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 | 98.7 | 100.9 | 102.6 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 98.7 | 100.9 | 102.6 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.8 | 100.8 | 102.5 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 98.8 | 100.9 | 102.5 | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 98.9 | 100.9 | 102.6 | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 98.9 | 101.0 | 102.6 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.0 | 101.0 | 102.6 | 0.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.5 | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 1,620,065.0 | 3,747,534.0 | 1,547,057.0 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 144 | 250 | 116 | 0 | * | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | * | 100.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 101.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 100.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 100.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 101.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 101.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 101.0 | * | 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) | * | 154,860.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 19 | * | 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 | 98.0 | 100.8 | 102.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.6 | 100.8 | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.7 | 100.7 | 102.4 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.7 | 100.7 | 102.4 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 98.6 | 100.8 | 102.4 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 98.8 | 100.8 | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.8 | 100.9 | 102.5 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.8 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 600,000.0 | 2,733,750.0 | 1,217,750.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 19 | 50 | 27 | 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 | * | 100.7 | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 100.7 | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 100.6 | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 100.6 | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 100.7 | 102.3 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 100.7 | 102.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 100.7 | 102.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 90,300.0 | 69,200.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 30 | 15 | 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 | 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 |
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 | * | 102.6 | 105.3 | 106.3 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 102.6 | 105.4 | 104.5 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 102.5 | 105.1 | 106.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 102.5 | 105.0 | 106.7 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 102.7 | 105.5 | 107.6 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 103.2 | 105.6 | 107.8 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 102.7 | 105.6 | 106.7 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.3 | 0.4 | 1.6 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 5,030.6 | 56,934.0 | 753,106.2 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 7 | 8 | 6 | 0 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 94.9 | 98.6 | 101.5 | 103.7 | 105.7 | 107.0 | 109.0 |
Weighted Avg. Price | 94.9 | 98.6 | 101.4 | 103.7 | 105.8 | 107.0 | 109.0 |
Avg. Price Bottom 5 Trades | 94.8 | 98.4 | 101.2 | 103.6 | 105.6 | 107.0 | 109.0 |
2nd Quartile Price | 94.8 | 98.6 | 101.4 | 103.7 | 105.7 | 107.0 | * |
3rd Quartile Price | 94.8 | 98.6 | 101.5 | 103.7 | 105.8 | 107.0 | * |
4th Quartile Price | 94.9 | 98.7 | 101.5 | 103.8 | 105.8 | 107.1 | * |
Avg. Price Top 5 Trades | 94.9 | 98.9 | 101.6 | 103.8 | 105.8 | 107.0 | 109.0 |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 378,373.7 | 21,902,132.0 | 40,065,784.0 | 27,009,408.9 | 10,700,719.6 | 53,500.0 | 10,000.0 |
NUMBER OF TRADES | 11 | 627 | 1,505 | 989 | 370 | 19 | 8 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 98.6 | 101.5 | 103.8 | 105.7 | 0.0 | * |
Weighted Avg. Price | 0.0 | 98.6 | 101.5 | 103.7 | 105.7 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 98.4 | 101.3 | 103.7 | 105.6 | 0.0 | * |
2nd Quartile Price | 0.0 | 98.6 | 101.4 | 103.7 | 105.6 | 0.0 | * |
3rd Quartile Price | 0.0 | 98.6 | 101.5 | 103.7 | 105.7 | 0.0 | * |
4th Quartile Price | 0.0 | 98.7 | 101.5 | 103.8 | 105.7 | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 98.7 | 101.7 | 103.9 | 105.7 | 0.0 | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.2 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 444,535.0 | 2,997,419.0 | 1,041,405.0 | 456,864.7 | 0.0 | * |
NUMBER OF TRADES | 0 | 26 | 91 | 47 | 22 | 0 | * |
GNMA | |||||||
AVERAGE PRICE | 96.6 | 99.7 | 102.3 | 103.8 | 104.6 | 105.7 | 0.0 |
Weighted Avg. Price | 96.1 | 99.7 | 102.3 | 103.8 | 104.5 | 105.6 | 0.0 |
Avg. Price Bottom 5 Trades | 96.6 | 99.5 | 102.0 | 103.7 | 104.5 | 105.7 | 0.0 |
2nd Quartile Price | * | 99.7 | 102.3 | 103.7 | 104.5 | * | 0.0 |
3rd Quartile Price | * | 99.7 | 102.3 | 103.8 | 104.5 | * | 0.0 |
4th Quartile Price | * | 99.7 | 102.4 | 103.8 | 104.6 | * | 0.0 |
Avg. Price Top 5 Trades | 96.6 | 99.8 | 103.6 | 104.4 | 105.3 | 105.7 | 0.0 |
Standard Deviation | 1.3 | 0.1 | 0.2 | 0.1 | 0.5 | 0.3 | 0.0 |
VOLUME OF TRADES (000'S) | 232,635.2 | 5,959,332.6 | 8,627,897.7 | 14,047,457.1 | 563,016.2 | 39,732.5 | 0.0 |
NUMBER OF TRADES | 6 | 171 | 296 | 250 | 51 | 6 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 98.4 | 101.2 | 103.5 | 105.6 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 98.4 | 101.2 | 103.6 | 105.6 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.3 | 101.1 | 103.4 | 105.4 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 98.3 | 101.1 | 103.4 | 105.6 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 98.4 | 101.3 | 103.5 | 105.6 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 98.5 | 101.3 | 103.6 | 105.6 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 98.8 | 101.4 | 103.6 | 105.6 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.2 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 9,189,105.0 | 14,672,191.0 | 11,869,305.0 | 6,973,965.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 60 | 173 | 160 | 87 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | 101.3 | 103.5 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 101.3 | 103.6 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 101.2 | 103.5 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 101.2 | 103.5 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 101.3 | 103.6 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 101.4 | 103.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 101.4 | 103.6 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.1 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 1,601,500.0 | 513,875.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 25 | 14 | * | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 99.6 | 102.1 | 103.6 | 104.4 | * | * |
Weighted Avg. Price | * | 99.6 | 102.2 | 103.6 | 104.4 | * | * |
Avg. Price Bottom 5 Trades | * | 99.5 | 102.0 | 103.5 | 104.4 | * | * |
2nd Quartile Price | * | 99.6 | 102.0 | 103.6 | 104.4 | * | * |
3rd Quartile Price | * | 99.6 | 102.2 | 103.6 | 104.4 | * | * |
4th Quartile Price | * | 99.6 | 102.2 | 103.7 | 104.4 | * | * |
Avg. Price Top 5 Trades | * | 99.6 | 102.5 | 103.7 | 104.4 | * | * |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.0 | * | * |
VOLUME OF TRADES (000'S) | * | 901,000.0 | 1,335,605.0 | 9,814,237.0 | 114,550.0 | * | * |
NUMBER OF TRADES | * | 13 | 110 | 166 | 19 | * | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | * | 101.1 | 103.4 | 105.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 101.1 | 103.4 | 105.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 101.0 | 103.3 | 105.3 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 101.0 | 103.3 | 105.4 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 101.1 | 103.4 | 105.4 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 101.2 | 103.4 | 105.5 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 101.3 | 103.5 | 105.5 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 894,350.0 | 3,909,900.0 | 362,250.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 148 | 152 | 27 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | * | 103.4 | 105.4 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | * | 103.4 | 105.4 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 103.4 | 105.4 | 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 | * | * | 103.4 | 105.4 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | * | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 30,500.0 | 20,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | 6 | 5 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 99.5 | 102.0 | 103.5 | 104.4 | * | 0.0 |
Weighted Avg. Price | 0.0 | 99.5 | 102.1 | 103.6 | 104.5 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.4 | 101.9 | 103.5 | 104.3 | * | 0.0 |
2nd Quartile Price | 0.0 | 99.4 | 101.9 | 103.5 | 104.2 | * | 0.0 |
3rd Quartile Price | 0.0 | 99.5 | 102.0 | 103.5 | 104.5 | * | 0.0 |
4th Quartile Price | 0.0 | 99.5 | 102.1 | 103.6 | 105.0 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.5 | 102.2 | 103.7 | 104.5 | * | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.3 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 34,500.0 | 780,400.0 | 865,750.0 | 20,500.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 16 | 122 | 62 | 7 | * | 0 |