Tuesday, September 22, 2020
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CMBS Pricing Matrix

New Issue Prices(CMBS v2.0/3.0)



CMBS 2.0 Spreads

Sources: Banc of America Merrill Lynch; Barclays Capital; Citigroup; Credit Suisse; Deutsche Bank; JPMorgan Securities; Morgan Stanley and Wells Fargo Securities.

Note: The spreads, over interest-rate swaps, reflected in the CMBS Pricing Matrix are compiled from a weekly survey of major investment banks that make markets in CMBS. The New Issue Spreads table lists median spreads for bonds that were issued since 2010.

Reporting banks were quoting five-year swaps at a median of 6 bp more than Treasurys, while 10-year swaps were quoted at a spread of 1bp less than Treasurys.

FREDDIE MAC K-SERIES SPREADS

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Subscribers may request a spreadsheet with historic median spread levels for new-issue (v2.0 and 3.0) CMBS,legancy CMBS, or Freddie mac CMBS)

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