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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 98.8 98.4 99.6 99.9 100.0 99.6 99.8 91.7 98.8
Weighted Avg. Price 99.1 98.3 99.7 99.9 100.0 99.7 99.9 86.4 98.7
Avg. Price Bottom 5 Trades 71.2 71.2 95.9 99.6 99.7 96.5 97.6 71.2 96.8
2nd Quartile Price 99.6 99.6 99.6 99.9 99.9 99.8 99.9 93.2 98.4
3rd Quartile Price 100.0 99.9 100.0 100.0 100.1 100.0 100.1 95.9 99.3
4th Quartile Price 100.1 100.1 100.1 100.1 100.1 100.2 100.2 97.3 99.8
Avg. Price Top 5 Trades 100.6 100.6 100.4 100.2 100.5 100.6 100.3 99.0 100.0
Standard Deviation 4.3 5.5 1.0 0.1 0.2 1.1 0.8 10.7 1.3
VOLUME OF TRADES (000'S) 2,096,361.8 1,047,544.4 596,373.7 742,212.4 318,485.0 186,648.0 165,498.7 118,684.0 112,390.0
Customer Buy 1,191,448.4 506,700.6 242,741.5 372,108.6 123,630.0 79,635.0 75,071.5 54,957.0 44,040.0
Customer Sell 886,913.5 527,343.8 349,132.2 370,103.8 192,855.0 102,013.0 90,427.2 55,227.0 65,850.0
Dealer to Dealer 18,000.0 * * - * * - * *
<= $1MM 67,033.2 39,041.9 26,547.5 11,406.9 7,565.0 23,280.0 18,482.5 4,355.0 *
<= $10MM 782,995.7 447,809.5 317,186.2 215,976.5 78,280.0 141,228.0 127,016.2 90,605.0 111,890.0
> $10MM 1,246,333.0 560,693.0 252,640.0 514,829.0 232,640.0 * * * -
NUMBER OF TRADES 341 193 141 99 42 59 60 35 39
Customer Buy 149 86 58 49 16 21 26 16 16
Customer Sell 186 104 80 50 24 37 34 17 22
Dealer to Dealer 6 * * - * * - * *
<= $1MM 96 58 35 21 13 30 21 7 *
<= $10MM 197 104 90 51 14 27 38 26 38
> $10MM 48 31 16 27 15 * * * -

* 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].