Market Analysis & Data

LSTA
Secondary Market Monthly
A performance overview of the secondary loan market, covering the cause and effect of topical issues facing secondary loan market participants. View
Quarterly Secondary Trade Data Study
The Study measures the accuracy of LSTA Thomson Reuters Mark-to-Market (MTM) indicative secondary prices against actual transaction prices, and provides official LSTA secondary trade volume figures and market liquidity statistics.  The trade data is collected from the largest and most influential buy- and sell-side member institutions of the LSTA. View
Quarterly Secondary Settlement Data Study
The Study examines par and distressed settlement times within the secondary market through a series of statistical measurements.  These quantitative measures include the percentage of settlement occuring within the LSTA guidelines.  The settlement data is collected from the largest and most influential buy- and sell side member institutions of the LSTA. View
Annual Secondary Trade Volume and Liquidity
The presentation contains historical secondary supply and demand figures, as well as excerpts from the most recent LSTA Trade Data Study, including historical secondary trading volume, depth, and breadth. View
LSTA Weekly Newsletter
A two-page commentary providing a high-level review of key happenings in the loan market during the week. View
Monthly Secondary Market Performance Charts
A series of four charts measuring secondary price performance and volatility within the  LSTA market dataset of U.S. term loans with 3 or more broker/dealer quotes priced by the LSTA/Thomson Reuters Mark-to-Market Pricing Service. View

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ABOUT LSTA MARKET ANALYSIS & DATA

To further promote a transparent and liquid trading market, the LSTA provides quantitative and qualitative proprietary statistical studies and analytical deliverables covering key topics confronting industry participants, including secondary market performance, trade volume, liquidity, settlement, and MTM accuracy.