Market Analysis & Data

LSTA/Thomson Reuters Mark-to-Market Pricing
Daily Price Alerts
A list of the most volatile loans priced by LSTA/Thomson Reuters Mark-to-Market Pricing (MTM).  The end-of-day list is grouped into Par, Near Par, and Distressed categories. View
Weekly Price Alerts
Four lists - Biggest Winners, Biggest Losers, Most Volatile, and Newest Deals - identifying loans with significant weekly price volatility from the MTM dataset of loans quoted by 3 or more individual broker/dealers.  The prices are as of the last business day of each week, and the lists are posted the following Tuesday. View
Monthly MTM Pricing File
A file containing all MTM loan prices quoted by 3 or more individual broker/dealers at month-end. View
Quarterly MTM Pricing File
A file containing all MTM loan prices quoted by 5 or more individual broker/dealers at quarter-end. View

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About LSTA/LPC MarK-To-Market Pricing

The LSTA has been providing the market with dealer-quote based mark-to-market pricing since 1995.  Reuters Loan Pricing Corporation, under license from the LSTA, facilitates the daily mark-to-market process between bank loan dealers and investors.  Since its launch in 1999, LSTA/Thomson Reuters Mark-to-Market Pricing (MTM) has facilitated the much needed liquidity and transparency in the surging secondary loan market by providing players with high quality composite prices.  MTM prices are audited against actual trade prices on a quarterly basis through the LSTA’s Trade Data Study.

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