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 92.9 6.6 97.8 79.8 98.2 * 7.0 *
Weighted Avg. Price 93.2 6.2 97.7 73.6 98.4 * 7.1 *
Avg. Price Bottom 5 Trades 69.2 3.3 93.9 69.2 95.3 * 5.1 *
2nd Quartile Price 90.8 6.2 97.4 73.1 98.5 * 6.7 *
3rd Quartile Price 97.5 7.1 98.6 85.1 99.0 * 7.1 *
4th Quartile Price 99.1 8.0 99.6 87.0 99.8 * 8.3 *
Avg. Price Top 5 Trades 100.0 8.7 99.7 89.4 99.9 * 8.7 *
Standard Deviation 9.8 2.1 2.2 9.5 2.7 * 1.6 *
VOLUME OF TRADES (000'S) 115,541.4 331,374.9 17,288.5 23,513.8 74,739.0 * 272,993.2 *
Customer Buy 44,482.5 139,688.2 4,325.0 17,689.5 22,468.0 - 90,480.2 *
Customer Sell 31,179.6 191,686.7 10,294.7 * * * 182,513.0 -
Dealer to Dealer 39,879.2 - 2,668.8 * 31,438.0 - - -
<= $1MM 12,803.5 * 7,660.3 1,792.3 3,351.0 - * -
<= $10MM 46,851.0 81,745.0 * 8,784.7 28,438.0 * 72,571.3 -
> $10MM * 249,016.5 - * * - 199,808.5 *
NUMBER OF TRADES 64 25 29 18 17 * 23 *
Customer Buy 35 10 17 11 7 - 9 *
Customer Sell 14 15 7 * * * 14 -
Dealer to Dealer 15 - 5 * 6 - - -
<= $1MM 46 * 25 11 10 - * -
<= $10MM 15 16 * 6 5 * 15 -
> $10MM * 7 - * * - 6 *

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 90.1 6.9 98.9 * * 98.1 * 103.0 3.1 4.1 * 89.0 - * - * - 57.2 * * - - *
Weighted Avg. Price 86.5 4.6 98.6 * * 96.9 * 104.3 3.0 3.7 * 88.0 - * - * - 36.5 * * - - *
Avg. Price Bottom 5 Trades 6.1 2.7 98.7 * * 96.1 * 102.0 3.1 4.1 * 85.2 - * - * - 14.9 * * - - *
2nd Quartile Price 92.3 3.7 98.9 * * 98.2 * 102.4 * * * 90.0 - * - * - 22.3 * * - - *
3rd Quartile Price 98.6 4.4 99.0 * * 98.5 * 102.8 * * * 93.7 - * - * - 70.5 * * - - *
4th Quartile Price 100.0 5.6 99.4 * * 98.8 * 105.3 * * * 98.5 - * - * - 91.5 * * - - *
Avg. Price Top 5 Trades 105.1 13.7 99.1 * * 99.3 * 104.1 3.1 4.1 * 94.1 - * - * - 93.2 * * - - *
Standard Deviation 22.7 9.9 0.6 * * 1.5 * 1.5 1.2 1.1 * 9.4 - * - * - 35.5 * * - - *
VOLUME OF TRADES (000'S) 490,631.0 185,539.8 10,581.1 * * 14,337.0 * 22,730.0 47,941.3 41,476.9 * 21,686.0 - * - * - 59,712.4 * * - - *
Customer Buy 233,943.4 * * * * 6,502.4 * 12,415.0 - - - * - * - - - 18,994.4 * * - - -
Customer Sell 237,609.1 181,904.8 * - - 7,834.6 - * 47,941.3 41,476.9 * * - - - * - 27,211.0 * - - - *
Dealer to Dealer 19,078.5 - * - - - - * - - - - - - - - - 13,507.0 * - - - -
<= $1MM 41,184.9 - 934.7 * * 7,618.2 * 3,100.0 - - - * - - - - - 2,267.4 * - - - -
<= $10MM 350,986.1 71,102.2 * * * * * * * * * * - * - * - 35,815.0 - * - - -
> $10MM 98,460.0 * - - - - - - * * - - - - - - - * - - - - *
NUMBER OF TRADES 185 15 9 * * 21 * 10 5 5 * 7 - * - * - 20 * * - - *
Customer Buy 88 * * * * 5 * 5 - - - * - * - - - 6 * * - - -
Customer Sell 76 13 * - - 16 - * 5 5 * * - - - * - 8 * - - - *
Dealer to Dealer 21 - * - - - - * - - - - - - - - - 6 * - - - -
<= $1MM 94 - 8 * * 18 * 6 - - - * - - - - - 10 * - - - -
<= $10MM 84 11 * * * * * * * * * * - * - * - 8 - * - - -
> $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 * - - 97.1 95.4 100.5 - - - 89.3 95.7 99.7 - - - 52.6 96.4 98.0 - - -
Weighted Avg. Price * - - 96.6 98.1 100.5 - - - 92.4 95.3 100.5 - - - 50.1 96.0 93.3 - - -
Avg. Price Bottom 5 Trades * - - 96.1 93.0 99.1 - - - 89.3 94.4 97.6 - - - 35.3 95.8 96.8 - - -
2nd Quartile Price * - - 96.9 98.0 99.8 - - - * 96.5 98.0 - - - 36.5 97.9 100.5 - - -
3rd Quartile Price * - - 98.8 99.0 100.0 - - - * 96.6 100.3 - - - 77.8 99.1 104.3 - - -
4th Quartile Price * - - 100.0 99.2 101.8 - - - * 98.9 103.0 - - - 79.5 99.4 104.3 - - -
Avg. Price Top 5 Trades * - - 98.3 99.1 103.2 - - - 89.3 97.4 101.7 - - - 72.9 97.4 99.8 - - -
Standard Deviation * - - 2.4 6.5 1.3 - - - 11.4 2.8 2.3 - - - 32.0 3.8 7.0 - - -
VOLUME OF TRADES (000'S) * - - 12,289.1 34,555.6 130,114.9 - - - 24,691.3 11,044.2 37,740.4 - - - 36,525.1 5,001.6 37,380.0 - - -
Customer Buy * - - 7,858.1 * 63,222.5 - - - * 6,944.2 27,040.4 - - - 18,390.1 * * - - -
Customer Sell * - - * * 64,554.9 - - - * * * - - - * * * - - -
Dealer to Dealer - - - - - 2,337.5 - - - - * - - - - - - - - - -
<= $1MM * - - * * 7,554.0 - - - * 3,445.3 3,673.4 - - - * * * - - -
<= $10MM - - - 12,074.1 * 92,560.9 - - - * * 34,067.0 - - - 35,635.0 * * - - -
> $10MM - - - - * * - - - - - - - - - - - * - - -
NUMBER OF TRADES * - - 7 8 40 - - - 5 9 11 - - - 8 6 6 - - -
Customer Buy * - - 5 * 15 - - - * 5 8 - - - 5 * * - - -
Customer Sell * - - * * 19 - - - * * * - - - * * * - - -
Dealer to Dealer - - - - - 6 - - - - * - - - - - - - - - -
<= $1MM * - - * * 17 - - - * 5 6 - - - * * * - - -
<= $10MM - - - 6 * 21 - - - * * 5 - - - 7 * * - - -
> $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 8.7.7.20250312   © 2025 Intercontinental Exchange, Inc. All Rights Reserved.