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: 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 98.6 98.1 99.2 100.0 100.0 98.2 99.6 89.8 96.1
Weighted Avg. Price 98.1 97.1 99.6 100.0 100.0 98.2 99.6 64.3 95.9
Avg. Price Bottom 5 Trades 68.1 68.1 92.0 99.6 99.7 92.9 97.8 68.1 92.0
2nd Quartile Price 99.5 99.5 99.5 99.9 100.0 96.6 99.4 92.0 93.9
3rd Quartile Price 99.9 99.9 100.0 100.0 100.0 99.7 99.9 95.8 97.6
4th Quartile Price 100.0 100.0 100.1 100.1 100.1 100.0 100.1 100.0 99.9
Avg. Price Top 5 Trades 100.5 100.6 100.3 100.1 100.2 100.5 100.2 99.3 99.7
Standard Deviation 5.9 7.7 1.9 0.1 0.2 2.6 0.8 20.7 3.2
VOLUME OF TRADES (000'S) 2,284,611.6 1,317,810.6 842,976.1 841,619.6 540,435.0 388,921.0 236,267.1 87,270.0 66,274.0
Customer Buy 1,109,460.8 611,548.4 425,537.4 384,041.4 261,360.0 199,137.0 130,540.4 28,370.0 33,637.0
Customer Sell 1,170,150.8 706,262.1 412,438.7 457,578.1 274,075.0 189,784.0 105,726.7 58,900.0 32,637.0
Dealer to Dealer * - * - * - - - -
<= $1MM 54,158.6 37,383.6 16,775.0 26,458.6 8,025.0 7,000.0 6,750.0 3,925.0 *
<= $10MM 962,427.1 507,351.0 417,001.1 129,675.0 157,850.0 320,681.0 194,877.1 56,995.0 64,274.0
> $10MM 1,268,026.0 773,076.0 409,200.0 685,486.0 374,560.0 61,240.0 * * -
NUMBER OF TRADES 348 192 145 93 64 77 58 22 23
Customer Buy 167 85 77 37 28 40 35 8 14
Customer Sell 180 107 67 56 35 37 23 14 9
Dealer to Dealer * - * - * - - - -
<= $1MM 78 54 24 42 14 7 8 5 *
<= $10MM 216 105 104 24 36 65 47 16 21
> $10MM 54 33 17 27 14 5 * * -

* 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].