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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-2022 2022-2025 PRE-2022 2022-2025 PRE-2022 2022-2025 PRE-2022 2022-2025
AVERAGE PRICE 96.6 93.9 98.8 100.0 100.1 100.2 100.5 85.9 96.6
Weighted Avg. Price 95.1 90.1 99.0 100.0 100.2 100.4 100.3 69.0 91.1
Avg. Price Bottom 5 Trades 34.6 34.6 79.0 99.8 99.8 100.0 100.0 34.6 79.0
2nd Quartile Price 99.8 98.1 100.0 100.0 100.0 100.2 100.0 96.0 100.0
3rd Quartile Price 100.0 99.9 100.2 100.0 100.2 100.2 100.4 98.0 100.8
4th Quartile Price 100.3 100.1 100.8 100.1 100.3 100.3 101.0 99.5 101.3
Avg. Price Top 5 Trades 102.0 100.9 101.8 100.2 100.4 100.4 101.1 100.1 101.5
Standard Deviation 14.1 18.2 8.9 0.1 0.2 0.3 0.8 25.7 14.0
VOLUME OF TRADES (000'S) 742,479.5 329,509.5 408,510.0 160,399.5 300,210.0 63,550.0 53,200.0 105,560.0 55,100.0
Customer Buy 297,028.0 126,473.0 167,095.0 53,383.0 125,745.0 28,200.0 14,000.0 44,890.0 27,350.0
Customer Sell 411,951.5 169,536.5 241,415.0 94,516.5 174,465.0 * 39,200.0 50,670.0 27,750.0
Dealer to Dealer * * - * - * - * -
<= $1MM 20,244.5 7,234.5 10,250.0 1,474.5 * * * * 6,750.0
<= $10MM 341,455.0 178,835.0 160,920.0 49,525.0 61,370.0 39,550.0 51,200.0 89,760.0 48,350.0
> $10MM 380,780.0 143,440.0 237,340.0 * 237,340.0 * - * -
NUMBER OF TRADES 129 60 65 21 26 13 13 26 26
Customer Buy 58 28 27 7 8 8 7 13 12
Customer Sell 67 28 38 12 18 * 6 12 14
Dealer to Dealer * * - * - * - * -
<= $1MM 25 11 11 5 * * * * 7
<= $10MM 90 43 46 13 16 9 11 21 19
> $10MM 14 6 8 * 8 * - * -

* 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].