US09660QAY08 · Mtge · USD

Bmo_24-5c3 C 6.86% 2057/02

Bmo_24-5c3 CUnited StatesCMBSSenior Unsecured
MID PRICE
100.61
par = 100
YIELD TO MAT.
6.88%
semi-annual
COUPON
6.860%
semi-annual · fixed
MATURITY
2057-02-15
bullet · 30.79y
OUTSTANDING
not disclosed
AS OF
2026-05-01
Fund disclosure

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Risk analytics

SEMI-ANNUAL · BULLET · PAR 100
Modified duration
12.55 y
1bp ↑ ≈ -0.125% P&L
Convexity
258.54
higher = more curvature
Years to maturity
30.79 y
YTM source
Ingested
Fund disclosure
Market signals · funds disclosing this bond
SignalCategoryExposureLast moveWeightAs of
iShares Core U.S. Aggregate Bond
iShares
US Aggregate$691K▼ $4K0.00%2026-05-01
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Price history

Sherpa Signal

AS OF 2026-05-01

Institutional footprint · signal-level holdings

0/ 100
Interpretation. Thin coverage — below signal threshold
HOLDERS
1
unchanged in 7d
AGGREGATE EXPOSURE
$691K
USD across all
TOP CONCENTRATION
100.0%
largest holder
FLOW
▼ $7K
unchanged in 7d

Sherpa Signal is derived from a panel of tracked institutional portfolios. Names of individual holders are not disclosed.

100K PAR NOTIONAL · MARKET VALUE
100,606 USD
PRICE
100.61

RFQ routing · coming soon

Security details

VIA OPENFIGI
Canonical
BMO 2024-5C3 C
FIGI
BBG01L536405
CUSIP
09660QAY0
ISIN
US09660QAY08
Type
Mtge
Issued
2024-02-01
Face value
100 USD
Ticker
BMO 2024-5C3 C
Sec. type
CMBS
Seniority
Senior Unsecured