METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 105.9 | 106.3 | 100.4 |
Weighted Avg. Price | 108.1 | 110.2 | 101.6 |
Avg. Price Bottom 5 Trades | 97.2 | 103.2 | 84.3 |
2nd Quartile Price | 102.3 | 100.8 | 98.5 |
3rd Quartile Price | 108.1 | 109.8 | 100.0 |
4th Quartile Price | 110.2 | 111.3 | 102.3 |
Avg. Price Top 5 Trades | 111.3 | 110.5 | 111.5 |
Standard Deviation | 5.6 | 5.1 | 5.2 |
VOLUME OF TRADES (000'S) | 4,837.3 | 107.5 | 281,675.3 |
Customer Buy | 157.0 | * | 49,238.2 |
Customer Sell | 4,632.9 | * | 209,680.5 |
Dealer to Dealer | 47.3 | * | 22,756.6 |
<= $1MM | 364.2 | 107.5 | 17,463.6 |
<= $10MM | * | 0.0 | 56,338.9 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 44 | 10 | 165 |
Customer Buy | 21 | * | 72 |
Customer Sell | 16 | * | 51 |
Dealer to Dealer | 7 | * | 42 |
<= $1MM | 42 | 10 | 142 |
<= $10MM | * | 0 | 19 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | 103.6 | 107.7 | 96.4 |
Weighted Avg. Price | 104.4 | 109.3 | 92.6 |
Avg. Price Bottom 5 Trades | 89.9 | 105.8 | 52.8 |
2nd Quartile Price | 102.0 | 105.0 | 93.3 |
3rd Quartile Price | 105.7 | 109.6 | 93.3 |
4th Quartile Price | 109.5 | 111.3 | 101.0 |
Avg. Price Top 5 Trades | 112.4 | 110.3 | 113.1 |
Standard Deviation | 9.2 | 3.8 | 10.0 |
VOLUME OF TRADES (000'S) | 1,310.1 | 78.8 | 319,785.3 |
Customer Buy | 555.7 | * | 156,509.0 |
Customer Sell | 309.6 | * | 101,343.5 |
Dealer to Dealer | 444.8 | * | 61,932.8 |
<= $1MM | 1,310.1 | 78.8 | 18,856.8 |
<= $10MM | 0.0 | 0.0 | 108,644.8 |
<= $100MM | 0.0 | 0.0 | 192,283.7 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 52 | 8 | 237 |
Customer Buy | 19 | * | 66 |
Customer Sell | 18 | * | 140 |
Dealer to Dealer | 15 | * | 31 |
<= $1MM | 52 | 8 | 196 |
<= $10MM | 0 | 0 | 32 |
<= $100MM | 0 | 0 | 9 |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | 107.5 | 108.8 | 101.3 |
Weighted Avg. Price | 110.3 | 111.0 | 100.5 |
Avg. Price Bottom 5 Trades | 100.1 | 102.4 | 85.9 |
2nd Quartile Price | 106.0 | 107.5 | 99.3 |
3rd Quartile Price | 108.6 | 109.9 | 101.3 |
4th Quartile Price | 110.5 | 111.5 | 105.5 |
Avg. Price Top 5 Trades | 113.4 | 113.6 | 116.6 |
Standard Deviation | 4.1 | 4.0 | 7.7 |
VOLUME OF TRADES (000'S) | 1,138.2 | 727.8 | 189,304.0 |
Customer Buy | 465.3 | 299.7 | 5,941.3 |
Customer Sell | 412.5 | 178.8 | 125,296.3 |
Dealer to Dealer | 260.4 | 249.3 | 58,066.5 |
<= $1MM | 1,138.2 | 727.8 | 10,535.9 |
<= $10MM | 0.0 | 0.0 | 41,559.3 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 66 | 25 | 148 |
Customer Buy | 20 | 8 | 44 |
Customer Sell | 28 | 9 | 55 |
Dealer to Dealer | 18 | 8 | 49 |
<= $1MM | 66 | 25 | 126 |
<= $10MM | 0 | 0 | 18 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 5.2 | 0.0 | 28.1 |
Weighted Avg. Price | 5.4 | 0.0 | 18.5 |
Avg. Price Bottom 5 Trades | 5.2 | 0.0 | 7.7 |
2nd Quartile Price | * | 0.0 | 6.5 |
3rd Quartile Price | * | 0.0 | 16.1 |
4th Quartile Price | * | 0.0 | 76.0 |
Avg. Price Top 5 Trades | 5.2 | 0.0 | 80.6 |
Standard Deviation | 0.2 | 0.0 | 30.6 |
VOLUME OF TRADES (000'S) | 2,999.1 | 0.0 | 100,333.2 |
Customer Buy | * | 0.0 | 88,926.7 |
Customer Sell | 749.8 | 0.0 | 1,636.8 |
Dealer to Dealer | * | 0.0 | * |
<= $1MM | 2,999.1 | 0.0 | 2,580.4 |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 12 | 0 | 21 |
Customer Buy | * | 0 | 7 |
Customer Sell | 9 | 0 | 10 |
Dealer to Dealer | * | 0 | * |
<= $1MM | 12 | 0 | 16 |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | * | 0.0 | 20.4 |
Weighted Avg. Price | * | 0.0 | 15.9 |
Avg. Price Bottom 5 Trades | * | 0.0 | 5.7 |
2nd Quartile Price | * | 0.0 | 10.8 |
3rd Quartile Price | * | 0.0 | 17.2 |
4th Quartile Price | * | 0.0 | 18.3 |
Avg. Price Top 5 Trades | * | 0.0 | 40.8 |
Standard Deviation | * | 0.0 | 23.9 |
VOLUME OF TRADES (000'S) | * | 0.0 | 142,941.0 |
Customer Buy | * | 0.0 | 105,440.0 |
Customer Sell | 0.0 | 0.0 | 33,233.4 |
Dealer to Dealer | 0.0 | 0.0 | * |
<= $1MM | * | 0.0 | 2,114.6 |
<= $10MM | * | 0.0 | 10,271.0 |
<= $100MM | 0.0 | 0.0 | 130,555.5 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 0 | 18 |
Customer Buy | * | 0 | 10 |
Customer Sell | 0 | 0 | 5 |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | * | 0 | 6 |
<= $10MM | * | 0 | 6 |
<= $100MM | 0 | 0 | 6 |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | * | 0.0 | * |
Weighted Avg. Price | * | 0.0 | * |
Avg. Price Bottom 5 Trades | * | 0.0 | * |
2nd Quartile Price | * | 0.0 | * |
3rd Quartile Price | * | 0.0 | * |
4th Quartile Price | * | 0.0 | * |
Avg. Price Top 5 Trades | * | 0.0 | * |
Standard Deviation | * | 0.0 | * |
VOLUME OF TRADES (000'S) | * | 0.0 | * |
Customer Buy | 0.0 | 0.0 | * |
Customer Sell | * | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | 0.0 | * |
<= $1MM | * | 0.0 | * |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 0 | * |
Customer Buy | 0 | 0 | * |
Customer Sell | * | 0 | 0 |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | * | 0 | * |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |