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 | 97.1 | 99.3 | 101.1 | 102.4 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.1 | 99.3 | 101.1 | 102.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.1 | 99.3 | 101.1 | 102.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.1 | 99.3 | 101.1 | 102.4 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.2 | 99.4 | 101.1 | 102.4 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.2 | 99.4 | 101.1 | 102.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.2 | 99.4 | 101.1 | 102.4 | 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) | 1,133,837.0 | 2,513,300.0 | 2,959,246.1 | 598,149.5 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 73 | 191 | 212 | 88 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 97.0 | 99.2 | 101.0 | 102.4 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.0 | 99.3 | 101.0 | 102.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.0 | 99.2 | 101.0 | 102.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.0 | 99.2 | 101.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.0 | 99.2 | 101.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.0 | 99.2 | 101.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.0 | 99.2 | 101.0 | 102.4 | 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) | 31,725.0 | 495,642.5 | 405,865.1 | 78,200.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 7 | 22 | 16 | 7 | 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 | 99.2 | 101.0 | 102.3 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.1 | 99.2 | 101.0 | 102.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 97.1 | 99.2 | 101.0 | 102.2 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 99.2 | 101.0 | 102.3 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 99.2 | 101.0 | 102.3 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 99.2 | 101.0 | 102.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.1 | 99.2 | 101.0 | 102.3 | 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) | 710,000.0 | 405,000.0 | 1,430,400.0 | 404,900.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 11 | 22 | 40 | 26 | 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 | 99.1 | 100.9 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 99.1 | 100.9 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 99.1 | 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 | * | 100.9 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | * | 100.9 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 99.1 | 100.9 | * | 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 | 33,000.0 | 63,750.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 5 | 19 | * | 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 |
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 | * | * | * | 108.2 |
Weighted Avg. Price | 0.0 | * | 0.0 | * | * | * | 107.4 |
Avg. Price Bottom 5 Trades | 0.0 | * | 0.0 | * | * | * | 108.2 |
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 | 0.0 | * | 0.0 | * | * | * | 108.2 |
Standard Deviation | 0.0 | * | 0.0 | * | * | * | 4.1 |
VOLUME OF TRADES (000'S) | 0.0 | * | 0.0 | * | * | * | 5,189.5 |
NUMBER OF TRADES | 0 | * | 0 | * | * | * | 6 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | * | 96.9 | 99.5 | 101.9 | 104.0 | 105.7 | * |
Weighted Avg. Price | * | 96.9 | 99.5 | 101.9 | 104.0 | 105.7 | * |
Avg. Price Bottom 5 Trades | * | 96.8 | 99.4 | 101.9 | 104.0 | 105.7 | * |
2nd Quartile Price | * | 96.9 | 99.5 | 101.9 | 104.0 | 105.7 | * |
3rd Quartile Price | * | 96.9 | 99.6 | 101.9 | 104.0 | 105.7 | * |
4th Quartile Price | * | 96.9 | 99.6 | 102.0 | 104.0 | 105.7 | * |
Avg. Price Top 5 Trades | * | 96.9 | 99.6 | 102.0 | 104.0 | 105.7 | * |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 3,928,257.0 | 19,077,990.0 | 26,072,538.7 | 18,231,887.2 | 2,763,618.0 | * |
NUMBER OF TRADES | * | 188 | 510 | 854 | 548 | 216 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 96.8 | 99.5 | 101.9 | 104.0 | * | 0.0 |
Weighted Avg. Price | 0.0 | 96.8 | 99.5 | 101.9 | 104.0 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.8 | 99.5 | 101.9 | 104.0 | * | 0.0 |
2nd Quartile Price | 0.0 | 96.8 | 99.5 | 101.9 | 104.0 | * | 0.0 |
3rd Quartile Price | 0.0 | 96.8 | 99.5 | 101.9 | 104.0 | * | 0.0 |
4th Quartile Price | 0.0 | 96.9 | 99.5 | 101.9 | 104.0 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.9 | 99.5 | 101.9 | 104.0 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 53,205.0 | 716,716.0 | 694,807.0 | 1,063,289.3 | * | 0.0 |
NUMBER OF TRADES | 0 | 8 | 32 | 39 | 26 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | * | 97.9 | 100.4 | 102.5 | 104.0 | 104.8 | * |
Weighted Avg. Price | * | 97.9 | 100.4 | 102.5 | 104.0 | 104.8 | * |
Avg. Price Bottom 5 Trades | * | 97.9 | 100.3 | 102.5 | 104.0 | 104.7 | * |
2nd Quartile Price | * | 97.9 | 100.4 | 102.5 | 104.0 | 104.8 | * |
3rd Quartile Price | * | 97.9 | 100.4 | 102.5 | 104.0 | 104.8 | * |
4th Quartile Price | * | 97.9 | 100.4 | 102.5 | 104.0 | 104.8 | * |
Avg. Price Top 5 Trades | * | 97.9 | 100.5 | 102.6 | 104.5 | 104.8 | * |
Standard Deviation | * | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 2,731,646.0 | 3,231,878.0 | 7,448,853.4 | 3,352,380.3 | 2,133,013.7 | * |
NUMBER OF TRADES | * | 47 | 76 | 204 | 193 | 89 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 96.8 | 99.4 | 101.8 | 103.8 | 105.5 | 0.0 |
Weighted Avg. Price | 0.0 | 96.7 | 99.4 | 101.8 | 103.9 | 105.5 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.8 | 99.3 | 101.7 | 103.8 | 105.5 | 0.0 |
2nd Quartile Price | 0.0 | * | 99.4 | 101.7 | 103.8 | 105.5 | 0.0 |
3rd Quartile Price | 0.0 | * | 99.4 | 101.8 | 103.8 | 105.5 | 0.0 |
4th Quartile Price | 0.0 | * | 99.4 | 101.8 | 103.9 | 105.5 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 96.8 | 99.5 | 101.8 | 103.9 | 105.5 | 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 | 306,561.0 | 9,169,300.0 | 10,308,580.7 | 9,625,904.2 | 501,100.0 | 0.0 |
NUMBER OF TRADES | 0 | 11 | 42 | 233 | 145 | 31 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 99.4 | 101.8 | 103.8 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 99.4 | 101.7 | 103.8 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 99.4 | 101.8 | 103.8 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 99.4 | * | 103.8 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 99.4 | * | 103.8 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 99.4 | * | 103.8 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 99.4 | 101.8 | 103.8 | 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 | 415,250.0 | 421,700.0 | 1,010,500.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 8 | 8 | 9 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.8 | 100.3 | 102.4 | 103.8 | 104.6 | 0.0 |
Weighted Avg. Price | 0.0 | 97.8 | 100.3 | 102.4 | 103.8 | 104.6 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 97.8 | 100.2 | 102.3 | 103.8 | 104.6 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.3 | 102.3 | 103.8 | 104.6 | 0.0 |
3rd Quartile Price | 0.0 | * | 100.3 | 102.4 | 103.8 | 104.6 | 0.0 |
4th Quartile Price | 0.0 | * | 100.3 | 102.4 | 103.9 | 104.7 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.8 | 100.3 | 102.4 | 103.9 | 104.7 | 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 | 2,017,900.0 | 1,145,800.0 | 3,890,000.0 | 1,219,100.0 | 887,200.0 | 0.0 |
NUMBER OF TRADES | 0 | 6 | 33 | 117 | 116 | 31 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 99.3 | 101.7 | 103.7 | 105.4 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 99.3 | 101.7 | 103.7 | 105.4 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 99.3 | 101.6 | 103.7 | 105.4 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 99.3 | 101.6 | 103.7 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 99.3 | 101.6 | 103.7 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 99.4 | 101.7 | 103.7 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 99.4 | 101.7 | 103.7 | 105.4 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 845,500.0 | 2,230,390.0 | 350,375.0 | 20,500.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 22 | 180 | 57 | 7 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 101.6 | * | 0.0 | * |
Weighted Avg. Price | 0.0 | 0.0 | * | 101.6 | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 101.6 | * | 0.0 | * |
2nd Quartile Price | 0.0 | 0.0 | * | 101.6 | * | 0.0 | * |
3rd Quartile Price | 0.0 | 0.0 | * | 101.7 | * | 0.0 | * |
4th Quartile Price | 0.0 | 0.0 | * | 101.7 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 101.7 | * | 0.0 | * |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 491,900.0 | * | 0.0 | * |
NUMBER OF TRADES | 0 | 0 | * | 10 | * | 0 | * |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | 100.2 | 102.2 | 103.7 | 104.5 | 0.0 |
Weighted Avg. Price | 0.0 | * | 100.2 | 102.3 | 103.7 | 104.5 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 100.2 | 102.2 | 103.7 | 104.5 | 0.0 |
2nd Quartile Price | 0.0 | * | 100.2 | 102.2 | 103.7 | 104.5 | 0.0 |
3rd Quartile Price | 0.0 | * | 100.2 | 102.2 | 103.7 | 104.5 | 0.0 |
4th Quartile Price | 0.0 | * | 100.2 | 102.3 | 103.7 | 104.5 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 100.2 | 102.3 | 103.7 | 104.5 | 0.0 |
Standard Deviation | 0.0 | * | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 58,200.0 | 337,078.0 | 232,000.0 | 44,500.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 10 | 81 | 41 | 8 | 0 |