METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 96.9 | 92.1 | 96.3 | 1.6 | 0.0 | * |
Weighted Avg. Price | 96.7 | 89.6 | 96.9 | 1.1 | 0.0 | * |
Avg. Price Bottom 5 Trades | 93.2 | 82.4 | 89.3 | 0.1 | 0.0 | * |
2nd Quartile Price | 94.8 | 89.0 | 94.1 | 0.9 | 0.0 | * |
3rd Quartile Price | 97.4 | 94.1 | 98.7 | 1.8 | 0.0 | * |
4th Quartile Price | 99.0 | 97.9 | 99.3 | 2.6 | 0.0 | * |
Avg. Price Top 5 Trades | 100.2 | 98.6 | 100.6 | 3.1 | 0.0 | * |
Standard Deviation | 2.3 | 6.6 | 4.3 | 1.1 | 0.0 | * |
VOLUME OF TRADES (000'S) | 268,633.5 | 93,310.8 | 275,002.6 | 109,259.9 | 0.0 | * |
Customer Buy | 105,833.3 | 45,484.5 | 133,572.1 | * | 0.0 | * |
Customer Sell | 146,646.1 | 46,459.7 | 57,922.6 | 99,405.7 | 0.0 | * |
Dealer to Dealer | 16,154.0 | * | * | * | 0.0 | 0.0 |
<= $1MM | 6,847.2 | 2,265.2 | 4,800.0 | 4,370.3 | 0.0 | 0.0 |
<= $10MM | 71,608.1 | 33,583.4 | 31,622.1 | 55,853.8 | 0.0 | * |
> $10MM | 190,178.2 | * | 238,580.6 | * | 0.0 | * |
NUMBER OF TRADES | 51 | 20 | 28 | 25 | 0 | * |
Customer Buy | 23 | 6 | 19 | * | 0 | * |
Customer Sell | 20 | 11 | 6 | 20 | 0 | * |
Dealer to Dealer | 8 | * | * | * | 0 | 0 |
<= $1MM | 15 | 8 | 6 | 7 | 0 | 0 |
<= $10MM | 30 | 9 | 12 | 16 | 0 | * |
> $10MM | 6 | * | 10 | * | 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 | 94.8 | 86.3 | 97.6 | 96.5 | 84.8 | 102.1 | 0.0 | 0.0 | 0.0 | 85.8 | * | 0.0 | 0.0 | 0.0 | 0.0 | 74.4 | * | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 94.7 | 85.8 | 99.0 | 96.2 | 85.8 | 101.7 | 0.0 | 0.0 | 0.0 | 80.5 | * | 0.0 | 0.0 | 0.0 | 0.0 | 73.0 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 92.2 | 83.1 | 97.6 | 93.3 | 84.3 | 101.6 | 0.0 | 0.0 | 0.0 | 72.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 47.9 | * | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 92.7 | 84.8 | * | 96.0 | 85.5 | 101.5 | 0.0 | 0.0 | 0.0 | 77.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 60.3 | * | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 94.5 | 87.7 | * | 96.5 | 86.1 | 102.2 | 0.0 | 0.0 | 0.0 | 90.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 83.4 | * | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.4 | 92.4 | * | 98.9 | 87.1 | 104.6 | 0.0 | 0.0 | 0.0 | 93.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 90.8 | * | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 97.9 | 89.4 | 97.6 | 98.7 | 85.9 | 102.2 | 0.0 | 0.0 | 0.0 | 94.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 92.6 | * | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 2.4 | 4.5 | 8.7 | 2.3 | 2.8 | 1.3 | 0.0 | 0.0 | 0.0 | 9.8 | * | 0.0 | 0.0 | 0.0 | 0.0 | 16.7 | * | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 43,734.3 | 32,606.3 | 13,865.0 | 59,884.5 | 45,061.0 | 37,924.0 | 0.0 | 0.0 | 0.0 | 74,280.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 136,632.6 | * | * | 0.0 | 0.0 | 0.0 |
Customer Buy | 21,358.6 | * | * | 34,635.1 | * | * | 0.0 | 0.0 | 0.0 | 47,048.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 63,695.2 | * | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 22,375.7 | 30,256.3 | * | 25,234.7 | * | * | 0.0 | 0.0 | 0.0 | 25,832.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 72,913.4 | 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 | 2,390.0 | * | * | 331.9 | * | * | 0.0 | 0.0 | 0.0 | 3,024.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 5,154.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 41,344.3 | 32,410.3 | * | 59,552.7 | * | * | 0.0 | 0.0 | 0.0 | 58,345.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 131,478.0 | 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 | 22 | 9 | 5 | 20 | 6 | 6 | 0 | 0 | 0 | 20 | * | 0 | 0 | 0 | 0 | 43 | * | * | 0 | 0 | 0 |
Customer Buy | 13 | * | * | 13 | * | * | 0 | 0 | 0 | 11 | * | 0 | 0 | 0 | 0 | 20 | * | * | 0 | 0 | 0 |
Customer Sell | 9 | 8 | * | 6 | * | * | 0 | 0 | 0 | 7 | 0 | 0 | 0 | 0 | 0 | 22 | 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 | * | * | 5 | * | * | 0 | 0 | 0 | 5 | * | 0 | 0 | 0 | 0 | 10 | * | 0 | 0 | 0 | 0 |
<= $10MM | 16 | 8 | * | 15 | * | * | 0 | 0 | 0 | 14 | * | 0 | 0 | 0 | 0 | 33 | 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-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 | 89.5 | 93.9 | 97.5 | 0.0 | 0.0 | 0.0 | 77.2 | 92.0 | 94.8 | 0.0 | 0.0 | 0.0 | 63.9 | 92.8 | 94.7 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 91.1 | 87.0 | 93.0 | 0.0 | 0.0 | 0.0 | 89.8 | 90.6 | 96.9 | 0.0 | 0.0 | 0.0 | 56.3 | 95.4 | 97.9 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 89.5 | 87.8 | 90.7 | 0.0 | 0.0 | 0.0 | 77.2 | 82.6 | 83.4 | 0.0 | 0.0 | 0.0 | 29.3 | 73.6 | 94.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | 92.3 | 95.2 | 0.0 | 0.0 | 0.0 | * | 87.0 | 95.6 | 0.0 | 0.0 | 0.0 | 38.3 | 90.7 | 91.9 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | 97.3 | 100.0 | 0.0 | 0.0 | 0.0 | * | 92.0 | 99.9 | 0.0 | 0.0 | 0.0 | 91.1 | 98.8 | 97.8 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | 99.4 | 100.4 | 0.0 | 0.0 | 0.0 | * | 97.9 | 100.6 | 0.0 | 0.0 | 0.0 | 91.5 | 100.0 | 98.9 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 89.5 | 99.1 | 101.8 | 0.0 | 0.0 | 0.0 | 77.2 | 99.1 | 100.5 | 0.0 | 0.0 | 0.0 | 94.5 | 100.0 | 95.9 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 10.6 | 6.8 | 4.8 | 0.0 | 0.0 | 0.0 | 13.9 | 6.5 | 11.2 | 0.0 | 0.0 | 0.0 | 34.9 | 11.1 | 3.6 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 13,161.0 | 35,331.4 | 328,812.0 | 0.0 | 0.0 | 0.0 | 56,105.0 | 52,021.9 | 54,088.6 | 0.0 | 0.0 | 0.0 | 58,946.5 | 99,046.1 | 27,106.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | * | 28,770.2 | 168,122.3 | 0.0 | 0.0 | 0.0 | * | 32,608.1 | 21,861.3 | 0.0 | 0.0 | 0.0 | 31,712.1 | 55,011.4 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | 6,561.2 | 160,689.8 | 0.0 | 0.0 | 0.0 | * | 19,413.8 | 32,227.3 | 0.0 | 0.0 | 0.0 | 27,234.4 | 44,034.7 | * | 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 | 0.0 | * | 3,848.5 | * | 0.0 | 0.0 | 0.0 | * | 3,450.7 | * | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | * | 15,417.9 | 43,543.0 | 0.0 | 0.0 | 0.0 | * | 48,571.3 | 52,800.7 | 0.0 | 0.0 | 0.0 | 58,931.5 | 74,357.4 | * | 0.0 | 0.0 | 0.0 |
> $10MM | 0.0 | 0.0 | 0.0 | 0.0 | * | 284,878.2 | 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 | 5 | 12 | 20 | 0 | 0 | 0 | 5 | 24 | 16 | 0 | 0 | 0 | 12 | 23 | 7 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | * | 7 | 12 | 0 | 0 | 0 | * | 14 | 7 | 0 | 0 | 0 | 6 | 14 | * | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | 5 | 8 | 0 | 0 | 0 | * | 10 | 9 | 0 | 0 | 0 | 6 | 9 | * | 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 | 0 | * | 6 | * | 0 | 0 | 0 | * | 9 | * | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | * | 5 | 11 | 0 | 0 | 0 | * | 15 | 14 | 0 | 0 | 0 | 10 | 18 | * | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | * | 7 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 |