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 | 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 | 97.0 | 99.2 | 101.0 | 102.5 | 0.0 | 0.0 | 102.5 |
Weighted Avg. Price | 97.0 | 99.2 | 101.0 | 102.5 | 0.0 | 0.0 | 102.5 |
Avg. Price Bottom 5 Trades | 96.7 | 99.1 | 101.0 | 102.5 | 0.0 | 0.0 | 102.5 |
2nd Quartile Price | 97.0 | 99.1 | 101.0 | 102.5 | 0.0 | 0.0 | * |
3rd Quartile Price | 97.0 | 99.2 | 101.0 | 102.5 | 0.0 | 0.0 | * |
4th Quartile Price | 97.0 | 99.2 | 101.0 | 102.5 | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 97.0 | 99.2 | 101.1 | 102.5 | 0.0 | 0.0 | 102.5 |
Standard Deviation | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 |
VOLUME OF TRADES (000'S) | 2,144,852.4 | 5,574,164.5 | 3,955,252.7 | 287,072.0 | 0.0 | 0.0 | 8,000.0 |
NUMBER OF TRADES | 258 | 532 | 368 | 67 | 0 | 0 | 6 |
FHLMC | |||||||
AVERAGE PRICE | 96.9 | 99.1 | 101.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 96.9 | 99.1 | 101.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 96.9 | 99.0 | 101.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 96.8 | 99.0 | 101.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 96.9 | 99.1 | 101.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 96.9 | 99.1 | 101.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 96.9 | 99.1 | 101.0 | * | 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) | 107,160.0 | 124,116.0 | 51,457.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 13 | 17 | 8 | * | 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 | 96.9 | 99.0 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 96.9 | 99.0 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 96.9 | 99.0 | 100.9 | 102.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 96.8 | 99.0 | 100.9 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 96.9 | 99.0 | 100.9 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 96.9 | 99.1 | 100.9 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 96.9 | 99.1 | 101.0 | 102.4 | 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) | 735,000.0 | 2,500,800.0 | 1,750,500.0 | 26,746.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 22 | 58 | 48 | 5 | 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 | * | 98.9 | 100.8 | 102.2 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 99.0 | 100.8 | 102.2 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 98.9 | 100.8 | 102.2 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 98.9 | 100.8 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 98.9 | 100.8 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.0 | 100.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 99.0 | 100.8 | 102.2 | 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) | * | 909,400.0 | 355,500.0 | 8,500.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 23 | 22 | 5 | 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 |
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 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 102.0 | 104.4 | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 102.0 | 104.3 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 102.0 | 104.2 | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | 104.4 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | 104.5 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | 104.5 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 102.0 | 104.5 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 42,093.1 | 37,814.9 | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 5 | 9 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | * | * | 104.5 | 105.1 | * |
Weighted Avg. Price | 0.0 | * | * | * | 104.6 | 105.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | * | * | * | 104.1 | 105.1 | * |
2nd Quartile Price | 0.0 | * | * | * | 104.1 | * | * |
3rd Quartile Price | 0.0 | * | * | * | 104.3 | * | * |
4th Quartile Price | 0.0 | * | * | * | 105.0 | * | * |
Avg. Price Top 5 Trades | 0.0 | * | * | * | 105.2 | 105.1 | * |
Standard Deviation | 0.0 | * | * | * | 0.5 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | * | * | 93,632.5 | 57,500.0 | * |
NUMBER OF TRADES | 0 | * | * | * | 16 | 6 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 96.6 | 99.3 | 101.8 | 104.0 | 105.7 | 108.5 |
Weighted Avg. Price | * | 96.6 | 99.3 | 101.8 | 104.0 | 105.7 | 107.4 |
Avg. Price Bottom 5 Trades | * | 96.5 | 99.2 | 101.7 | 104.0 | 105.7 | 108.5 |
2nd Quartile Price | * | 96.6 | 99.3 | 101.8 | 104.0 | 105.7 | * |
3rd Quartile Price | * | 96.6 | 99.3 | 101.8 | 104.0 | 105.7 | * |
4th Quartile Price | * | 96.6 | 99.3 | 101.8 | 104.0 | 105.7 | * |
Avg. Price Top 5 Trades | * | 96.6 | 99.4 | 101.9 | 104.1 | 105.8 | 108.5 |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.0 |
VOLUME OF TRADES (000'S) | * | 3,350,293.6 | 16,943,156.4 | 32,150,092.4 | 9,407,409.0 | 1,776,853.9 | 107,336.0 |
NUMBER OF TRADES | * | 139 | 639 | 1,249 | 547 | 127 | 7 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.5 | 99.3 | 101.8 | 104.0 | * | * |
Weighted Avg. Price | 0.0 | 96.5 | 99.3 | 101.8 | 104.0 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 96.5 | 99.2 | 101.7 | 103.9 | * | * |
2nd Quartile Price | 0.0 | 96.5 | 99.3 | 101.8 | 104.0 | * | * |
3rd Quartile Price | 0.0 | 96.5 | 99.3 | 101.8 | 104.0 | * | * |
4th Quartile Price | 0.0 | 96.6 | 99.3 | 101.8 | 104.0 | * | * |
Avg. Price Top 5 Trades | 0.0 | 96.5 | 99.3 | 101.8 | 104.0 | * | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 61,469.8 | 303,541.2 | 2,466,947.0 | 2,862,449.7 | * | * |
NUMBER OF TRADES | 0 | 15 | 31 | 75 | 72 | * | * |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.6 | 100.2 | 102.4 | 103.9 | 105.0 | * |
Weighted Avg. Price | 0.0 | 97.6 | 100.2 | 102.4 | 103.9 | 105.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 97.5 | 100.2 | 102.3 | 103.8 | 104.9 | * |
2nd Quartile Price | 0.0 | 97.6 | 100.2 | 102.4 | 103.9 | 104.9 | * |
3rd Quartile Price | 0.0 | 97.6 | 100.2 | 102.4 | 103.9 | 105.0 | * |
4th Quartile Price | 0.0 | 97.6 | 100.2 | 102.4 | 103.9 | 105.0 | * |
Avg. Price Top 5 Trades | 0.0 | 97.6 | 100.3 | 102.6 | 104.7 | 105.2 | * |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.2 | 0.1 | * |
VOLUME OF TRADES (000'S) | 0.0 | 975,140.1 | 2,771,374.1 | 6,242,633.8 | 2,005,582.7 | 340,738.4 | * |
NUMBER OF TRADES | 0 | 41 | 99 | 262 | 176 | 54 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 96.5 | 99.2 | 101.6 | 103.8 | 105.5 | * |
Weighted Avg. Price | 0.0 | 96.5 | 99.2 | 101.7 | 103.8 | 105.5 | * |
Avg. Price Bottom 5 Trades | 0.0 | 96.5 | 99.1 | 101.6 | 103.8 | 105.5 | * |
2nd Quartile Price | 0.0 | 96.5 | 99.1 | 101.6 | 103.8 | 105.5 | * |
3rd Quartile Price | 0.0 | 96.5 | 99.2 | 101.7 | 103.8 | 105.5 | * |
4th Quartile Price | 0.0 | 96.5 | 99.2 | 101.7 | 103.8 | 105.5 | * |
Avg. Price Top 5 Trades | 0.0 | 96.5 | 99.2 | 101.7 | 103.9 | 105.6 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 1,472,155.0 | 4,290,468.0 | 9,630,550.4 | 4,705,479.2 | 969,350.0 | * |
NUMBER OF TRADES | 0 | 17 | 46 | 217 | 137 | 42 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | * | * | 101.7 | 103.8 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | * | * | 101.7 | 103.8 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 101.6 | 103.8 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | * | * | 101.7 | 103.8 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | * | * | 101.7 | 103.8 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | * | 101.7 | 103.8 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | * | 101.7 | 103.8 | 0.0 | 0.0 |
Standard Deviation | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 1,022,361.5 | 787,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | 14 | 10 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | 100.2 | 102.2 | 103.7 | 104.8 | 0.0 |
Weighted Avg. Price | 0.0 | * | 100.1 | 102.2 | 103.7 | 104.9 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 100.0 | 102.1 | 103.6 | 104.7 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.1 | 102.2 | 103.7 | 104.8 | 0.0 |
3rd Quartile Price | 0.0 | * | 100.1 | 102.2 | 103.7 | 104.8 | 0.0 |
4th Quartile Price | 0.0 | * | 100.1 | 102.2 | 103.7 | 104.8 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 100.5 | 102.3 | 103.8 | 104.9 | 0.0 |
Standard Deviation | 0.0 | * | 0.5 | 0.0 | 0.0 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 1,211,500.0 | 1,756,275.0 | 906,597.0 | 133,600.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 22 | 103 | 113 | 15 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | * | 99.0 | 101.5 | 103.7 | 105.4 | 0.0 |
Weighted Avg. Price | 0.0 | * | 99.1 | 101.5 | 103.7 | 105.4 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 99.0 | 101.4 | 103.6 | 105.4 | 0.0 |
2nd Quartile Price | 0.0 | * | 99.0 | 101.5 | 103.6 | * | 0.0 |
3rd Quartile Price | 0.0 | * | 99.1 | 101.5 | 103.7 | * | 0.0 |
4th Quartile Price | 0.0 | * | 99.1 | 101.5 | 103.7 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 99.1 | 101.6 | 103.7 | 105.4 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 184,000.0 | 1,399,600.0 | 1,811,189.7 | 8,900.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 17 | 183 | 89 | 5 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 101.5 | 103.6 | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 101.5 | 103.6 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 101.5 | 103.6 | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 101.5 | 103.6 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 101.5 | 103.6 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 101.5 | 103.7 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 101.5 | 103.6 | * | 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 | 129,500.0 | 258,500.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 8 | 7 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 99.9 | 102.0 | 103.5 | 104.6 | * |
Weighted Avg. Price | 0.0 | 0.0 | 100.0 | 102.1 | 103.5 | 104.6 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 99.9 | 102.0 | 103.5 | 104.6 | * |
2nd Quartile Price | 0.0 | 0.0 | 99.9 | 102.0 | 103.5 | 104.6 | * |
3rd Quartile Price | 0.0 | 0.0 | 100.0 | 102.1 | 103.5 | 104.6 | * |
4th Quartile Price | 0.0 | 0.0 | 100.0 | 102.1 | 103.6 | 104.7 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 100.0 | 102.1 | 103.6 | 104.7 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 40,100.0 | 293,000.0 | 300,885.0 | 12,100.0 | * |
NUMBER OF TRADES | 0 | 0 | 14 | 71 | 72 | 8 | * |