METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2017 | 2017-2019 | 2020-2022 | PRE-2017 | 2017-2019 | 2020-2022 | |
AVERAGE PRICE | 99.1 | 96.6 | 92.8 | * | * | * |
Weighted Avg. Price | 99.3 | 94.9 | 97.5 | * | * | * |
Avg. Price Bottom 5 Trades | 97.1 | 85.2 | 83.9 | * | * | * |
2nd Quartile Price | 98.9 | 97.5 | 86.6 | * | * | * |
3rd Quartile Price | 99.3 | 99.1 | 95.7 | * | * | * |
4th Quartile Price | 99.9 | 99.9 | 98.8 | * | * | * |
Avg. Price Top 5 Trades | 100.1 | 100.5 | 99.1 | * | * | * |
Standard Deviation | 1.0 | 6.1 | 6.4 | * | * | * |
VOLUME OF TRADES (000'S) | 38,466.1 | 130,324.4 | 256,942.0 | * | * | * |
Customer Buy | 24,793.9 | 64,755.4 | 125,015.3 | * | * | * |
Customer Sell | 4,917.1 | 65,521.6 | 131,926.7 | 0.0 | * | * |
Dealer to Dealer | 8,755.2 | 47.3 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 14,823.2 | 5,910.8 | 2,892.6 | 0.0 | 0.0 | 0.0 |
<= $10MM | 23,642.9 | * | 40,554.3 | 0.0 | 0.0 | * |
> $10MM | 0.0 | 116,800.0 | 213,495.1 | * | * | * |
NUMBER OF TRADES | 48 | 42 | 28 | * | * | * |
Customer Buy | 29 | 17 | 17 | * | * | * |
Customer Sell | 11 | 15 | 11 | 0 | * | * |
Dealer to Dealer | 8 | 10 | 0 | 0 | 0 | 0 |
<= $1MM | 41 | 32 | 10 | 0 | 0 | 0 |
<= $10MM | 7 | * | 7 | 0 | 0 | * |
> $10MM | 0 | 6 | 11 | * | * | * |
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 | 95.8 | 88.5 | 98.8 | 96.6 | * | 0.0 | 0.0 | 0.0 | 95.3 | 89.2 | * | 0.0 | 0.0 | 0.0 | 62.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 98.3 | 95.7 | 85.8 | 99.1 | 93.7 | * | 0.0 | 0.0 | 0.0 | 95.5 | 90.7 | * | 0.0 | 0.0 | 0.0 | 62.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 94.4 | 95.4 | 86.1 | 97.0 | 93.7 | * | 0.0 | 0.0 | 0.0 | 94.4 | 87.4 | * | 0.0 | 0.0 | 0.0 | 43.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 97.8 | 95.4 | 84.4 | 98.2 | 95.1 | * | 0.0 | 0.0 | 0.0 | 96.8 | 89.7 | * | 0.0 | 0.0 | 0.0 | 40.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 99.1 | 95.8 | 94.4 | 99.3 | 97.1 | * | 0.0 | 0.0 | 0.0 | 96.9 | 91.1 | * | 0.0 | 0.0 | 0.0 | 76.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 99.6 | 97.4 | 100.4 | 99.6 | 98.9 | * | 0.0 | 0.0 | 0.0 | 98.5 | 94.7 | * | 0.0 | 0.0 | 0.0 | 87.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 100.0 | 96.1 | 89.8 | 99.8 | 99.0 | * | 0.0 | 0.0 | 0.0 | 97.2 | 91.9 | * | 0.0 | 0.0 | 0.0 | 81.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.9 | 0.8 | 7.3 | 1.1 | 2.7 | * | 0.0 | 0.0 | 0.0 | 4.2 | 5.3 | * | 0.0 | 0.0 | 0.0 | 23.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 84,007.0 | 22,393.0 | 32,859.0 | 23,139.8 | 43,488.7 | * | 0.0 | 0.0 | 0.0 | 20,946.0 | 13,110.0 | * | 0.0 | 0.0 | 0.0 | 50,705.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 42,314.1 | * | 0.0 | 10,241.9 | 38,070.2 | * | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | 21,989.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Sell | 40,672.9 | * | 32,859.0 | 12,897.8 | 3,168.5 | * | 0.0 | 0.0 | 0.0 | 19,696.0 | * | * | 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 |
<= $1MM | 6,200.9 | * | * | 4,071.0 | 2,627.4 | * | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 41,806.1 | * | * | 19,068.8 | 27,861.3 | * | 0.0 | 0.0 | 0.0 | 20,146.0 | * | * | 0.0 | 0.0 | 0.0 | 50,695.1 | 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 | 32 | 7 | 6 | 26 | 15 | * | 0 | 0 | 0 | 7 | 7 | * | 0 | 0 | 0 | 10 | 0 | 0 | 0 | 0 | 0 |
Customer Buy | 14 | * | 0 | 12 | 8 | * | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0 |
Customer Sell | 17 | * | 6 | 14 | 5 | * | 0 | 0 | 0 | 6 | * | * | 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 |
<= $1MM | 16 | * | * | 16 | 6 | * | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 |
<= $10MM | 14 | * | * | 10 | 8 | * | 0 | 0 | 0 | 6 | * | * | 0 | 0 | 0 | 9 | 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 | 97.5 | 95.6 | 95.0 | 0.0 | 0.0 | 0.0 | * | 94.5 | 88.8 | 0.0 | 0.0 | 0.0 | 84.1 | 92.7 | 88.6 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | * | 0.0 | 0.0 | 98.2 | 94.9 | 93.9 | 0.0 | 0.0 | 0.0 | * | 95.9 | 88.5 | 0.0 | 0.0 | 0.0 | 86.8 | 94.0 | 89.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 0.0 | 0.0 | 94.4 | 90.9 | 89.9 | 0.0 | 0.0 | 0.0 | * | 91.1 | 85.2 | 0.0 | 0.0 | 0.0 | 84.1 | 90.5 | 83.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | * | 0.0 | 0.0 | 96.7 | 95.1 | 95.1 | 0.0 | 0.0 | 0.0 | * | 95.2 | 87.6 | 0.0 | 0.0 | 0.0 | * | 91.4 | 87.7 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | * | 0.0 | 0.0 | 99.3 | 96.2 | 96.4 | 0.0 | 0.0 | 0.0 | * | 97.5 | 87.7 | 0.0 | 0.0 | 0.0 | * | 95.3 | 88.8 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | * | 0.0 | 0.0 | 99.5 | 97.9 | 97.3 | 0.0 | 0.0 | 0.0 | * | 99.0 | 90.7 | 0.0 | 0.0 | 0.0 | * | 96.2 | 93.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 0.0 | 0.0 | 99.3 | 99.2 | 98.0 | 0.0 | 0.0 | 0.0 | * | 97.9 | 92.8 | 0.0 | 0.0 | 0.0 | 84.1 | 95.0 | 93.8 | 0.0 | 0.0 | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 2.3 | 3.6 | 3.8 | 0.0 | 0.0 | 0.0 | * | 4.4 | 3.9 | 0.0 | 0.0 | 0.0 | 13.9 | 2.8 | 5.3 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | 36,119.9 | 73,598.4 | 42,324.4 | 0.0 | 0.0 | 0.0 | * | 29,576.0 | 60,954.1 | 0.0 | 0.0 | 0.0 | 5,764.5 | 30,154.5 | 32,776.6 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | 11,925.4 | 26,210.9 | 21,719.3 | 0.0 | 0.0 | 0.0 | * | 16,997.0 | 30,614.1 | 0.0 | 0.0 | 0.0 | * | 15,077.3 | 19,300.6 | 0.0 | 0.0 | 0.0 |
Customer Sell | * | 0.0 | 0.0 | 24,194.4 | 47,387.5 | 20,605.1 | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | * | 15,077.3 | 13,476.0 | 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 | 0.0 | 0.0 |
<= $1MM | * | 0.0 | 0.0 | 3,449.0 | * | 3,186.3 | 0.0 | 0.0 | 0.0 | 0.0 | 4,994.0 | 2,954.1 | 0.0 | 0.0 | 0.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 32,670.9 | 71,906.8 | 39,138.1 | 0.0 | 0.0 | 0.0 | * | * | 23,000.0 | 0.0 | 0.0 | 0.0 | * | 30,154.5 | 32,426.6 | 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 | 0.0 |
NUMBER OF TRADES | * | 0 | 0 | 17 | 18 | 20 | 0 | 0 | 0 | * | 10 | 16 | 0 | 0 | 0 | 5 | 10 | 13 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | 8 | 6 | 10 | 0 | 0 | 0 | * | 6 | 13 | 0 | 0 | 0 | * | 5 | 7 | 0 | 0 | 0 |
Customer Sell | * | 0 | 0 | 9 | 12 | 10 | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | * | 5 | 6 | 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 |
<= $1MM | * | 0 | 0 | 5 | * | 10 | 0 | 0 | 0 | 0 | 7 | 9 | 0 | 0 | 0 | * | 0 | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 12 | 15 | 10 | 0 | 0 | 0 | * | * | 5 | 0 | 0 | 0 | * | 10 | 12 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |