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 | 100.7 | 102.9 | 104.5 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.7 | 102.9 | 104.5 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.6 | 102.8 | 104.4 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.6 | 102.8 | 104.5 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.8 | 102.9 | 104.5 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.8 | 103.0 | 104.5 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.8 | 103.0 | 104.5 | * | 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) | 4,967,760.8 | 5,700,243.1 | 1,147,599.4 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 222 | 283 | 131 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.8 | 103.0 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.9 | 103.0 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.7 | 102.9 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.8 | 102.9 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.9 | 103.0 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.9 | 103.0 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.9 | 103.1 | 104.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 233,050.0 | 1,146,895.0 | 180,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 20 | 27 | 10 | 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 | 100.4 | 102.8 | 104.4 | * | * | * | 0.0 |
Weighted Avg. Price | 100.6 | 102.8 | 104.4 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 102.7 | 104.3 | * | * | * | 0.0 |
2nd Quartile Price | 100.5 | 102.7 | 104.3 | * | * | * | 0.0 |
3rd Quartile Price | 100.6 | 102.8 | 104.4 | * | * | * | 0.0 |
4th Quartile Price | 100.7 | 102.8 | 104.4 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.9 | 104.4 | * | * | * | 0.0 |
Standard Deviation | 0.7 | 0.1 | 0.1 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 1,073,944.0 | 1,563,400.0 | 358,050.0 | * | * | * | 0.0 |
NUMBER OF TRADES | 24 | 86 | 34 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.1 | 102.9 | * | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 100.5 | 102.9 | * | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.7 | 102.9 | * | * | * | 0.0 | 0.0 |
2nd Quartile Price | 100.6 | * | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | 100.7 | * | * | * | * | 0.0 | 0.0 |
4th Quartile Price | 100.8 | * | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.7 | 102.9 | * | * | * | 0.0 | 0.0 |
Standard Deviation | 1.1 | 0.1 | * | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 137,700.0 | 282,400.0 | * | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 10 | 5 | * | * | * | 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 | 102.6 | 104.2 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.5 | 102.6 | 104.2 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.5 | 102.6 | 104.2 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 102.6 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 102.7 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 102.7 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.5 | 102.7 | 104.2 | * | 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) | 87,319.0 | 132,500.0 | 94,500.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 5 | 43 | 6 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 102.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 102.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 102.7 | 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 | 102.7 | 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 | 35,000.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 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 | 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 | * | * | * | 108.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | * | * | 108.1 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | * | 108.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | * | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | * | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | * | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | * | * | 108.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | * | * | 1.3 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | * | 22,799.8 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | * | 6 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 100.1 | 102.9 | 105.4 | 107.6 | 109.8 | 0.0 |
Weighted Avg. Price | * | 100.1 | 103.0 | 105.4 | 107.7 | 109.8 | 0.0 |
Avg. Price Bottom 5 Trades | * | 99.9 | 102.8 | 105.3 | 107.6 | 109.7 | 0.0 |
2nd Quartile Price | * | 100.0 | 102.9 | 105.3 | 107.6 | 109.8 | 0.0 |
3rd Quartile Price | * | 100.0 | 102.9 | 105.4 | 107.6 | 109.8 | 0.0 |
4th Quartile Price | * | 100.2 | 103.0 | 105.4 | 107.7 | 109.8 | 0.0 |
Avg. Price Top 5 Trades | * | 100.2 | 103.1 | 105.5 | 108.6 | 109.8 | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.2 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | * | 8,679,582.6 | 25,110,971.4 | 24,062,549.8 | 5,573,896.4 | 172,270.0 | 0.0 |
NUMBER OF TRADES | * | 417 | 1,149 | 757 | 307 | 19 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.0 | 102.9 | 105.4 | 107.6 | * | * |
Weighted Avg. Price | 0.0 | 100.0 | 103.0 | 105.4 | 107.6 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 99.9 | 102.8 | 105.3 | 107.5 | * | * |
2nd Quartile Price | 0.0 | 99.9 | 102.9 | 105.3 | 107.5 | * | * |
3rd Quartile Price | 0.0 | 99.9 | 102.9 | 105.3 | 107.6 | * | * |
4th Quartile Price | 0.0 | 100.1 | 103.0 | 105.4 | 107.6 | * | * |
Avg. Price Top 5 Trades | 0.0 | 100.1 | 103.1 | 106.1 | 107.6 | * | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.2 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 676,914.0 | 3,421,484.4 | 3,552,667.9 | 788,823.4 | * | * |
NUMBER OF TRADES | 0 | 24 | 70 | 69 | 43 | * | * |
GNMA | |||||||
AVERAGE PRICE | * | 101.6 | 104.1 | 105.7 | 107.0 | * | * |
Weighted Avg. Price | * | 101.6 | 104.1 | 105.7 | 107.0 | * | * |
Avg. Price Bottom 5 Trades | * | 101.2 | 103.4 | 105.4 | 106.9 | * | * |
2nd Quartile Price | * | 101.5 | 104.0 | 105.7 | 106.9 | * | * |
3rd Quartile Price | * | 101.5 | 104.1 | 105.7 | 106.9 | * | * |
4th Quartile Price | * | 101.6 | 104.1 | 105.7 | 107.0 | * | * |
Avg. Price Top 5 Trades | * | 102.0 | 104.8 | 106.5 | 108.0 | * | * |
Standard Deviation | * | 0.2 | 0.2 | 0.2 | 0.4 | * | * |
VOLUME OF TRADES (000'S) | * | 3,152,536.3 | 13,501,650.8 | 3,119,533.9 | 1,156,408.3 | * | * |
NUMBER OF TRADES | * | 110 | 341 | 242 | 77 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.9 | 102.7 | 105.2 | 107.5 | 109.6 | * |
Weighted Avg. Price | * | 99.9 | 102.8 | 105.2 | 107.5 | 109.7 | * |
Avg. Price Bottom 5 Trades | * | 99.7 | 102.6 | 105.1 | 107.4 | 109.6 | * |
2nd Quartile Price | * | 99.8 | 102.7 | 105.1 | 107.4 | * | * |
3rd Quartile Price | * | 99.9 | 102.7 | 105.1 | 107.4 | * | * |
4th Quartile Price | * | 100.0 | 102.8 | 105.2 | 107.5 | * | * |
Avg. Price Top 5 Trades | * | 100.0 | 102.9 | 105.3 | 107.5 | 109.6 | * |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | * |
VOLUME OF TRADES (000'S) | * | 4,495,915.0 | 13,647,075.0 | 18,159,161.0 | 3,143,706.9 | 107,700.0 | * |
NUMBER OF TRADES | * | 71 | 253 | 230 | 55 | 7 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 102.7 | 105.1 | 107.4 | * | * |
Weighted Avg. Price | 0.0 | 99.9 | 102.8 | 105.2 | 107.4 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 99.9 | 102.6 | 105.1 | 107.4 | * | * |
2nd Quartile Price | 0.0 | * | 102.7 | 105.1 | * | * | * |
3rd Quartile Price | 0.0 | * | 102.7 | 105.1 | * | * | * |
4th Quartile Price | 0.0 | * | 102.8 | 105.2 | * | * | * |
Avg. Price Top 5 Trades | 0.0 | 99.9 | 102.8 | 105.2 | 107.4 | * | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 654,800.0 | 2,108,250.0 | 2,454,550.0 | 194,700.0 | * | * |
NUMBER OF TRADES | 0 | 7 | 30 | 36 | 9 | * | * |
GNMA | |||||||
AVERAGE PRICE | * | 101.4 | 103.9 | 105.5 | 106.8 | 108.5 | 111.3 |
Weighted Avg. Price | * | 101.5 | 104.0 | 105.6 | 107.0 | 108.5 | 111.5 |
Avg. Price Bottom 5 Trades | * | 101.3 | 103.8 | 105.4 | 106.7 | 108.5 | 111.3 |
2nd Quartile Price | * | 101.3 | 103.8 | 105.5 | 106.7 | * | * |
3rd Quartile Price | * | 101.4 | 103.8 | 105.5 | 106.8 | * | * |
4th Quartile Price | * | 101.5 | 103.9 | 105.5 | 106.8 | * | * |
Avg. Price Top 5 Trades | * | 101.7 | 104.0 | 105.6 | 107.1 | 108.5 | 111.3 |
Standard Deviation | * | 0.3 | 0.1 | 0.1 | 0.2 | 0.8 | 1.9 |
VOLUME OF TRADES (000'S) | * | 2,478,203.0 | 10,555,053.1 | 1,067,066.0 | 307,844.0 | 66,308.0 | 51,000.0 |
NUMBER OF TRADES | * | 41 | 165 | 112 | 25 | 6 | 5 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.7 | 102.5 | 105.0 | 107.3 | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.7 | 102.6 | 105.0 | 107.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.6 | 102.4 | 104.9 | 107.2 | * | 0.0 |
2nd Quartile Price | 0.0 | 99.6 | 102.5 | 104.9 | 107.2 | * | 0.0 |
3rd Quartile Price | 0.0 | 99.7 | 102.5 | 104.9 | 107.2 | * | 0.0 |
4th Quartile Price | 0.0 | 99.8 | 102.6 | 105.0 | 107.3 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.9 | 102.7 | 105.1 | 107.3 | * | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 64,000.0 | 2,995,800.0 | 973,106.0 | 150,000.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 20 | 240 | 106 | 14 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 102.5 | 104.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 102.5 | 104.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.5 | 104.9 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 102.5 | * | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 102.5 | * | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 102.7 | * | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.6 | 104.9 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 150,500.0 | 191,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 10 | 6 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.3 | 103.7 | 105.4 | 106.6 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.3 | 103.7 | 105.4 | 106.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 101.1 | 103.6 | 105.3 | 106.6 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.2 | 103.6 | 105.3 | 106.6 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.2 | 103.7 | 105.3 | 106.6 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.3 | 103.7 | 105.4 | 106.6 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.7 | 103.8 | 105.4 | 106.7 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.3 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 172,500.0 | 890,078.0 | 417,750.0 | 50,000.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 40 | 187 | 77 | 18 | 0 | 0 |