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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 96.4 97.7 99.9 100.0 99.5 99.6 89.4 89.1
Weighted Avg. Price 96.3 94.0 98.8 100.0 99.9 99.7 99.9 82.6 90.7
Avg. Price Bottom 5 Trades 55.2 75.7 76.3 99.8 99.6 97.8 98.0 75.7 76.4
2nd Quartile Price 98.4 95.9 99.2 99.9 99.9 99.7 99.5 88.8 94.0
3rd Quartile Price 99.9 99.9 100.0 100.0 100.1 100.0 100.1 90.5 97.0
4th Quartile Price 100.1 100.0 100.1 100.1 100.1 100.1 100.2 95.9 98.3
Avg. Price Top 5 Trades 100.2 100.1 100.2 100.1 100.2 100.1 100.2 99.0 98.2
Standard Deviation 10.0 6.8 8.3 0.1 0.2 1.2 1.3 8.4 16.3
VOLUME OF TRADES (000'S) 785,131.8 365,843.1 415,038.7 160,433.1 276,888.7 81,460.0 88,750.0 123,950.0 49,400.0
Customer Buy 408,107.5 210,139.1 195,968.5 102,899.1 135,343.5 44,240.0 37,925.0 63,000.0 22,700.0
Customer Sell 362,799.3 152,429.1 208,120.2 57,534.1 141,545.2 37,220.0 39,875.0 57,675.0 26,700.0
Dealer to Dealer 14,225.0 * * - - - * * -
<= $1MM 25,338.7 12,005.0 13,333.7 5,400.0 8,133.7 4,180.0 2,950.0 * *
<= $10MM 531,025.0 238,970.0 287,805.0 81,165.0 175,455.0 77,280.0 65,200.0 80,525.0 47,150.0
> $10MM 228,768.1 114,868.1 113,900.0 * 93,300.0 - * * -
NUMBER OF TRADES 175 81 92 29 47 26 27 26 18
Customer Buy 97 48 48 17 26 17 13 14 9
Customer Sell 73 32 40 12 21 9 10 11 9
Dealer to Dealer 5 * * - - - * * -
<= $1MM 43 20 23 11 14 6 6 * *
<= $10MM 119 55 62 14 28 20 19 21 15
> $10MM 13 6 7 * 5 - * * -

* 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].