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FINRA-ICE Data Services Structured Trading Activity Reports

Pricing Table: Agency CMBS by Deal Vintage
METRIC AGENCY CMBS (P&I) AGENCY CMBS (IO/PO)
PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023
AVERAGE PRICE 96.8 91.7 91.5 * 0.0 *
Weighted Avg. Price 96.5 98.0 97.5 * 0.0 *
Avg. Price Bottom 5 Trades 94.7 79.2 82.6 * 0.0 *
2nd Quartile Price 96.1 85.1 86.4 * 0.0 *
3rd Quartile Price 97.0 97.3 93.3 * 0.0 *
4th Quartile Price 97.6 98.7 98.0 * 0.0 *
Avg. Price Top 5 Trades 98.6 99.3 99.1 * 0.0 *
Standard Deviation 1.1 8.1 6.4 * 0.0 *
VOLUME OF TRADES (000'S) 1,244,504.2 528,254.1 220,867.2 * 0.0 *
Customer Buy 489,179.0 173,135.5 44,027.4 * 0.0 0.0
Customer Sell 729,799.0 349,448.6 88,695.5 * 0.0 *
Dealer to Dealer 25,526.2 5,670.1 88,144.3 0.0 0.0 0.0
<= $1MM 7,515.0 2,526.9 * 0.0 0.0 0.0
<= $10MM 19,721.5 * 69,160.2 * 0.0 0.0
> $10MM 1,217,267.7 * * 0.0 0.0 *
NUMBER OF TRADES 62 39 23 * 0 *
Customer Buy 26 10 11 * 0 0
Customer Sell 28 21 7 * 0 *
Dealer to Dealer 8 8 5 0 0 0
<= $1MM 43 32 * 0 0 0
<= $10MM 7 * 16 * 0 0
> $10MM 12 * * 0 0 *

Pricing Table: CMBS Conduit by Deal Vintage
METRIC CONDUIT AAA LCF (P&I) CONDUIT AAA (P&I) CONDUIT AAA (IO/PO) CONDUIT IG (P&I) CONDUIT IG (IO/PO) CONDUIT HY (P&I) CONDUIT HY (IO/PO)
PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023
AVERAGE PRICE 96.6 89.9 88.0 96.1 92.4 * 2.5 0.0 0.0 85.4 * 0.0 0.0 0.0 0.0 62.0 0.0 0.0 0.0 0.0 *
Weighted Avg. Price 95.6 87.8 87.1 95.9 91.7 * 2.1 0.0 0.0 90.9 * 0.0 0.0 0.0 0.0 66.1 0.0 0.0 0.0 0.0 *
Avg. Price Bottom 5 Trades 93.6 86.7 85.0 94.7 88.7 * 1.9 0.0 0.0 76.5 * 0.0 0.0 0.0 0.0 62.0 0.0 0.0 0.0 0.0 *
2nd Quartile Price 95.6 89.4 84.8 95.3 92.7 * 1.6 0.0 0.0 85.0 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 *
3rd Quartile Price 96.6 91.7 85.8 95.8 96.9 * 3.6 0.0 0.0 92.0 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 *
4th Quartile Price 98.6 95.7 92.9 97.1 97.2 * 4.4 0.0 0.0 92.3 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 *
Avg. Price Top 5 Trades 98.9 93.1 90.0 97.8 95.7 * 3.0 0.0 0.0 93.3 * 0.0 0.0 0.0 0.0 62.0 0.0 0.0 0.0 0.0 *
Standard Deviation 2.0 4.7 4.2 1.5 5.3 * 1.3 0.0 0.0 10.2 * 0.0 0.0 0.0 0.0 17.0 0.0 0.0 0.0 0.0 *
VOLUME OF TRADES (000'S) 103,892.9 15,706.8 42,320.0 72,115.5 3,848.0 * 53,628.6 0.0 0.0 25,095.0 * 0.0 0.0 0.0 0.0 10,222.0 0.0 0.0 0.0 0.0 *
Customer Buy 51,930.6 11,847.8 * 39,378.6 2,610.0 * * 0.0 0.0 23,145.0 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 *
Customer Sell 49,302.3 * 24,280.0 32,736.9 * 0.0 * 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0
Dealer to Dealer * 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 *
<= $1MM 3,520.0 * * * 1,848.0 * 0.0 0.0 0.0 2,350.0 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0
<= $10MM 32,619.9 14,211.8 19,440.0 70,510.5 * * 31,398.3 0.0 0.0 22,745.0 * 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0
> $10MM * 0.0 * 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 *
NUMBER OF TRADES 24 9 8 16 9 * 7 0 0 14 * 0 0 0 0 5 0 0 0 0 *
Customer Buy 10 6 * 9 5 * * 0 0 9 * 0 0 0 0 * 0 0 0 0 *
Customer Sell 12 * 5 7 * 0 * 0 0 * 0 0 0 0 0 * 0 0 0 0 0
Dealer to Dealer * 0 0 0 * 0 0 0 0 * 0 0 0 0 0 * 0 0 0 0 *
<= $1MM 5 * * * 8 * 0 0 0 7 * 0 0 0 0 * 0 0 0 0 0
<= $10MM 15 5 5 14 * * 5 0 0 7 * 0 0 0 0 * 0 0 0 0 0
> $10MM * 0 * 0 0 0 * 0 0 0 0 0 0 0 0 0 0 0 0 0 *

Pricing Table: CMBS Other by Deal Vintage
METRIC OTHER CMBS AAA LCF (P&I) OTHER CMBS AAA (P&I) OTHER CMBS AAA (IO/PO) OTHER CMBS IG (P&I) OTHER CMBS IG (IO/PO) OTHER CMBS HY (P&I) OTHER CMBS HY (IO/PO)
PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023 PRE-2018 2018-2020 2021-2023
AVERAGE PRICE 0.0 0.0 0.0 92.3 * 96.1 0.0 0.0 0.0 0.0 * 94.1 0.0 0.0 0.0 * * 88.7 0.0 0.0 0.0
Weighted Avg. Price 0.0 0.0 0.0 95.2 * 95.6 0.0 0.0 0.0 0.0 * 93.3 0.0 0.0 0.0 * * 89.3 0.0 0.0 0.0
Avg. Price Bottom 5 Trades 0.0 0.0 0.0 90.5 * 95.3 0.0 0.0 0.0 0.0 * 92.3 0.0 0.0 0.0 * * 79.5 0.0 0.0 0.0
2nd Quartile Price 0.0 0.0 0.0 90.4 * 95.5 0.0 0.0 0.0 0.0 * 96.0 0.0 0.0 0.0 * * 86.3 0.0 0.0 0.0
3rd Quartile Price 0.0 0.0 0.0 91.6 * 95.6 0.0 0.0 0.0 0.0 * 96.4 0.0 0.0 0.0 * * 92.8 0.0 0.0 0.0
4th Quartile Price 0.0 0.0 0.0 97.2 * 98.2 0.0 0.0 0.0 0.0 * 97.0 0.0 0.0 0.0 * * 96.1 0.0 0.0 0.0
Avg. Price Top 5 Trades 0.0 0.0 0.0 93.7 * 96.7 0.0 0.0 0.0 0.0 * 96.7 0.0 0.0 0.0 * * 96.3 0.0 0.0 0.0
Standard Deviation 0.0 0.0 0.0 3.1 * 1.4 0.0 0.0 0.0 0.0 * 3.9 0.0 0.0 0.0 * * 8.5 0.0 0.0 0.0
VOLUME OF TRADES (000'S) 0.0 0.0 0.0 47,454.5 * 21,382.4 0.0 0.0 0.0 0.0 * 49,348.8 0.0 0.0 0.0 * * 40,115.8 0.0 0.0 0.0
Customer Buy 0.0 0.0 0.0 * * 8,561.4 0.0 0.0 0.0 0.0 * * 0.0 0.0 0.0 * * 21,770.5 0.0 0.0 0.0
Customer Sell 0.0 0.0 0.0 * 0.0 * 0.0 0.0 0.0 0.0 * 36,955.6 0.0 0.0 0.0 * * 12,757.1 0.0 0.0 0.0
Dealer to Dealer 0.0 0.0 0.0 * * 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0
<= $1MM 0.0 0.0 0.0 * 0.0 * 0.0 0.0 0.0 0.0 * * 0.0 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0
<= $10MM 0.0 0.0 0.0 20,905.6 * 19,392.4 0.0 0.0 0.0 0.0 * 28,740.0 0.0 0.0 0.0 * * 39,127.2 0.0 0.0 0.0
> $10MM 0.0 0.0 0.0 * * 0.0 0.0 0.0 0.0 0.0 0.0 * 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NUMBER OF TRADES 0 0 0 8 * 8 0 0 0 0 * 10 0 0 0 * * 14 0 0 0
Customer Buy 0 0 0 * * 5 0 0 0 0 * * 0 0 0 * * 6 0 0 0
Customer Sell 0 0 0 * 0 * 0 0 0 0 * 7 0 0 0 * * 6 0 0 0
Dealer to Dealer 0 0 0 * * 0 0 0 0 0 0 0 0 0 0 0 0 * 0 0 0
<= $1MM 0 0 0 * 0 * 0 0 0 0 * * 0 0 0 0 0 * 0 0 0
<= $10MM 0 0 0 5 * 5 0 0 0 0 * 7 0 0 0 * * 13 0 0 0
> $10MM 0 0 0 * * 0 0 0 0 0 0 * 0 0 0 0 0 0 0 0 0

* Indicates trade count is less than 5
† Includes Unrated Securities
Data updated with current day's trades at approximately 8PM New York time
Effective June 1st, 2015 ABS Listor 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.

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