METRIC | DEAL VINTAGE | |||
PRE-2009 | 2009-2013 | 2014-2016 | POST-2016 | |
FNMA | ||||
AVERAGE PRICE | 100.3 | 93.7 | 96.3 | 100.1 |
Weighted Avg. Price | 101.5 | 100.1 | 99.4 | 100.9 |
Avg. Price Bottom 5 Trades | 78.4 | 80.1 | 91.7 | 98.9 |
2nd Quartile Price | 100.0 | 90.0 | 93.5 | 99.7 |
3rd Quartile Price | 102.6 | 95.5 | 99.7 | 100.3 |
4th Quartile Price | 105.7 | 99.8 | 99.8 | 100.5 |
Avg. Price Top 5 Trades | 109.6 | 110.5 | 100.0 | 101.2 |
Standard Deviation | 16.3 | 9.7 | 5.1 | 1.3 |
VOLUME OF TRADES (000'S) | 3,903.9 | 118,543.5 | 14,479.4 | 93,929.5 |
Customer Buy | 1,985.6 | 30,484.2 | 11,337.5 | 47,211.0 |
Customer Sell | 1,055.4 | 87,813.0 | * | * |
Dealer to Dealer | 862.9 | 246.3 | * | 10,992.5 |
<= $1MM | 1,808.8 | 1,416.0 | 3,257.5 | 4,551.3 |
<= $10MM | * | 20,729.7 | * | 14,953.5 |
<= $100MM | 0.0 | * | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 44 | 57 | 14 | 15 |
Customer Buy | 20 | 21 | 10 | 7 |
Customer Sell | 13 | 24 | * | * |
Dealer to Dealer | 11 | 12 | * | 6 |
<= $1MM | 42 | 43 | 12 | 7 |
<= $10MM | * | 10 | * | 5 |
<= $100MM | 0 | * | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |
FHLMC | ||||
AVERAGE PRICE | 100.7 | 97.3 | 96.7 | 101.7 |
Weighted Avg. Price | 100.4 | 100.3 | 101.4 | 102.1 |
Avg. Price Bottom 5 Trades | 86.4 | 86.7 | 93.4 | 98.8 |
2nd Quartile Price | 100.0 | 92.6 | 98.0 | 101.2 |
3rd Quartile Price | 102.0 | 99.1 | 99.3 | 102.6 |
4th Quartile Price | 104.8 | 101.9 | 101.7 | 103.3 |
Avg. Price Top 5 Trades | 108.9 | 107.2 | 100.7 | 103.5 |
Standard Deviation | 7.1 | 6.9 | 5.6 | 2.1 |
VOLUME OF TRADES (000'S) | 1,527.5 | 5,523.1 | 18,779.0 | 173,801.7 |
Customer Buy | 286.3 | 3,660.2 | 10,154.3 | 120,240.6 |
Customer Sell | 1,021.3 | 1,568.9 | * | * |
Dealer to Dealer | 219.9 | 293.9 | 8,551.1 | 47,217.3 |
<= $1MM | 526.8 | 1,632.6 | 465.6 | 1,020.6 |
<= $10MM | * | * | * | 99,891.3 |
<= $100MM | 0.0 | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 49 | 40 | 11 | 30 |
Customer Buy | 13 | 15 | 5 | 12 |
Customer Sell | 16 | 7 | * | * |
Dealer to Dealer | 20 | 18 | 5 | 15 |
<= $1MM | 48 | 37 | 8 | 5 |
<= $10MM | * | * | * | 22 |
<= $100MM | 0 | 0 | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |
GNMA | ||||
AVERAGE PRICE | 102.9 | 95.1 | 91.0 | 98.5 |
Weighted Avg. Price | 107.3 | 100.3 | 102.2 | 100.0 |
Avg. Price Bottom 5 Trades | 73.6 | 77.8 | 82.5 | 94.7 |
2nd Quartile Price | 104.2 | 92.7 | 80.7 | 96.6 |
3rd Quartile Price | 105.9 | 99.3 | 99.0 | 99.5 |
4th Quartile Price | 107.8 | 101.0 | 104.1 | 100.0 |
Avg. Price Top 5 Trades | 109.8 | 104.2 | 101.2 | 103.9 |
Standard Deviation | 13.4 | 9.3 | 10.5 | 3.6 |
VOLUME OF TRADES (000'S) | 1,982.5 | 4,673.4 | 2,359.1 | 42,793.3 |
Customer Buy | 1,169.6 | 1,544.9 | * | 16,519.1 |
Customer Sell | 194.1 | 1,583.4 | * | 7,627.9 |
Dealer to Dealer | 618.8 | 1,545.1 | 1,017.5 | 18,646.4 |
<= $1MM | 1,982.5 | 4,673.4 | 2,359.1 | 3,411.2 |
<= $10MM | 0.0 | 0.0 | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 79 | 53 | 11 | 40 |
Customer Buy | 20 | 25 | * | 16 |
Customer Sell | 18 | 12 | * | 8 |
Dealer to Dealer | 41 | 16 | 5 | 16 |
<= $1MM | 79 | 53 | 11 | 36 |
<= $10MM | 0 | 0 | 0 | * |
<= $100MM | 0 | 0 | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |
METRIC | DEAL VINTAGE | |||
PRE-2009 | 2009-2013 | 2014-2016 | POST-2016 | |
FNMA | ||||
AVERAGE PRICE | * | 9.6 | * | * |
Weighted Avg. Price | * | 6.8 | * | * |
Avg. Price Bottom 5 Trades | * | 5.7 | * | * |
2nd Quartile Price | * | 9.3 | * | * |
3rd Quartile Price | * | 10.2 | * | * |
4th Quartile Price | * | 10.8 | * | * |
Avg. Price Top 5 Trades | * | 11.8 | * | * |
Standard Deviation | * | 3.3 | * | * |
VOLUME OF TRADES (000'S) | * | 7,558.0 | * | * |
Customer Buy | * | 4,208.4 | * | * |
Customer Sell | * | 3,182.2 | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | * | 0.0 | 0.0 |
<= $1MM | * | 4,498.2 | * | 0.0 |
<= $10MM | 0.0 | * | 0.0 | 0.0 |
<= $100MM | 0.0 | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 23 | * | * |
Customer Buy | * | 7 | * | * |
Customer Sell | * | 13 | 0 | 0 |
Dealer to Dealer | 0 | * | 0 | 0 |
<= $1MM | * | 21 | * | 0 |
<= $10MM | 0 | * | 0 | 0 |
<= $100MM | 0 | 0 | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |
FHLMC | ||||
AVERAGE PRICE | * | 13.1 | 14.9 | * |
Weighted Avg. Price | * | 13.0 | 14.9 | * |
Avg. Price Bottom 5 Trades | * | 13.1 | 14.9 | * |
2nd Quartile Price | * | * | * | * |
3rd Quartile Price | * | * | * | * |
4th Quartile Price | * | * | * | * |
Avg. Price Top 5 Trades | * | 13.1 | 14.9 | * |
Standard Deviation | * | 1.9 | 0.1 | * |
VOLUME OF TRADES (000'S) | * | 2,787.1 | 16,734.3 | * |
Customer Buy | * | * | 5,993.8 | * |
Customer Sell | * | * | * | 0.0 |
Dealer to Dealer | * | 0.0 | * | 0.0 |
<= $1MM | * | 1,668.9 | 5,993.8 | * |
<= $10MM | * | * | * | 0.0 |
<= $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | * | 6 | 11 | * |
Customer Buy | * | * | 9 | * |
Customer Sell | * | * | * | 0 |
Dealer to Dealer | * | 0 | * | 0 |
<= $1MM | * | 5 | 9 | * |
<= $10MM | * | * | * | 0 |
<= $100MM | 0 | 0 | 0 | 0 |
> $100MM | 0 | 0 | 0 | 0 |
GNMA | ||||
AVERAGE PRICE | 0.0 | 3.8 | 0.0 | * |
Weighted Avg. Price | 0.0 | 1.7 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 3.8 | 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 | 3.8 | 0.0 | * |
Standard Deviation | 0.0 | 4.8 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 7,090.6 | 0.0 | * |
Customer Buy | 0.0 | * | 0.0 | * |
Customer Sell | 0.0 | * | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | * | 0.0 | * |
<= $1MM | 0.0 | * | 0.0 | 0.0 |
<= $10MM | 0.0 | * | 0.0 | * |
<= $100MM | 0.0 | 0.0 | 0.0 | * |
> $100MM | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 6 | 0 | * |
Customer Buy | 0 | * | 0 | * |
Customer Sell | 0 | * | 0 | 0 |
Dealer to Dealer | 0 | * | 0 | * |
<= $1MM | 0 | * | 0 | 0 |
<= $10MM | 0 | * | 0 | * |
<= $100MM | 0 | 0 | 0 | * |
> $100MM | 0 | 0 | 0 | 0 |