METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 102.2 | 102.8 | 96.7 |
Weighted Avg. Price | 106.1 | 109.1 | 98.9 |
Avg. Price Bottom 5 Trades | 95.0 | 96.1 | 78.1 |
2nd Quartile Price | 100.0 | 99.6 | 96.0 |
3rd Quartile Price | 103.3 | 103.0 | 99.3 |
4th Quartile Price | 104.9 | 108.9 | 100.0 |
Avg. Price Top 5 Trades | 107.5 | 109.5 | 107.8 |
Standard Deviation | 3.7 | 6.0 | 6.4 |
VOLUME OF TRADES (000'S) | 334.3 | 370.6 | 215,755.6 |
Customer Buy | 137.4 | * | 122,785.2 |
Customer Sell | 22.4 | * | 41,444.3 |
Dealer to Dealer | 174.4 | 195.5 | 51,526.0 |
<= $1MM | 334.3 | 370.6 | 13,024.7 |
<= $10MM | 0.0 | 0.0 | 94,365.0 |
<= $100MM | 0.0 | 0.0 | 108,365.9 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 59 | 16 | 170 |
Customer Buy | 16 | * | 102 |
Customer Sell | 19 | * | 20 |
Dealer to Dealer | 24 | 9 | 48 |
<= $1MM | 59 | 16 | 128 |
<= $10MM | 0 | 0 | 37 |
<= $100MM | 0 | 0 | 5 |
> $100MM | 0 | 0 | 0 |
FHLMC | |||
AVERAGE PRICE | 100.6 | 101.9 | 97.2 |
Weighted Avg. Price | 106.1 | 100.6 | 99.5 |
Avg. Price Bottom 5 Trades | 87.3 | 99.2 | 75.7 |
2nd Quartile Price | 100.0 | 100.2 | 94.8 |
3rd Quartile Price | 100.2 | 101.5 | 100.0 |
4th Quartile Price | 104.2 | 107.3 | 102.0 |
Avg. Price Top 5 Trades | 107.8 | 105.1 | 106.5 |
Standard Deviation | 8.0 | 4.0 | 7.4 |
VOLUME OF TRADES (000'S) | 164.9 | 550.2 | 266,172.7 |
Customer Buy | 114.8 | 539.8 | 174,663.5 |
Customer Sell | 32.3 | * | 52,701.4 |
Dealer to Dealer | 17.8 | * | 38,807.8 |
<= $1MM | 164.9 | 550.2 | 17,767.0 |
<= $10MM | 0.0 | 0.0 | 121,368.2 |
<= $100MM | 0.0 | 0.0 | 127,037.6 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 49 | 11 | 145 |
Customer Buy | 15 | 6 | 90 |
Customer Sell | 20 | * | 16 |
Dealer to Dealer | 14 | * | 39 |
<= $1MM | 49 | 11 | 108 |
<= $10MM | 0 | 0 | 29 |
<= $100MM | 0 | 0 | 8 |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | 104.4 | 108.3 | 97.2 |
Weighted Avg. Price | 106.7 | 108.2 | 98.2 |
Avg. Price Bottom 5 Trades | 99.0 | 103.1 | 66.8 |
2nd Quartile Price | 103.3 | 107.1 | 96.5 |
3rd Quartile Price | 105.2 | 109.0 | 99.0 |
4th Quartile Price | 107.0 | 110.3 | 100.0 |
Avg. Price Top 5 Trades | 108.9 | 109.8 | 109.4 |
Standard Deviation | 3.2 | 2.7 | 7.3 |
VOLUME OF TRADES (000'S) | 715.5 | 387.9 | 134,456.9 |
Customer Buy | 117.5 | 122.4 | 95,980.1 |
Customer Sell | 421.8 | * | 17,039.2 |
Dealer to Dealer | 176.3 | 216.5 | 21,437.6 |
<= $1MM | 715.5 | 387.9 | 6,094.1 |
<= $10MM | 0.0 | 0.0 | 51,598.6 |
<= $100MM | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 64 | 43 | 238 |
Customer Buy | 17 | 15 | 148 |
Customer Sell | 22 | * | 24 |
Dealer to Dealer | 25 | 25 | 66 |
<= $1MM | 64 | 43 | 224 |
<= $10MM | 0 | 0 | 12 |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |
METRIC | DEAL VINTAGE | ||
PRE-2005 | 2005-2007 | POST-2007 | |
FNMA | |||
AVERAGE PRICE | 0.0 | 0.0 | 15.9 |
Weighted Avg. Price | 0.0 | 0.0 | 13.9 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 11.2 |
2nd Quartile Price | 0.0 | 0.0 | 12.9 |
3rd Quartile Price | 0.0 | 0.0 | 18.9 |
4th Quartile Price | 0.0 | 0.0 | 21.1 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 20.8 |
Standard Deviation | 0.0 | 0.0 | 5.5 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 276,625.9 |
Customer Buy | 0.0 | 0.0 | 89,623.6 |
Customer Sell | 0.0 | 0.0 | * |
Dealer to Dealer | 0.0 | 0.0 | * |
<= $1MM | 0.0 | 0.0 | * |
<= $10MM | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 108,078.2 |
> $100MM | 0.0 | 0.0 | * |
NUMBER OF TRADES | 0 | 0 | 11 |
Customer Buy | 0 | 0 | 7 |
Customer Sell | 0 | 0 | * |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | 0 | 0 | * |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | 5 |
> $100MM | 0 | 0 | * |
FHLMC | |||
AVERAGE PRICE | 85.1 | * | 10.7 |
Weighted Avg. Price | 86.6 | * | 14.8 |
Avg. Price Bottom 5 Trades | 85.1 | * | 5.3 |
2nd Quartile Price | * | * | 7.0 |
3rd Quartile Price | * | * | 12.9 |
4th Quartile Price | * | * | 16.3 |
Avg. Price Top 5 Trades | 85.1 | * | 16.1 |
Standard Deviation | 13.8 | * | 4.9 |
VOLUME OF TRADES (000'S) | 5,847.9 | * | 200,752.8 |
Customer Buy | 2,972.6 | * | 82,373.8 |
Customer Sell | 2,875.3 | * | * |
Dealer to Dealer | 0.0 | 0.0 | 57,975.3 |
<= $1MM | 3,808.2 | * | 876.5 |
<= $10MM | * | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 181,481.1 |
> $100MM | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 27 | * | 15 |
Customer Buy | 14 | * | 7 |
Customer Sell | 13 | * | * |
Dealer to Dealer | 0 | 0 | 5 |
<= $1MM | 25 | * | 5 |
<= $10MM | * | 0 | * |
<= $100MM | 0 | 0 | 6 |
> $100MM | 0 | 0 | 0 |
GNMA | |||
AVERAGE PRICE | * | 0.0 | 15.1 |
Weighted Avg. Price | * | 0.0 | 13.2 |
Avg. Price Bottom 5 Trades | * | 0.0 | 12.8 |
2nd Quartile Price | * | 0.0 | 15.8 |
3rd Quartile Price | * | 0.0 | 20.5 |
4th Quartile Price | * | 0.0 | 20.8 |
Avg. Price Top 5 Trades | * | 0.0 | 16.7 |
Standard Deviation | * | 0.0 | 7.0 |
VOLUME OF TRADES (000'S) | * | 0.0 | 37,499.2 |
Customer Buy | * | 0.0 | * |
Customer Sell | * | 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 | 7 |
Customer Buy | * | 0 | * |
Customer Sell | * | 0 | * |
Dealer to Dealer | 0 | 0 | * |
<= $1MM | * | 0 | * |
<= $10MM | 0 | 0 | * |
<= $100MM | 0 | 0 | * |
> $100MM | 0 | 0 | 0 |