Weekly CMBS data from 04/08/2024 to 04/12/2024
METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||||||||||
PRE-2019 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | PRE-2019 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | |
AVERAGE PRICE | 95.2 | 93.1 | 85.8 | 87.9 | 87.9 | 95.1 | 99.2 | 1.6 | 20.9 | 6.1 | 6.9 | 16.5 | * | 17.0 |
Weighted Avg. Price | 92.6 | 92.6 | 82.3 | 93.1 | 88.1 | 95.9 | 99.8 | 1.8 | 4.8 | 6.1 | 4.9 | 12.8 | * | 9.0 |
Avg. Price Bottom 5 Trades | 68.1 | 85.0 | 78.7 | 73.1 | 79.0 | 81.3 | 89.6 | 0.4 | 0.4 | 6.1 | 1.9 | 10.7 | * | 12.0 |
2nd Quartile Price | 94.4 | 89.6 | 83.1 | 82.5 | 82.9 | 94.5 | 98.2 | 1.0 | 0.4 | * | 3.1 | 17.8 | * | 8.9 |
3rd Quartile Price | 95.9 | 94.3 | 86.3 | 87.6 | 90.5 | 96.0 | 100.6 | 1.3 | 20.2 | * | 6.9 | 18.4 | * | 29.5 |
4th Quartile Price | 98.0 | 95.6 | 88.2 | 99.0 | 94.5 | 99.6 | 101.6 | 2.2 | 62.4 | * | 14.2 | 25.7 | * | 29.7 |
Avg. Price Top 5 Trades | 100.3 | 99.8 | 92.2 | 99.9 | 96.0 | 101.0 | 102.1 | 3.5 | 54.0 | 6.1 | 13.3 | 22.3 | * | 21.3 |
Standard Deviation | 5.9 | 4.6 | 4.6 | 9.5 | 6.3 | 6.5 | 3.7 | 1.0 | 28.1 | 0.2 | 6.5 | 7.9 | * | 11.8 |
VOLUME OF TRADES (000'S) | 641,206.6 | 113,680.3 | 167,757.1 | 110,176.3 | 456,701.4 | 394,996.3 | 933,096.4 | 495,778.6 | 6,088,047.3 | 46,126.0 | 575,092.5 | 304,867.7 | * | 536,668.4 |
Customer Buy | 213,740.3 | 78,865.1 | 97,583.4 | 61,465.7 | 136,458.8 | 190,703.7 | 414,776.3 | 130,702.4 | 3,044,023.7 | * | 253,742.4 | * | * | * |
Customer Sell | 248,828.5 | 8,611.7 | 63,503.0 | 27,790.4 | 317,977.6 | 112,068.7 | 417,058.0 | 300,247.7 | 3,044,023.7 | * | 321,350.0 | 110,691.8 | * | * |
Dealer to Dealer | 178,637.7 | 26,203.5 | 6,670.8 | 20,920.2 | 2,265.0 | 92,223.9 | 101,262.1 | 64,828.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
<= $1MM | 18,302.6 | 4,520.2 | 1,702.8 | 2,313.2 | 8,374.0 | 3,263.8 | 8,200.0 | 6,736.8 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 |
<= $10MM | 161,425.4 | 69,224.5 | 35,054.4 | 38,227.8 | 79,675.8 | 93,184.4 | 113,667.8 | * | 0.0 | * | * | 0.0 | 0.0 | * |
> $10MM | 461,478.6 | * | * | 69,635.3 | 368,651.6 | 298,548.0 | 811,228.6 | 479,173.6 | 6,088,047.3 | * | 571,892.5 | 304,867.7 | * | * |
NUMBER OF TRADES | 183 | 38 | 32 | 32 | 34 | 47 | 61 | 40 | 14 | 5 | 14 | 10 | * | 7 |
Customer Buy | 64 | 16 | 11 | 14 | 16 | 21 | 34 | 14 | 7 | * | 7 | * | * | * |
Customer Sell | 82 | 12 | 14 | 11 | 13 | 13 | 15 | 19 | 7 | * | 7 | 6 | * | * |
Dealer to Dealer | 37 | 10 | 7 | 7 | 5 | 13 | 12 | 7 | 0 | 0 | 0 | 0 | 0 | * |
<= $1MM | 110 | 17 | 17 | 16 | 15 | 12 | 9 | 25 | 0 | 0 | 0 | 0 | * | 0 |
<= $10MM | 54 | 19 | 12 | 11 | 12 | 19 | 23 | * | 0 | * | * | 0 | 0 | * |
> $10MM | 19 | * | * | 5 | 7 | 16 | 29 | 13 | 14 | * | 13 | 10 | * | * |
METRIC | CONDUIT AAA LCF (P&I) | ||||||
PRE-2019 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | |
AVERAGE PRICE | 96.6 | 90.4 | 83.8 | 83.2 | 92.7 | 105.6 | * |
Weighted Avg. Price | 98.0 | 90.5 | 84.3 | 82.9 | 97.1 | 109.3 | * |
Avg. Price Bottom 5 Trades | 91.8 | 90.4 | 81.6 | 82.6 | 87.5 | 101.4 | * |
2nd Quartile Price | 95.2 | * | 81.9 | 83.1 | 88.1 | 102.7 | * |
3rd Quartile Price | 97.1 | * | 86.2 | 83.4 | 91.2 | 105.9 | * |
4th Quartile Price | 98.2 | * | 86.3 | 83.9 | 96.1 | 110.4 | * |
Avg. Price Top 5 Trades | 99.2 | 90.4 | 86.0 | 83.7 | 98.6 | 110.2 | * |
Standard Deviation | 2.0 | 2.4 | 2.7 | 0.6 | 6.0 | 3.7 | * |
VOLUME OF TRADES (000'S) | 637,156.1 | 44,271.4 | 38,060.4 | 113,959.8 | 52,682.0 | 100,744.2 | * |
Customer Buy | 267,283.3 | * | * | 58,755.0 | 14,982.0 | 46,720.0 | * |
Customer Sell | 360,697.9 | * | 17,833.2 | 55,204.8 | 37,700.0 | 54,024.2 | * |
Dealer to Dealer | 9,175.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 15,511.1 | * | * | 2,639.8 | 2,377.0 | 3,246.2 | * |
<= $10MM | 177,576.7 | 0.0 | * | * | * | 22,915.0 | * |
> $10MM | 444,068.3 | * | * | * | * | * | 0.0 |
NUMBER OF TRADES | 118 | 5 | 10 | 11 | 12 | 18 | * |
Customer Buy | 37 | * | * | 5 | 6 | 12 | * |
Customer Sell | 72 | * | 5 | 6 | 6 | 6 | * |
Dealer to Dealer | 9 | 0 | * | 0 | 0 | 0 | 0 |
<= $1MM | 46 | * | * | 6 | 6 | 10 | * |
<= $10MM | 52 | 0 | * | * | * | 5 | * |
> $10MM | 20 | * | * | * | * | * | 0 |
METRIC | 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 | |
AVERAGE PRICE | 95.6 | 91.1 | 102.7 | * | * | * | 80.9 | 69.6 | 97.0 | * | 5.7 | * | 71.1 | 61.9 | * | * | 6.3 | 0.0 |
Weighted Avg. Price | 95.4 | 90.3 | 103.4 | * | * | * | 78.9 | 71.9 | 97.7 | * | 5.8 | * | 63.1 | 56.5 | * | * | 6.0 | 0.0 |
Avg. Price Bottom 5 Trades | 90.1 | 81.7 | 97.0 | * | * | * | 60.7 | 52.8 | 81.3 | * | 4.5 | * | 37.9 | 40.9 | * | * | 6.0 | 0.0 |
2nd Quartile Price | 94.2 | 87.6 | 101.4 | * | * | * | 72.5 | 60.0 | 98.7 | * | 6.0 | * | 64.0 | 51.5 | * | * | 6.0 | 0.0 |
3rd Quartile Price | 96.2 | 93.5 | 103.0 | * | * | * | 84.0 | 72.5 | 100.8 | * | 6.6 | * | 79.0 | 63.0 | * | * | 7.8 | 0.0 |
4th Quartile Price | 97.4 | 95.4 | 104.5 | * | * | * | 90.5 | 78.5 | 101.6 | * | 7.1 | * | 85.8 | 87.4 | * | * | 7.8 | 0.0 |
Avg. Price Top 5 Trades | 99.0 | 98.4 | 107.8 | * | * | * | 95.1 | 81.9 | 103.9 | * | 6.8 | * | 91.1 | 77.4 | * | * | 6.6 | 0.0 |
Standard Deviation | 2.5 | 5.6 | 2.7 | * | * | * | 11.0 | 10.5 | 10.4 | * | 1.5 | * | 18.2 | 20.7 | * | * | 1.2 | 0.0 |
VOLUME OF TRADES (000'S) | 216,836.5 | 86,291.7 | 365,178.5 | * | * | * | 193,394.3 | 99,580.3 | 38,513.2 | * | 127,210.3 | * | 111,515.6 | 45,100.9 | * | * | 76,815.0 | 0.0 |
Customer Buy | 94,238.8 | 40,067.1 | 142,847.4 | * | * | 0.0 | 83,600.2 | 59,222.3 | 19,169.2 | 0.0 | 70,762.3 | * | 42,440.0 | 20,553.5 | * | 0.0 | * | 0.0 |
Customer Sell | 122,547.1 | 46,224.6 | 222,331.1 | * | * | * | 91,635.1 | 36,673.0 | 19,294.0 | * | * | * | 57,455.6 | 24,547.4 | 0.0 | * | * | 0.0 |
Dealer to Dealer | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 18,159.0 | 3,685.0 | * | 0.0 | 0.0 | 0.0 | 11,620.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 15,525.3 | 9,433.5 | 7,212.4 | 0.0 | 0.0 | 0.0 | 4,148.0 | 5,943.0 | 5,160.0 | 0.0 | 0.0 | 0.0 | 4,003.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 111,749.1 | 25,608.2 | 180,730.7 | 0.0 | 0.0 | 0.0 | 189,246.3 | 93,637.3 | 33,353.2 | 0.0 | * | 0.0 | 72,118.6 | 44,900.9 | * | 0.0 | * | 0.0 |
> $10MM | 89,562.0 | * | 177,235.4 | * | * | * | 0.0 | 0.0 | 0.0 | * | 112,896.0 | * | * | 0.0 | 0.0 | * | * | 0.0 |
NUMBER OF TRADES | 92 | 52 | 77 | * | * | * | 68 | 45 | 24 | * | 10 | * | 38 | 14 | * | * | 6 | 0 |
Customer Buy | 35 | 19 | 39 | * | * | 0 | 36 | 23 | 13 | 0 | 6 | * | 13 | 8 | * | 0 | * | 0 |
Customer Sell | 55 | 33 | 38 | * | * | * | 24 | 14 | 9 | * | * | * | 20 | 6 | 0 | * | * | 0 |
Dealer to Dealer | * | 0 | 0 | 0 | 0 | 0 | 8 | 8 | * | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0 |
<= $1MM | 49 | 41 | 29 | 0 | 0 | 0 | 20 | 20 | 17 | 0 | 0 | 0 | 15 | * | 0 | 0 | 0 | 0 |
<= $10MM | 36 | 9 | 37 | 0 | 0 | 0 | 48 | 25 | 7 | 0 | * | 0 | 20 | 12 | * | 0 | * | 0 |
> $10MM | 7 | * | 11 | * | * | * | 0 | 0 | 0 | * | 8 | * | * | 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 | 93.3 | 94.8 | 100.3 | 0.0 | 0.0 | 0.0 | 87.0 | 93.4 | 97.7 | 0.0 | * | 0.0 | 65.7 | 90.5 | 95.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 94.5 | 95.2 | 100.3 | 0.0 | 0.0 | 0.0 | 90.4 | 92.3 | 98.4 | 0.0 | * | 0.0 | 73.3 | 87.4 | 93.2 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 80.1 | 79.7 | 96.4 | 0.0 | 0.0 | 0.0 | 64.8 | 74.6 | 85.1 | 0.0 | * | 0.0 | 11.6 | 51.5 | 72.9 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 92.0 | 92.2 | 99.6 | 0.0 | 0.0 | 0.0 | 82.1 | 90.7 | 95.8 | 0.0 | * | 0.0 | 46.5 | 90.2 | 97.5 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 94.2 | 96.2 | 100.3 | 0.0 | 0.0 | 0.0 | 90.1 | 94.4 | 99.1 | 0.0 | * | 0.0 | 77.0 | 94.6 | 99.5 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 99.3 | 99.5 | 101.6 | 0.0 | 0.0 | 0.0 | 96.3 | 99.1 | 100.2 | 0.0 | * | 0.0 | 94.8 | 98.8 | 100.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 100.0 | 100.0 | 104.0 | 0.0 | 0.0 | 0.0 | 100.0 | 100.0 | 102.3 | 0.0 | * | 0.0 | 99.7 | 99.9 | 102.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 6.6 | 5.4 | 2.1 | 0.0 | 0.0 | 0.0 | 11.2 | 6.4 | 4.2 | 0.0 | * | 0.0 | 33.2 | 13.1 | 11.6 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 157,532.5 | 264,277.4 | 178,847.4 | 0.0 | 0.0 | 0.0 | 206,565.7 | 232,600.7 | 295,272.1 | 0.0 | * | 0.0 | 234,160.1 | 334,023.4 | 91,004.6 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | 79,685.1 | 101,765.2 | 102,765.7 | 0.0 | 0.0 | 0.0 | 95,031.8 | 110,751.5 | 152,045.4 | 0.0 | * | 0.0 | 122,901.4 | 171,492.2 | 55,572.8 | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | 77,652.3 | 155,512.2 | 76,081.7 | 0.0 | 0.0 | 0.0 | 101,533.9 | 110,888.2 | 118,026.7 | 0.0 | * | 0.0 | 111,258.7 | 151,039.0 | 35,431.8 | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 | * | 10,961.0 | 25,200.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 0.0 | 0.0 | 0.0 | 5,611.6 | 28,326.2 | 11,691.3 | 0.0 | 0.0 | 0.0 | 6,400.0 | 17,251.6 | 10,208.5 | 0.0 | 0.0 | 0.0 | 12,409.1 | 9,358.0 | 7,236.6 | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 62,839.2 | 169,631.2 | 111,983.1 | 0.0 | 0.0 | 0.0 | 173,301.7 | 215,349.1 | 254,003.5 | 0.0 | 0.0 | 0.0 | 167,751.0 | 230,811.4 | 83,768.0 | 0.0 | 0.0 | 0.0 |
> $10MM | 0.0 | 0.0 | 0.0 | * | 66,320.0 | * | 0.0 | 0.0 | 0.0 | * | 0.0 | * | 0.0 | * | 0.0 | * | 93,854.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 38 | 121 | 63 | 0 | 0 | 0 | 59 | 101 | 84 | 0 | * | 0 | 63 | 76 | 31 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | 18 | 54 | 32 | 0 | 0 | 0 | 28 | 50 | 47 | 0 | * | 0 | 37 | 39 | 20 | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | 19 | 65 | 31 | 0 | 0 | 0 | 28 | 45 | 31 | 0 | * | 0 | 26 | 33 | 11 | 0 | 0 | 0 |
Dealer to Dealer | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | * | 6 | 6 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 |
<= $1MM | 0 | 0 | 0 | 18 | 71 | 32 | 0 | 0 | 0 | 12 | 39 | 27 | 0 | 0 | 0 | 21 | 19 | 11 | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 16 | 45 | 27 | 0 | 0 | 0 | 45 | 62 | 55 | 0 | 0 | 0 | 38 | 50 | 20 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | * | 5 | * | 0 | 0 | 0 | * | 0 | * | 0 | * | 0 | * | 7 | 0 | 0 | 0 | 0 |