As of
Download

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: Agency CMBS by Deal Vintage
METRIC AGENCY CMBS (P&I) AGENCY CMBS (IO/PO) AGENCY CMBS (P&I) AGENCY CMBS (IO/PO)
PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025
AVERAGE PRICE 92.5 * 96.7 78.7 98.0 - - *
Weighted Avg. Price 97.6 * 96.4 89.1 99.1 - - *
Avg. Price Bottom 5 Trades 67.4 * 90.6 67.4 92.5 - - *
2nd Quartile Price 95.0 * 97.1 69.5 98.4 - - *
3rd Quartile Price 97.9 * 98.1 75.0 99.6 - - *
4th Quartile Price 99.5 * 99.3 91.7 100.7 - - *
Avg. Price Top 5 Trades 101.4 * 99.8 95.5 101.3 - - *
Standard Deviation 11.3 * 5.0 13.1 6.2 - - *
VOLUME OF TRADES (000'S) 214,699.1 * 45,960.0 20,498.1 148,241.0 - - *
Customer Buy 112,396.0 * 13,859.2 2,363.0 96,173.8 - - *
Customer Sell 47,677.6 - 27,513.2 * * - - -
Dealer to Dealer 54,625.6 - 4,587.6 - * - - -
<= $1MM 13,109.0 - 8,440.3 1,618.0 3,050.7 - - -
<= $10MM 75,325.7 - 27,359.7 * 29,085.9 - - -
> $10MM 126,264.4 * * - * - - *
NUMBER OF TRADES 64 * 31 16 17 - - *
Customer Buy 33 * 10 12 11 - - *
Customer Sell 20 - 14 * * - - -
Dealer to Dealer 11 - 7 - * - - -
<= $1MM 36 - 16 12 8 - - -
<= $10MM 23 - 14 * 5 - - -
> $10MM 5 * * - * - - *

Pricing Table: CMBS Conduit by Deal Vintage
METRIC NON-AGENCY CMBS (P&I) NON-AGENCY CMBS (IO/PO) CONDUIT AAA LCF (P&I) CONDUIT AAA (P&I) CONDUIT AAA (IO/PO) CONDUIT IG (P&I) CONDUIT IG (IO/PO) CONDUIT HY (P&I) CONDUIT HY (IO/PO)
PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025
AVERAGE PRICE 94.7 - 95.4 91.2 105.8 95.8 94.7 104.2 - - - 92.3 * * - - - 76.3 85.2 * - - -
Weighted Avg. Price 95.9 - 97.6 89.5 105.4 97.6 94.8 104.9 - - - 94.0 * * - - - 80.7 84.3 * - - -
Avg. Price Bottom 5 Trades 43.2 - 89.2 85.5 104.8 93.4 91.3 100.7 - - - 89.1 * * - - - 55.7 85.2 * - - -
2nd Quartile Price 91.9 - 93.3 86.2 105.5 94.3 91.7 103.8 - - - 90.6 * * - - - 72.0 * * - - -
3rd Quartile Price 97.0 - 96.4 89.7 106.2 96.3 92.5 104.4 - - - 92.0 * * - - - 86.1 * * - - -
4th Quartile Price 100.2 - 98.0 98.2 107.3 98.6 102.7 105.2 - - - 95.4 * * - - - 89.5 * * - - -
Avg. Price Top 5 Trades 108.5 - 99.0 99.4 106.8 98.5 98.0 107.7 - - - 97.0 * * - - - 90.1 85.2 * - - -
Standard Deviation 11.1 - 3.3 7.0 1.4 2.5 5.0 2.4 - - - 3.7 * * - - - 16.7 1.6 * - - -
VOLUME OF TRADES (000'S) 823,792.9 - 26,151.1 38,957.0 51,454.8 18,215.5 32,090.0 76,334.3 - - - 94,687.0 * * - - - 61,759.0 4,353.9 * - - -
Customer Buy 434,240.8 - 17,118.6 23,747.0 41,954.8 * * 54,206.3 - - - 58,165.0 * * - - - 29,215.1 * * - - -
Customer Sell 348,467.6 - 7,135.0 * * 3,712.4 29,340.0 22,118.0 - - - 35,989.0 * * - - - 32,543.9 * * - - -
Dealer to Dealer 41,084.6 - 1,897.5 - - 119.1 * * - - - * - - - - - - * - - - -
<= $1MM 39,289.9 - 5,213.5 * * 1,325.9 * 3,315.0 - - - 1,424.0 * - - - - * * - - - -
<= $10MM 689,507.0 - 20,937.6 35,657.0 33,630.8 * 31,820.0 73,019.3 - - - 82,891.0 - * - - - 61,633.0 * * - - -
> $10MM 94,996.1 - - - * * - - - - - * - - - - - - - - - - -
NUMBER OF TRADES 313 - 38 15 10 16 10 29 - - - 35 * * - - - 19 6 * - - -
Customer Buy 152 - 19 11 7 * * 15 - - - 17 * * - - - 9 * * - - -
Customer Sell 126 - 7 * * 7 7 13 - - - 17 * * - - - 10 * * - - -
Dealer to Dealer 35 - 12 - - 6 * * - - - * - - - - - - * - - - -
<= $1MM 134 - 33 * * 12 * 7 - - - 16 * - - - - * * - - - -
<= $10MM 172 - 5 11 7 * 7 22 - - - 18 - * - - - 18 * * - - -
> $10MM 7 - - - * * - - - - - * - - - - - - - - - - -

Pricing Table: CMBS Other by Deal Vintage
METRIC OTHER CMBS AAA LCF (P&I) OTHER CMBS AAA (P&I) OTHER CMBS AAA (IO/PO) OTHER CMBS IG (P&I) OTHER CMBS IG (IO/PO) OTHER CMBS HY (P&I) OTHER CMBS HY (IO/PO)
PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025
AVERAGE PRICE - - - * 98.2 100.8 - - - 89.6 93.8 100.3 - - - 81.8 96.9 100.9 - - -
Weighted Avg. Price - - - * 99.0 101.0 - - - 85.6 96.7 99.7 - - - 82.9 97.1 100.6 - - -
Avg. Price Bottom 5 Trades - - - * 96.1 98.1 - - - 89.6 92.3 100.3 - - - 63.0 92.9 98.7 - - -
2nd Quartile Price - - - * 99.0 100.0 - - - * 93.3 * - - - 82.1 95.6 99.8 - - -
3rd Quartile Price - - - * 99.1 100.2 - - - * 96.5 * - - - 93.5 97.7 100.3 - - -
4th Quartile Price - - - * 99.4 102.2 - - - * 97.6 * - - - 96.6 100.0 104.0 - - -
Avg. Price Top 5 Trades - - - * 99.4 104.6 - - - 89.6 96.3 100.3 - - - 97.4 100.0 104.1 - - -
Standard Deviation - - - * 3.5 2.1 - - - 7.5 4.9 2.0 - - - 23.1 4.0 2.2 - - -
VOLUME OF TRADES (000'S) - - - * 77,888.0 70,657.3 - - - 4,042.9 11,928.2 11,290.0 - - - 62,256.8 79,526.9 66,090.0 - - -
Customer Buy - - - * 27,383.4 41,209.4 - - - * * * - - - 22,412.9 38,068.3 29,390.0 - - -
Customer Sell - - - * * 27,587.9 - - - * * * - - - 37,527.9 41,458.5 36,700.0 - - -
Dealer to Dealer - - - - * * - - - - * - - - - * - - - - -
<= $1MM - - - * * 10,860.5 - - - * 687.0 * - - - 2,259.0 - 4,100.0 - - -
<= $10MM - - - * 52,172.7 59,796.8 - - - * * * - - - 39,997.8 79,526.9 48,990.0 - - -
> $10MM - - - - * - - - - - - - - - - * - * - - -
NUMBER OF TRADES - - - * 14 36 - - - 5 8 5 - - - 21 17 19 - - -
Customer Buy - - - * 7 17 - - - * * * - - - 11 9 10 - - -
Customer Sell - - - * * 16 - - - * * * - - - 8 8 9 - - -
Dealer to Dealer - - - - * * - - - - * - - - - * - - - - -
<= $1MM - - - * * 23 - - - * 5 * - - - 6 - 5 - - -
<= $10MM - - - * 8 13 - - - * * * - - - 14 17 13 - - -
> $10MM - - - - * - - - - - - - - - - * - * - - -

* Indicates trade count is less than 5
† Includes Unrated Securities
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].
Home | Company | Products & Services | Careers | Contact Us
Terms & Conditions, Privacy Policy and Trademarks | 3rd Party Disclaimers and Attribution | Registered Investment Advisor Notice
Build 8.8.27.20250619   © 2025 Intercontinental Exchange, Inc. All Rights Reserved.