METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 92.0 | 97.1 | 98.7 | 99.7 | 100.7 | 101.8 | 102.7 |
Weighted Avg. Price | 91.7 | 97.2 | 98.7 | 99.8 | 100.6 | 101.9 | 102.7 |
Avg. Price Bottom 5 Trades | 88.8 | 97.1 | 98.6 | 99.6 | 100.6 | 101.7 | 102.7 |
2nd Quartile Price | 90.5 | 97.1 | 98.7 | 99.7 | 100.7 | 101.7 | * |
3rd Quartile Price | 92.8 | 97.1 | 98.7 | 99.7 | 100.7 | 101.8 | * |
4th Quartile Price | 92.9 | 97.2 | 98.8 | 99.8 | 100.8 | 101.9 | * |
Avg. Price Top 5 Trades | 95.0 | 97.2 | 98.8 | 99.8 | 100.8 | 101.9 | 102.7 |
Standard Deviation | 2.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 |
VOLUME OF TRADES (000'S) | 565,494.0 | 202,720.0 | 418,215.0 | 677,075.0 | 708,875.0 | 83,175.0 | 20,700.0 |
NUMBER OF TRADES | 50 | 20 | 64 | 71 | 49 | 12 | 6 |
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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 92.3 | * | 98.6 | 99.8 | 100.8 | * | 0.0 |
Weighted Avg. Price | 92.8 | * | 98.6 | 100.0 | 100.7 | * | 0.0 |
Avg. Price Bottom 5 Trades | 91.6 | * | 98.6 | 99.7 | 100.7 | * | 0.0 |
2nd Quartile Price | 92.8 | * | * | 99.7 | 100.8 | * | 0.0 |
3rd Quartile Price | 92.9 | * | * | 99.8 | 100.8 | * | 0.0 |
4th Quartile Price | 95.2 | * | * | 100.1 | 100.8 | * | 0.0 |
Avg. Price Top 5 Trades | 93.4 | * | 98.6 | 99.8 | 100.8 | * | 0.0 |
Standard Deviation | 2.1 | * | 0.1 | 0.2 | 0.1 | * | 0.0 |
VOLUME OF TRADES (000'S) | 41,100.0 | * | 22,500.0 | 254,750.0 | 502,500.0 | * | 0.0 |
NUMBER OF TRADES | 7 | * | 6 | 7 | 13 | * | 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 98.5 | 99.7 | 100.9 | * | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 98.6 | 99.7 | 100.9 | * | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 98.5 | 99.7 | 100.8 | * | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | * | * | 100.8 | * | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | * | * | 101.0 | * | 0.0 |
4th Quartile Price | 0.0 | 0.0 | * | * | 101.2 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 98.5 | 99.7 | 101.0 | * | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.1 | 0.1 | 0.2 | * | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 36,000.0 | 5,000.0 | 25,000.0 | * | 0.0 |
NUMBER OF TRADES | 0 | 0 | 6 | 5 | 7 | * | 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 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 | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 85.4 | 92.0 | 94.9 | 97.3 | 99.2 | 100.6 | 102.3 |
Weighted Avg. Price | 85.4 | 91.9 | 94.9 | 97.3 | 99.2 | 100.6 | 102.4 |
Avg. Price Bottom 5 Trades | 80.9 | 91.9 | 94.8 | 97.1 | 99.1 | 100.5 | 101.6 |
2nd Quartile Price | 85.0 | 91.9 | 94.8 | 97.3 | 99.2 | 100.5 | 101.7 |
3rd Quartile Price | 85.1 | 92.0 | 94.9 | 97.3 | 99.2 | 100.6 | 101.9 |
4th Quartile Price | 88.5 | 92.0 | 95.0 | 97.4 | 99.3 | 100.7 | 102.8 |
Avg. Price Top 5 Trades | 89.1 | 92.1 | 95.2 | 97.9 | 99.8 | 101.2 | 104.0 |
Standard Deviation | 2.6 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | 10,576,928.0 | 6,451,877.0 | 9,492,974.3 | 20,654,205.5 | 46,387,399.0 | 41,729,574.7 | 73,911,687.7 |
NUMBER OF TRADES | 366 | 175 | 339 | 629 | 1,416 | 1,014 | 1,182 |
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 | 87.3 | 92.9 | 95.7 | 97.9 | 99.7 | 100.7 | 101.8 |
Weighted Avg. Price | 87.8 | 93.1 | 95.8 | 98.0 | 99.7 | 100.7 | 101.7 |
Avg. Price Bottom 5 Trades | 83.6 | 92.8 | 95.5 | 97.7 | 99.5 | 100.4 | 100.7 |
2nd Quartile Price | 83.8 | 92.8 | 95.5 | 97.8 | 99.7 | 100.6 | 101.4 |
3rd Quartile Price | 87.0 | 92.9 | 95.6 | 97.9 | 99.7 | 100.7 | 101.5 |
4th Quartile Price | 90.1 | 92.9 | 95.7 | 97.9 | 99.8 | 100.7 | 102.2 |
Avg. Price Top 5 Trades | 90.5 | 93.3 | 96.1 | 98.9 | 100.5 | 101.1 | 105.1 |
Standard Deviation | 2.7 | 0.3 | 0.3 | 0.3 | 0.1 | 0.1 | 0.6 |
VOLUME OF TRADES (000'S) | 6,284,964.7 | 2,064,825.1 | 1,026,717.6 | 3,701,342.2 | 8,579,963.3 | 6,155,513.4 | 9,600,053.0 |
NUMBER OF TRADES | 96 | 33 | 32 | 146 | 332 | 224 | 345 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 85.7 | 92.0 | 94.9 | 97.3 | 99.2 | 100.6 | 102.5 |
Weighted Avg. Price | 85.2 | 92.0 | 94.9 | 97.4 | 99.3 | 100.6 | 102.5 |
Avg. Price Bottom 5 Trades | 80.0 | 91.9 | 94.8 | 97.2 | 99.1 | 100.5 | 101.7 |
2nd Quartile Price | 85.1 | 92.0 | 94.8 | 97.3 | 99.2 | 100.6 | 101.8 |
3rd Quartile Price | 85.2 | 92.0 | 94.9 | 97.3 | 99.2 | 100.6 | 102.8 |
4th Quartile Price | 88.6 | 92.0 | 94.9 | 97.4 | 99.3 | 100.7 | 102.8 |
Avg. Price Top 5 Trades | 89.1 | 92.1 | 95.1 | 97.8 | 99.6 | 100.9 | 103.9 |
Standard Deviation | 2.8 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | 6,669,853.0 | 4,135,782.0 | 5,689,283.8 | 8,735,083.4 | 17,578,704.3 | 25,532,287.4 | 51,097,782.0 |
NUMBER OF TRADES | 132 | 73 | 86 | 151 | 407 | 365 | 452 |
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 | 87.1 | 93.1 | 95.9 | 97.8 | 99.6 | 100.6 | 101.6 |
Weighted Avg. Price | 88.3 | 93.2 | 96.0 | 98.0 | 99.6 | 100.6 | 101.6 |
Avg. Price Bottom 5 Trades | 83.7 | 93.0 | 95.5 | 97.7 | 99.5 | 100.5 | 101.3 |
2nd Quartile Price | 83.9 | 93.0 | 95.6 | 97.7 | 99.5 | 100.5 | 101.4 |
3rd Quartile Price | 87.3 | 93.1 | 95.7 | 97.8 | 99.6 | 100.6 | 101.4 |
4th Quartile Price | 90.2 | 93.1 | 96.4 | 97.9 | 99.6 | 100.6 | 102.0 |
Avg. Price Top 5 Trades | 90.4 | 93.2 | 96.6 | 98.2 | 99.9 | 100.8 | 102.4 |
Standard Deviation | 2.8 | 0.3 | 0.9 | 0.2 | 0.1 | 0.1 | 0.4 |
VOLUME OF TRADES (000'S) | 5,134,308.0 | 1,832,680.0 | 791,384.0 | 1,813,447.0 | 4,613,506.4 | 3,532,401.0 | 5,717,571.8 |
NUMBER OF TRADES | 38 | 13 | 23 | 69 | 211 | 164 | 156 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | * | 94.9 | 97.3 | 99.2 | 100.6 | 102.1 |
Weighted Avg. Price | 0.0 | * | 94.9 | 97.3 | 99.2 | 100.6 | 102.0 |
Avg. Price Bottom 5 Trades | 0.0 | * | 94.9 | 97.2 | 99.1 | 100.4 | 101.6 |
2nd Quartile Price | 0.0 | * | 94.9 | 97.2 | 99.1 | 100.5 | 101.7 |
3rd Quartile Price | 0.0 | * | 94.9 | 97.3 | 99.2 | 100.5 | 101.7 |
4th Quartile Price | 0.0 | * | 95.1 | 97.3 | 99.2 | 100.6 | 102.8 |
Avg. Price Top 5 Trades | 0.0 | * | 95.0 | 97.8 | 99.6 | 100.9 | 103.2 |
Standard Deviation | 0.0 | * | 0.1 | 0.2 | 0.1 | 0.1 | 0.6 |
VOLUME OF TRADES (000'S) | 0.0 | * | 51,850.0 | 220,000.0 | 1,079,000.0 | 1,410,110.0 | 810,950.0 |
NUMBER OF TRADES | 0 | * | 9 | 43 | 226 | 194 | 89 |
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 | * | 92.9 | 95.6 | 97.7 | 99.5 | 100.5 | 101.4 |
Weighted Avg. Price | * | 92.9 | 95.5 | 97.7 | 99.5 | 100.6 | 101.6 |
Avg. Price Bottom 5 Trades | * | 92.9 | 95.4 | 97.6 | 99.3 | 100.4 | 101.2 |
2nd Quartile Price | * | 92.8 | 95.5 | 97.7 | 99.4 | 100.5 | 101.3 |
3rd Quartile Price | * | 92.9 | 95.5 | 97.7 | 99.5 | 100.5 | 101.3 |
4th Quartile Price | * | 92.9 | 95.6 | 97.8 | 99.5 | 100.6 | 101.4 |
Avg. Price Top 5 Trades | * | 92.9 | 95.7 | 98.2 | 99.7 | 100.7 | 102.2 |
Standard Deviation | * | 0.0 | 0.2 | 0.2 | 0.1 | 0.1 | 0.3 |
VOLUME OF TRADES (000'S) | * | 259,000.0 | 211,500.0 | 811,750.0 | 1,253,421.4 | 878,200.0 | 326,050.0 |
NUMBER OF TRADES | * | 7 | 12 | 52 | 118 | 93 | 64 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 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 |
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 |