METRIC | AGENCY CMBS (P&I) | AGENCY CMBS (IO/PO) | ||||
PRE-2019 | 2019-2021 | 2022-2024 | PRE-2019 | 2019-2021 | 2022-2024 | |
AVERAGE PRICE | 96.3 | 94.2 | 92.1 | 0.0 | 5.8 | 2.7 |
Weighted Avg. Price | 91.9 | 99.6 | 92.4 | 0.0 | 5.1 | 2.6 |
Avg. Price Bottom 5 Trades | 84.0 | 88.7 | 78.0 | 0.0 | 3.7 | 2.3 |
2nd Quartile Price | 97.7 | 90.7 | 85.6 | 0.0 | 4.3 | 2.3 |
3rd Quartile Price | 98.1 | 97.7 | 96.4 | 0.0 | 4.8 | 2.8 |
4th Quartile Price | 99.2 | 99.8 | 100.1 | 0.0 | 7.0 | 3.6 |
Avg. Price Top 5 Trades | 99.7 | 99.3 | 102.3 | 0.0 | 7.6 | 3.0 |
Standard Deviation | 5.4 | 5.6 | 9.7 | 0.0 | 3.9 | 0.6 |
VOLUME OF TRADES (000'S) | 72,839.6 | 41,496.9 | 153,510.1 | 0.0 | 271,402.8 | 710,449.8 |
Customer Buy | 29,227.1 | * | 110,160.6 | 0.0 | 230,086.8 | * |
Customer Sell | 25,078.6 | 25.3 | * | 0.0 | * | 271,027.3 |
Dealer to Dealer | 18,534.0 | * | 32,849.5 | 0.0 | 0.0 | * |
<= $1MM | 6,573.2 | 561.7 | 6,650.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 44,756.4 | * | 90,982.2 | 0.0 | * | * |
> $10MM | * | * | * | 0.0 | 253,918.2 | 703,652.4 |
NUMBER OF TRADES | 34 | 11 | 32 | 0 | 9 | 10 |
Customer Buy | 12 | * | 21 | 0 | 6 | * |
Customer Sell | 13 | 5 | * | 0 | * | 5 |
Dealer to Dealer | 9 | * | 8 | 0 | 0 | * |
<= $1MM | 20 | 7 | 11 | 0 | 0 | 0 |
<= $10MM | 12 | * | 17 | 0 | * | * |
> $10MM | * | * | * | 0 | 6 | 9 |
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 | 96.7 | * | 103.6 | 96.7 | * | 103.0 | 0.0 | * | * | 90.2 | * | * | 0.0 | 0.0 | * | 72.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 97.5 | * | 103.8 | 98.8 | * | 100.3 | 0.0 | * | * | 87.0 | * | * | 0.0 | 0.0 | * | 84.5 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 93.8 | * | 99.7 | 94.9 | * | 100.7 | 0.0 | * | * | 84.8 | * | * | 0.0 | 0.0 | * | 50.3 | 0.0 | * | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 95.9 | * | 101.9 | 95.5 | * | 103.9 | 0.0 | * | * | 85.8 | * | * | 0.0 | 0.0 | * | 72.5 | 0.0 | * | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 98.0 | * | 106.6 | 96.5 | * | 105.2 | 0.0 | * | * | 90.6 | * | * | 0.0 | 0.0 | * | 81.5 | 0.0 | * | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 98.9 | * | 106.7 | 98.8 | * | 109.3 | 0.0 | * | * | 95.8 | * | * | 0.0 | 0.0 | * | 93.8 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 99.0 | * | 107.1 | 98.7 | * | 106.1 | 0.0 | * | * | 95.9 | * | * | 0.0 | 0.0 | * | 92.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Standard Deviation | 3.1 | * | 3.6 | 1.9 | * | 6.8 | 0.0 | * | * | 5.0 | * | * | 0.0 | 0.0 | * | 26.1 | 0.0 | * | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 16,477.6 | * | 42,565.0 | 18,652.8 | * | 10,823.0 | 0.0 | * | * | 35,989.0 | * | * | 0.0 | 0.0 | * | 40,542.4 | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Buy | * | * | 27,165.0 | 11,993.8 | * | 10,742.0 | 0.0 | 0.0 | * | 17,662.0 | * | * | 0.0 | 0.0 | * | * | 0.0 | * | 0.0 | 0.0 | 0.0 |
Customer Sell | * | * | 12,400.0 | * | 0.0 | * | 0.0 | 0.0 | 0.0 | 18,327.0 | * | * | 0.0 | 0.0 | * | 27,948.4 | 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 | 1,037.6 | * | * | 1,497.1 | * | * | 0.0 | 0.0 | 0.0 | 4,885.0 | * | * | 0.0 | 0.0 | 0.0 | 1,104.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | * | 0.0 | 40,165.0 | * | * | * | 0.0 | 0.0 | * | 31,104.0 | * | * | 0.0 | 0.0 | * | 24,000.0 | 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 | 12 | * | 14 | 12 | * | 7 | 0 | * | * | 15 | * | * | 0 | 0 | * | 13 | 0 | * | 0 | 0 | 0 |
Customer Buy | * | * | 6 | 5 | * | 6 | 0 | 0 | * | 7 | * | * | 0 | 0 | * | * | 0 | * | 0 | 0 | 0 |
Customer Sell | * | * | 6 | * | 0 | * | 0 | 0 | 0 | 8 | * | * | 0 | 0 | * | 6 | 0 | * | 0 | 0 | 0 |
Dealer to Dealer | * | 0 | * | * | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 |
<= $1MM | 8 | * | * | 9 | * | * | 0 | 0 | 0 | 7 | * | * | 0 | 0 | 0 | 6 | 0 | * | 0 | 0 | 0 |
<= $10MM | * | 0 | 11 | * | * | * | 0 | 0 | * | 8 | * | * | 0 | 0 | * | 6 | 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 | * | 92.2 | 99.0 | 0.0 | 0.0 | 0.0 | * | 96.5 | 98.6 | 0.0 | 0.0 | 0.0 | 80.7 | * | 100.6 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | 94.7 | 99.7 | 0.0 | 0.0 | 0.0 | * | 97.7 | 95.2 | 0.0 | 0.0 | 0.0 | 87.5 | * | 100.8 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | 87.9 | 96.0 | 0.0 | 0.0 | 0.0 | * | 94.3 | 94.6 | 0.0 | 0.0 | 0.0 | 62.3 | * | 100.4 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | 89.8 | 99.6 | 0.0 | 0.0 | 0.0 | * | 95.4 | 99.5 | 0.0 | 0.0 | 0.0 | 91.3 | * | 100.8 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | 95.6 | 100.1 | 0.0 | 0.0 | 0.0 | * | 98.6 | 99.9 | 0.0 | 0.0 | 0.0 | 99.0 | * | 101.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | 99.2 | 100.4 | 0.0 | 0.0 | 0.0 | * | 99.0 | 101.1 | 0.0 | 0.0 | 0.0 | 99.2 | * | 101.2 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | * | 96.2 | 100.5 | 0.0 | 0.0 | 0.0 | * | 98.8 | 101.3 | 0.0 | 0.0 | 0.0 | 94.5 | * | 101.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | 5.4 | 2.1 | 0.0 | 0.0 | 0.0 | * | 2.9 | 3.4 | 0.0 | 0.0 | 0.0 | 30.0 | * | 0.7 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | 14,431.1 | 61,907.5 | 0.0 | 0.0 | 0.0 | * | 16,301.0 | 74,316.0 | 0.0 | 0.0 | 0.0 | 68,200.0 | * | 29,175.0 | 0.0 | 0.0 | 0.0 |
Customer Buy | 0.0 | 0.0 | 0.0 | * | 4,690.2 | 48,227.5 | 0.0 | 0.0 | 0.0 | * | 9,165.3 | 47,526.0 | 0.0 | 0.0 | 0.0 | 35,600.0 | * | * | 0.0 | 0.0 | 0.0 |
Customer Sell | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 | 0.0 | 7,135.6 | * | 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 |
<= $1MM | 0.0 | 0.0 | 0.0 | 0.0 | 1,261.1 | 5,489.2 | 0.0 | 0.0 | 0.0 | 0.0 | * | 4,050.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | * | * | 34,013.3 | 0.0 | 0.0 | 0.0 | * | 15,431.9 | 24,696.0 | 0.0 | 0.0 | 0.0 | 48,200.0 | * | 29,000.0 | 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 | * | 9 | 18 | 0 | 0 | 0 | * | 10 | 15 | 0 | 0 | 0 | 10 | * | 7 | 0 | 0 | 0 |
Customer Buy | 0 | 0 | 0 | * | 6 | 15 | 0 | 0 | 0 | * | 5 | 12 | 0 | 0 | 0 | 6 | * | * | 0 | 0 | 0 |
Customer Sell | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 | 0 | 5 | * | 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 |
<= $1MM | 0 | 0 | 0 | 0 | 5 | 10 | 0 | 0 | 0 | 0 | * | 5 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | * | * | 7 | 0 | 0 | 0 | * | 6 | 8 | 0 | 0 | 0 | 9 | * | 6 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | * | 0 | 0 | 0 | 0 | 0 |