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 | 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 | 97.2 | 99.2 | 101.2 | * | * | * | 0.0 |
Weighted Avg. Price | 97.2 | 99.2 | 101.2 | * | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 97.2 | 99.1 | 101.2 | * | * | * | 0.0 |
2nd Quartile Price | 97.2 | 99.1 | 101.2 | * | * | * | 0.0 |
3rd Quartile Price | 97.2 | 99.2 | 101.2 | * | * | * | 0.0 |
4th Quartile Price | 97.3 | 99.2 | 101.3 | * | * | * | 0.0 |
Avg. Price Top 5 Trades | 97.3 | 99.2 | 101.3 | * | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 2,239,627.0 | 3,695,186.0 | 1,438,350.0 | * | * | * | 0.0 |
NUMBER OF TRADES | 180 | 313 | 163 | * | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 97.1 | 99.2 | 101.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.1 | 99.1 | 101.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.1 | 99.1 | 101.2 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.1 | 101.3 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.2 | 101.3 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.2 | 101.3 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.1 | 99.2 | 101.3 | 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) | 52,640.0 | 316,250.0 | 63,000.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 8 | 15 | 14 | 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 | 97.1 | 99.1 | 101.1 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.2 | 99.1 | 101.1 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.1 | 99.0 | 101.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.1 | 99.0 | 101.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.1 | 99.1 | 101.1 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.2 | 99.1 | 101.1 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.2 | 99.1 | 101.2 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 574,750.0 | 313,714.0 | 554,531.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 22 | 12 | 29 | * | 0 | 0 | 0 |
FHLMC | |||||||
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 |
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 | * | 101.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | 101.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 100.9 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.9 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 101.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 101.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 101.0 | * | 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 | * | 56,000.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 15 | * | 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 |
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 | 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 | * | 96.4 | 99.3 | 101.8 | 104.1 | 106.2 | * |
Weighted Avg. Price | * | 96.5 | 99.3 | 101.8 | 104.1 | 106.2 | * |
Avg. Price Bottom 5 Trades | * | 96.3 | 99.1 | 101.7 | 104.0 | 106.2 | * |
2nd Quartile Price | * | 96.4 | 99.2 | 101.8 | 104.1 | 106.2 | * |
3rd Quartile Price | * | 96.4 | 99.3 | 101.8 | 104.1 | 106.2 | * |
4th Quartile Price | * | 96.5 | 99.3 | 101.8 | 104.1 | 106.2 | * |
Avg. Price Top 5 Trades | * | 96.6 | 99.4 | 102.0 | 104.2 | 106.2 | * |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 7,254,975.0 | 29,673,496.0 | 20,925,467.0 | 11,902,648.0 | 824,105.0 | * |
NUMBER OF TRADES | * | 244 | 1,025 | 1,031 | 485 | 83 | * |
FHLMC | |||||||
AVERAGE PRICE | * | 96.4 | 99.3 | 101.9 | 104.0 | * | 0.0 |
Weighted Avg. Price | * | 96.5 | 99.2 | 101.9 | 104.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | * | 96.3 | 99.2 | 101.7 | 103.9 | * | 0.0 |
2nd Quartile Price | * | 96.4 | 99.3 | 101.8 | 104.0 | * | 0.0 |
3rd Quartile Price | * | 96.4 | 99.3 | 101.9 | 104.0 | * | 0.0 |
4th Quartile Price | * | 96.5 | 99.4 | 101.9 | 104.1 | * | 0.0 |
Avg. Price Top 5 Trades | * | 96.5 | 99.4 | 102.0 | 104.2 | * | 0.0 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | * | 1,207,499.7 | 3,424,674.0 | 3,510,980.5 | 1,632,378.9 | * | 0.0 |
NUMBER OF TRADES | * | 27 | 74 | 81 | 40 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.4 | 100.2 | 102.4 | 103.8 | 105.2 | 0.0 |
Weighted Avg. Price | 0.0 | 97.4 | 100.2 | 102.3 | 103.8 | 105.2 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 97.3 | 100.1 | 102.2 | 103.7 | 104.8 | 0.0 |
2nd Quartile Price | 0.0 | 97.4 | 100.2 | 102.3 | 103.8 | 104.9 | 0.0 |
3rd Quartile Price | 0.0 | 97.5 | 100.2 | 102.3 | 103.8 | 104.9 | 0.0 |
4th Quartile Price | 0.0 | 97.5 | 100.3 | 102.4 | 103.9 | 105.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.5 | 100.4 | 102.6 | 104.2 | 107.2 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.9 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,775,200.0 | 3,307,250.9 | 3,227,834.5 | 3,287,360.8 | 370,553.2 | 0.0 |
NUMBER OF TRADES | 0 | 56 | 173 | 243 | 163 | 41 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 96.4 | 99.1 | 101.6 | 103.9 | 106.0 | 0.0 |
Weighted Avg. Price | 0.0 | 96.5 | 99.1 | 101.6 | 103.9 | 106.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.4 | 99.0 | 101.5 | 103.8 | 106.0 | 0.0 |
2nd Quartile Price | 0.0 | 96.4 | 99.1 | 101.6 | 103.8 | 106.0 | 0.0 |
3rd Quartile Price | 0.0 | 96.4 | 99.1 | 101.6 | 103.9 | 106.0 | 0.0 |
4th Quartile Price | 0.0 | 96.5 | 99.2 | 101.7 | 103.9 | 106.1 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.4 | 99.3 | 101.8 | 104.0 | 106.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 1,613,437.0 | 11,453,192.4 | 5,373,590.0 | 6,631,900.0 | 242,700.0 | 0.0 |
NUMBER OF TRADES | 0 | 14 | 62 | 187 | 149 | 11 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.3 | 99.2 | 101.7 | 103.8 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 96.4 | 99.1 | 101.8 | 103.8 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.3 | 99.1 | 101.7 | 103.8 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | 99.2 | 101.7 | 103.8 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | 99.2 | 101.7 | 103.8 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 99.3 | 101.8 | 103.9 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.3 | 99.2 | 101.8 | 103.9 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 635,000.0 | 2,325,760.0 | 852,618.0 | 779,800.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 7 | 10 | 16 | 19 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | 100.1 | 102.2 | 103.6 | 104.7 | 0.0 |
Weighted Avg. Price | 0.0 | * | 100.2 | 102.2 | 103.6 | 104.7 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 100.0 | 102.1 | 103.5 | 104.7 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.0 | 102.1 | 103.6 | 104.7 | 0.0 |
3rd Quartile Price | 0.0 | * | 100.1 | 102.2 | 103.6 | 104.7 | 0.0 |
4th Quartile Price | 0.0 | * | 100.1 | 102.2 | 103.7 | 104.7 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 100.2 | 102.3 | 103.7 | 104.7 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 1,012,400.0 | 674,883.0 | 1,343,202.0 | 69,500.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 27 | 126 | 111 | 8 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 99.0 | 101.5 | 103.7 | 105.9 | * |
Weighted Avg. Price | 0.0 | 0.0 | 99.0 | 101.5 | 103.7 | 105.9 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 98.9 | 101.4 | 103.5 | 105.9 | * |
2nd Quartile Price | 0.0 | 0.0 | 99.0 | 101.4 | 103.7 | * | * |
3rd Quartile Price | 0.0 | 0.0 | 99.0 | 101.5 | 103.7 | * | * |
4th Quartile Price | 0.0 | 0.0 | 99.1 | 101.5 | 103.8 | * | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 99.1 | 101.6 | 103.8 | 105.9 | * |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.3 | 0.1 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 78,850.0 | 1,709,450.0 | 688,300.0 | 19,100.0 | * |
NUMBER OF TRADES | 0 | 0 | 25 | 197 | 85 | 5 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 101.5 | * | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | 101.5 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 101.5 | * | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 101.5 | * | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 101.5 | * | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 101.6 | * | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 101.5 | * | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 178,000.0 | * | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | 7 | * | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 100.2 | 102.1 | 103.4 | 104.5 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 101.0 | 102.2 | 103.5 | 104.5 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 99.8 | 101.9 | 103.3 | 104.5 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 99.8 | 102.0 | 103.4 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 99.9 | 102.0 | 103.4 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 100.0 | 102.1 | 103.5 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 103.1 | 102.8 | 103.5 | 104.5 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 1.2 | 0.5 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 289,290.9 | 637,843.0 | 451,750.0 | 18,000.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 45 | 113 | 71 | 5 | 0 |