METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 97.8 | 91.8 | 97.1 | 0.0 | 3.5 | * |
Weighted Avg. Price | 98.8 | 90.0 | 93.9 | 0.0 | 2.0 | * |
Avg. Price Bottom 5 Trades | 90.6 | 80.1 | 81.5 | 0.0 | 3.0 | * |
2nd Quartile Price | 97.6 | 86.7 | 95.2 | 0.0 | 1.8 | * |
3rd Quartile Price | 98.7 | 97.2 | 100.0 | 0.0 | 4.9 | * |
4th Quartile Price | 99.3 | 98.0 | 102.5 | 0.0 | 6.0 | * |
Avg. Price Top 5 Trades | 100.2 | 98.9 | 104.5 | 0.0 | 3.8 | * |
Standard Deviation | 2.5 | 7.3 | 7.8 | 0.0 | 1.9 | * |
VOLUME OF TRADES (000'S) | 190,171.8 | 64,133.7 | 101,639.0 | 0.0 | 93,045.7 | * |
Customer Buy | 37,512.8 | 56,477.1 | 58,887.1 | 0.0 | * | * |
Customer Sell | 116,454.7 | 4,204.5 | 20,422.3 | 0.0 | * | 0.0 |
Dealer to Dealer | 36,204.3 | * | 22,329.6 | 0.0 | 0.0 | 0.0 |
<= $1MM | 14,738.7 | 2,971.3 | 4,029.4 | 0.0 | * | 0.0 |
<= $10MM | 90,867.7 | 17,783.1 | 81,618.0 | 0.0 | * | 0.0 |
> $10MM | * | * | * | 0.0 | * | * |
NUMBER OF TRADES | 81 | 27 | 35 | 0 | 6 | * |
Customer Buy | 28 | 14 | 18 | 0 | * | * |
Customer Sell | 39 | 12 | 12 | 0 | * | 0 |
Dealer to Dealer | 14 | * | 5 | 0 | 0 | 0 |
<= $1MM | 47 | 17 | 12 | 0 | * | 0 |
<= $10MM | 30 | 8 | 22 | 0 | * | 0 |
> $10MM | * | * | * | 0 | * | * |
METRIC | CONDUIT AAA LCF (P&I) | CONDUIT AAA (P&I) | CONDUIT AAA (IO/PO) | CONDUIT IG (P&I) | CONDUIT IG (IO/PO) | CONDUIT HY (P&I) | CONDUIT HY (IO/PO) | ||||||||||||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 98.1 | 90.0 | * | 96.9 | * | 106.2 | 0.0 | 0.0 | 0.0 | 91.4 | 84.6 | 80.7 | 0.0 | 0.0 | 0.0 | 71.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.4 | 89.6 | * | 97.2 | * | 105.9 | 0.0 | 0.0 | 0.0 | 93.0 | 83.3 | 80.1 | 0.0 | 0.0 | 0.0 | 75.7 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 95.6 | 89.7 | * | 94.0 | * | 103.7 | 0.0 | 0.0 | 0.0 | 80.9 | 84.6 | 80.7 | 0.0 | 0.0 | 0.0 | 54.7 | 0.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.5 | 89.8 | * | 96.5 | * | 105.4 | 0.0 | 0.0 | 0.0 | 88.1 | * | * | 0.0 | 0.0 | 0.0 | 67.3 | 0.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 98.5 | 90.2 | * | 97.3 | * | 106.1 | 0.0 | 0.0 | 0.0 | 95.0 | * | * | 0.0 | 0.0 | 0.0 | 75.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.1 | 91.8 | * | 98.2 | * | 108.4 | 0.0 | 0.0 | 0.0 | 97.2 | * | * | 0.0 | 0.0 | 0.0 | 86.9 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.6 | 90.2 | * | 98.7 | * | 108.7 | 0.0 | 0.0 | 0.0 | 98.5 | 84.6 | 80.7 | 0.0 | 0.0 | 0.0 | 91.2 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.6 | 1.0 | * | 1.6 | * | 4.2 | 0.0 | 0.0 | 0.0 | 6.5 | 2.8 | 1.5 | 0.0 | 0.0 | 0.0 | 17.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 42,623.5 | 7,497.0 | * | 113,825.0 | * | 47,915.5 | 0.0 | 0.0 | 0.0 | 78,152.0 | 8,282.8 | 18,420.0 | 0.0 | 0.0 | 0.0 | 55,293.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Buy | 17,996.4 | * | * | 38,991.8 | 0.0 | 22,297.5 | 0.0 | 0.0 | 0.0 | 31,723.2 | 4,184.0 | * | 0.0 | 0.0 | 0.0 | 26,024.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 23,627.0 | * | * | 73,547.4 | * | * | 0.0 | 0.0 | 0.0 | 46,428.8 | * | * | 0.0 | 0.0 | 0.0 | 29,150.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | * | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 5,648.6 | * | * | 3,335.0 | * | * | 0.0 | 0.0 | 0.0 | 3,251.0 | 444.0 | * | 0.0 | 0.0 | 0.0 | 3,387.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 36,974.8 | * | * | 110,490.0 | * | 21,552.5 | 0.0 | 0.0 | 0.0 | 74,901.0 | * | * | 0.0 | 0.0 | 0.0 | 51,906.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
> $10MM | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 31 | 6 | * | 32 | * | 10 | 0 | 0 | 0 | 29 | 9 | 5 | 0 | 0 | 0 | 25 | 0 | * | 0 | 0 | 0 |
Customer Buy | 10 | * | * | 10 | 0 | 8 | 0 | 0 | 0 | 12 | 6 | * | 0 | 0 | 0 | 11 | 0 | * | 0 | 0 | 0 |
Customer Sell | 19 | * | * | 19 | * | * | 0 | 0 | 0 | 17 | * | * | 0 | 0 | 0 | 13 | 0 | * | 0 | 0 | 0 |
Dealer to Dealer | * | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 |
<= $1MM | 18 | * | * | 9 | * | * | 0 | 0 | 0 | 8 | 6 | * | 0 | 0 | 0 | 12 | 0 | * | 0 | 0 | 0 |
<= $10MM | 13 | * | * | 23 | * | 5 | 0 | 0 | 0 | 21 | * | * | 0 | 0 | 0 | 13 | 0 | 0 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 |
METRIC | OTHER CMBS AAA LCF (P&I) | OTHER CMBS AAA (P&I) | OTHER CMBS AAA (IO/PO) | OTHER CMBS IG (P&I) | OTHER CMBS IG (IO/PO) | OTHER CMBS HY (P&I) | OTHER CMBS HY (IO/PO) | ||||||||||||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 97.5 | 96.2 | 100.6 | 0.0 | 0.0 | 0.0 | 95.3 | 93.2 | 100.3 | 0.0 | 0.0 | 0.0 | 67.8 | 94.1 | 100.1 | 0.0 | 0.0 | * |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 95.9 | 96.1 | 101.6 | 0.0 | 0.0 | 0.0 | 94.0 | 91.3 | 100.8 | 0.0 | 0.0 | 0.0 | 70.5 | 93.5 | 99.5 | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 96.7 | 86.5 | 94.3 | 0.0 | 0.0 | 0.0 | 92.8 | 89.6 | 99.3 | 0.0 | 0.0 | 0.0 | 43.1 | 84.0 | 97.4 | 0.0 | 0.0 | * |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 96.8 | 95.1 | 99.9 | 0.0 | 0.0 | 0.0 | 93.5 | 89.9 | 99.8 | 0.0 | 0.0 | 0.0 | 70.2 | 90.1 | 99.2 | 0.0 | 0.0 | * |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 98.3 | 98.3 | 100.3 | 0.0 | 0.0 | 0.0 | 95.7 | 93.4 | 100.3 | 0.0 | 0.0 | 0.0 | 78.8 | 97.1 | 103.0 | 0.0 | 0.0 | * |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 99.8 | 99.5 | 100.6 | 0.0 | 0.0 | 0.0 | 99.2 | 99.3 | 102.1 | 0.0 | 0.0 | 0.0 | 81.6 | 98.5 | 103.6 | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 98.4 | 99.8 | 106.0 | 0.0 | 0.0 | 0.0 | 97.7 | 98.0 | 101.3 | 0.0 | 0.0 | 0.0 | 88.0 | 99.3 | 102.8 | 0.0 | 0.0 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 1.8 | 4.2 | 3.0 | 0.0 | 0.0 | 0.0 | 2.8 | 4.0 | 1.6 | 0.0 | 0.0 | 0.0 | 25.0 | 6.1 | 3.5 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 10,543.3 | 152,469.3 | 210,958.8 | 0.0 | 0.0 | 0.0 | 37,160.9 | 31,606.0 | 22,190.0 | 0.0 | 0.0 | 0.0 | 20,370.1 | 87,595.0 | 33,625.0 | 0.0 | 0.0 | * |
Customer Buy | 0.0 | 0.0 | 0.0 | * | 62,031.8 | 69,151.7 | 0.0 | 0.0 | 0.0 | 19,862.0 | 15,618.6 | * | 0.0 | 0.0 | 0.0 | 7,640.0 | 33,904.0 | * | 0.0 | 0.0 | * |
Customer Sell | 0.0 | 0.0 | 0.0 | 9,193.3 | 83,265.0 | 92,040.0 | 0.0 | 0.0 | 0.0 | 16,360.9 | 10,987.4 | 17,190.0 | 0.0 | 0.0 | 0.0 | 12,285.1 | 53,691.0 | 21,710.0 | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | 0.0 | 0.0 | 0.0 | * | 49,767.1 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 0.0 | 0.0 | 0.0 | * | 8,135.7 | 10,112.2 | 0.0 | 0.0 | 0.0 | 3,412.9 | 1,736.8 | * | 0.0 | 0.0 | 0.0 | 3,370.1 | 6,598.4 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | * | 119,583.6 | 107,426.4 | 0.0 | 0.0 | 0.0 | * | 29,869.2 | 19,380.0 | 0.0 | 0.0 | 0.0 | 17,000.0 | 57,015.6 | 16,075.0 | 0.0 | 0.0 | * |
> $10MM | 0.0 | 0.0 | 0.0 | 0.0 | * | 93,420.3 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | * |
NUMBER OF TRADES | 0 | 0 | 0 | 7 | 54 | 56 | 0 | 0 | 0 | 11 | 14 | 10 | 0 | 0 | 0 | 14 | 32 | 10 | 0 | 0 | * |
Customer Buy | 0 | 0 | 0 | * | 18 | 21 | 0 | 0 | 0 | 5 | 7 | * | 0 | 0 | 0 | 5 | 16 | * | 0 | 0 | * |
Customer Sell | 0 | 0 | 0 | 6 | 32 | 29 | 0 | 0 | 0 | 5 | 5 | 7 | 0 | 0 | 0 | 8 | 16 | 6 | 0 | 0 | 0 |
Dealer to Dealer | 0 | 0 | 0 | 0 | * | 6 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 |
<= $1MM | 0 | 0 | 0 | * | 20 | 26 | 0 | 0 | 0 | 6 | 5 | * | 0 | 0 | 0 | 9 | 12 | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | * | 32 | 25 | 0 | 0 | 0 | * | 9 | 6 | 0 | 0 | 0 | 5 | 18 | 5 | 0 | 0 | * |
> $10MM | 0 | 0 | 0 | 0 | * | 5 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | * | * | 0 | 0 | * |