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 |
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 | 100.3 | 102.4 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.3 | 102.4 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.3 | 102.4 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.3 | 102.4 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.3 | 102.4 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.4 | 102.4 | 103.9 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.4 | 102.4 | 104.0 | 0.0 | 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) | 1,088,030.9 | 3,519,345.8 | 751,729.8 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 92 | 129 | 31 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.4 | 102.4 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.4 | 102.4 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.4 | 102.4 | 104.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.4 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.4 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.4 | 102.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.4 | 102.4 | 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) | 241,025.0 | 243,500.0 | 38,880.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 14 | 11 | 6 | 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 | 100.2 | 102.3 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.2 | 102.3 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | 102.3 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.2 | 102.3 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.2 | 102.3 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.2 | 102.3 | 103.8 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.2 | 102.3 | 103.7 | 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) | 72,500.0 | 1,530,350.0 | 575,800.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 38 | 20 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.2 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.3 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.2 | * | * | 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 | 100.2 | * | * | 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) | 58,000.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | * | * | 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 | 102.2 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.1 | 102.2 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 100.1 | 102.2 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.1 | 102.2 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.1 | 102.2 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.1 | 102.2 | 103.7 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.1 | 102.2 | 103.7 | 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) | 36,500.0 | 1,129,250.0 | 38,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 10 | 31 | 9 | 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 |
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 |
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 | 106.4 | * | 0.0 | * |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 106.5 | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 105.8 | * | 0.0 | * |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 106.1 | * | 0.0 | * |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 106.4 | * | 0.0 | * |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 107.0 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 107.4 | * | 0.0 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.7 | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 33,913.1 | * | 0.0 | * |
NUMBER OF TRADES | 0 | 0 | 0 | 20 | * | 0 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 96.5 | 100.0 | 102.8 | 105.0 | 107.0 | 108.5 | * |
Weighted Avg. Price | 96.4 | 100.0 | 102.8 | 105.0 | 107.0 | 108.5 | * |
Avg. Price Bottom 5 Trades | 96.5 | 99.9 | 102.7 | 104.9 | 106.9 | 108.5 | * |
2nd Quartile Price | * | 100.0 | 102.8 | 105.0 | 106.9 | * | * |
3rd Quartile Price | * | 100.0 | 102.8 | 105.0 | 107.0 | * | * |
4th Quartile Price | * | 100.0 | 102.8 | 105.0 | 107.0 | * | * |
Avg. Price Top 5 Trades | 96.5 | 100.1 | 103.2 | 106.5 | 107.0 | 108.5 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | 0.1 | * |
VOLUME OF TRADES (000'S) | 114,000.0 | 16,022,474.3 | 15,139,374.4 | 13,296,212.5 | 1,675,714.0 | 21,070.0 | * |
NUMBER OF TRADES | 9 | 464 | 863 | 485 | 96 | 5 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 100.0 | 102.8 | 105.0 | 106.8 | 0.0 | * |
Weighted Avg. Price | 0.0 | 100.0 | 102.8 | 105.0 | 106.8 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 100.0 | 102.7 | 104.9 | 106.8 | 0.0 | * |
2nd Quartile Price | 0.0 | 100.0 | 102.8 | 104.9 | 106.8 | 0.0 | * |
3rd Quartile Price | 0.0 | 100.0 | 102.8 | 105.0 | 106.8 | 0.0 | * |
4th Quartile Price | 0.0 | 100.0 | 102.8 | 105.0 | 106.9 | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 100.0 | 102.8 | 105.1 | 106.9 | 0.0 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 644,105.0 | 5,164,281.6 | 2,525,469.7 | 280,857.5 | 0.0 | * |
NUMBER OF TRADES | 0 | 32 | 77 | 68 | 27 | 0 | * |
GNMA | |||||||
AVERAGE PRICE | * | 101.2 | 103.7 | 105.1 | 106.3 | * | * |
Weighted Avg. Price | * | 101.1 | 103.7 | 105.1 | 106.3 | * | * |
Avg. Price Bottom 5 Trades | * | 101.1 | 103.6 | 105.0 | 106.1 | * | * |
2nd Quartile Price | * | 101.1 | 103.7 | 105.0 | 106.1 | * | * |
3rd Quartile Price | * | 101.1 | 103.7 | 105.0 | 106.2 | * | * |
4th Quartile Price | * | 101.2 | 103.8 | 105.1 | 106.3 | * | * |
Avg. Price Top 5 Trades | * | 102.2 | 104.6 | 105.8 | 106.9 | * | * |
Standard Deviation | * | 0.2 | 0.1 | 0.2 | 0.6 | * | * |
VOLUME OF TRADES (000'S) | * | 3,572,251.4 | 7,871,683.5 | 2,574,889.8 | 189,931.1 | * | * |
NUMBER OF TRADES | * | 165 | 355 | 163 | 23 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.8 | 102.6 | 104.8 | 106.8 | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.8 | 102.6 | 104.8 | 106.8 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.5 | 104.8 | 106.8 | * | 0.0 |
2nd Quartile Price | 0.0 | 99.8 | 102.6 | 104.8 | 106.8 | * | 0.0 |
3rd Quartile Price | 0.0 | 99.9 | 102.6 | 104.8 | 106.8 | * | 0.0 |
4th Quartile Price | 0.0 | 99.9 | 102.6 | 104.8 | 106.9 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.9 | 102.6 | 104.8 | 106.8 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 6,333,896.0 | 5,833,550.0 | 4,478,600.0 | 386,000.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 52 | 149 | 103 | 16 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 102.6 | 104.8 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.8 | 102.6 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.6 | 104.8 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.8 | 102.6 | 104.8 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.9 | 102.6 | 104.8 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.9 | 102.6 | 104.8 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.9 | 102.6 | 104.8 | * | 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 | 317,000.0 | 2,671,300.0 | 1,030,000.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 9 | 19 | 11 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 101.0 | 103.6 | 105.0 | 106.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 101.0 | 103.6 | 105.0 | 106.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.9 | 103.5 | 104.9 | 106.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 101.0 | 103.5 | 105.0 | 106.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 101.0 | 103.6 | 105.0 | 106.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 101.0 | 103.6 | 105.0 | 106.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 101.0 | 103.6 | 105.0 | 106.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,229,350.0 | 6,190,698.0 | 464,756.0 | 126,900.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 37 | 145 | 68 | 11 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.7 | 102.4 | 104.7 | 106.7 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.7 | 102.4 | 104.7 | 106.7 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.7 | 102.3 | 104.6 | 106.7 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 99.7 | 102.4 | 104.7 | 106.7 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 99.7 | 102.4 | 104.7 | 106.7 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 99.7 | 102.4 | 104.7 | 106.7 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.7 | 102.5 | 104.7 | 106.7 | 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 | 2,834,000.0 | 5,307,550.0 | 870,800.0 | 17,050.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 30 | 144 | 85 | 11 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 102.4 | 104.6 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 102.4 | 104.6 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 102.4 | 104.6 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 104.6 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 104.7 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 104.7 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 102.4 | 104.6 | * | 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 | 265,000.0 | 745,500.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 5 | 9 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.9 | 103.4 | 104.9 | 105.9 | * | 0.0 |
Weighted Avg. Price | 0.0 | 100.9 | 103.4 | 104.9 | 105.9 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.8 | 103.4 | 104.9 | 105.9 | * | 0.0 |
2nd Quartile Price | 0.0 | 100.8 | 103.4 | 104.9 | 105.9 | * | 0.0 |
3rd Quartile Price | 0.0 | 100.9 | 103.4 | 104.9 | 105.9 | * | 0.0 |
4th Quartile Price | 0.0 | 100.9 | 103.4 | 104.9 | 105.9 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.9 | 103.5 | 104.9 | 105.9 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 155,500.0 | 2,897,200.0 | 224,000.0 | 132,000.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 36 | 110 | 57 | 9 | * | 0 |