Weekly CMBS data from 09/30/2024 to 10/04/2024
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 | 96.4 | 96.5 | 89.8 | 84.7 | 81.2 | 97.8 | 98.1 | 8.1 | * | 5.5 | * | 2.1 | * | 2.7 |
Weighted Avg. Price | 97.2 | 96.5 | 93.2 | 88.0 | 83.3 | 95.4 | 97.8 | 4.8 | * | 5.0 | * | 2.1 | * | 2.2 |
Avg. Price Bottom 5 Trades | 76.1 | 88.8 | 79.6 | 71.7 | 59.6 | 82.7 | 86.3 | 0.3 | * | 3.4 | * | 2.1 | * | 2.3 |
2nd Quartile Price | 96.9 | 95.5 | 86.2 | 75.9 | 74.2 | 96.4 | 96.1 | 0.3 | * | 4.3 | * | * | * | 2.6 |
3rd Quartile Price | 98.4 | 97.7 | 89.9 | 87.3 | 84.7 | 102.2 | 100.2 | 1.4 | * | 4.8 | * | * | * | 3.2 |
4th Quartile Price | 99.1 | 98.9 | 91.5 | 93.8 | 89.5 | 103.1 | 101.9 | 1.6 | * | 7.0 | * | * | * | 3.6 |
Avg. Price Top 5 Trades | 100.9 | 100.3 | 100.6 | 97.4 | 93.9 | 104.7 | 105.5 | 25.1 | * | 7.6 | * | 2.1 | * | 3.2 |
Standard Deviation | 5.2 | 3.7 | 6.5 | 10.3 | 10.5 | 7.9 | 5.9 | 21.9 | * | 4.1 | * | 0.2 | * | 1.0 |
VOLUME OF TRADES (000'S) | 706,729.1 | 113,903.5 | 260,874.5 | 18,437.7 | 234,474.4 | 77,167.4 | 373,885.1 | 3,263,271.3 | * | 223,191.2 | * | 526,963.2 | * | 634,581.2 |
Customer Buy | 326,229.7 | 71,007.1 | 181,383.3 | 16,886.5 | 105,598.6 | 50,293.3 | 212,067.1 | 1,629,896.6 | * | 141,036.0 | * | * | * | * |
Customer Sell | 328,749.0 | 32,173.0 | 53,002.8 | * | 33,413.7 | 18,928.0 | * | 1,633,374.6 | * | * | * | * | * | * |
Dealer to Dealer | 51,750.4 | 10,723.5 | 26,488.4 | * | 95,462.2 | * | 92,761.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * |
<= $1MM | 35,390.5 | 7,465.8 | 3,186.6 | 4,207.0 | 10,296.5 | 7,849.0 | 13,029.3 | * | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 253,526.5 | 64,721.4 | 53,211.2 | 14,230.7 | 90,048.2 | 54,318.4 | 110,076.0 | * | * | * | * | 0.0 | * | 0.0 |
> $10MM | 417,812.1 | * | 204,476.7 | 0.0 | 134,129.7 | * | 250,779.9 | 3,256,000.2 | * | 212,596.5 | * | 526,963.2 | * | 634,581.2 |
NUMBER OF TRADES | 212 | 39 | 44 | 20 | 49 | 29 | 57 | 20 | * | 9 | * | 5 | * | 7 |
Customer Buy | 91 | 20 | 16 | 14 | 24 | 15 | 38 | 9 | * | 5 | * | * | * | * |
Customer Sell | 82 | 11 | 18 | * | 7 | 13 | * | 11 | * | * | * | * | * | * |
Dealer to Dealer | 39 | 8 | 10 | * | 18 | * | 15 | 0 | 0 | 0 | 0 | 0 | 0 | * |
<= $1MM | 114 | 19 | 25 | 14 | 17 | 19 | 20 | * | 0 | 0 | 0 | 0 | 0 | 0 |
<= $10MM | 80 | 17 | 14 | 6 | 27 | 9 | 25 | * | * | * | * | 0 | * | 0 |
> $10MM | 18 | * | 5 | 0 | 5 | * | 12 | 16 | * | 7 | * | 5 | * | 7 |
METRIC | CONDUIT AAA LCF (P&I) | ||||||
PRE-2019 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | |
AVERAGE PRICE | 98.0 | 93.5 | * | 86.7 | 97.1 | 107.7 | 106.9 |
Weighted Avg. Price | 98.2 | 94.4 | * | 86.8 | 96.7 | 107.5 | 108.0 |
Avg. Price Bottom 5 Trades | 92.9 | 91.1 | * | 86.2 | 91.8 | 103.5 | 105.1 |
2nd Quartile Price | 97.4 | 91.8 | * | 86.4 | 93.6 | 106.4 | 105.7 |
3rd Quartile Price | 98.7 | 93.8 | * | 86.8 | 99.0 | 107.6 | 108.1 |
4th Quartile Price | 99.0 | 98.0 | * | 87.5 | 99.8 | 109.1 | 108.7 |
Avg. Price Top 5 Trades | 99.7 | 95.9 | * | 87.2 | 101.3 | 112.6 | 108.6 |
Standard Deviation | 1.6 | 2.8 | * | 0.7 | 4.4 | 3.2 | 1.9 |
VOLUME OF TRADES (000'S) | 212,275.8 | 46,662.1 | * | 52,223.0 | 55,799.9 | 84,188.0 | 62,334.0 |
Customer Buy | 96,012.6 | 44,652.1 | * | * | 25,829.0 | 30,995.0 | 50,824.0 |
Customer Sell | 104,217.5 | * | * | * | 29,670.9 | 49,133.0 | * |
Dealer to Dealer | 12,045.7 | 0.0 | 0.0 | * | * | * | 0.0 |
<= $1MM | 27,885.9 | * | * | * | 3,420.0 | 2,580.0 | 1,685.0 |
<= $10MM | 159,675.8 | 14,212.1 | * | 40,328.0 | 52,379.9 | 81,608.0 | * |
> $10MM | * | * | 0.0 | * | 0.0 | 0.0 | * |
NUMBER OF TRADES | 106 | 11 | * | 10 | 17 | 28 | 11 |
Customer Buy | 44 | 9 | * | * | 8 | 11 | 9 |
Customer Sell | 46 | * | * | * | 7 | 13 | * |
Dealer to Dealer | 16 | 0 | 0 | * | * | * | 0 |
<= $1MM | 64 | * | * | * | 7 | 6 | 6 |
<= $10MM | 40 | 6 | * | 7 | 10 | 22 | * |
> $10MM | * | * | 0 | * | 0 | 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 | 97.9 | 89.6 | 104.9 | 1.0 | * | 101.6 | 90.2 | 78.1 | 94.4 | * | 0.0 | 87.6 | 77.6 | 47.6 | * | 0.0 | 5.4 | 78.6 |
Weighted Avg. Price | 97.7 | 90.1 | 105.1 | 1.6 | * | 101.7 | 90.3 | 74.7 | 95.8 | * | 0.0 | 69.4 | 79.9 | 47.7 | * | 0.0 | 5.3 | 37.8 |
Avg. Price Bottom 5 Trades | 94.9 | 81.7 | 95.3 | 0.0 | * | 101.4 | 63.2 | 51.5 | 79.6 | * | 0.0 | 84.5 | 18.3 | 47.6 | * | 0.0 | 5.4 | 30.2 |
2nd Quartile Price | 97.0 | 86.5 | 103.9 | 0.1 | * | 101.9 | 88.3 | 71.8 | 83.8 | * | 0.0 | 102.0 | 79.5 | * | * | 0.0 | * | 99.9 |
3rd Quartile Price | 98.3 | 90.1 | 105.4 | 0.3 | * | 102.6 | 93.2 | 82.0 | 102.4 | * | 0.0 | 102.8 | 84.3 | * | * | 0.0 | * | 102.9 |
4th Quartile Price | 98.9 | 94.1 | 107.1 | 2.3 | * | 102.9 | 95.8 | 88.5 | 103.8 | * | 0.0 | 103.1 | 91.1 | * | * | 0.0 | * | 102.9 |
Avg. Price Top 5 Trades | 99.4 | 96.6 | 111.1 | 2.6 | * | 102.0 | 99.0 | 91.7 | 104.8 | * | 0.0 | 102.5 | 95.7 | 47.6 | * | 0.0 | 5.4 | 102.9 |
Standard Deviation | 1.3 | 4.8 | 4.3 | 1.1 | * | 1.2 | 9.1 | 12.8 | 11.1 | * | 0.0 | 36.5 | 22.7 | 2.5 | * | 0.0 | 0.5 | 42.5 |
VOLUME OF TRADES (000'S) | 207,621.0 | 166,772.1 | 217,222.3 | 830,398.9 | * | 22,307.0 | 236,377.1 | 89,815.4 | 58,634.0 | * | 0.0 | 16,671.0 | 159,301.4 | 14,600.0 | * | 0.0 | 145,974.0 | 156,874.0 |
Customer Buy | 119,547.5 | 87,002.3 | 140,138.7 | 332,347.1 | * | * | 112,983.3 | 27,742.4 | 28,480.0 | * | 0.0 | * | 72,103.0 | * | * | 0.0 | * | 85,158.0 |
Customer Sell | 83,992.0 | 76,093.8 | 77,083.6 | 498,051.9 | 0.0 | * | 112,835.5 | 58,374.1 | 30,154.0 | * | 0.0 | * | 84,979.4 | * | * | 0.0 | * | 71,716.0 |
Dealer to Dealer | 4,081.5 | 3,676.0 | 0.0 | 0.0 | * | 0.0 | 10,558.4 | * | 0.0 | 0.0 | 0.0 | 0.0 | 2,219.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
<= $1MM | 18,407.9 | 10,126.3 | 8,017.9 | 0.0 | 0.0 | * | 19,090.5 | 3,577.0 | 2,748.0 | 0.0 | 0.0 | * | 3,319.0 | 0.0 | * | 0.0 | 0.0 | 3,320.0 |
<= $10MM | 108,542.9 | 105,737.0 | 145,225.4 | 45,796.2 | * | * | 205,338.7 | 86,238.4 | 55,886.0 | * | 0.0 | 16,626.0 | 120,304.0 | 14,600.0 | * | 0.0 | 0.0 | 47,638.0 |
> $10MM | 80,670.2 | * | * | 784,602.7 | * | 0.0 | * | 0.0 | 0.0 | * | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | 145,974.0 | 105,916.0 |
NUMBER OF TRADES | 86 | 49 | 54 | 20 | * | 6 | 89 | 40 | 20 | * | 0 | 6 | 53 | 5 | * | 0 | 8 | 24 |
Customer Buy | 52 | 22 | 35 | 8 | * | * | 38 | 20 | 9 | * | 0 | * | 24 | * | * | 0 | * | 15 |
Customer Sell | 26 | 20 | 19 | 12 | 0 | * | 40 | 18 | 11 | * | 0 | * | 24 | * | * | 0 | * | 9 |
Dealer to Dealer | 8 | 7 | 0 | 0 | * | 0 | 11 | * | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0 |
<= $1MM | 54 | 19 | 20 | 0 | 0 | * | 36 | 14 | 6 | 0 | 0 | * | 20 | 0 | * | 0 | 0 | 5 |
<= $10MM | 26 | 26 | 30 | 11 | * | * | 52 | 26 | 14 | * | 0 | 5 | 31 | 5 | * | 0 | 0 | 13 |
> $10MM | 6 | * | * | 9 | * | 0 | * | 0 | 0 | * | 0 | 0 | * | 0 | 0 | 0 | 8 | 6 |
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 | 97.5 | 95.7 | 99.9 | 0.0 | 0.0 | 0.0 | 91.0 | 94.2 | 99.7 | 0.0 | 0.0 | 0.0 | 79.9 | 86.4 | 99.9 | * | 0.0 | 0.0 |
Weighted Avg. Price | * | 0.0 | 0.0 | 96.8 | 96.3 | 100.1 | 0.0 | 0.0 | 0.0 | 89.6 | 93.7 | 97.7 | 0.0 | 0.0 | 0.0 | 84.7 | 90.3 | 100.3 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | * | 0.0 | 0.0 | 95.7 | 85.6 | 94.9 | 0.0 | 0.0 | 0.0 | 79.3 | 70.1 | 91.7 | 0.0 | 0.0 | 0.0 | 43.3 | 29.0 | 91.4 | * | 0.0 | 0.0 |
2nd Quartile Price | * | 0.0 | 0.0 | 96.3 | 92.9 | 99.8 | 0.0 | 0.0 | 0.0 | 87.0 | 94.0 | 99.4 | 0.0 | 0.0 | 0.0 | 75.5 | 81.9 | 99.8 | * | 0.0 | 0.0 |
3rd Quartile Price | * | 0.0 | 0.0 | 98.2 | 96.9 | 100.1 | 0.0 | 0.0 | 0.0 | 94.5 | 95.6 | 100.0 | 0.0 | 0.0 | 0.0 | 91.5 | 94.5 | 100.1 | * | 0.0 | 0.0 |
4th Quartile Price | * | 0.0 | 0.0 | 98.5 | 99.3 | 100.4 | 0.0 | 0.0 | 0.0 | 95.6 | 99.1 | 101.5 | 0.0 | 0.0 | 0.0 | 96.5 | 98.9 | 100.4 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | * | 0.0 | 0.0 | 99.4 | 99.9 | 104.6 | 0.0 | 0.0 | 0.0 | 97.9 | 99.9 | 103.8 | 0.0 | 0.0 | 0.0 | 98.5 | 99.6 | 107.0 | * | 0.0 | 0.0 |
Standard Deviation | * | 0.0 | 0.0 | 1.6 | 4.2 | 1.7 | 0.0 | 0.0 | 0.0 | 6.8 | 7.7 | 3.1 | 0.0 | 0.0 | 0.0 | 21.6 | 20.4 | 3.5 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | * | 0.0 | 0.0 | 54,755.3 | 299,819.2 | 334,391.4 | 0.0 | 0.0 | 0.0 | 108,826.5 | 219,965.5 | 148,582.6 | 0.0 | 0.0 | 0.0 | 164,448.3 | 485,277.0 | 228,762.8 | * | 0.0 | 0.0 |
Customer Buy | * | 0.0 | 0.0 | 31,565.2 | 132,847.2 | 192,558.9 | 0.0 | 0.0 | 0.0 | 54,788.8 | 104,950.6 | 84,579.7 | 0.0 | 0.0 | 0.0 | 80,154.1 | 197,850.5 | 92,080.8 | * | 0.0 | 0.0 |
Customer Sell | * | 0.0 | 0.0 | 22,690.2 | 123,236.6 | 92,352.5 | 0.0 | 0.0 | 0.0 | 45,137.7 | 102,455.0 | 55,002.9 | 0.0 | 0.0 | 0.0 | 74,274.1 | 210,544.5 | 121,682.0 | * | 0.0 | 0.0 |
Dealer to Dealer | 0.0 | 0.0 | 0.0 | * | 43,735.5 | 49,480.0 | 0.0 | 0.0 | 0.0 | * | 12,560.0 | * | 0.0 | 0.0 | 0.0 | * | * | * | 0.0 | 0.0 | 0.0 |
<= $1MM | * | 0.0 | 0.0 | 4,819.9 | 24,693.6 | 36,317.5 | 0.0 | 0.0 | 0.0 | 4,175.0 | 13,390.1 | 11,786.6 | 0.0 | 0.0 | 0.0 | 3,480.3 | 9,420.0 | 11,295.0 | 0.0 | 0.0 | 0.0 |
<= $10MM | 0.0 | 0.0 | 0.0 | 37,279.9 | 243,844.9 | 160,941.4 | 0.0 | 0.0 | 0.0 | 104,651.5 | 206,575.4 | 91,226.0 | 0.0 | 0.0 | 0.0 | 105,798.0 | 124,901.0 | 187,337.8 | 0.0 | 0.0 | 0.0 |
> $10MM | 0.0 | 0.0 | 0.0 | * | * | 137,132.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 | 0.0 | * | 350,956.0 | * | * | 0.0 | 0.0 |
NUMBER OF TRADES | * | 0 | 0 | 20 | 114 | 130 | 0 | 0 | 0 | 41 | 89 | 63 | 0 | 0 | 0 | 30 | 60 | 68 | * | 0 | 0 |
Customer Buy | * | 0 | 0 | 12 | 50 | 67 | 0 | 0 | 0 | 21 | 40 | 36 | 0 | 0 | 0 | 14 | 29 | 29 | * | 0 | 0 |
Customer Sell | * | 0 | 0 | 6 | 52 | 51 | 0 | 0 | 0 | 18 | 41 | 25 | 0 | 0 | 0 | 14 | 28 | 37 | * | 0 | 0 |
Dealer to Dealer | 0 | 0 | 0 | * | 12 | 12 | 0 | 0 | 0 | * | 8 | * | 0 | 0 | 0 | * | * | * | 0 | 0 | 0 |
<= $1MM | * | 0 | 0 | 10 | 53 | 79 | 0 | 0 | 0 | 9 | 28 | 32 | 0 | 0 | 0 | 7 | 15 | 19 | 0 | 0 | 0 |
<= $10MM | 0 | 0 | 0 | 9 | 59 | 42 | 0 | 0 | 0 | 32 | 61 | 29 | 0 | 0 | 0 | 20 | 31 | 47 | 0 | 0 | 0 |
> $10MM | 0 | 0 | 0 | * | * | 9 | 0 | 0 | 0 | 0 | 0 | * | 0 | 0 | 0 | * | 14 | * | * | 0 | 0 |