METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | |
AVERAGE PRICE | 98.9 | 99.0 | 90.8 | 0.0 | 0.0 | * |
Weighted Avg. Price | 99.9 | 99.7 | 92.8 | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | 95.3 | 94.4 | 86.5 | 0.0 | 0.0 | * |
2nd Quartile Price | 98.3 | 97.8 | 88.0 | 0.0 | 0.0 | * |
3rd Quartile Price | 99.4 | 99.5 | 91.9 | 0.0 | 0.0 | * |
4th Quartile Price | 100.6 | 100.2 | 94.5 | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 100.7 | 102.2 | 95.6 | 0.0 | 0.0 | * |
Standard Deviation | 2.5 | 2.3 | 4.9 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 29,782.1 | 161,982.7 | 248,995.3 | 0.0 | 0.0 | * |
Customer Buy | 21,227.7 | 73,479.9 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 6,549.4 | 71,270.8 | 146,986.3 | 0.0 | 0.0 | * |
Dealer to Dealer | * | 17,232.1 | * | 0.0 | 0.0 | 0.0 |
<= $1MM | 6,190.1 | 6,016.2 | 995.3 | 0.0 | 0.0 | * |
<= $10MM | 23,592.0 | 91,540.6 | * | 0.0 | 0.0 | 0.0 |
> $10MM | 0.0 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 31 | 51 | 13 | 0 | 0 | * |
Customer Buy | 14 | 16 | * | 0 | 0 | 0 |
Customer Sell | 15 | 27 | 10 | 0 | 0 | * |
Dealer to Dealer | * | 8 | * | 0 | 0 | 0 |
<= $1MM | 22 | 27 | 7 | 0 | 0 | * |
<= $10MM | 9 | 20 | * | 0 | 0 | 0 |
> $10MM | 0 | * | * | 0 | 0 | 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-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | |
AVERAGE PRICE | 98.3 | 96.2 | 88.0 | 99.5 | 98.9 | * | 0.0 | * | 0.0 | 97.1 | 0.0 | 0.0 | * | 0.0 | 0.0 | 77.5 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.3 | 98.2 | 90.2 | 99.3 | 99.2 | * | 0.0 | * | 0.0 | 97.2 | 0.0 | 0.0 | * | 0.0 | 0.0 | 80.4 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 96.9 | 96.2 | 86.1 | 99.2 | 98.9 | * | 0.0 | * | 0.0 | 96.5 | 0.0 | 0.0 | * | 0.0 | 0.0 | 66.3 | 0.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 98.1 | * | 87.1 | 99.8 | * | * | 0.0 | * | 0.0 | 97.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 69.3 | 0.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 98.5 | * | 88.0 | 99.8 | * | * | 0.0 | * | 0.0 | 97.4 | 0.0 | 0.0 | * | 0.0 | 0.0 | 73.3 | 0.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.3 | * | 89.1 | 100.4 | * | * | 0.0 | * | 0.0 | 97.9 | 0.0 | 0.0 | * | 0.0 | 0.0 | 91.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.6 | 96.2 | 90.1 | 99.9 | 98.9 | * | 0.0 | * | 0.0 | 97.6 | 0.0 | 0.0 | * | 0.0 | 0.0 | 95.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.4 | 3.6 | 2.4 | 0.8 | 1.1 | * | 0.0 | * | 0.0 | 1.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 11.4 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 37,302.9 | 7,078.0 | 19,623.0 | 23,705.4 | 7,440.6 | * | 0.0 | * | 0.0 | 36,678.2 | 0.0 | 0.0 | * | 0.0 | 0.0 | 61,338.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Buy | 23,746.9 | * | * | * | 7,440.6 | * | 0.0 | * | 0.0 | 18,772.6 | 0.0 | 0.0 | * | 0.0 | 0.0 | 27,916.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | * | * | 13,222.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | * | 0.0 | 0.0 | 33,197.0 | 0.0 | 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 | 0.0 |
<= $1MM | 3,085.9 | * | 3,163.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 4,193.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 34,217.0 | * | * | 23,372.2 | * | * | 0.0 | 0.0 | 0.0 | 35,019.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 57,145.0 | 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 |
NUMBER OF TRADES | 15 | 5 | 12 | 7 | 5 | * | 0 | * | 0 | 9 | 0 | 0 | * | 0 | 0 | 29 | 0 | * | 0 | 0 | 0 |
Customer Buy | 12 | * | * | * | 5 | * | 0 | * | 0 | 6 | 0 | 0 | * | 0 | 0 | 13 | 0 | * | 0 | 0 | 0 |
Customer Sell | * | * | 6 | * | 0 | * | 0 | 0 | 0 | * | 0 | 0 | * | 0 | 0 | 13 | 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 |
<= $1MM | 6 | * | 8 | * | * | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 18 | 0 | 0 | 0 | 0 | 0 |
<= $10MM | 9 | * | * | 6 | * | * | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0 | 11 | 0 | 0 | 0 | 0 | 0 |
> $10MM | 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-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | |
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | * | 93.5 | 0.0 | 0.0 | 0.0 | * | * | 91.5 | 0.0 | 0.0 | 0.0 | 83.2 | 94.2 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 95.5 | 0.0 | 0.0 | 0.0 | * | * | 92.5 | 0.0 | 0.0 | 0.0 | 83.2 | 92.5 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | 89.7 | 0.0 | 0.0 | 0.0 | * | * | 86.9 | 0.0 | 0.0 | 0.0 | 82.1 | 92.8 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 90.2 | 0.0 | 0.0 | 0.0 | * | * | 88.6 | 0.0 | 0.0 | 0.0 | 78.0 | 92.8 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 95.4 | 0.0 | 0.0 | 0.0 | * | * | 91.2 | 0.0 | 0.0 | 0.0 | 85.0 | 94.9 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 95.9 | 0.0 | 0.0 | 0.0 | * | * | 95.5 | 0.0 | 0.0 | 0.0 | 90.0 | 96.3 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | 96.2 | 0.0 | 0.0 | 0.0 | * | * | 96.0 | 0.0 | 0.0 | 0.0 | 84.6 | 95.7 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | * | 3.2 | 0.0 | 0.0 | 0.0 | * | * | 4.5 | 0.0 | 0.0 | 0.0 | 6.2 | 2.4 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | * | 38,316.9 | 0.0 | 0.0 | 0.0 | * | * | 23,610.7 | 0.0 | 0.0 | 0.0 | 1,069.4 | 27,171.9 | * | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | 0.0 | * | 32,419.0 | 0.0 | 0.0 | 0.0 | * | * | 13,119.6 | 0.0 | 0.0 | 0.0 | * | 17,456.3 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | 0.0 | * | 2,917.9 | 0.0 | 0.0 | 0.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 | * | * | 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 | 0.0 | 0.0 |
<= $1MM | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1,812.9 | 0.0 | 0.0 | 0.0 | * | * | 4,349.5 | 0.0 | 0.0 | 0.0 | 1,069.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 0.0 | * | 25,754.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 19,261.2 | 0.0 | 0.0 | 0.0 | 0.0 | 26,934.3 | * | 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 | 0 | 0 | 0 | 0 | * | 15 | 0 | 0 | 0 | * | * | 15 | 0 | 0 | 0 | 8 | 8 | * | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | 0 | * | 6 | 0 | 0 | 0 | * | * | 11 | 0 | 0 | 0 | * | 5 | * | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | 0 | * | 8 | 0 | 0 | 0 | * | 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 |
<= $1MM | 0 | 0 | 0 | 0 | 0 | 7 | 0 | 0 | 0 | * | * | 8 | 0 | 0 | 0 | 8 | * | 0 | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 0 | * | 7 | 0 | 0 | 0 | 0 | * | 7 | 0 | 0 | 0 | 0 | 7 | * | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |