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 | 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 | 100.0 | 102.0 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.0 | 102.0 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.9 | 102.0 | 103.4 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 100.0 | 102.0 | 103.4 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.0 | 102.0 | 103.4 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.0 | 102.0 | 103.4 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.0 | 102.1 | 103.4 | * | 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) | 4,259,469.5 | 4,956,893.8 | 1,446,278.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 196 | 346 | 151 | * | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 100.0 | 102.0 | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 100.0 | 102.0 | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.9 | 102.0 | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 99.9 | 102.0 | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 100.0 | 102.0 | 103.5 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 100.0 | 102.0 | 103.6 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.0 | 102.0 | 103.6 | 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) | 175,786.0 | 1,246,329.0 | 192,893.6 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 26 | 50 | 20 | 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 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 99.7 | 101.9 | 103.3 | * | * | * | 0.0 |
Weighted Avg. Price | 99.9 | 101.9 | 103.4 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 99.5 | 101.9 | 103.3 | * | * | * | 0.0 |
2nd Quartile Price | 99.9 | 101.9 | * | * | * | * | 0.0 |
3rd Quartile Price | 99.9 | 101.9 | * | * | * | * | 0.0 |
4th Quartile Price | 99.9 | 101.9 | * | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 99.9 | 101.9 | 103.3 | * | * | * | 0.0 |
Standard Deviation | 0.7 | 0.0 | 0.0 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,468,100.0 | 1,527,080.0 | 71,600.0 | * | * | * | 0.0 |
NUMBER OF TRADES | 27 | 57 | 7 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 101.9 | * | * | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 101.9 | * | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 101.9 | * | * | * | 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 | * | 101.9 | * | * | * | 0.0 | 0.0 |
Standard Deviation | * | 0.0 | * | * | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 523,400.0 | * | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 9 | * | * | * | 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 | 99.8 | 101.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 99.8 | 101.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 99.8 | 101.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 99.8 | 101.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 99.8 | 101.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.8 | 101.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.8 | 101.8 | * | 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) | 13,500.0 | 71,000.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 8 | 29 | * | 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 | 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 |
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 | 96.5 | 99.9 | 102.6 | 104.6 | 106.5 | 108.1 | 0.0 |
Weighted Avg. Price | 96.5 | 99.9 | 102.6 | 104.6 | 106.5 | 108.1 | 0.0 |
Avg. Price Bottom 5 Trades | 96.5 | 99.8 | 102.6 | 104.6 | 106.5 | 108.1 | 0.0 |
2nd Quartile Price | * | 99.9 | 102.6 | 104.6 | 106.5 | 108.1 | 0.0 |
3rd Quartile Price | * | 99.9 | 102.6 | 104.6 | 106.5 | 108.2 | 0.0 |
4th Quartile Price | * | 99.9 | 102.6 | 104.6 | 106.5 | 108.2 | 0.0 |
Avg. Price Top 5 Trades | 96.5 | 100.0 | 103.5 | 104.9 | 106.6 | 108.2 | 0.0 |
Standard Deviation | 0.1 | 0.0 | 0.1 | 0.0 | 0.0 | 0.2 | 0.0 |
VOLUME OF TRADES (000'S) | 218,900.0 | 19,709,353.8 | 31,235,341.0 | 20,846,316.0 | 5,524,264.0 | 113,145.0 | 0.0 |
NUMBER OF TRADES | 10 | 763 | 1,611 | 817 | 378 | 12 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.9 | 102.6 | 104.6 | 106.4 | 0.0 | * |
Weighted Avg. Price | 0.0 | 99.8 | 102.6 | 104.6 | 106.4 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.6 | 104.6 | 106.4 | 0.0 | * |
2nd Quartile Price | 0.0 | 99.8 | 102.6 | 104.6 | 106.4 | 0.0 | * |
3rd Quartile Price | 0.0 | 99.9 | 102.6 | 104.6 | 106.4 | 0.0 | * |
4th Quartile Price | 0.0 | 100.0 | 102.6 | 104.6 | 106.5 | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 100.0 | 102.7 | 104.8 | 106.5 | 0.0 | * |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.2 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 696,963.0 | 4,104,959.2 | 2,669,547.5 | 595,754.0 | 0.0 | * |
NUMBER OF TRADES | 0 | 30 | 93 | 75 | 28 | 0 | * |
GNMA | |||||||
AVERAGE PRICE | * | 100.9 | 103.5 | 104.7 | 105.6 | 107.0 | 110.4 |
Weighted Avg. Price | * | 100.9 | 103.5 | 104.6 | 105.6 | 106.8 | 111.4 |
Avg. Price Bottom 5 Trades | * | 100.6 | 103.3 | 104.6 | 105.4 | 106.8 | 110.4 |
2nd Quartile Price | * | 100.9 | 103.5 | 104.6 | 105.5 | 106.8 | * |
3rd Quartile Price | * | 100.9 | 103.5 | 104.6 | 105.5 | 106.8 | * |
4th Quartile Price | * | 100.9 | 103.5 | 104.7 | 105.6 | 107.5 | * |
Avg. Price Top 5 Trades | * | 101.2 | 104.1 | 105.5 | 106.2 | 107.2 | 110.4 |
Standard Deviation | * | 0.1 | 0.1 | 0.2 | 0.2 | 0.4 | 1.7 |
VOLUME OF TRADES (000'S) | * | 4,339,185.5 | 11,906,354.0 | 3,688,041.0 | 863,836.7 | 65,712.2 | 24,403.2 |
NUMBER OF TRADES | * | 213 | 419 | 189 | 72 | 12 | 5 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 99.8 | 102.5 | 104.5 | 106.4 | 108.1 | * |
Weighted Avg. Price | * | 99.8 | 102.4 | 104.5 | 106.4 | 108.1 | * |
Avg. Price Bottom 5 Trades | * | 99.7 | 102.4 | 104.5 | 106.4 | 108.1 | * |
2nd Quartile Price | * | 99.8 | 102.5 | 104.5 | 106.4 | * | * |
3rd Quartile Price | * | 99.8 | 102.5 | 104.5 | 106.5 | * | * |
4th Quartile Price | * | 99.9 | 102.5 | 104.5 | 106.5 | * | * |
Avg. Price Top 5 Trades | * | 99.9 | 102.6 | 104.6 | 106.5 | 108.1 | * |
Standard Deviation | * | 0.1 | 0.0 | 0.0 | 0.0 | 0.1 | * |
VOLUME OF TRADES (000'S) | * | 8,961,950.0 | 6,672,950.0 | 8,792,028.0 | 1,720,300.0 | 97,000.0 | * |
NUMBER OF TRADES | * | 62 | 207 | 143 | 44 | 7 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 99.8 | 102.4 | 104.5 | * | 0.0 | * |
Weighted Avg. Price | 0.0 | 99.7 | 102.4 | 104.5 | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 99.8 | 102.4 | 104.5 | * | 0.0 | * |
2nd Quartile Price | 0.0 | * | 102.4 | 104.5 | * | 0.0 | * |
3rd Quartile Price | 0.0 | * | 102.4 | 104.5 | * | 0.0 | * |
4th Quartile Price | 0.0 | * | 102.5 | 104.5 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 99.8 | 102.5 | 104.5 | * | 0.0 | * |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.0 | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 389,500.0 | 927,500.0 | 713,020.0 | * | 0.0 | * |
NUMBER OF TRADES | 0 | 7 | 20 | 15 | * | 0 | * |
GNMA | |||||||
AVERAGE PRICE | * | 100.8 | 103.3 | 104.6 | 105.5 | 107.2 | 110.1 |
Weighted Avg. Price | * | 100.8 | 103.3 | 104.6 | 105.5 | 107.2 | 110.2 |
Avg. Price Bottom 5 Trades | * | 100.7 | 103.3 | 104.5 | 105.4 | 107.2 | 110.1 |
2nd Quartile Price | * | 100.8 | 103.3 | 104.6 | 105.4 | * | * |
3rd Quartile Price | * | 100.8 | 103.3 | 104.6 | 105.4 | * | * |
4th Quartile Price | * | 100.8 | 103.3 | 104.6 | 105.5 | * | * |
Avg. Price Top 5 Trades | * | 100.8 | 103.4 | 104.7 | 105.6 | 107.2 | 110.1 |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.1 | 0.8 | 1.5 |
VOLUME OF TRADES (000'S) | * | 1,933,963.0 | 6,517,729.0 | 2,596,425.0 | 537,484.0 | 75,258.0 | 51,000.0 |
NUMBER OF TRADES | * | 60 | 160 | 96 | 33 | 8 | 7 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 99.7 | 102.3 | 104.4 | 106.3 | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.7 | 102.3 | 104.4 | 106.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.6 | 102.2 | 104.4 | 106.3 | * | 0.0 |
2nd Quartile Price | 0.0 | 99.7 | 102.3 | 104.4 | 106.3 | * | 0.0 |
3rd Quartile Price | 0.0 | 99.7 | 102.3 | 104.4 | 106.3 | * | 0.0 |
4th Quartile Price | 0.0 | 99.7 | 102.3 | 104.4 | 106.3 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.7 | 102.4 | 104.4 | 106.3 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 166,000.0 | 1,510,750.0 | 828,800.0 | 48,250.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 25 | 164 | 94 | 14 | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 102.3 | * | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 102.3 | * | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 102.3 | * | * | 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 | 102.3 | * | * | 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 | 113,750.0 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 5 | * | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 100.7 | 103.2 | 104.5 | 105.3 | * | 0.0 |
Weighted Avg. Price | 0.0 | 100.7 | 103.2 | 104.5 | 105.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 100.6 | 103.1 | 104.5 | 105.3 | * | 0.0 |
2nd Quartile Price | 0.0 | 100.6 | 103.2 | 104.5 | 105.3 | * | 0.0 |
3rd Quartile Price | 0.0 | 100.7 | 103.2 | 104.5 | 105.4 | * | 0.0 |
4th Quartile Price | 0.0 | 100.7 | 103.2 | 104.5 | 105.4 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 100.7 | 103.2 | 104.6 | 105.4 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 73,500.0 | 554,100.0 | 213,750.0 | 48,900.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 27 | 122 | 62 | 16 | * | 0 |