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 | 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 | 95.5 | 97.9 | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 95.5 | 97.9 | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 95.5 | 97.9 | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 95.5 | 97.9 | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 95.5 | 97.9 | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 95.5 | 97.9 | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 95.6 | 98.0 | 99.9 | 101.5 | 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) | 318,979.0 | 1,840,548.0 | 3,091,463.7 | 1,906,900.8 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 51 | 186 | 280 | 127 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 95.5 | 97.7 | 99.8 | 101.6 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 95.5 | 97.7 | 99.8 | 101.6 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 95.5 | 97.7 | 99.7 | 101.5 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 95.5 | * | 99.8 | 101.5 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 95.5 | * | 99.8 | 101.6 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 95.6 | * | 99.8 | 101.6 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 95.5 | 97.7 | 99.8 | 101.6 | 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) | 161,170.0 | 31,050.0 | 112,200.5 | 95,454.7 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 5 | 13 | 15 | 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 | 97.8 | 99.7 | 101.4 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 97.8 | 99.8 | 101.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 97.8 | 99.7 | 101.3 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 97.8 | 99.7 | 101.3 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 97.8 | 99.7 | 101.4 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 97.8 | 99.8 | 101.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.8 | 99.7 | 101.4 | 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) | 0.0 | 355,000.0 | 308,250.0 | 236,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 14 | 9 | 13 | 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 | * | 101.3 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | 101.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 101.2 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | 101.2 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | 101.3 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | 101.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 101.3 | 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 | * | 36,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | 14 | 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 | * |
Weighted Avg. Price | 0.0 | * | * | * | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 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 | 0.0 | * | * | * | * | 0.0 | * |
Standard Deviation | 0.0 | * | * | * | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | * | * | * | 0.0 | * |
NUMBER OF TRADES | 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 | * | * | 103.3 | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | * | * | 103.4 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | * | 103.3 | * | 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 | 0.0 | * | * | 103.3 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | * | * | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | 25,954.1 | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | * | * | 5 | * | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 94.4 | 97.2 | 99.9 | 102.3 | 104.3 | * |
Weighted Avg. Price | 0.0 | 94.5 | 97.3 | 99.9 | 102.2 | 104.3 | * |
Avg. Price Bottom 5 Trades | 0.0 | 94.2 | 97.2 | 99.8 | 102.2 | 104.2 | * |
2nd Quartile Price | 0.0 | 94.4 | 97.2 | 99.9 | 102.2 | 104.2 | * |
3rd Quartile Price | 0.0 | 94.4 | 97.2 | 99.9 | 102.2 | 104.3 | * |
4th Quartile Price | 0.0 | 94.4 | 97.2 | 99.9 | 102.3 | 104.3 | * |
Avg. Price Top 5 Trades | 0.0 | 94.5 | 97.3 | 100.5 | 102.6 | 104.4 | * |
Standard Deviation | 0.0 | 0.1 | 0.0 | 0.1 | 0.1 | 0.1 | * |
VOLUME OF TRADES (000'S) | 0.0 | 3,822,685.0 | 16,255,147.7 | 19,826,372.1 | 10,902,983.3 | 1,530,336.0 | * |
NUMBER OF TRADES | 0 | 83 | 367 | 905 | 550 | 120 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 94.4 | 97.3 | 99.9 | 102.4 | 104.3 | * |
Weighted Avg. Price | 0.0 | 94.5 | 97.2 | 99.9 | 102.3 | 104.3 | * |
Avg. Price Bottom 5 Trades | 0.0 | 94.4 | 97.2 | 99.9 | 102.3 | 104.3 | * |
2nd Quartile Price | 0.0 | 94.4 | 97.2 | 99.9 | 102.3 | 104.3 | * |
3rd Quartile Price | 0.0 | 94.4 | 97.2 | 99.9 | 102.3 | 104.3 | * |
4th Quartile Price | 0.0 | 94.4 | 97.3 | 99.9 | 102.4 | 104.3 | * |
Avg. Price Top 5 Trades | 0.0 | 94.4 | 97.3 | 100.0 | 102.6 | 104.3 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.3 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 883,220.0 | 175,755.0 | 1,888,925.5 | 2,250,350.5 | 79,237.9 | * |
NUMBER OF TRADES | 0 | 13 | 16 | 54 | 35 | 13 | * |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 95.4 | 98.2 | 100.5 | 102.5 | 103.9 | * |
Weighted Avg. Price | 0.0 | 95.5 | 98.2 | 100.6 | 102.5 | 104.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 95.3 | 98.1 | 100.4 | 102.3 | 103.7 | * |
2nd Quartile Price | 0.0 | 95.4 | 98.1 | 100.5 | 102.4 | 103.8 | * |
3rd Quartile Price | 0.0 | 95.5 | 98.1 | 100.5 | 102.4 | 103.8 | * |
4th Quartile Price | 0.0 | 95.5 | 98.2 | 100.5 | 102.5 | 103.9 | * |
Avg. Price Top 5 Trades | 0.0 | 95.6 | 98.5 | 100.7 | 103.4 | 105.7 | * |
Standard Deviation | 0.0 | 0.2 | 0.3 | 0.1 | 0.2 | 0.5 | * |
VOLUME OF TRADES (000'S) | 0.0 | 1,223,220.0 | 3,283,622.1 | 12,747,446.7 | 3,035,232.9 | 673,799.8 | * |
NUMBER OF TRADES | 0 | 37 | 88 | 160 | 188 | 77 | * |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 94.3 | 97.1 | 99.8 | 102.1 | 104.1 | * |
Weighted Avg. Price | 0.0 | 94.4 | 97.2 | 99.8 | 102.1 | 104.1 | * |
Avg. Price Bottom 5 Trades | 0.0 | 94.3 | 97.1 | 99.7 | 102.0 | 104.1 | * |
2nd Quartile Price | 0.0 | 94.3 | 97.1 | 99.7 | 102.1 | 104.1 | * |
3rd Quartile Price | 0.0 | 94.3 | 97.2 | 99.8 | 102.1 | 104.1 | * |
4th Quartile Price | 0.0 | 94.4 | 97.2 | 99.8 | 102.1 | 104.1 | * |
Avg. Price Top 5 Trades | 0.0 | 94.4 | 97.2 | 99.8 | 102.2 | 104.2 | * |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 2,679,396.0 | 8,400,417.0 | 6,276,465.0 | 983,265.0 | 428,550.0 | * |
NUMBER OF TRADES | 0 | 13 | 10 | 93 | 123 | 57 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 94.3 | * | 99.8 | 102.1 | * | 0.0 |
Weighted Avg. Price | 0.0 | 94.4 | * | 99.8 | 102.1 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 94.3 | * | 99.8 | 102.1 | * | 0.0 |
2nd Quartile Price | 0.0 | * | * | 99.8 | 102.1 | * | 0.0 |
3rd Quartile Price | 0.0 | * | * | 99.8 | 102.1 | * | 0.0 |
4th Quartile Price | 0.0 | * | * | 99.8 | 102.1 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 94.3 | * | 99.8 | 102.1 | * | 0.0 |
Standard Deviation | 0.0 | 0.1 | * | 0.0 | 0.0 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 810,000.0 | * | 931,000.0 | 1,184,500.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 5 | * | 15 | 12 | * | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 95.4 | 98.1 | 100.4 | 102.2 | 103.6 | 0.0 |
Weighted Avg. Price | 0.0 | 95.5 | 98.2 | 100.5 | 102.3 | 103.7 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 95.4 | 98.1 | 100.3 | 102.2 | 103.5 | 0.0 |
2nd Quartile Price | 0.0 | * | * | 100.3 | 102.2 | 103.6 | 0.0 |
3rd Quartile Price | 0.0 | * | * | 100.4 | 102.3 | 103.7 | 0.0 |
4th Quartile Price | 0.0 | * | * | 100.4 | 102.3 | 103.7 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 95.4 | 98.1 | 100.5 | 102.4 | 103.7 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 620,000.0 | 1,556,000.0 | 10,222,750.0 | 559,150.0 | 326,550.0 | 0.0 |
NUMBER OF TRADES | 0 | 5 | 10 | 51 | 90 | 47 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | * | * | 99.6 | 102.0 | 104.0 | * |
Weighted Avg. Price | 0.0 | * | * | 99.6 | 102.0 | 104.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 99.6 | 101.9 | 104.0 | * |
2nd Quartile Price | 0.0 | * | * | 99.6 | 101.9 | 104.0 | * |
3rd Quartile Price | 0.0 | * | * | 99.6 | 101.9 | 104.0 | * |
4th Quartile Price | 0.0 | * | * | 99.6 | 102.0 | 104.0 | * |
Avg. Price Top 5 Trades | 0.0 | * | * | 99.7 | 102.1 | 104.1 | * |
Standard Deviation | 0.0 | * | * | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 299,950.0 | 850,590.0 | 92,100.0 | * |
NUMBER OF TRADES | 0 | * | * | 64 | 120 | 25 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | 99.7 | 102.0 | * | * |
Weighted Avg. Price | 0.0 | 0.0 | * | 99.7 | 102.0 | * | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | 99.7 | 102.0 | * | * |
2nd Quartile Price | 0.0 | 0.0 | * | 99.7 | 102.0 | * | * |
3rd Quartile Price | 0.0 | 0.0 | * | 99.7 | 102.1 | * | * |
4th Quartile Price | 0.0 | 0.0 | * | 99.7 | 102.1 | * | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | 99.7 | 102.0 | * | * |
Standard Deviation | 0.0 | 0.0 | * | 0.0 | 0.1 | * | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | 801,500.0 | 37,000.0 | * | * |
NUMBER OF TRADES | 0 | 0 | * | 10 | 7 | * | * |
GNMA | |||||||
AVERAGE PRICE | 0.0 | * | * | 100.2 | 102.1 | 103.5 | * |
Weighted Avg. Price | 0.0 | * | * | 100.3 | 102.1 | 103.5 | * |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 100.2 | 102.1 | 103.5 | * |
2nd Quartile Price | 0.0 | * | * | 100.2 | 102.1 | 103.5 | * |
3rd Quartile Price | 0.0 | * | * | 100.2 | 102.1 | 103.5 | * |
4th Quartile Price | 0.0 | * | * | 100.3 | 102.1 | 103.5 | * |
Avg. Price Top 5 Trades | 0.0 | * | * | 100.3 | 102.2 | 103.6 | * |
Standard Deviation | 0.0 | * | * | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 134,250.0 | 315,500.0 | 75,600.0 | * |
NUMBER OF TRADES | 0 | * | * | 31 | 72 | 28 | * |