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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 96.6 94.4 99.0 100.0 100.1 100.1 100.2 78.6 95.9
Weighted Avg. Price 98.1 97.4 98.9 100.0 100.1 100.1 100.2 83.8 90.9
Avg. Price Bottom 5 Trades 7.9 7.9 72.3 98.6 99.8 98.6 98.7 7.9 72.3
2nd Quartile Price 100.0 99.6 100.0 100.1 100.0 100.1 100.1 78.9 94.2
3rd Quartile Price 100.1 100.1 100.2 100.1 100.1 100.3 100.3 93.5 100.3
4th Quartile Price 100.3 100.3 100.4 100.2 100.2 100.4 100.4 100.0 101.2
Avg. Price Top 5 Trades 102.9 100.8 102.9 100.3 100.4 100.7 101.1 100.7 102.9
Standard Deviation 15.0 20.2 5.5 0.5 0.1 0.6 0.7 34.8 10.0
VOLUME OF TRADES (000'S) 2,052,949.3 1,008,924.1 1,016,569.3 582,808.4 698,614.3 260,645.0 181,235.0 165,470.7 136,720.0
Customer Buy 1,049,512.4 494,895.7 540,866.7 317,741.7 411,128.7 108,885.0 66,300.0 68,269.0 63,438.0
Customer Sell 885,771.1 462,862.5 409,202.7 226,466.7 249,985.7 140,210.0 86,435.0 96,185.8 72,782.0
Dealer to Dealer 117,665.8 51,165.8 66,500.0 * 37,500.0 * 28,500.0 * *
<= $1MM 65,000.9 32,191.0 31,204.0 14,401.0 9,040.0 13,700.0 6,925.0 4,090.0 15,239.0
<= $10MM 1,052,291.9 545,419.6 492,622.3 219,094.0 207,144.3 176,945.0 174,310.0 149,380.7 111,168.0
> $10MM 935,656.4 431,313.4 492,743.0 349,313.4 482,430.0 * - * *
NUMBER OF TRADES 413 207 196 82 83 70 60 55 53
Customer Buy 202 100 95 39 47 33 22 28 26
Customer Sell 190 99 88 39 30 34 32 26 26
Dealer to Dealer 21 8 13 * 6 * 6 * *
<= $1MM 96 47 46 24 17 16 9 7 20
<= $10MM 265 139 120 42 37 50 51 47 32
> $10MM 52 21 30 16 29 * - * *

* 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.

Effective April 25th, 2026, the “Structured Trading Activity Report” and “Daily CMBS Pricing Tables” were revised for the as-of dates of February 23, 2026, through February 26, 2026. This revision was due to an issue with incorrect factors that primarily impacted the “OTHER CMBS HY (P&I)” bucket.

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