METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 97.4 | 90.6 | 94.1 | 0.0 | 5.6 | 0.0 |
Weighted Avg. Price | 97.6 | 97.6 | 98.8 | 0.0 | 6.2 | 0.0 |
Avg. Price Bottom 5 Trades | 94.9 | 74.6 | 83.1 | 0.0 | 4.5 | 0.0 |
2nd Quartile Price | 96.3 | 85.3 | 90.7 | 0.0 | 3.5 | 0.0 |
3rd Quartile Price | 97.8 | 92.5 | 97.5 | 0.0 | 10.9 | 0.0 |
4th Quartile Price | 99.1 | 99.5 | 98.9 | 0.0 | 11.1 | 0.0 |
Avg. Price Top 5 Trades | 99.4 | 100.3 | 100.5 | 0.0 | 6.3 | 0.0 |
Standard Deviation | 1.8 | 9.5 | 7.1 | 0.0 | 4.2 | 0.0 |
VOLUME OF TRADES (000'S) | 44,965.6 | 168,756.6 | 319,386.3 | 0.0 | 149,562.8 | 0.0 |
Customer Buy | 33,115.9 | 20,504.2 | 31,773.1 | 0.0 | * | 0.0 |
Customer Sell | 4,064.5 | 101,221.8 | 276,613.2 | 0.0 | * | 0.0 |
Dealer to Dealer | 7,785.3 | 47,030.5 | * | 0.0 | 0.0 | 0.0 |
<= $1MM | 1,458.8 | 900.0 | 813.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 28,314.2 | 82,088.1 | 36,815.6 | 0.0 | 0.0 | 0.0 |
> $10MM | * | 85,768.5 | 281,757.7 | 0.0 | 149,562.8 | 0.0 |
NUMBER OF TRADES | 31 | 32 | 20 | 0 | 6 | 0 |
Customer Buy | 13 | 12 | 12 | 0 | * | 0 |
Customer Sell | 11 | 13 | 7 | 0 | * | 0 |
Dealer to Dealer | 7 | 7 | * | 0 | 0 | 0 |
<= $1MM | 19 | 8 | 5 | 0 | 0 | 0 |
<= $10MM | 11 | 19 | 9 | 0 | 0 | 0 |
> $10MM | * | 5 | 6 | 0 | 6 | 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 | 96.9 | 86.4 | 96.7 | 97.0 | * | 99.1 | 0.0 | 0.0 | 0.0 | 85.8 | 67.2 | 86.0 | 0.0 | 0.0 | 0.0 | 67.2 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 96.5 | 90.5 | 97.3 | 94.9 | * | 99.6 | 0.0 | 0.0 | 0.0 | 88.7 | 58.4 | 86.3 | 0.0 | 0.0 | 0.0 | 71.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 94.8 | 86.4 | 94.1 | 97.0 | * | 95.0 | 0.0 | 0.0 | 0.0 | 79.4 | 67.2 | 81.0 | 0.0 | 0.0 | 0.0 | 43.1 | * | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 96.3 | * | 96.1 | * | * | 100.0 | 0.0 | 0.0 | 0.0 | 80.7 | * | 81.2 | 0.0 | 0.0 | 0.0 | 55.8 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.2 | * | 100.1 | * | * | 100.3 | 0.0 | 0.0 | 0.0 | 84.8 | * | 81.5 | 0.0 | 0.0 | 0.0 | 78.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 98.0 | * | 101.3 | * | * | 101.4 | 0.0 | 0.0 | 0.0 | 92.0 | * | 99.0 | 0.0 | 0.0 | 0.0 | 87.9 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.6 | 86.4 | 100.7 | 97.0 | * | 102.3 | 0.0 | 0.0 | 0.0 | 95.5 | 67.2 | 96.8 | 0.0 | 0.0 | 0.0 | 84.3 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.7 | 7.4 | 6.2 | 2.3 | * | 5.1 | 0.0 | 0.0 | 0.0 | 6.7 | 12.7 | 7.9 | 0.0 | 0.0 | 0.0 | 21.4 | * | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 27,218.0 | 16,645.3 | 27,560.0 | 10,459.0 | * | 66,892.9 | 0.0 | 0.0 | 0.0 | 18,531.3 | 13,440.0 | 45,798.0 | 0.0 | 0.0 | 0.0 | 27,093.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 6,941.5 | * | 27,560.0 | * | 0.0 | 47,007.9 | 0.0 | 0.0 | 0.0 | 9,130.0 | * | 23,619.0 | 0.0 | 0.0 | 0.0 | 7,624.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Sell | 16,818.2 | * | 0.0 | * | * | 19,285.0 | 0.0 | 0.0 | 0.0 | 7,941.3 | * | 22,179.0 | 0.0 | 0.0 | 0.0 | 13,599.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | 3,458.3 | 0.0 | 0.0 | 0.0 | 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 | 8,484.0 | * | * | * | * | 2,945.0 | 0.0 | 0.0 | 0.0 | 7,359.3 | * | 2,250.0 | 0.0 | 0.0 | 0.0 | 2,525.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | * | * | 27,435.0 | * | 0.0 | 42,672.9 | 0.0 | 0.0 | 0.0 | 11,172.0 | * | 43,548.0 | 0.0 | 0.0 | 0.0 | 24,568.0 | * | 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 | 0.0 | 0.0 |
NUMBER OF TRADES | 19 | 5 | 8 | 5 | * | 18 | 0 | 0 | 0 | 21 | 5 | 20 | 0 | 0 | 0 | 18 | * | 0 | 0 | 0 | 0 |
Customer Buy | 7 | * | 8 | * | 0 | 12 | 0 | 0 | 0 | 11 | * | 10 | 0 | 0 | 0 | 8 | 0 | 0 | 0 | 0 | 0 |
Customer Sell | 6 | * | 0 | * | * | 5 | 0 | 0 | 0 | 8 | * | 10 | 0 | 0 | 0 | 8 | 0 | 0 | 0 | 0 | 0 |
Dealer to Dealer | 6 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 |
<= $1MM | 16 | * | * | * | * | 5 | 0 | 0 | 0 | 14 | * | 6 | 0 | 0 | 0 | 10 | 0 | 0 | 0 | 0 | 0 |
<= $10MM | * | * | 7 | * | 0 | 11 | 0 | 0 | 0 | 7 | * | 14 | 0 | 0 | 0 | 8 | * | 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 |
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 | 92.2 | 95.6 | 99.4 | 0.0 | 0.0 | 0.0 | * | 92.2 | 93.9 | 0.0 | 0.0 | 0.0 | 77.9 | 87.5 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 91.6 | 98.3 | 99.5 | 0.0 | 0.0 | 0.0 | * | 90.3 | 86.5 | 0.0 | 0.0 | 0.0 | 91.1 | 83.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 88.2 | 82.5 | 98.0 | 0.0 | 0.0 | 0.0 | * | 84.8 | 84.3 | 0.0 | 0.0 | 0.0 | 71.0 | 73.4 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 87.5 | 92.7 | 99.0 | 0.0 | 0.0 | 0.0 | * | 90.3 | 96.8 | 0.0 | 0.0 | 0.0 | 75.1 | 81.7 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 92.8 | 99.1 | 99.8 | 0.0 | 0.0 | 0.0 | * | 93.4 | 98.1 | 0.0 | 0.0 | 0.0 | 91.3 | 93.4 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 99.6 | 99.6 | 100.4 | 0.0 | 0.0 | 0.0 | * | 97.0 | 99.8 | 0.0 | 0.0 | 0.0 | 98.8 | 99.8 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 96.2 | 99.8 | 100.5 | 0.0 | 0.0 | 0.0 | * | 99.1 | 99.7 | 0.0 | 0.0 | 0.0 | 86.4 | 99.6 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 5.3 | 5.9 | 1.1 | 0.0 | 0.0 | 0.0 | * | 5.4 | 10.9 | 0.0 | 0.0 | 0.0 | 17.0 | 12.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 26,215.0 | 134,286.5 | 62,657.3 | 0.0 | 0.0 | 0.0 | * | 33,694.9 | 80,328.0 | 0.0 | 0.0 | 0.0 | 6,357.8 | 54,067.3 | * | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | * | 21,486.0 | 4,300.6 | 0.0 | 0.0 | 0.0 | * | 14,737.9 | 40,100.0 | 0.0 | 0.0 | 0.0 | * | 32,664.3 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | 47,731.6 | 27,776.7 | 0.0 | 0.0 | 0.0 | * | 17,657.0 | 40,228.0 | 0.0 | 0.0 | 0.0 | * | 21,403.0 | * | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | 0.0 | 0.0 | 15,362.8 | 65,068.9 | 30,580.0 | 0.0 | 0.0 | 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 | * | 5,656.0 | 3,250.6 | 0.0 | 0.0 | 0.0 | 0.0 | 1,963.9 | 1,802.0 | 0.0 | 0.0 | 0.0 | 357.8 | 3,848.4 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 24,680.0 | 128,630.6 | 59,406.7 | 0.0 | 0.0 | 0.0 | * | 31,731.0 | 18,406.0 | 0.0 | 0.0 | 0.0 | * | 39,014.1 | 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 | 0 | 0 | 0 | 11 | 49 | 21 | 0 | 0 | 0 | * | 28 | 15 | 0 | 0 | 0 | 7 | 19 | * | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | * | 18 | 7 | 0 | 0 | 0 | * | 15 | 8 | 0 | 0 | 0 | * | 10 | * | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | 15 | 6 | 0 | 0 | 0 | * | 12 | 7 | 0 | 0 | 0 | * | 9 | * | 0 | 0 | 0 |
Dealer to Dealer | 0 | 0 | 0 | 5 | 16 | 8 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
<= $1MM | 0 | 0 | 0 | * | 21 | 8 | 0 | 0 | 0 | 0 | 13 | 5 | 0 | 0 | 0 | 5 | 6 | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 8 | 28 | 13 | 0 | 0 | 0 | * | 15 | 6 | 0 | 0 | 0 | * | 12 | 0 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 |