 | 20,800.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 13 | 154 | 87 | 10 | 0 | 0 |