METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 96.9 | 99.1 | 100.6 | 102.0 | * | 0.0 | * |
Weighted Avg. Price | 96.9 | 99.1 | 100.6 | 102.0 | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 96.8 | 99.0 | 100.5 | 101.9 | * | 0.0 | * |
2nd Quartile Price | 96.8 | 99.0 | 100.5 | 101.9 | * | 0.0 | * |
3rd Quartile Price | 96.8 | 99.1 | 100.6 | 102.0 | * | 0.0 | * |
4th Quartile Price | 96.9 | 99.2 | 100.6 | 102.0 | * | 0.0 | * |
Avg. Price Top 5 Trades | 97.0 | 99.3 | 100.7 | 102.0 | * | 0.0 | * |
Standard Deviation | 0.1 | 0.1 | 0.1 | 0.0 | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 749,699.3 | 2,988,252.3 | 5,282,662.7 | 1,257,986.3 | * | 0.0 | * |
NUMBER OF TRADES | 73 | 303 | 329 | 133 | * | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 96.8 | 98.9 | 100.5 | 101.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 96.8 | 98.9 | 100.5 | 101.9 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 96.7 | 98.8 | 100.5 | 101.9 | * | 0.0 | 0.0 |
2nd Quartile Price | 96.7 | 98.9 | 100.5 | 101.9 | * | 0.0 | 0.0 |
3rd Quartile Price | 96.8 | 98.9 | 100.5 | 101.9 | * | 0.0 | 0.0 |
4th Quartile Price | 96.8 | 98.9 | 100.6 | 102.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 96.8 | 99.0 | 100.6 | 102.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 209,687.0 | 148,802.2 | 140,679.9 | 280,418.3 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 9 | 13 | 8 | 25 | * | 0 | 0 |
GNMA | |||||||
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 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 96.7 | 99.0 | 100.5 | 101.9 | * | * | 0.0 |
Weighted Avg. Price | 96.8 | 99.0 | 100.5 | 101.9 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 96.3 | 98.9 | 100.5 | 101.8 | * | * | 0.0 |
2nd Quartile Price | 96.8 | 98.9 | 100.5 | 101.9 | * | * | 0.0 |
3rd Quartile Price | 96.8 | 99.0 | 100.5 | 101.9 | * | * | 0.0 |
4th Quartile Price | 96.8 | 99.0 | 100.5 | 102.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 96.9 | 99.1 | 100.6 | 102.0 | * | * | 0.0 |
Standard Deviation | 0.5 | 0.1 | 0.0 | 0.1 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 522,771.3 | 1,452,686.5 | 3,562,882.2 | 775,435.0 | * | * | 0.0 |
NUMBER OF TRADES | 23 | 62 | 54 | 27 | * | * | 0 |
FHLMC | |||||||
AVERAGE PRICE | 96.8 | 98.8 | * | 101.9 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 96.8 | 98.9 | * | 101.9 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 96.7 | 98.8 | * | 101.9 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 96.7 | * | * | 101.9 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 96.8 | * | * | 101.9 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 96.9 | * | * | 101.9 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 96.8 | 98.8 | * | 101.9 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.1 | 0.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 164,600.0 | 34,490.0 | * | 57,750.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 5 | * | 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 | 0.0 | 98.8 | 100.5 | 101.8 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 98.8 | 100.4 | 101.8 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 98.8 | 100.4 | 101.8 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 98.8 | 100.4 | 101.8 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 98.8 | 100.5 | 101.8 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 98.9 | 100.5 | 101.9 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 98.9 | 100.5 | 101.9 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 110,903.5 | 62,000.0 | 49,277.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 8 | 18 | 24 | 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 | 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 | 93.1 | 96.2 | 98.8 | 101.1 | 103.2 | 104.7 | 106.3 |
Weighted Avg. Price | 93.0 | 96.2 | 98.8 | 101.1 | 103.1 | 104.7 | 106.4 |
Avg. Price Bottom 5 Trades | 92.9 | 96.0 | 98.6 | 101.0 | 103.0 | 104.7 | 106.2 |
2nd Quartile Price | 92.9 | 96.1 | 98.7 | 101.1 | 103.1 | 104.7 | 106.3 |
3rd Quartile Price | 93.2 | 96.2 | 98.8 | 101.1 | 103.1 | 104.7 | 106.3 |
4th Quartile Price | 93.3 | 96.3 | 99.0 | 101.2 | 103.2 | 104.8 | 106.3 |
Avg. Price Top 5 Trades | 93.3 | 96.5 | 99.1 | 101.4 | 103.5 | 104.8 | 106.7 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.3 |
VOLUME OF TRADES (000'S) | 450,635.0 | 17,774,114.5 | 41,599,126.1 | 50,297,781.4 | 47,457,739.0 | 10,176,144.8 | 629,458.5 |
NUMBER OF TRADES | 26 | 302 | 1,039 | 1,463 | 1,030 | 459 | 41 |
FHLMC | |||||||
AVERAGE PRICE | * | 96.1 | 98.8 | 101.2 | 103.1 | 104.9 | 106.5 |
Weighted Avg. Price | * | 96.1 | 98.8 | 101.1 | 103.1 | 104.7 | 106.5 |
Avg. Price Bottom 5 Trades | * | 96.0 | 98.6 | 101.0 | 103.1 | 104.6 | 106.1 |
2nd Quartile Price | * | 96.1 | 98.8 | 101.1 | 103.1 | 104.7 | 106.1 |
3rd Quartile Price | * | 96.1 | 98.8 | 101.1 | 103.1 | 104.7 | 106.2 |
4th Quartile Price | * | 96.2 | 99.0 | 101.2 | 103.2 | 104.7 | 107.8 |
Avg. Price Top 5 Trades | * | 96.4 | 99.0 | 101.9 | 103.6 | 107.0 | 106.7 |
Standard Deviation | * | 0.1 | 0.1 | 0.2 | 0.2 | 0.7 | 0.8 |
VOLUME OF TRADES (000'S) | * | 6,288,862.5 | 8,473,318.6 | 14,134,160.7 | 7,436,242.0 | 1,007,283.2 | 95,530.5 |
NUMBER OF TRADES | * | 60 | 115 | 182 | 176 | 84 | 8 |
GNMA | |||||||
AVERAGE PRICE | 94.2 | 97.1 | 99.6 | 101.8 | 103.4 | 104.4 | 106.3 |
Weighted Avg. Price | 94.5 | 97.1 | 99.7 | 101.7 | 103.4 | 104.2 | 106.2 |
Avg. Price Bottom 5 Trades | 94.2 | 96.9 | 99.4 | 101.6 | 103.2 | 103.8 | 105.1 |
2nd Quartile Price | * | 97.0 | 99.5 | 101.7 | 103.3 | 104.2 | 105.6 |
3rd Quartile Price | * | 97.1 | 99.6 | 101.7 | 103.4 | 104.2 | 106.5 |
4th Quartile Price | * | 97.3 | 99.7 | 101.8 | 103.4 | 104.3 | 107.2 |
Avg. Price Top 5 Trades | 94.2 | 97.3 | 100.3 | 102.4 | 104.2 | 106.2 | 107.6 |
Standard Deviation | 0.5 | 0.2 | 0.3 | 0.2 | 0.2 | 0.5 | 1.3 |
VOLUME OF TRADES (000'S) | 108,875.0 | 1,399,547.0 | 5,929,362.7 | 4,591,202.3 | 6,133,704.3 | 1,635,161.2 | 30,178.3 |
NUMBER OF TRADES | 6 | 30 | 103 | 153 | 211 | 115 | 13 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 92.9 | 96.1 | 98.8 | 101.0 | 103.0 | 104.6 | 106.2 |
Weighted Avg. Price | 92.9 | 96.1 | 98.7 | 101.0 | 103.0 | 104.6 | 106.3 |
Avg. Price Bottom 5 Trades | 92.8 | 95.9 | 98.5 | 100.9 | 102.9 | 104.5 | 106.1 |
2nd Quartile Price | 92.8 | 96.0 | 98.7 | 101.0 | 103.0 | 104.6 | 106.1 |
3rd Quartile Price | 92.9 | 96.1 | 98.7 | 101.0 | 103.0 | 104.6 | 106.2 |
4th Quartile Price | 93.1 | 96.3 | 98.9 | 101.1 | 103.1 | 104.6 | 106.2 |
Avg. Price Top 5 Trades | 93.2 | 96.4 | 99.0 | 101.2 | 103.2 | 104.7 | 106.5 |
Standard Deviation | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.4 |
VOLUME OF TRADES (000'S) | 388,635.0 | 16,509,545.5 | 33,407,670.9 | 36,854,575.2 | 43,854,759.2 | 8,301,732.0 | 582,285.6 |
NUMBER OF TRADES | 20 | 172 | 321 | 437 | 419 | 262 | 29 |
FHLMC | |||||||
AVERAGE PRICE | * | 96.1 | 98.8 | 101.1 | 103.0 | 104.6 | 106.8 |
Weighted Avg. Price | * | 96.1 | 98.7 | 101.1 | 103.0 | 104.6 | 106.6 |
Avg. Price Bottom 5 Trades | * | 96.0 | 98.6 | 100.9 | 103.0 | 104.5 | 106.8 |
2nd Quartile Price | * | 96.0 | 98.7 | 101.0 | 103.0 | 104.6 | * |
3rd Quartile Price | * | 96.1 | 98.8 | 101.1 | 103.0 | 104.6 | * |
4th Quartile Price | * | 96.2 | 98.9 | 101.1 | 103.1 | 104.6 | * |
Avg. Price Top 5 Trades | * | 96.4 | 98.9 | 101.2 | 103.1 | 104.6 | 106.8 |
Standard Deviation | * | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.9 |
VOLUME OF TRADES (000'S) | * | 6,161,173.2 | 7,081,308.6 | 9,520,848.9 | 4,366,989.0 | 670,864.0 | 67,205.6 |
NUMBER OF TRADES | * | 53 | 68 | 79 | 55 | 29 | 5 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 97.0 | 99.5 | 101.6 | 103.2 | 104.0 | 0.0 |
Weighted Avg. Price | 0.0 | 97.0 | 99.6 | 101.6 | 103.2 | 104.1 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 96.8 | 99.3 | 101.4 | 103.1 | 103.9 | 0.0 |
2nd Quartile Price | 0.0 | 96.8 | 99.4 | 101.5 | 103.2 | 104.0 | 0.0 |
3rd Quartile Price | 0.0 | 96.9 | 99.4 | 101.6 | 103.2 | 104.0 | 0.0 |
4th Quartile Price | 0.0 | 97.2 | 99.6 | 101.7 | 103.3 | 104.1 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 97.1 | 99.7 | 101.8 | 103.4 | 104.2 | 0.0 |
Standard Deviation | 0.0 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 577,910.0 | 5,102,540.0 | 2,702,115.2 | 4,434,925.0 | 1,349,230.0 | 0.0 |
NUMBER OF TRADES | 0 | 16 | 44 | 105 | 149 | 77 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 98.7 | 101.0 | 103.0 | 104.5 | * |
Weighted Avg. Price | 0.0 | 0.0 | 98.7 | 100.9 | 103.0 | 104.5 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 98.5 | 100.8 | 102.8 | 104.4 | * |
2nd Quartile Price | 0.0 | 0.0 | 98.6 | 100.9 | 102.9 | 104.5 | * |
3rd Quartile Price | 0.0 | 0.0 | 98.7 | 101.0 | 103.0 | 104.5 | * |
4th Quartile Price | 0.0 | 0.0 | 98.9 | 101.1 | 103.0 | 104.5 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 98.9 | 101.1 | 103.1 | 104.5 | * |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 2,135,200.0 | 2,197,150.0 | 2,337,664.3 | 159,600.0 | * |
NUMBER OF TRADES | 0 | 0 | 28 | 212 | 176 | 47 | * |
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 | * | 99.3 | 101.5 | 103.1 | 103.9 | 0.0 |
Weighted Avg. Price | 0.0 | * | 99.3 | 101.5 | 103.1 | 103.9 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 99.3 | 101.3 | 102.9 | 103.9 | 0.0 |
2nd Quartile Price | 0.0 | * | * | 101.4 | 103.0 | 103.9 | 0.0 |
3rd Quartile Price | 0.0 | * | * | 101.5 | 103.1 | 103.9 | 0.0 |
4th Quartile Price | 0.0 | * | * | 101.6 | 103.2 | 104.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | * | 99.3 | 101.8 | 103.2 | 104.0 | 0.0 |
Standard Deviation | 0.0 | * | 0.2 | 0.1 | 0.1 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | 6,800.0 | 367,000.0 | 340,100.3 | 168,000.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 5 | 84 | 122 | 48 | 0 |
METRIC | COUPON | ||||||
<= 2.5 | 3 | 3.5 | 4 | 4.5 | 5 | > 5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 100.9 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 101.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 100.9 | 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 | 100.9 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 1,889,000.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 5 | 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 |