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 |
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 | 100.5 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.8 | 102.8 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.9 | 102.7 | 104.4 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.5 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.6 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.6 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.6 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,912,836.0 | 2,772,947.6 | 1,263,351.9 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 141 | 198 | 62 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.5 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.2 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 102.8 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.5 | 102.8 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.5 | 102.9 | 104.5 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.6 | 102.9 | 104.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.6 | 102.9 | 104.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 743,850.0 | 885,670.0 | 64,700.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 28 | 40 | 8 | 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 | 100.3 | 102.7 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.3 | 102.6 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.1 | 102.6 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.3 | 102.7 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.4 | 102.7 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.4 | 102.7 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.4 | 102.7 | 104.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 537,710.0 | 1,269,950.0 | 719,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 27 | 51 | 15 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.4 | 102.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.4 | 102.7 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.7 | * | 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 | 100.4 | 102.7 | * | 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) | 120,000.0 | 447,000.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 7 | 12 | * | 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 | 100.3 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.3 | 102.6 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.2 | 102.5 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.3 | 102.6 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.3 | 102.6 | 104.2 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.3 | 102.6 | 104.2 | 0.0 | 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) | 155,819.0 | 102,142.0 | 92,500.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 10 | 38 | 11 | 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 | * | * | 103.5 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | * | * | 103.4 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | * | 103.5 | * | * | 0.0 | 0.0 |
2nd Quartile Price | * | * | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | * | * | * | * | * | 0.0 | 0.0 |
4th Quartile Price | * | * | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | * | 103.5 | * | * | 0.0 | 0.0 |
Standard Deviation | * | * | 0.2 | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | * | 445,551.8 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | * | 5 | * | * | 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 | 96.3 | 99.9 | 102.7 | 105.2 | 107.5 | * | * |
Weighted Avg. Price | 96.4 | 99.8 | 102.7 | 105.2 | 107.5 | * | * |
Avg. Price Bottom 5 Trades | 96.3 | 99.7 | 102.6 | 105.0 | 107.4 | * | * |
2nd Quartile Price | * | 99.8 | 102.7 | 105.2 | 107.5 | * | * |
3rd Quartile Price | * | 99.9 | 102.8 | 105.3 | 107.6 | * | * |
4th Quartile Price | * | 99.9 | 102.8 | 105.3 | 107.6 | * | * |
Avg. Price Top 5 Trades | 96.3 | 100.2 | 103.1 | 105.9 | 107.6 | * | * |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | * | * |
VOLUME OF TRADES (000'S) | 42,022.0 | 11,508,139.0 | 18,937,648.6 | 16,215,353.6 | 2,365,057.6 | * | * |
NUMBER OF TRADES | 8 | 386 | 958 | 587 | 171 | * | * |
FHLMC | |||||||
AVERAGE PRICE | * | 99.8 | 102.7 | 105.2 | 107.4 | * | 0.0 |
Weighted Avg. Price | * | 99.8 | 102.7 | 105.2 | 107.4 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.6 | 102.5 | 105.1 | 107.4 | * | 0.0 |
2nd Quartile Price | * | 99.7 | 102.7 | 105.2 | 107.4 | * | 0.0 |
3rd Quartile Price | * | 99.8 | 102.7 | 105.2 | 107.4 | * | 0.0 |
4th Quartile Price | * | 99.8 | 102.8 | 105.2 | 107.5 | * | 0.0 |
Avg. Price Top 5 Trades | * | 99.8 | 102.8 | 105.2 | 107.4 | * | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 634,400.0 | 5,365,858.8 | 1,737,832.0 | 308,631.6 | * | 0.0 |
NUMBER OF TRADES | * | 28 | 110 | 46 | 18 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 99.8 | 101.4 | 103.9 | 105.7 | 106.8 | * | * |
Weighted Avg. Price | 98.0 | 101.3 | 103.9 | 105.6 | 106.8 | * | * |
Avg. Price Bottom 5 Trades | 99.4 | 101.2 | 103.7 | 105.5 | 106.7 | * | * |
2nd Quartile Price | 99.8 | 101.3 | 103.8 | 105.6 | 106.7 | * | * |
3rd Quartile Price | 101.6 | 101.4 | 103.9 | 105.7 | 106.8 | * | * |
4th Quartile Price | 101.6 | 101.4 | 103.9 | 105.7 | 106.8 | * | * |
Avg. Price Top 5 Trades | 100.2 | 102.0 | 104.7 | 106.1 | 107.3 | * | * |
Standard Deviation | 1.7 | 0.3 | 0.1 | 0.1 | 0.2 | * | * |
VOLUME OF TRADES (000'S) | 114,227.2 | 7,256,248.6 | 14,200,070.3 | 10,123,747.2 | 615,525.4 | * | * |
NUMBER OF TRADES | 6 | 102 | 329 | 261 | 76 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.6 | 102.5 | 105.0 | 107.3 | 0.0 | * |
Weighted Avg. Price | * | 99.6 | 102.5 | 105.0 | 107.3 | 0.0 | * |
Avg. Price Bottom 5 Trades | * | 99.5 | 102.4 | 104.9 | 107.3 | 0.0 | * |
2nd Quartile Price | * | 99.6 | 102.5 | 105.0 | 107.3 | 0.0 | * |
3rd Quartile Price | * | 99.6 | 102.6 | 105.0 | 107.3 | 0.0 | * |
4th Quartile Price | * | 99.7 | 102.6 | 105.1 | 107.4 | 0.0 | * |
Avg. Price Top 5 Trades | * | 99.8 | 102.6 | 105.1 | 107.4 | 0.0 | * |
Standard Deviation | * | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 7,320,394.0 | 9,396,739.1 | 9,708,028.0 | 1,122,343.0 | 0.0 | * |
NUMBER OF TRADES | * | 69 | 181 | 156 | 37 | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | * | 99.6 | 102.5 | 105.0 | 107.2 | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.6 | 102.5 | 105.0 | 107.2 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.5 | 102.4 | 104.9 | 107.2 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.5 | 102.5 | 105.0 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 99.7 | 102.5 | 105.0 | * | 0.0 | 0.0 |
4th Quartile Price | * | 99.7 | 102.6 | 105.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.6 | 102.6 | 105.0 | 107.2 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 459,188.0 | 2,263,404.0 | 803,170.0 | 108,180.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 10 | 40 | 17 | 5 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.2 | 103.6 | 105.4 | 106.6 | 0.0 | * |
Weighted Avg. Price | 0.0 | 101.2 | 103.6 | 105.4 | 106.6 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 101.0 | 103.5 | 105.3 | 106.6 | 0.0 | * |
2nd Quartile Price | 0.0 | 101.2 | 103.6 | 105.4 | 106.6 | 0.0 | * |
3rd Quartile Price | 0.0 | 101.2 | 103.7 | 105.4 | 106.6 | 0.0 | * |
4th Quartile Price | 0.0 | 101.2 | 103.7 | 105.5 | 106.6 | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 101.2 | 103.8 | 105.5 | 106.6 | 0.0 | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 3,959,500.0 | 11,827,470.0 | 7,478,198.0 | 222,765.0 | 0.0 | * |
NUMBER OF TRADES | 0 | 36 | 164 | 125 | 18 | 0 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.5 | 102.4 | 104.8 | 107.2 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.4 | 102.4 | 104.8 | 107.2 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.4 | 102.2 | 104.7 | 107.1 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.4 | 102.3 | 104.8 | 107.1 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.5 | 102.4 | 104.8 | 107.2 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.5 | 102.4 | 104.9 | 107.2 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.6 | 102.4 | 104.9 | 107.2 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 952,150.0 | 3,936,396.0 | 576,200.0 | 289,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 22 | 209 | 94 | 13 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 104.8 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 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 | 0.0 | * | 279,950.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | 7 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.0 | 103.5 | 105.2 | 106.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.0 | 103.4 | 105.2 | 106.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.9 | 103.3 | 105.2 | 106.4 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.0 | 103.5 | 105.2 | 106.4 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.0 | 103.5 | 105.3 | 106.4 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.0 | 103.5 | 105.3 | 106.6 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.1 | 103.5 | 105.3 | 106.5 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 154,500.0 | 2,453,775.0 | 872,900.0 | 17,200.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 39 | 198 | 79 | 7 | 0 | 0 |