METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 107.0 | 108.7 | 100.9 |
Weighted Avg. Price | 102.1 | 110.9 | 101.1 |
Avg. Price Bottom 5 Trades | 95.6 | 107.1 | 90.4 |
2nd Quartile Price | 100.0 | 107.2 | 99.6 |
3rd Quartile Price | 107.2 | 110.1 | 100.1 |
4th Quartile Price | 110.0 | 111.4 | 101.6 |
Avg. Price Top 5 Trades | 125.8 | 110.6 | 113.0 |
Standard Deviation | 9.1 | 2.9 | 3.8 |
VOLUME OF TRADES (000'S) | 7,736.1 | 327.3 | 315,454.0 |
Customer Buy | 7,595.4 | * | 214,697.5 |
Customer Sell | 88.9 | 176.2 | 38,087.2 |
Dealer to Dealer | 51.8 | * | 62,669.3 |
<= $1MM | 1,425.6 | 327.3 | 23,998.3 |
<= $10MM | * | 0.0 | 58,638.5 |
<= $100MM | 0.0 | 0.0 | 232,817.2 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 60 | 9 | 200 |
Customer Buy | 14 | * | 114 |
Customer Sell | 30 | 6 | 36 |
Dealer to Dealer | 16 | * | 50 |
<= $1MM | 59 | 9 | 172 |
<= $10MM | * | 0 | 19 |
<= $100MM | 0 | 0 | 9 |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | 104.9 | 107.6 | 102.3 |
Weighted Avg. Price | 113.3 | 113.5 | 103.8 |
Avg. Price Bottom 5 Trades | 87.2 | 100.6 | 92.6 |
2nd Quartile Price | 101.2 | 107.0 | 99.5 |
3rd Quartile Price | 107.0 | 109.5 | 101.4 |
4th Quartile Price | 109.8 | 111.1 | 105.0 |
Avg. Price Top 5 Trades | 116.4 | 115.7 | 113.9 |
Standard Deviation | 8.1 | 8.6 | 4.8 |
VOLUME OF TRADES (000'S) | 2,433.2 | 2,263.1 | 106,620.5 |
Customer Buy | 1,029.4 | 1,289.3 | 44,701.4 |
Customer Sell | 1,208.9 | 355.4 | 34,248.7 |
Dealer to Dealer | 194.9 | * | 27,670.4 |
<= $1MM | 2,433.2 | 2,263.1 | 26,430.9 |
<= $10MM | 0.0 | 0.0 | 32,704.3 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 81 | 17 | 115 |
Customer Buy | 14 | 7 | 42 |
Customer Sell | 42 | 6 | 33 |
Dealer to Dealer | 25 | * | 40 |
<= $1MM | 81 | 17 | 97 |
<= $10MM | 0 | 0 | 15 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | 109.7 | 106.1 | 102.6 |
Weighted Avg. Price | 112.7 | 107.9 | 103.6 |
Avg. Price Bottom 5 Trades | 100.8 | 104.2 | 91.5 |
2nd Quartile Price | 105.0 | 100.7 | 99.5 |
3rd Quartile Price | 110.9 | 109.0 | 101.1 |
4th Quartile Price | 113.3 | 110.1 | 107.2 |
Avg. Price Top 5 Trades | 116.6 | 109.9 | 113.8 |
Standard Deviation | 4.8 | 4.7 | 5.8 |
VOLUME OF TRADES (000'S) | 2,577.5 | 228.3 | 158,124.5 |
Customer Buy | 904.6 | 133.5 | 70,850.7 |
Customer Sell | 934.9 | 41.4 | 36,353.9 |
Dealer to Dealer | 738.1 | * | 50,920.0 |
<= $1MM | 2,577.5 | 228.3 | 13,973.5 |
<= $10MM | 0.0 | 0.0 | 31,304.7 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 71 | 14 | 160 |
Customer Buy | 22 | 5 | 83 |
Customer Sell | 27 | 6 | 32 |
Dealer to Dealer | 22 | * | 45 |
<= $1MM | 71 | 14 | 141 |
<= $10MM | 0 | 0 | 15 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 4.3 | 18.9 | 14.0 |
Weighted Avg. Price | 4.3 | 19.6 | 21.2 |
Avg. Price Bottom 5 Trades | 4.3 | 18.9 | 9.0 |
2nd Quartile Price | 4.3 | * | 9.3 |
3rd Quartile Price | 4.4 | * | 10.5 |
4th Quartile Price | 4.6 | * | 19.5 |
Avg. Price Top 5 Trades | 4.3 | 18.9 | 23.8 |
Standard Deviation | 0.1 | 0.4 | 6.3 |
VOLUME OF TRADES (000'S) | 321,894.2 | 3,088.2 | 219,641.9 |
Customer Buy | * | 0.0 | 138,527.7 |
Customer Sell | 0.0 | 1,029.4 | 58,837.1 |
Dealer to Dealer | * | * | * |
<= $1MM | 0.0 | 1,029.4 | 3,441.9 |
<= $10MM | 0.0 | * | 32,019.6 |
<= $100MM | 321,894.2 | 0.0 | 184,180.4 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 6 | 21 | 20 |
Customer Buy | * | 0 | 8 |
Customer Sell | 0 | 19 | 9 |
Dealer to Dealer | * | * | * |
<= $1MM | 0 | 19 | 6 |
<= $10MM | 0 | * | 8 |
<= $100MM | 6 | 0 | 6 |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | 0.0 | * | 13.2 |
Weighted Avg. Price | 0.0 | * | 17.1 |
Avg. Price Bottom 5 Trades | 0.0 | * | 9.2 |
2nd Quartile Price | 0.0 | * | 10.1 |
3rd Quartile Price | 0.0 | * | 15.5 |
4th Quartile Price | 0.0 | * | 18.8 |
Avg. Price Top 5 Trades | 0.0 | * | 17.9 |
Standard Deviation | 0.0 | * | 4.9 |
VOLUME OF TRADES (000'S) | 0.0 | * | 256,710.8 |
Customer Buy | 0.0 | * | * |
Customer Sell | 0.0 | * | 193,426.0 |
Dealer to Dealer | 0.0 | 0.0 | * |
<= $1MM | 0.0 | * | * |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 238,656.2 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | 11 |
Customer Buy | 0 | * | * |
Customer Sell | 0 | * | 6 |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | 0 | * | * |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | 5 |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | * | 0.0 | 13.5 |
Weighted Avg. Price | * | 0.0 | 11.2 |
Avg. Price Bottom 5 Trades | * | 0.0 | 6.0 |
2nd Quartile Price | * | 0.0 | 9.3 |
3rd Quartile Price | * | 0.0 | 16.1 |
4th Quartile Price | * | 0.0 | 17.9 |
Avg. Price Top 5 Trades | * | 0.0 | 19.1 |
Standard Deviation | * | 0.0 | 5.8 |
VOLUME OF TRADES (000'S) | * | 0.0 | 242,491.1 |
Customer Buy | * | 0.0 | 78,544.7 |
Customer Sell | 0.0 | 0.0 | * |
Dealer to Dealer | 0.0 | 0.0 | * |
<= $1MM | 0.0 | 0.0 | * |
<= $10MM | * | 0.0 | 27,242.8 |
<= $100MM | 0.0 | 0.0 | 215,190.3 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 0 | 16 |
Customer Buy | * | 0 | 8 |
Customer Sell | 0 | 0 | * |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | 0 | 0 | * |
<= $10MM | * | 0 | 6 |
<= $100MM | 0 | 0 | 8 |
> $100MM | 0 | 0 | 0 |