METRIC | DEAL VINTAGE | |||
PRE-2009 | 2009-2013 | 2014-2016 | POST-2016 | |
FNMA | ||||
AVERAGE PRICE | 100.7 | 97.1 | 93.0 | 100.1 |
Weighted Avg. Price | 104.0 | 100.3 | 97.8 | 100.4 |
Avg. Price Bottom 5 Trades | 91.1 | 89.5 | 81.3 | 97.4 |
2nd Quartile Price | 98.4 | 93.7 | 93.2 | 99.9 |
3rd Quartile Price | 100.0 | 98.7 | 96.0 | 100.8 |
4th Quartile Price | 104.0 | 101.5 | 99.9 | 101.0 |
Avg. Price Top 5 Trades | 111.7 | 104.1 | 100.0 | 102.0 |
Standard Deviation | 5.3 | 4.8 | 8.2 | 2.4 |
VOLUME OF TRADES (000'S) | 21,876.0 | 103,531.1 | 6,851.5 | 77,671.2 |
Customer Buy | 15,692.9 | 50,327.5 | 4,717.6 | 24,961.8 |
Customer Sell | 5,523.3 | 33,729.5 | * | * |
Dealer to Dealer | 659.8 | 19,474.2 | 109.9 | 42,432.9 |
<= $1MM | 4,089.1 | 7,593.1 | 265.8 | 4,440.5 |
<= $10MM | 17,786.8 | 20,728.0 | * | 60,386.6 |
<= $100MM | 0.0 | * | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 65 | 64 | 19 | 28 |
Customer Buy | 24 | 35 | 10 | 16 |
Customer Sell | 19 | 9 | * | * |
Dealer to Dealer | 22 | 20 | 6 | 10 |
<= $1MM | 58 | 51 | 16 | 15 |
<= $10MM | 7 | 9 | * | 12 |
<= $100MM | 0 | * | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |
FHLMC | ||||
AVERAGE PRICE | 100.5 | 96.4 | 92.6 | 101.4 |
Weighted Avg. Price | 103.1 | 97.8 | 100.2 | 103.0 |
Avg. Price Bottom 5 Trades | 94.6 | 85.4 | 85.5 | 97.1 |
2nd Quartile Price | 99.1 | 93.0 | 87.0 | 99.9 |
3rd Quartile Price | 99.9 | 97.7 | 96.1 | 101.3 |
4th Quartile Price | 102.9 | 100.0 | 101.4 | 102.8 |
Avg. Price Top 5 Trades | 109.2 | 106.1 | 101.2 | 107.1 |
Standard Deviation | 4.5 | 5.6 | 6.9 | 3.4 |
VOLUME OF TRADES (000'S) | 2,810.1 | 59,624.4 | 35,559.4 | 275,196.5 |
Customer Buy | 2,298.2 | 31,131.3 | 23,096.1 | 93,595.1 |
Customer Sell | 427.9 | 20,143.0 | * | 121,802.0 |
Dealer to Dealer | 84.0 | 8,350.1 | 12,446.2 | 59,799.5 |
<= $1MM | 2,810.1 | 5,890.9 | 957.7 | 4,163.5 |
<= $10MM | 0.0 | 53,733.5 | * | 63,591.2 |
<= $100MM | 0.0 | 0.0 | * | 207,441.9 |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 52 | 60 | 18 | 34 |
Customer Buy | 17 | 37 | 9 | 19 |
Customer Sell | 21 | 8 | * | 8 |
Dealer to Dealer | 14 | 15 | 7 | 7 |
<= $1MM | 52 | 45 | 13 | 14 |
<= $10MM | 0 | 15 | * | 14 |
<= $100MM | 0 | 0 | * | 6 |
> $100MM | 0 | 0 | 0 | 0 |
GNMA | ||||
AVERAGE PRICE | 104.0 | 93.4 | 90.5 | 98.8 |
Weighted Avg. Price | 102.8 | 100.9 | 102.3 | 100.0 |
Avg. Price Bottom 5 Trades | 94.5 | 74.8 | 80.2 | 93.1 |
2nd Quartile Price | 102.9 | 87.6 | 83.7 | 98.1 |
3rd Quartile Price | 105.0 | 97.7 | 90.6 | 99.2 |
4th Quartile Price | 106.8 | 100.3 | 99.7 | 100.1 |
Avg. Price Top 5 Trades | 109.5 | 104.4 | 102.7 | 101.9 |
Standard Deviation | 4.0 | 9.2 | 9.2 | 2.3 |
VOLUME OF TRADES (000'S) | 1,521.6 | 37,117.3 | 5,243.9 | 434,461.1 |
Customer Buy | 611.7 | 16,034.0 | 1,834.2 | 389,383.7 |
Customer Sell | 485.2 | 9,416.9 | 2,217.6 | * |
Dealer to Dealer | 424.8 | 11,666.5 | 1,192.1 | 36,280.4 |
<= $1MM | 1,521.6 | 2,007.5 | 2,585.3 | 5,877.2 |
<= $10MM | 0.0 | 24,194.1 | * | 49,735.6 |
<= $100MM | 0.0 | * | 0.0 | 378,848.3 |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 93 | 62 | 24 | 75 |
Customer Buy | 33 | 25 | 8 | 44 |
Customer Sell | 30 | 14 | 7 | * |
Dealer to Dealer | 30 | 23 | 9 | 27 |
<= $1MM | 93 | 53 | 22 | 49 |
<= $10MM | 0 | 8 | * | 14 |
<= $100MM | 0 | * | 0 | 12 |
> $100MM | 0 | 0 | 0 | 0 |
METRIC | DEAL VINTAGE | |||
PRE-2009 | 2009-2013 | 2014-2016 | POST-2016 | |
FNMA | ||||
AVERAGE PRICE | 0.0 | 9.9 | 14.6 | 0.0 |
Weighted Avg. Price | 0.0 | 17.9 | 15.3 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 8.0 | 14.6 | 0.0 |
2nd Quartile Price | 0.0 | 3.3 | * | 0.0 |
3rd Quartile Price | 0.0 | 19.3 | * | 0.0 |
4th Quartile Price | 0.0 | 19.4 | * | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 11.6 | 14.6 | 0.0 |
Standard Deviation | 0.0 | 8.4 | 4.6 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 43,714.7 | 90,306.6 | 0.0 |
Customer Buy | 0.0 | * | * | 0.0 |
Customer Sell | 0.0 | * | * | 0.0 |
Dealer to Dealer | 0.0 | * | * | 0.0 |
<= $1MM | 0.0 | * | 0.0 | 0.0 |
<= $10MM | 0.0 | * | 0.0 | 0.0 |
<= $100MM | 0.0 | * | 90,306.6 | 0.0 |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 6 | 5 | 0 |
Customer Buy | 0 | * | * | 0 |
Customer Sell | 0 | * | * | 0 |
Dealer to Dealer | 0 | * | * | 0 |
<= $1MM | 0 | * | 0 | 0 |
<= $10MM | 0 | * | 0 | 0 |
<= $100MM | 0 | * | 5 | 0 |
> $100MM | 0 | 0 | 0 | 0 |
FHLMC | ||||
AVERAGE PRICE | 0.0 | 10.8 | 0.0 | * |
Weighted Avg. Price | 0.0 | 15.2 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 10.8 | 0.0 | * |
2nd Quartile Price | 0.0 | * | 0.0 | * |
3rd Quartile Price | 0.0 | * | 0.0 | * |
4th Quartile Price | 0.0 | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 10.8 | 0.0 | * |
Standard Deviation | 0.0 | 6.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 66,580.2 | 0.0 | * |
Customer Buy | 0.0 | * | 0.0 | * |
Customer Sell | 0.0 | * | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | * | 0.0 | 0.0 |
<= $1MM | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | * | 0.0 | 0.0 |
<= $100MM | 0.0 | * | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 5 | 0 | * |
Customer Buy | 0 | * | 0 | * |
Customer Sell | 0 | * | 0 | 0 |
Dealer to Dealer | 0 | * | 0 | 0 |
<= $1MM | 0 | 0 | 0 | 0 |
<= $10MM | 0 | * | 0 | 0 |
<= $100MM | 0 | * | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |
GNMA | ||||
AVERAGE PRICE | 0.0 | * | * | 5.6 |
Weighted Avg. Price | 0.0 | * | * | 1.4 |
Avg. Price Bottom 5 Trades | 0.0 | * | * | 1.9 |
2nd Quartile Price | 0.0 | * | * | 0.6 |
3rd Quartile Price | 0.0 | * | * | 3.4 |
4th Quartile Price | 0.0 | * | * | 16.1 |
Avg. Price Top 5 Trades | 0.0 | * | * | 7.4 |
Standard Deviation | 0.0 | * | * | 7.0 |
VOLUME OF TRADES (000'S) | 0.0 | * | * | 51,352.9 |
Customer Buy | 0.0 | 0.0 | * | 47,972.5 |
Customer Sell | 0.0 | 0.0 | 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 | * | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | * | * | 8 |
Customer Buy | 0 | 0 | * | 5 |
Customer Sell | 0 | 0 | 0 | 0 |
Dealer to Dealer | 0 | * | 0 | * |
<= $1MM | 0 | 0 | * | * |
<= $10MM | 0 | * | 0 | * |
<= $100MM | 0 | 0 | * | * |
> $100MM | 0 | 0 | 0 | 0 |