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 Pass-Thru (Specified) - Single Family 15Y
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 94.9 97.7 99.3 100.3 101.1 100.8 -
Weighted Avg. Price 94.1 97.7 99.4 100.9 102.1 102.8 -
Avg. Price Bottom 5 Trades 82.4 97.4 98.3 98.4 99.7 99.9 -
2nd Quartile Price 95.4 97.5 99.3 100.0 101.1 99.3 -
3rd Quartile Price 95.4 97.7 99.4 100.8 102.0 101.9 -
4th Quartile Price 95.4 97.8 99.6 100.9 102.0 103.2 -
Avg. Price Top 5 Trades 98.7 98.3 99.9 101.2 102.0 102.4 -
Standard Deviation 2.7 0.5 0.5 1.0 1.2 1.8 -
     VOLUME OF TRADES (000'S) 134,124.2 85,660.5 265,405.6 93,425.6 24,135.4 195.9 -
     NUMBER OF TRADES 282 24 47 41 22 14 -
FNMA
AVERAGE PRICE * - - * - - -
Weighted Avg. Price * - - * - - -
Avg. Price Bottom 5 Trades * - - * - - -
2nd Quartile Price * - - * - - -
3rd Quartile Price * - - * - - -
4th Quartile Price * - - * - - -
Avg. Price Top 5 Trades * - - * - - -
Standard Deviation * - - * - - -
     VOLUME OF TRADES (000'S) * - - * - - -
     NUMBER OF TRADES * - - * - - -
FHLMC
AVERAGE PRICE 89.5 - - - * - -
Weighted Avg. Price 95.2 - - - * - -
Avg. Price Bottom 5 Trades 87.5 - - - * - -
2nd Quartile Price 87.0 - - - * - -
3rd Quartile Price 91.0 - - - * - -
4th Quartile Price 92.8 - - - * - -
Avg. Price Top 5 Trades 93.4 - - - * - -
Standard Deviation 5.0 - - - * - -
     VOLUME OF TRADES (000'S) 60.9 - - - * - -
     NUMBER OF TRADES 12 - - - * - -
GNMA
AVERAGE PRICE * * 99.4 100.1 * * -
Weighted Avg. Price * * 99.5 100.7 * * -
Avg. Price Bottom 5 Trades * * 99.1 100.1 * * -
2nd Quartile Price * * 99.4 * * * -
3rd Quartile Price * * 99.4 * * * -
4th Quartile Price * * 99.6 * * * -
Avg. Price Top 5 Trades * * 99.7 100.1 * * -
Standard Deviation * * 0.4 1.0 * * -
     VOLUME OF TRADES (000'S) * * 17,024.9 2,693.0 * * -
     NUMBER OF TRADES * * 12 8 * * -
Pricing Table: Agency Pass-Thru (Specified) - Single Family 30Y
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 87.5 93.1 96.3 97.9 100.1 102.4 98.1
Weighted Avg. Price 86.4 94.8 97.1 99.4 101.3 103.2 105.6
Avg. Price Bottom 5 Trades 71.1 77.4 78.2 76.3 83.9 96.5 83.6
2nd Quartile Price 84.5 92.7 96.3 98.8 100.1 102.0 99.0
3rd Quartile Price 88.1 94.1 96.9 99.2 100.7 103.1 101.9
4th Quartile Price 91.6 94.5 97.5 99.6 101.2 103.3 103.1
Avg. Price Top 5 Trades 97.0 97.3 99.6 100.7 102.5 104.4 106.0
Standard Deviation 4.0 3.0 3.7 5.0 3.4 1.5 9.7
     VOLUME OF TRADES (000'S) 494,777.8 179,439.5 1,305,622.5 7,642,286.7 6,444,334.9 844,611.0 18,912.4
     NUMBER OF TRADES 1,202 355 278 502 331 174 102
FNMA
AVERAGE PRICE 90.7 - * 99.5 101.5 * 100.5
Weighted Avg. Price 92.7 - * 99.5 101.5 * 104.9
Avg. Price Bottom 5 Trades 90.0 - * 99.0 101.5 * 99.7
2nd Quartile Price 87.8 - * 99.2 101.5 * 102.0
3rd Quartile Price 91.3 - * 99.4 101.5 * 104.3
4th Quartile Price 94.6 - * 99.7 101.6 * 105.2
Avg. Price Top 5 Trades 91.6 - * 100.5 101.5 * 103.9
Standard Deviation 3.3 - * 0.6 - * 6.6
     VOLUME OF TRADES (000'S) 5,769.8 - * 107,826.7 13,912.9 * 6,649.9
     NUMBER OF TRADES 8 - * 36 7 * 8
FHLMC
AVERAGE PRICE 88.8 92.0 94.2 98.3 100.9 102.6 97.1
Weighted Avg. Price 91.5 96.5 96.1 100.5 102.4 103.8 101.8
Avg. Price Bottom 5 Trades 79.5 80.0 90.9 96.3 100.9 99.2 83.6
2nd Quartile Price 88.0 92.0 92.0 96.7 * 102.9 100.0
3rd Quartile Price 90.0 94.3 95.6 99.5 * 103.3 102.0
4th Quartile Price 91.0 94.3 96.1 100.7 * 103.7 102.0
Avg. Price Top 5 Trades 93.4 96.0 97.0 100.4 100.9 104.1 102.2
Standard Deviation 4.1 4.8 3.1 2.7 1.5 2.5 9.1
     VOLUME OF TRADES (000'S) 8,263.0 1,488.3 18.9 154.3 223.6 450.0 104.1
     NUMBER OF TRADES 86 66 23 24 10 51 38
GNMA
AVERAGE PRICE 87.7 94.4 97.1 96.0 100.1 102.7 97.8
Weighted Avg. Price 85.8 94.1 96.8 99.3 100.9 102.6 104.6
Avg. Price Bottom 5 Trades 80.4 90.7 95.9 80.4 83.5 83.9 67.9
2nd Quartile Price 85.8 93.9 96.7 98.6 100.6 103.0 98.6
3rd Quartile Price 88.5 94.4 96.8 99.2 101.0 103.3 101.3
4th Quartile Price 91.3 96.7 98.0 99.5 101.5 104.3 103.0
Avg. Price Top 5 Trades 92.3 97.2 98.9 101.5 103.0 104.3 106.8
Standard Deviation 3.7 2.6 1.3 6.8 4.4 3.4 10.4
     VOLUME OF TRADES (000'S) 491,440.0 159,567.9 674,752.5 1,698,059.6 2,131,014.1 506,605.2 157,392.8
     NUMBER OF TRADES 79 34 77 173 125 338 204
Pricing Table: Agency Pass-Thru (Specified) - Adjustable/Hybrid
METRIC INITIAL FIXED RATE PERIOD
ARM/SEASONED 3/1 5/1 7/1 10/1
FNMA
AVERAGE PRICE * - * 100.9 *
Weighted Avg. Price * - * 99.8 *
Avg. Price Bottom 5 Trades * - * 99.8 *
2nd Quartile Price * - * 99.8 *
3rd Quartile Price * - * 100.3 *
4th Quartile Price * - * 103.2 *
Avg. Price Top 5 Trades * - * 101.1 *
Standard Deviation * - * 1.7 *
     VOLUME OF TRADES (000'S) * - * 39,800.2 *
     NUMBER OF TRADES * - * 9 *
FHLMC
AVERAGE PRICE - - 101.4 100.4 102.6
Weighted Avg. Price - - 99.2 99.3 99.8
Avg. Price Bottom 5 Trades - - 101.4 98.9 102.6
2nd Quartile Price - - * 99.5 *
3rd Quartile Price - - * 100.0 *
4th Quartile Price - - * 103.2 *
Avg. Price Top 5 Trades - - 101.4 101.1 102.6
Standard Deviation - - 2.4 2.2 1.4
     VOLUME OF TRADES (000'S) - - 3,045.9 10,614.3 32,107.6
     NUMBER OF TRADES - - 5 9 6
GNMA
AVERAGE PRICE 101.4 98.6 98.3 - -
Weighted Avg. Price 101.4 98.4 98.7 - -
Avg. Price Bottom 5 Trades 101.4 98.1 94.5 - -
2nd Quartile Price * 98.2 96.6 - -
3rd Quartile Price * 99.0 99.7 - -
4th Quartile Price * 99.1 99.8 - -
Avg. Price Top 5 Trades 101.4 99.0 100.9 - -
Standard Deviation 0.2 0.6 2.3 - -
     VOLUME OF TRADES (000'S) 161.3 44,047.1 139,632.8 - -
     NUMBER OF TRADES 6 11 38 - -
* Indicates trade count is less than 5

The pricing tables for Agency TBA and Agency Specified Pass-thrus do not contain certain transaction volume related items after December 14th, 2011.

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].

Home | Company | Products & Services | Careers | Contact Us
Terms & Conditions, Privacy Policy and Trademarks | 3rd Party Disclaimers and Attribution | Registered Investment Advisor Notice
Build 9.0.18.20260317   © 2026 Intercontinental Exchange, Inc. All Rights Reserved.