METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 95.8 | 82.2 | 92.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.6 | 95.2 | 97.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 88.7 | 58.0 | 56.6 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 95.2 | 67.6 | 91.1 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 96.3 | 91.0 | 98.6 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 98.0 | 97.1 | 100.1 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.1 | 99.6 | 100.6 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 3.3 | 16.9 | 14.4 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 56,233.5 | 48,428.5 | 710,006.9 | 0.0 | 0.0 | 0.0 |
Customer Buy | 30,198.0 | 15,095.7 | 343,595.4 | 0.0 | 0.0 | 0.0 |
Customer Sell | 14,893.3 | 17,093.1 | 206,868.9 | 0.0 | 0.0 | 0.0 |
Dealer to Dealer | 11,142.2 | 16,239.7 | 159,542.6 | 0.0 | 0.0 | 0.0 |
<= $1MM | 10,798.9 | 3,890.4 | 2,992.8 | 0.0 | 0.0 | 0.0 |
<= $10MM | 23,434.6 | * | 52,856.8 | 0.0 | 0.0 | 0.0 |
> $10MM | * | * | 654,157.2 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 44 | 24 | 44 | 0 | 0 | 0 |
Customer Buy | 21 | 5 | 22 | 0 | 0 | 0 |
Customer Sell | 13 | 8 | 10 | 0 | 0 | 0 |
Dealer to Dealer | 10 | 11 | 12 | 0 | 0 | 0 |
<= $1MM | 33 | 18 | 12 | 0 | 0 | 0 |
<= $10MM | 9 | * | 14 | 0 | 0 | 0 |
> $10MM | * | * | 18 | 0 | 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 | 95.2 | 88.9 | 102.0 | 97.4 | 89.9 | 102.0 | 0.0 | 0.0 | 0.0 | * | * | 81.4 | 0.0 | 0.0 | 0.0 | 44.4 | * | 0.0 | 0.0 | 0.0 | * |
Weighted Avg. Price | 95.4 | 85.1 | 102.3 | 96.9 | 88.9 | 101.3 | 0.0 | 0.0 | 0.0 | * | * | 83.3 | 0.0 | 0.0 | 0.0 | 42.9 | * | 0.0 | 0.0 | 0.0 | * |
Avg. Price Bottom 5 Trades | 91.8 | 85.9 | 102.0 | 94.6 | 88.2 | 101.2 | 0.0 | 0.0 | 0.0 | * | * | 79.3 | 0.0 | 0.0 | 0.0 | 41.8 | * | 0.0 | 0.0 | 0.0 | * |
2nd Quartile Price | 94.0 | 87.5 | * | 96.8 | 88.1 | 101.2 | 0.0 | 0.0 | 0.0 | * | * | 78.5 | 0.0 | 0.0 | 0.0 | 48.8 | * | 0.0 | 0.0 | 0.0 | * |
3rd Quartile Price | 95.1 | 90.0 | * | 97.9 | 89.3 | 103.1 | 0.0 | 0.0 | 0.0 | * | * | 84.1 | 0.0 | 0.0 | 0.0 | 49.3 | * | 0.0 | 0.0 | 0.0 | * |
4th Quartile Price | 97.7 | 91.8 | * | 98.6 | 92.9 | 103.3 | 0.0 | 0.0 | 0.0 | * | * | 84.8 | 0.0 | 0.0 | 0.0 | 51.5 | * | 0.0 | 0.0 | 0.0 | * |
Avg. Price Top 5 Trades | 98.2 | 91.7 | 102.0 | 99.0 | 91.8 | 102.7 | 0.0 | 0.0 | 0.0 | * | * | 83.4 | 0.0 | 0.0 | 0.0 | 50.1 | * | 0.0 | 0.0 | 0.0 | * |
Standard Deviation | 2.3 | 3.2 | 0.7 | 1.4 | 2.7 | 1.5 | 0.0 | 0.0 | 0.0 | * | * | 3.5 | 0.0 | 0.0 | 0.0 | 10.6 | * | 0.0 | 0.0 | 0.0 | * |
VOLUME OF TRADES (000'S) | 57,638.0 | 5,660.0 | 46,040.0 | 90,364.9 | 25,487.6 | 50,102.7 | 0.0 | 0.0 | 0.0 | * | * | 30,322.0 | 0.0 | 0.0 | 0.0 | 22,142.0 | * | 0.0 | 0.0 | 0.0 | * |
Customer Buy | 44,728.0 | * | * | 63,026.5 | 10,987.6 | 22,356.9 | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | * |
Customer Sell | 12,815.0 | 2,165.0 | * | 27,028.4 | * | * | 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 | 0.0 | 0.0 |
<= $1MM | 5,087.0 | 1,660.0 | * | 5,024.0 | 2,392.8 | 2,531.9 | 0.0 | 0.0 | 0.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 40,478.0 | * | 0.0 | 61,595.2 | 23,094.8 | * | 0.0 | 0.0 | 0.0 | * | * | 28,322.0 | 0.0 | 0.0 | 0.0 | 20,892.0 | 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 | * |
NUMBER OF TRADES | 31 | 12 | 6 | 39 | 11 | 9 | 0 | 0 | 0 | * | * | 8 | 0 | 0 | 0 | 8 | * | 0 | 0 | 0 | * |
Customer Buy | 18 | * | * | 28 | 8 | 7 | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | * | * | 0 | 0 | 0 | * |
Customer Sell | 10 | 5 | * | 9 | * | * | 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 |
<= $1MM | 15 | 10 | * | 20 | 5 | 5 | 0 | 0 | 0 | * | 0 | * | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 |
<= $10MM | 15 | * | 0 | 17 | 6 | * | 0 | 0 | 0 | * | * | 6 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0 |
> $10MM | * | 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 | 92.7 | 92.8 | 98.9 | 0.0 | 0.0 | 0.0 | * | 97.1 | 99.0 | 0.0 | 0.0 | 0.0 | 28.3 | 90.8 | 87.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 92.7 | 93.2 | 99.4 | 0.0 | 0.0 | 0.0 | * | 98.9 | 99.8 | 0.0 | 0.0 | 0.0 | 59.8 | 92.2 | 103.4 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 92.7 | 87.6 | 94.0 | 0.0 | 0.0 | 0.0 | * | 97.1 | 94.2 | 0.0 | 0.0 | 0.0 | 28.3 | 84.5 | 79.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | 92.0 | 97.9 | 0.0 | 0.0 | 0.0 | * | * | 99.3 | 0.0 | 0.0 | 0.0 | * | 97.3 | 98.8 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | 94.1 | 99.7 | 0.0 | 0.0 | 0.0 | * | * | 99.5 | 0.0 | 0.0 | 0.0 | * | 98.2 | 99.0 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | 98.3 | 100.8 | 0.0 | 0.0 | 0.0 | * | * | 101.9 | 0.0 | 0.0 | 0.0 | * | 99.0 | 100.6 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 92.7 | 98.6 | 102.9 | 0.0 | 0.0 | 0.0 | * | 97.1 | 102.1 | 0.0 | 0.0 | 0.0 | 28.3 | 98.3 | 101.1 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 3.5 | 6.5 | 4.1 | 0.0 | 0.0 | 0.0 | * | 4.9 | 4.1 | 0.0 | 0.0 | 0.0 | 37.2 | 14.7 | 35.6 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 13,500.0 | 82,883.6 | 136,791.7 | 0.0 | 0.0 | 0.0 | * | 10,134.6 | 82,427.0 | 0.0 | 0.0 | 0.0 | 24,048.7 | 55,993.7 | 43,565.0 | * | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | * | 50,369.6 | 41,039.1 | 0.0 | 0.0 | 0.0 | 0.0 | * | 41,613.5 | 0.0 | 0.0 | 0.0 | 11,882.9 | 32,447.4 | 15,725.0 | * | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | 32,514.0 | 95,752.5 | 0.0 | 0.0 | 0.0 | * | * | 40,813.5 | 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 | 0.0 | 0.0 |
<= $1MM | 0.0 | 0.0 | 0.0 | 0.0 | * | 2,671.5 | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | 2,118.7 | * | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 13,500.0 | 45,897.1 | 55,502.1 | 0.0 | 0.0 | 0.0 | * | * | 81,282.0 | 0.0 | 0.0 | 0.0 | * | 26,715.8 | * | * | 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 | 0.0 | 0.0 | 0.0 | 0.0 | * | * | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 5 | 13 | 23 | 0 | 0 | 0 | * | 5 | 16 | 0 | 0 | 0 | 10 | 9 | 8 | * | 0 | 0 |
Customer Buy | 0 | 0 | 0 | * | 8 | 10 | 0 | 0 | 0 | 0 | * | 9 | 0 | 0 | 0 | 7 | 5 | 5 | * | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | 5 | 13 | 0 | 0 | 0 | * | * | 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 |
<= $1MM | 0 | 0 | 0 | 0 | * | 5 | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | 7 | * | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 5 | 9 | 14 | 0 | 0 | 0 | * | * | 13 | 0 | 0 | 0 | * | 5 | * | * | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | * | * | 0 | 0 | 0 |