METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 97.6 | 91.6 | 98.9 | * | * | 0.0 |
Weighted Avg. Price | 97.1 | 78.6 | 97.5 | * | * | 0.0 |
Avg. Price Bottom 5 Trades | 95.9 | 78.4 | 94.1 | * | * | 0.0 |
2nd Quartile Price | 96.3 | 88.6 | 97.9 | * | * | 0.0 |
3rd Quartile Price | 97.5 | 95.3 | 100.8 | * | * | 0.0 |
4th Quartile Price | 99.0 | 100.2 | 102.0 | * | * | 0.0 |
Avg. Price Top 5 Trades | 99.9 | 100.3 | 102.0 | * | * | 0.0 |
Standard Deviation | 1.4 | 8.8 | 3.6 | * | * | 0.0 |
VOLUME OF TRADES (000'S) | 430,821.5 | 279,443.5 | 486,324.2 | * | * | 0.0 |
Customer Buy | 212,240.2 | 98,547.6 | 364,975.2 | * | * | 0.0 |
Customer Sell | 115,047.7 | 98,024.7 | 121,349.0 | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | 103,533.6 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 12,354.0 | 3,450.9 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 42,260.7 | 17,997.0 | 23,038.1 | * | 0.0 | 0.0 |
> $10MM | 376,206.8 | * | 461,988.2 | 0.0 | * | 0.0 |
NUMBER OF TRADES | 60 | 21 | 17 | * | * | 0 |
Customer Buy | 26 | 10 | 12 | * | * | 0 |
Customer Sell | 29 | 9 | 5 | 0 | 0 | 0 |
Dealer to Dealer | 5 | * | 0 | 0 | 0 | 0 |
<= $1MM | 31 | 11 | * | 0 | 0 | 0 |
<= $10MM | 15 | 6 | 5 | * | 0 | 0 |
> $10MM | 14 | * | 9 | 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-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 | 96.4 | 0.0 | * | 96.5 | * | 103.3 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 63.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 96.8 | 0.0 | * | 97.2 | * | 103.0 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 73.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 94.2 | 0.0 | * | 95.8 | * | 103.3 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 40.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 96.9 | 0.0 | * | 95.9 | * | * | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 47.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 97.6 | 0.0 | * | 97.8 | * | * | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 83.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 97.9 | 0.0 | * | 98.4 | * | * | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 97.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 98.0 | 0.0 | * | 97.2 | * | 103.3 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 83.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 1.9 | 0.0 | * | 1.6 | * | 0.6 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 31.3 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 53,116.3 | 0.0 | * | 18,642.3 | * | 10,353.0 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 13,248.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 23,060.0 | 0.0 | * | 12,223.2 | * | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 6,599.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Sell | 25,400.2 | 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 | 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 | * | 0.0 | * | * | * | * | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 194.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 51,560.0 | 0.0 | * | 17,985.8 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 | 13,054.0 | 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 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 17 | 0 | * | 7 | * | 5 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | 11 | 0 | 0 | 0 | 0 | 0 |
Customer Buy | 7 | 0 | * | 5 | * | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0 |
Customer Sell | 6 | 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 |
<= $1MM | * | 0 | * | * | * | * | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0 |
<= $10MM | 14 | 0 | * | 5 | * | * | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 5 | 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 |
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 | 95.7 | 89.1 | * | 0.0 | 0.0 | 0.0 | 97.7 | 93.7 | 99.0 | 0.0 | 0.0 | 0.0 | 12.3 | 56.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 97.0 | 95.4 | * | 0.0 | 0.0 | 0.0 | 97.1 | 94.5 | 98.9 | 0.0 | 0.0 | 0.0 | 34.2 | 73.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 93.5 | 87.3 | * | 0.0 | 0.0 | 0.0 | 97.3 | 92.7 | 97.1 | 0.0 | 0.0 | 0.0 | 7.5 | 56.1 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 94.2 | 86.9 | * | 0.0 | 0.0 | 0.0 | 97.5 | 92.3 | 99.8 | 0.0 | 0.0 | 0.0 | 5.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 96.4 | 97.8 | * | 0.0 | 0.0 | 0.0 | 98.6 | 96.7 | 101.4 | 0.0 | 0.0 | 0.0 | 13.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 99.8 | 98.0 | * | 0.0 | 0.0 | 0.0 | 99.5 | 98.5 | 101.6 | 0.0 | 0.0 | 0.0 | 36.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 97.7 | 90.7 | * | 0.0 | 0.0 | 0.0 | 98.1 | 94.6 | 100.8 | 0.0 | 0.0 | 0.0 | 14.1 | 56.1 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 3.7 | 7.7 | * | 0.0 | 0.0 | 0.0 | 1.5 | 4.1 | 3.6 | 0.0 | 0.0 | 0.0 | 12.4 | 25.5 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 20,546.1 | 76,236.7 | * | 0.0 | 0.0 | 0.0 | 770.3 | 34,385.5 | 24,800.0 | 0.0 | 0.0 | 0.0 | 536.6 | 14,180.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | 16,384.1 | * | * | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 12,450.0 | 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 | 0.0 |
<= $1MM | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | 770.3 | * | * | 0.0 | 0.0 | 0.0 | 536.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 20,191.6 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 24,700.0 | 0.0 | 0.0 | 0.0 | 0.0 | 14,180.0 | 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 |
NUMBER OF TRADES | 0 | 0 | 0 | 8 | 6 | * | 0 | 0 | 0 | 6 | 6 | 9 | 0 | 0 | 0 | 6 | 5 | 0 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | 7 | * | * | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | * | * | 5 | 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 |
<= $1MM | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | 6 | * | * | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 5 | * | 0 | 0 | 0 | 0 | 0 | * | 8 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |