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FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/ABS Daily CMBS Weekly CMBS CBO/CDO/CLO
Pricing Table: CBO/CDO/CLO
METRIC CBO/CDO/CLO CBO/CDO/CLO AAA NON-AAA IG NON-INVESTMENT GRADE
PRE-2023 2023-2026 PRE-2023 2023-2026 PRE-2023 2023-2026 PRE-2023 2023-2026
AVERAGE PRICE 97.8 97.8 99.7 99.9 100.0 98.8 100.7 87.4 97.4
Weighted Avg. Price 99.3 99.3 99.9 99.9 100.0 99.2 99.7 90.3 99.2
Avg. Price Bottom 5 Trades 30.5 57.2 94.8 99.7 99.5 94.3 99.2 57.2 94.8
2nd Quartile Price 99.7 99.7 99.9 99.9 100.0 98.8 100.0 91.6 95.7
3rd Quartile Price 100.0 99.9 100.0 100.0 100.0 99.8 100.2 97.4 98.6
4th Quartile Price 100.1 100.0 100.2 100.0 100.1 100.1 102.1 99.1 100.1
Avg. Price Top 5 Trades 103.2 100.1 103.2 100.1 100.4 100.1 103.2 99.7 100.1
Standard Deviation 10.3 9.8 1.7 0.1 0.2 2.3 2.1 23.0 2.4
VOLUME OF TRADES (000'S) 2,175,537.2 1,427,368.4 736,337.2 1,229,343.4 617,972.0 126,104.0 14,890.2 71,921.0 103,475.0
Customer Buy 1,075,134.6 710,297.0 360,806.2 589,597.0 298,805.0 82,300.0 13,576.2 38,400.0 48,425.0
Customer Sell 1,090,402.6 715,071.4 367,531.0 639,746.4 315,167.0 43,804.0 1,314.0 31,521.0 51,050.0
Dealer to Dealer 10,000.0 * * - * - - * *
<= $1MM 23,590.1 9,246.1 12,844.0 7,492.1 6,741.0 1,254.0 5,103.0 * *
<= $10MM 612,473.6 443,319.8 158,822.2 262,048.8 117,160.0 109,850.0 * 71,421.0 31,875.0
> $10MM 1,539,473.5 974,802.5 564,671.0 959,802.5 494,071.0 * - - *
NUMBER OF TRADES 235 141 89 89 57 31 17 21 15
Customer Buy 121 73 46 46 28 17 12 10 6
Customer Sell 109 67 39 43 27 14 5 10 7
Dealer to Dealer 5 * * - * - - * *
<= $1MM 44 20 22 14 8 5 13 * *
<= $10MM 132 85 44 40 28 25 * 20 12
> $10MM 59 36 23 35 21 * - - *

* Indicates trade count is less than 5
Data updated with current day's trades at approximately 8PM New York time
Effective June 1st, 2015 ABS List or Fixed Offering Price and Takedown Transactions (as defined in FINRA Rule 6710), as well as CMO transactions in securities newly added to the system on the report day will be excluded from inclusion in the FINRA-ICE Data daily Securitized Product Report and Pricing Tables. Previously created reports will not be adjusted for the change.

Effective January 10th, 2026 the “Structured Trading Activity Report”, “CBO/CDO/CLO” row and the “CBO/CDO/CLO” Pricing Table was revised for the As Of Dates of December 1, 2025 through December 12, 2025. This was due to an issue where trades were not being classified into the CBO/CDO/CLO NON-AAA IG bucket when those reports were first published.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].