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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 94.6 95.9 98.3 100.2 100.2 100.2 100.2 86.0 92.8
Weighted Avg. Price 95.4 95.4 99.2 100.3 100.3 100.3 100.2 80.2 87.4
Avg. Price Bottom 5 Trades 10.1 28.9 78.6 99.6 100.1 99.1 100.1 28.9 78.6
2nd Quartile Price 99.8 99.4 100.1 100.1 100.1 100.0 100.2 94.2 99.1
3rd Quartile Price 100.2 100.1 100.2 100.2 100.2 100.4 100.2 98.0 100.4
4th Quartile Price 100.4 100.4 100.4 100.5 100.4 100.7 100.4 99.8 100.7
Avg. Price Top 5 Trades 101.0 100.9 100.9 100.6 100.4 100.9 100.5 100.3 100.9
Standard Deviation 19.7 15.7 9.9 0.5 0.1 0.6 0.2 26.3 18.7
VOLUME OF TRADES (000'S) 1,382,346.9 961,763.9 379,794.4 631,561.9 282,584.4 96,612.0 64,617.0 233,590.0 32,593.0
Customer Buy 640,772.1 407,757.4 220,651.8 277,078.9 178,451.8 45,922.0 29,750.0 84,756.5 12,450.0
Customer Sell 726,899.1 552,756.5 157,142.6 353,233.0 104,132.6 50,690.0 32,867.0 148,833.5 20,143.0
Dealer to Dealer 14,675.7 * * * - - * - -
<= $1MM 16,943.9 12,943.9 4,000.0 7,378.9 * 5,075.0 * * *
<= $10MM 435,237.0 239,369.0 155,079.4 56,683.0 74,494.4 91,537.0 50,992.0 91,149.0 29,593.0
> $10MM 930,166.0 709,451.0 220,715.0 567,500.0 207,840.0 - * 141,951.0 -
NUMBER OF TRADES 178 117 53 53 24 29 15 35 14
Customer Buy 80 51 25 24 12 12 8 15 5
Customer Sell 92 63 27 26 12 17 6 20 9
Dealer to Dealer 6 * * * - - * - -
<= $1MM 33 27 6 16 * 10 * * *
<= $10MM 106 60 38 15 15 19 12 26 11
> $10MM 39 30 9 22 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].