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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-2021 2021-2024 PRE-2021 2021-2024 PRE-2021 2021-2024 PRE-2021 2021-2024
AVERAGE PRICE 94.0 92.9 100.3 * 100.2 100.3 * * -
Weighted Avg. Price 91.5 87.6 100.3 * 100.2 100.2 * * -
Avg. Price Bottom 5 Trades 80.5 83.3 100.2 * 100.2 100.2 * * -
2nd Quartile Price 100.1 100.0 100.2 * 100.2 100.1 * * -
3rd Quartile Price 100.3 100.2 100.3 * 100.3 100.4 * * -
4th Quartile Price 100.4 100.4 100.5 * 100.6 100.4 * * -
Avg. Price Top 5 Trades 100.5 100.4 100.3 * 100.3 100.4 * * -
Standard Deviation 14.5 15.6 0.2 * 0.1 0.2 * * -
VOLUME OF TRADES (000'S) 54,303.5 36,716.5 17,337.0 * 14,837.0 19,940.0 * * -
Customer Buy 40,557.0 22,970.0 17,337.0 - 14,837.0 11,220.0 * * -
Customer Sell 13,746.5 13,746.5 - * - 8,720.0 - - -
Dealer to Dealer - - - - - - - - -
<= $1MM 5,688.0 4,476.0 * * * * - * -
<= $10MM 38,557.3 22,182.3 16,375.0 * 13,875.0 17,100.0 * * -
> $10MM - - - - - - - - -
NUMBER OF TRADES 25 16 8 * 7 11 * * -
Customer Buy 18 9 8 - 7 6 * * -
Customer Sell 7 7 - * - 5 - - -
Dealer to Dealer - - - - - - - - -
<= $1MM 9 6 * * * * - * -
<= $10MM 15 9 6 * 5 7 * * -
> $10MM - - - - - - - - -