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: Agency CMBS by Deal Vintage
METRIC AGENCY CMBS (P&I) AGENCY CMBS (IO/PO) AGENCY CMBS (P&I) AGENCY CMBS (IO/PO)
PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025
AVERAGE PRICE 95.6 19.6 97.9 91.3 98.1 * * *
Weighted Avg. Price 96.9 10.3 98.1 96.2 98.0 * * *
Avg. Price Bottom 5 Trades 67.6 3.5 88.8 67.6 96.2 * * *
2nd Quartile Price 96.4 4.5 97.0 83.4 97.2 * * *
3rd Quartile Price 98.1 5.9 98.2 98.7 98.2 * * *
4th Quartile Price 99.8 100.0 100.0 99.8 99.2 * * *
Avg. Price Top 5 Trades 100.7 23.5 100.4 100.7 99.8 * * *
Standard Deviation 7.1 39.5 2.6 10.2 1.3 * * *
VOLUME OF TRADES (000'S) 1,245,841.4 161,054.8 323,928.5 774,493.6 147,419.3 * * *
Customer Buy 219,020.3 146,054.8 81,197.4 58,337.2 79,485.8 * * *
Customer Sell 930,331.1 - 208,172.6 671,193.6 50,965.0 - - -
Dealer to Dealer 96,489.9 * 34,558.6 44,962.8 16,968.5 - - *
<= $1MM 21,599.4 - 10,093.8 5,715.3 5,790.3 - - -
<= $10MM 347,666.8 * 148,370.9 157,666.9 41,629.0 * * -
> $10MM 876,575.2 * 165,463.8 611,111.5 * * - *
NUMBER OF TRADES 213 6 109 75 29 * * *
Customer Buy 61 5 34 14 13 * * *
Customer Sell 117 - 61 49 7 - - -
Dealer to Dealer 35 * 14 12 9 - - *
<= $1MM 90 - 54 21 15 - - -
<= $10MM 91 * 43 36 12 * * -
> $10MM 32 * 12 18 * * - *

Pricing Table: CMBS Conduit by Deal Vintage
METRIC NON-AGENCY CMBS (P&I) NON-AGENCY CMBS (IO/PO) 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-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025
AVERAGE PRICE 92.8 * 96.5 93.1 103.3 96.3 91.4 102.5 - - - 83.9 * * - - - 74.2 - * - - -
Weighted Avg. Price 91.6 * 97.3 98.0 103.3 95.8 92.7 101.9 - - - 89.3 * * - - - 77.8 - * - - -
Avg. Price Bottom 5 Trades 57.3 * 93.6 87.8 102.4 91.2 86.2 100.7 - - - 70.9 * * - - - 60.6 - * - - -
2nd Quartile Price 89.8 * 95.6 86.5 102.7 96.1 87.8 101.5 - - - 81.0 * * - - - 63.1 - * - - -
3rd Quartile Price 96.1 * 96.4 95.8 103.7 97.2 91.8 103.3 - - - 87.6 * * - - - 81.5 - * - - -
4th Quartile Price 99.4 * 98.1 103.7 106.0 98.2 95.5 104.4 - - - 91.4 * * - - - 91.1 - * - - -
Avg. Price Top 5 Trades 105.0 * 99.4 97.8 104.0 98.8 96.5 104.2 - - - 93.8 * * - - - 87.7 - * - - -
Standard Deviation 10.2 * 2.0 8.3 1.8 2.6 4.6 2.1 - - - 12.1 * * - - - 14.8 - * - - -
VOLUME OF TRADES (000'S) 519,018.0 * 43,071.7 18,986.0 10,600.0 51,378.7 41,929.7 9,534.4 - - - 36,493.5 * * - - - 61,272.0 - * - - -
Customer Buy 286,679.8 * 20,340.7 * * 16,946.0 * * - - - 19,529.0 * * - - - 34,401.0 - * - - -
Customer Sell 219,387.3 - 22,726.0 * 7,550.0 34,258.8 14,716.7 7,334.4 - - - 16,809.5 * - - - - 17,324.0 - - - - -
Dealer to Dealer 12,950.9 - * - - * - - - - - * - - - - - * - - - - -
<= $1MM 54,683.2 * 11,970.7 3,001.0 * 9,052.9 4,707.6 4,234.4 - - - 2,353.5 * - - - - 1,410.0 - - - - -
<= $10MM 387,108.0 - 20,303.0 * * 18,458.1 19,850.0 * - - - 34,140.0 * * - - - 46,008.0 - * - - -
> $10MM 77,226.8 - * * - * * - - - - - - - - - - * - - - - -
NUMBER OF TRADES 239 * 34 8 7 28 15 11 - - - 20 * * - - - 14 - * - - -
Customer Buy 107 * 15 * * 6 * * - - - 10 * * - - - 7 - * - - -
Customer Sell 123 - 18 * 5 20 11 9 - - - 9 * - - - - 5 - - - - -
Dealer to Dealer 9 - * - - * - - - - - * - - - - - * - - - - -
<= $1MM 122 * 25 5 * 16 8 7 - - - 11 * - - - - 5 - - - - -
<= $10MM 111 - 8 * * 10 6 * - - - 9 * * - - - 8 - * - - -
> $10MM 6 - * * - * * - - - - - - - - - - * - - - - -

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-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025 PRE-2020 2020-2022 2023-2025
AVERAGE PRICE - - - 93.6 97.7 99.6 - - - * 95.6 100.7 - - - 85.2 84.0 101.5 - - *
Weighted Avg. Price - - - 95.8 96.0 98.0 - - - * 98.2 100.8 - - - 80.9 82.4 102.2 - - *
Avg. Price Bottom 5 Trades - - - 90.5 96.1 98.2 - - - * 90.8 100.4 - - - 73.8 72.4 100.9 - - *
2nd Quartile Price - - - 91.3 98.7 100.0 - - - * 95.2 100.5 - - - 79.8 72.6 100.9 - - *
3rd Quartile Price - - - 96.5 99.5 100.2 - - - * 97.8 100.6 - - - 92.2 88.3 101.1 - - *
4th Quartile Price - - - 97.0 99.8 100.5 - - - * 100.0 101.3 - - - 95.0 94.5 103.2 - - *
Avg. Price Top 5 Trades - - - 96.6 99.8 101.1 - - - * 99.9 100.9 - - - 95.0 94.8 101.9 - - *
Standard Deviation - - - 3.3 3.8 2.7 - - - * 4.7 0.5 - - - 10.3 11.7 1.1 - - *
VOLUME OF TRADES (000'S) - - - 2,759.2 24,407.0 25,947.7 - - - * 18,011.1 30,140.0 - - - 58,536.2 34,625.0 34,700.0 - - *
Customer Buy - - - * 16,526.5 24,345.2 - - - * 16,293.1 * - - - 28,768.1 17,667.0 18,950.0 - - *
Customer Sell - - - 2,357.1 7,880.5 * - - - - * 20,250.0 - - - 26,768.1 16,958.0 * - - -
Dealer to Dealer - - - * - - - - - - - - - - - * - - - - -
<= $1MM - - - 2,759.2 2,266.8 * - - - * 3,135.1 * - - - * * * - - *
<= $10MM - - - - 22,140.2 24,120.2 - - - * 14,876.0 29,025.0 - - - 54,608.2 34,291.0 34,500.0 - - -
> $10MM - - - - - - - - - - - - - - - - - - - - -
NUMBER OF TRADES - - - 10 14 9 - - - * 13 10 - - - 18 12 7 - - *
Customer Buy - - - * 9 6 - - - * 10 * - - - 9 6 5 - - *
Customer Sell - - - 6 5 * - - - - * 7 - - - 8 6 * - - -
Dealer to Dealer - - - * - - - - - - - - - - - * - - - - -
<= $1MM - - - 10 7 * - - - * 7 * - - - * * * - - *
<= $10MM - - - - 7 5 - - - * 6 6 - - - 14 10 6 - - -
> $10MM - - - - - - - - - - - - - - - - - - - - -

* 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 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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].
Home | Company | Products & Services | Careers | Contact Us
Terms & Conditions, Privacy Policy and Trademarks | 3rd Party Disclaimers and Attribution | Registered Investment Advisor Notice
Build 8.8.27.20250619   © 2025 Intercontinental Exchange, Inc. All Rights Reserved.