METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | |
AVERAGE PRICE | 96.8 | 91.7 | 91.5 | * | 0.0 | * |
Weighted Avg. Price | 96.5 | 98.0 | 97.5 | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 94.7 | 79.2 | 82.6 | * | 0.0 | * |
2nd Quartile Price | 96.1 | 85.1 | 86.4 | * | 0.0 | * |
3rd Quartile Price | 97.0 | 97.3 | 93.3 | * | 0.0 | * |
4th Quartile Price | 97.6 | 98.7 | 98.0 | * | 0.0 | * |
Avg. Price Top 5 Trades | 98.6 | 99.3 | 99.1 | * | 0.0 | * |
Standard Deviation | 1.1 | 8.1 | 6.4 | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 1,244,504.2 | 528,254.1 | 220,867.2 | * | 0.0 | * |
Customer Buy | 489,179.0 | 173,135.5 | 44,027.4 | * | 0.0 | 0.0 |
Customer Sell | 729,799.0 | 349,448.6 | 88,695.5 | * | 0.0 | * |
Dealer to Dealer | 25,526.2 | 5,670.1 | 88,144.3 | 0.0 | 0.0 | 0.0 |
<= $1MM | 7,515.0 | 2,526.9 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 19,721.5 | * | 69,160.2 | * | 0.0 | 0.0 |
> $10MM | 1,217,267.7 | * | * | 0.0 | 0.0 | * |
NUMBER OF TRADES | 62 | 39 | 23 | * | 0 | * |
Customer Buy | 26 | 10 | 11 | * | 0 | 0 |
Customer Sell | 28 | 21 | 7 | * | 0 | * |
Dealer to Dealer | 8 | 8 | 5 | 0 | 0 | 0 |
<= $1MM | 43 | 32 | * | 0 | 0 | 0 |
<= $10MM | 7 | * | 16 | * | 0 | 0 |
> $10MM | 12 | * | * | 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-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | |
AVERAGE PRICE | 96.6 | 89.9 | 88.0 | 96.1 | 92.4 | * | 2.5 | 0.0 | 0.0 | 85.4 | * | 0.0 | 0.0 | 0.0 | 0.0 | 62.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Weighted Avg. Price | 95.6 | 87.8 | 87.1 | 95.9 | 91.7 | * | 2.1 | 0.0 | 0.0 | 90.9 | * | 0.0 | 0.0 | 0.0 | 0.0 | 66.1 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | 93.6 | 86.7 | 85.0 | 94.7 | 88.7 | * | 1.9 | 0.0 | 0.0 | 76.5 | * | 0.0 | 0.0 | 0.0 | 0.0 | 62.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
2nd Quartile Price | 95.6 | 89.4 | 84.8 | 95.3 | 92.7 | * | 1.6 | 0.0 | 0.0 | 85.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
3rd Quartile Price | 96.6 | 91.7 | 85.8 | 95.8 | 96.9 | * | 3.6 | 0.0 | 0.0 | 92.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
4th Quartile Price | 98.6 | 95.7 | 92.9 | 97.1 | 97.2 | * | 4.4 | 0.0 | 0.0 | 92.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 98.9 | 93.1 | 90.0 | 97.8 | 95.7 | * | 3.0 | 0.0 | 0.0 | 93.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 62.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Standard Deviation | 2.0 | 4.7 | 4.2 | 1.5 | 5.3 | * | 1.3 | 0.0 | 0.0 | 10.2 | * | 0.0 | 0.0 | 0.0 | 0.0 | 17.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 103,892.9 | 15,706.8 | 42,320.0 | 72,115.5 | 3,848.0 | * | 53,628.6 | 0.0 | 0.0 | 25,095.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 10,222.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
Customer Buy | 51,930.6 | 11,847.8 | * | 39,378.6 | 2,610.0 | * | * | 0.0 | 0.0 | 23,145.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * |
Customer Sell | 49,302.3 | * | 24,280.0 | 32,736.9 | * | 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 |
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 | * |
<= $1MM | 3,520.0 | * | * | * | 1,848.0 | * | 0.0 | 0.0 | 0.0 | 2,350.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 32,619.9 | 14,211.8 | 19,440.0 | 70,510.5 | * | * | 31,398.3 | 0.0 | 0.0 | 22,745.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 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 | * |
NUMBER OF TRADES | 24 | 9 | 8 | 16 | 9 | * | 7 | 0 | 0 | 14 | * | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | * |
Customer Buy | 10 | 6 | * | 9 | 5 | * | * | 0 | 0 | 9 | * | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | * |
Customer Sell | 12 | * | 5 | 7 | * | 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 | * |
<= $1MM | 5 | * | * | * | 8 | * | 0 | 0 | 0 | 7 | * | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 |
<= $10MM | 15 | 5 | 5 | 14 | * | * | 5 | 0 | 0 | 7 | * | 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 | * |
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-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | PRE-2018 | 2018-2020 | 2021-2023 | |
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 92.3 | * | 96.1 | 0.0 | 0.0 | 0.0 | 0.0 | * | 94.1 | 0.0 | 0.0 | 0.0 | * | * | 88.7 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 95.2 | * | 95.6 | 0.0 | 0.0 | 0.0 | 0.0 | * | 93.3 | 0.0 | 0.0 | 0.0 | * | * | 89.3 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 90.5 | * | 95.3 | 0.0 | 0.0 | 0.0 | 0.0 | * | 92.3 | 0.0 | 0.0 | 0.0 | * | * | 79.5 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 90.4 | * | 95.5 | 0.0 | 0.0 | 0.0 | 0.0 | * | 96.0 | 0.0 | 0.0 | 0.0 | * | * | 86.3 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 91.6 | * | 95.6 | 0.0 | 0.0 | 0.0 | 0.0 | * | 96.4 | 0.0 | 0.0 | 0.0 | * | * | 92.8 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 97.2 | * | 98.2 | 0.0 | 0.0 | 0.0 | 0.0 | * | 97.0 | 0.0 | 0.0 | 0.0 | * | * | 96.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 93.7 | * | 96.7 | 0.0 | 0.0 | 0.0 | 0.0 | * | 96.7 | 0.0 | 0.0 | 0.0 | * | * | 96.3 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 3.1 | * | 1.4 | 0.0 | 0.0 | 0.0 | 0.0 | * | 3.9 | 0.0 | 0.0 | 0.0 | * | * | 8.5 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 47,454.5 | * | 21,382.4 | 0.0 | 0.0 | 0.0 | 0.0 | * | 49,348.8 | 0.0 | 0.0 | 0.0 | * | * | 40,115.8 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | * | * | 8,561.4 | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | * | * | 21,770.5 | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 36,955.6 | 0.0 | 0.0 | 0.0 | * | * | 12,757.1 | 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 | 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 |
<= $10MM | 0.0 | 0.0 | 0.0 | 20,905.6 | * | 19,392.4 | 0.0 | 0.0 | 0.0 | 0.0 | * | 28,740.0 | 0.0 | 0.0 | 0.0 | * | * | 39,127.2 | 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 | 0 | 0 | 0 | 8 | * | 8 | 0 | 0 | 0 | 0 | * | 10 | 0 | 0 | 0 | * | * | 14 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | * | * | 5 | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | * | * | 6 | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | 0 | * | 0 | 0 | 0 | 0 | * | 7 | 0 | 0 | 0 | * | * | 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 |
<= $1MM | 0 | 0 | 0 | * | 0 | * | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 5 | * | 5 | 0 | 0 | 0 | 0 | * | 7 | 0 | 0 | 0 | * | * | 13 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |