METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 100.4 | 102.3 | 91.8 |
Weighted Avg. Price | 97.8 | 100.2 | 97.8 |
Avg. Price Bottom 5 Trades | 84.0 | 100.0 | 41.6 |
2nd Quartile Price | 100.0 | 100.3 | 87.4 |
3rd Quartile Price | 100.9 | 101.4 | 95.8 |
4th Quartile Price | 104.1 | 107.1 | 99.4 |
Avg. Price Top 5 Trades | 108.4 | 104.3 | 107.9 |
Standard Deviation | 7.3 | 3.4 | 12.7 |
VOLUME OF TRADES (000'S) | 895.0 | 3,246.3 | 79,751.2 |
Customer Buy | 616.4 | * | 27,449.5 |
Customer Sell | 134.0 | * | 37,323.5 |
Dealer to Dealer | 144.6 | 1,232.2 | 14,978.2 |
<= $1MM | 895.0 | 861.7 | 14,708.0 |
<= $10MM | 0.0 | * | 43,769.6 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 74 | 9 | 208 |
Customer Buy | 15 | * | 96 |
Customer Sell | 35 | * | 41 |
Dealer to Dealer | 24 | 5 | 71 |
<= $1MM | 74 | 7 | 192 |
<= $10MM | 0 | * | 15 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | 99.4 | 105.7 | 96.2 |
Weighted Avg. Price | 110.0 | 106.0 | 100.6 |
Avg. Price Bottom 5 Trades | 81.2 | 103.0 | 78.4 |
2nd Quartile Price | 97.9 | 104.6 | 91.2 |
3rd Quartile Price | 101.2 | 106.2 | 97.8 |
4th Quartile Price | 106.0 | 108.6 | 101.5 |
Avg. Price Top 5 Trades | 114.6 | 107.9 | 114.6 |
Standard Deviation | 11.6 | 2.8 | 8.3 |
VOLUME OF TRADES (000'S) | 3,005.9 | 274.5 | 200,823.8 |
Customer Buy | 900.7 | * | 87,896.9 |
Customer Sell | 634.4 | 121.0 | 86,992.9 |
Dealer to Dealer | 1,470.8 | * | 25,934.1 |
<= $1MM | 3,005.9 | 274.5 | 13,381.6 |
<= $10MM | 0.0 | 0.0 | 54,782.3 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 70 | 12 | 165 |
Customer Buy | 15 | * | 62 |
Customer Sell | 33 | 6 | 44 |
Dealer to Dealer | 22 | * | 59 |
<= $1MM | 70 | 12 | 145 |
<= $10MM | 0 | 0 | 17 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | 105.0 | 105.1 | 98.0 |
Weighted Avg. Price | 109.5 | 108.7 | 99.8 |
Avg. Price Bottom 5 Trades | 99.1 | 100.8 | 70.9 |
2nd Quartile Price | 102.3 | 102.5 | 94.7 |
3rd Quartile Price | 104.6 | 105.5 | 99.6 |
4th Quartile Price | 108.2 | 107.4 | 104.2 |
Avg. Price Top 5 Trades | 112.5 | 109.4 | 113.1 |
Standard Deviation | 4.2 | 3.2 | 9.3 |
VOLUME OF TRADES (000'S) | 1,454.1 | 1,393.5 | 118,277.3 |
Customer Buy | 1,175.5 | 1,012.8 | 65,205.9 |
Customer Sell | 71.6 | 72.6 | 36,491.3 |
Dealer to Dealer | 207.0 | 308.0 | 16,580.1 |
<= $1MM | 1,454.1 | 1,393.5 | 7,224.7 |
<= $10MM | 0.0 | 0.0 | 49,185.3 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 67 | 28 | 248 |
Customer Buy | 19 | 7 | 104 |
Customer Sell | 22 | 10 | 51 |
Dealer to Dealer | 26 | 11 | 93 |
<= $1MM | 67 | 28 | 228 |
<= $10MM | 0 | 0 | 17 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | * | * | 15.2 |
Weighted Avg. Price | * | * | 14.7 |
Avg. Price Bottom 5 Trades | * | * | 7.0 |
2nd Quartile Price | * | * | 11.9 |
3rd Quartile Price | * | * | 13.7 |
4th Quartile Price | * | * | 16.8 |
Avg. Price Top 5 Trades | * | * | 28.2 |
Standard Deviation | * | * | 11.6 |
VOLUME OF TRADES (000'S) | * | * | 288,071.2 |
Customer Buy | * | * | 145,047.5 |
Customer Sell | * | 0.0 | 143,023.7 |
Dealer to Dealer | 0.0 | 0.0 | 0.0 |
<= $1MM | * | * | 2,985.9 |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 259,581.9 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | * | 25 |
Customer Buy | * | * | 14 |
Customer Sell | * | 0 | 11 |
Dealer to Dealer | 0 | 0 | 0 |
<= $1MM | * | * | 10 |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | 11 |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | * | 46.3 | 41.2 |
Weighted Avg. Price | * | 65.2 | 15.8 |
Avg. Price Bottom 5 Trades | * | 14.7 | 8.3 |
2nd Quartile Price | * | 16.2 | 13.5 |
3rd Quartile Price | * | 83.3 | 80.0 |
4th Quartile Price | * | 83.3 | 83.3 |
Avg. Price Top 5 Trades | * | 58.9 | 72.3 |
Standard Deviation | * | 35.5 | 36.7 |
VOLUME OF TRADES (000'S) | * | 1,308.2 | 38,042.5 |
Customer Buy | * | * | 37,445.2 |
Customer Sell | * | 654.1 | * |
Dealer to Dealer | 0.0 | 0.0 | * |
<= $1MM | * | 1,308.2 | 1,905.3 |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 11 | 14 |
Customer Buy | * | * | 8 |
Customer Sell | * | 7 | * |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | * | 11 | 11 |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | 0.0 | 0.0 | 13.3 |
Weighted Avg. Price | 0.0 | 0.0 | 16.8 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 6.2 |
2nd Quartile Price | 0.0 | 0.0 | 7.5 |
3rd Quartile Price | 0.0 | 0.0 | 16.5 |
4th Quartile Price | 0.0 | 0.0 | 23.3 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 19.9 |
Standard Deviation | 0.0 | 0.0 | 8.1 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 104,609.7 |
Customer Buy | 0.0 | 0.0 | 66,174.5 |
Customer Sell | 0.0 | 0.0 | * |
Dealer to Dealer | 0.0 | 0.0 | 0.0 |
<= $1MM | 0.0 | 0.0 | * |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 90,103.3 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 11 |
Customer Buy | 0 | 0 | 7 |
Customer Sell | 0 | 0 | * |
Dealer to Dealer | 0 | 0 | 0 |
<= $1MM | 0 | 0 | * |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | 5 |
> $100MM | 0 | 0 | 0 |