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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 99.0 99.3 99.1 99.9 100.0 99.1 99.5 96.7 96.4
Weighted Avg. Price 99.6 99.7 99.5 99.9 100.0 99.0 99.5 99.1 95.1
Avg. Price Bottom 5 Trades 82.5 91.9 86.4 99.4 99.5 94.9 97.9 92.1 86.4
2nd Quartile Price 99.5 99.6 99.5 99.8 99.8 98.3 99.5 97.0 97.3
3rd Quartile Price 99.9 99.9 99.9 100.0 100.0 100.0 99.8 98.4 98.7
4th Quartile Price 100.1 100.1 100.1 100.0 100.1 100.2 100.1 99.8 99.9
Avg. Price Top 5 Trades 100.7 100.6 100.5 100.2 100.3 100.5 100.4 99.7 100.2
Standard Deviation 3.4 1.8 4.5 0.2 0.2 1.8 0.9 3.3 9.2
VOLUME OF TRADES (000'S) 1,648,014.1 814,959.9 819,741.2 580,955.9 668,763.0 138,757.0 80,676.2 95,247.0 70,302.0
Customer Buy 828,395.3 389,610.6 433,471.7 279,701.1 345,046.0 72,272.0 55,071.2 37,637.5 33,354.5
Customer Sell 761,128.8 396,349.3 356,779.5 272,254.8 300,217.0 66,485.0 21,605.0 57,609.5 34,957.5
Dealer to Dealer 58,490.0 * * * * - * - *
<= $1MM 65,314.1 36,411.1 25,590.0 9,339.1 12,255.0 20,350.0 10,085.0 6,722.0 3,250.0
<= $10MM 564,110.7 317,739.5 236,371.2 200,807.5 98,728.0 93,407.0 70,591.2 23,525.0 67,052.0
> $10MM 1,018,589.4 460,809.4 557,780.0 370,809.4 557,780.0 * - * -
NUMBER OF TRADES 285 163 114 85 56 61 33 17 25
Customer Buy 147 83 59 43 28 33 18 7 13
Customer Sell 130 76 51 38 27 28 13 10 11
Dealer to Dealer 8 * * * * - * - *
<= $1MM 99 55 40 22 22 25 13 8 5
<= $10MM 151 85 62 44 22 34 20 7 20
> $10MM 35 23 12 19 12 * - * -

* 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].