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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 99.6 99.2 100.2 99.9 100.2 99.4 100.2 96.3 100.2
Weighted Avg. Price 99.6 98.9 100.2 99.8 100.2 99.3 100.2 96.5 100.2
Avg. Price Bottom 5 Trades 91.9 91.9 99.2 97.3 100.0 95.1 99.7 92.5 99.7
2nd Quartile Price 100.0 99.7 100.1 100.0 100.1 99.6 100.2 94.4 100.1
3rd Quartile Price 100.1 100.1 100.3 100.1 100.3 100.1 100.3 98.8 100.3
4th Quartile Price 100.3 100.3 100.4 100.2 100.3 100.4 100.5 100.1 102.9
Avg. Price Top 5 Trades 101.2 100.6 100.9 100.3 100.4 100.6 100.5 99.6 100.5
Standard Deviation 1.8 2.1 0.5 0.8 0.2 1.9 0.6 3.6 1.4
VOLUME OF TRADES (000'S) 753,032.4 344,193.8 408,838.6 182,028.8 336,063.6 77,347.5 51,420.0 84,817.5 21,355.0
Customer Buy 387,353.0 169,100.4 218,252.6 89,601.9 186,132.6 33,286.0 22,120.0 46,212.5 *
Customer Sell 355,446.3 174,860.3 180,586.0 92,193.8 139,931.0 44,061.5 29,300.0 38,605.0 *
Dealer to Dealer * * * * * - - - -
<= $1MM 35,803.9 31,211.3 4,592.6 14,053.3 4,342.6 15,158.0 * * -
<= $10MM 426,747.0 204,550.9 222,196.0 105,731.5 149,671.0 62,189.5 51,170.0 36,630.0 21,355.0
> $10MM 290,481.5 108,431.5 182,050.0 * 182,050.0 - - * -
NUMBER OF TRADES 168 111 57 56 36 41 15 14 6
Customer Buy 76 44 32 22 22 16 7 6 *
Customer Sell 90 66 24 33 13 25 8 8 *
Dealer to Dealer * * * * * - - - -
<= $1MM 54 46 8 24 7 20 * * -
<= $10MM 101 58 43 28 23 21 14 9 6
> $10MM 13 7 6 * 6 - - * -

* 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].