METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 96.0 | 88.3 | 94.3 | 2.2 | 6.0 | 4.8 |
Weighted Avg. Price | 95.6 | 90.4 | 96.5 | 3.3 | 4.3 | 4.3 |
Avg. Price Bottom 5 Trades | 92.9 | 77.2 | 79.6 | 0.4 | 3.5 | 4.5 |
2nd Quartile Price | 94.2 | 79.7 | 91.3 | 0.7 | 5.1 | 4.7 |
3rd Quartile Price | 95.7 | 85.3 | 98.5 | 3.0 | 7.0 | 6.2 |
4th Quartile Price | 98.3 | 99.4 | 100.5 | 3.5 | 7.9 | 6.5 |
Avg. Price Top 5 Trades | 98.8 | 100.2 | 100.9 | 3.6 | 8.3 | 5.4 |
Standard Deviation | 2.0 | 9.6 | 7.4 | 1.6 | 2.1 | 1.6 |
VOLUME OF TRADES (000'S) | 170,950.5 | 340,319.5 | 1,287,871.0 | 298,945.7 | 473,095.9 | 23,012.2 |
Customer Buy | 30,463.5 | 107,781.3 | 249,060.9 | 289,259.7 | 226,814.6 | * |
Customer Sell | 131,989.0 | 188,109.2 | 477,295.7 | * | 194,858.4 | 20,904.1 |
Dealer to Dealer | 8,497.9 | 44,429.0 | 561,514.4 | 0.0 | * | 0.0 |
<= $1MM | 4,649.5 | 1,765.6 | * | * | 0.0 | 0.0 |
<= $10MM | 69,375.9 | * | 57,813.8 | 22,910.9 | 50,044.5 | 23,012.2 |
> $10MM | * | 328,881.4 | 1,228,207.2 | * | 423,051.4 | 0.0 |
NUMBER OF TRADES | 57 | 32 | 42 | 13 | 18 | 6 |
Customer Buy | 15 | 5 | 14 | 10 | 8 | * |
Customer Sell | 30 | 19 | 19 | * | 8 | 5 |
Dealer to Dealer | 12 | 8 | 9 | 0 | * | 0 |
<= $1MM | 34 | 19 | * | * | 0 | 0 |
<= $10MM | 20 | * | 13 | 6 | 9 | 6 |
> $10MM | * | 12 | 26 | * | 9 | 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 | 95.9 | * | * | 97.0 | * | 97.9 | 0.0 | 0.0 | 0.0 | 85.2 | 72.4 | 89.3 | 0.0 | 0.0 | 0.0 | 70.6 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 96.2 | * | * | 97.5 | * | 99.9 | 0.0 | 0.0 | 0.0 | 77.1 | 71.5 | 84.6 | 0.0 | 0.0 | 0.0 | 51.7 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 92.0 | * | * | 96.4 | * | 95.3 | 0.0 | 0.0 | 0.0 | 77.5 | 68.0 | 82.1 | 0.0 | 0.0 | 0.0 | 57.1 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 94.0 | * | * | 97.0 | * | 99.4 | 0.0 | 0.0 | 0.0 | 83.4 | 71.3 | 81.7 | 0.0 | 0.0 | 0.0 | 79.0 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.1 | * | * | 97.6 | * | 100.8 | 0.0 | 0.0 | 0.0 | 88.6 | 76.1 | 99.4 | 0.0 | 0.0 | 0.0 | 84.2 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.5 | * | * | 97.8 | * | 101.7 | 0.0 | 0.0 | 0.0 | 90.6 | 76.6 | 100.5 | 0.0 | 0.0 | 0.0 | 84.3 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.4 | * | * | 97.7 | * | 101.7 | 0.0 | 0.0 | 0.0 | 91.8 | 76.1 | 100.4 | 0.0 | 0.0 | 0.0 | 83.3 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 2.4 | * | * | 0.9 | * | 6.4 | 0.0 | 0.0 | 0.0 | 11.0 | 5.1 | 16.2 | 0.0 | 0.0 | 0.0 | 21.0 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 80,805.6 | * | * | 43,491.9 | * | 30,028.0 | 0.0 | 0.0 | 0.0 | 44,088.5 | 30,554.0 | 25,886.0 | 0.0 | 0.0 | 0.0 | 13,680.1 | * | * | 0.0 | 0.0 | 0.0 |
Customer Buy | 39,030.9 | * | * | 24,452.8 | * | * | 0.0 | 0.0 | 0.0 | 15,439.1 | 16,042.0 | * | 0.0 | 0.0 | 0.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 41,774.7 | * | * | * | 0.0 | * | 0.0 | 0.0 | 0.0 | 28,649.4 | 14,512.0 | 11,692.0 | 0.0 | 0.0 | 0.0 | 10,460.0 | * | * | 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 | 1,852.2 | 0.0 | * | * | * | * | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | 2,510.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 45,646.0 | * | * | 22,342.6 | 0.0 | * | 0.0 | 0.0 | 0.0 | 30,927.5 | 30,354.0 | 25,797.0 | 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 | 26 | * | * | 9 | * | 8 | 0 | 0 | 0 | 12 | 11 | 8 | 0 | 0 | 0 | 10 | * | * | 0 | 0 | 0 |
Customer Buy | 15 | * | * | 6 | * | * | 0 | 0 | 0 | 5 | 6 | * | 0 | 0 | 0 | * | 0 | * | 0 | 0 | 0 |
Customer Sell | 11 | * | * | * | 0 | * | 0 | 0 | 0 | 7 | 5 | 5 | 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 | 0 | 0 | 0 |
<= $1MM | 10 | 0 | * | * | * | * | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | 7 | * | 0 | 0 | 0 | 0 |
<= $10MM | 14 | * | * | 5 | 0 | * | 0 | 0 | 0 | 10 | 10 | 7 | 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-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 | * | 94.5 | 100.6 | 0.0 | 0.0 | 0.0 | 92.3 | 90.3 | 97.9 | 0.0 | 0.0 | 0.0 | 77.6 | 86.2 | 100.6 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | 96.1 | 100.6 | 0.0 | 0.0 | 0.0 | 90.4 | 91.3 | 97.6 | 0.0 | 0.0 | 0.0 | 86.9 | 81.4 | 99.6 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | 86.0 | 98.6 | 0.0 | 0.0 | 0.0 | 90.1 | 74.9 | 95.9 | 0.0 | 0.0 | 0.0 | 74.4 | 58.1 | 99.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | 93.8 | 99.5 | 0.0 | 0.0 | 0.0 | 90.2 | 86.9 | 98.3 | 0.0 | 0.0 | 0.0 | 91.7 | 77.8 | 99.5 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | 96.0 | 100.3 | 0.0 | 0.0 | 0.0 | 95.1 | 89.9 | 100.2 | 0.0 | 0.0 | 0.0 | 91.9 | 91.0 | 100.5 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | 99.1 | 102.3 | 0.0 | 0.0 | 0.0 | 99.6 | 99.2 | 100.4 | 0.0 | 0.0 | 0.0 | 99.7 | 99.5 | 106.4 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | * | 99.6 | 102.6 | 0.0 | 0.0 | 0.0 | 94.2 | 99.9 | 100.0 | 0.0 | 0.0 | 0.0 | 94.5 | 99.9 | 101.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | 5.3 | 1.5 | 0.0 | 0.0 | 0.0 | 4.7 | 8.1 | 3.7 | 0.0 | 0.0 | 0.0 | 31.4 | 15.3 | 2.9 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | 89,557.3 | 52,452.3 | 0.0 | 0.0 | 0.0 | 34,956.0 | 147,071.9 | 9,235.0 | 0.0 | 0.0 | 0.0 | 26,110.2 | 130,778.8 | 31,620.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | 0.0 | 27,593.3 | 28,975.0 | 0.0 | 0.0 | 0.0 | * | 81,526.2 | 6,493.5 | 0.0 | 0.0 | 0.0 | * | 64,475.9 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | 61,964.1 | 22,777.3 | 0.0 | 0.0 | 0.0 | * | 65,545.7 | * | 0.0 | 0.0 | 0.0 | * | 63,302.9 | * | 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 | * | 2,658.7 | 4,185.0 | 0.0 | 0.0 | 0.0 | * | 9,448.8 | 4,468.0 | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 0.0 | 50,798.7 | 48,267.3 | 0.0 | 0.0 | 0.0 | 32,956.0 | 112,481.0 | * | 0.0 | 0.0 | 0.0 | * | 85,263.8 | 30,620.0 | 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 | 0 | 0 | 0 | * | 22 | 29 | 0 | 0 | 0 | 7 | 47 | 9 | 0 | 0 | 0 | 8 | 32 | 6 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | 0 | 8 | 12 | 0 | 0 | 0 | * | 25 | 5 | 0 | 0 | 0 | * | 16 | * | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | 14 | 15 | 0 | 0 | 0 | * | 22 | * | 0 | 0 | 0 | * | 15 | * | 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 | * | 5 | 9 | 0 | 0 | 0 | * | 14 | 7 | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 0 | 14 | 20 | 0 | 0 | 0 | 5 | 31 | * | 0 | 0 | 0 | * | 27 | 5 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 |