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 97.7 - 97.8 93.0 99.7 - - -
Weighted Avg. Price 99.7 - 99.4 97.9 103.9 - - -
Avg. Price Bottom 5 Trades 84.5 - 92.3 86.3 97.6 - - -
2nd Quartile Price 97.5 - 98.4 88.8 97.8 - - -
3rd Quartile Price 99.5 - 99.2 99.1 100.1 - - -
4th Quartile Price 100.3 - 100.0 99.6 101.0 - - -
Avg. Price Top 5 Trades 102.2 - 100.4 99.7 102.2 - - -
Standard Deviation 5.1 - 3.5 8.3 2.1 - - -
VOLUME OF TRADES (000'S) 50,827.4 - 28,878.6 13,841.6 8,107.2 - - -
Customer Buy 20,120.4 - 11,102.2 * * - - -
Customer Sell 15,075.9 - 9,083.1 * 81.2 - - -
Dealer to Dealer 15,631.0 - 8,693.4 6,911.7 26.0 - - -
<= $1MM 6,686.6 - 4,555.9 2,023.6 107.2 - - -
<= $10MM 44,140.8 - 24,322.8 11,818.0 * - - -
> $10MM - - - - - - - -
NUMBER OF TRADES 59 - 21 12 26 - - -
Customer Buy 10 - 6 * * - - -
Customer Sell 29 - 8 * 17 - - -
Dealer to Dealer 20 - 7 5 8 - - -
<= $1MM 43 - 12 6 25 - - -
<= $10MM 16 - 9 6 * - - -
> $10MM - - - - - - - -

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 91.0 - - * - * * * - - - 84.6 - - - - - * - - - - -
Weighted Avg. Price 90.3 - - * - * * * - - - 85.6 - - - - - * - - - - -
Avg. Price Bottom 5 Trades 73.4 - - * - * * * - - - 83.6 - - - - - * - - - - -
2nd Quartile Price 88.4 - - * - * * * - - - 82.5 - - - - - * - - - - -
3rd Quartile Price 91.5 - - * - * * * - - - 83.0 - - - - - * - - - - -
4th Quartile Price 100.0 - - * - * * * - - - 89.0 - - - - - * - - - - -
Avg. Price Top 5 Trades 103.1 - - * - * * * - - - 85.0 - - - - - * - - - - -
Standard Deviation 12.8 - - * - * * * - - - 3.6 - - - - - * - - - - -
VOLUME OF TRADES (000'S) 71,786.7 - - * - * * * - - - 728.0 - - - - - * - - - - -
Customer Buy 30,909.5 - - - - * * * - - - - - - - - - - - - - - -
Customer Sell 40,877.2 - - * - - * - - - - 728.0 - - - - - * - - - - -
Dealer to Dealer - - - - - - - - - - - - - - - - - - - - - - -
<= $1MM 3,542.5 - - - - * - - - - - 728.0 - - - - - - - - - - -
<= $10MM 68,244.2 - - * - - * * - - - - - - - - - * - - - - -
> $10MM - - - - - - - - - - - - - - - - - - - - - - -
NUMBER OF TRADES 37 - - * - * * * - - - 8 - - - - - * - - - - -
Customer Buy 13 - - - - * * * - - - - - - - - - - - - - - -
Customer Sell 24 - - * - - * - - - - 8 - - - - - * - - - - -
Dealer to Dealer - - - - - - - - - - - - - - - - - - - - - - -
<= $1MM 13 - - - - * - - - - - 8 - - - - - - - - - - -
<= $10MM 24 - - * - - * * - - - - - - - - - * - - - - -
> $10MM - - - - - - - - - - - - - - - - - - - - - - -

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 - - - * * * - - - 89.9 * * - - - * - * - - -
Weighted Avg. Price - - - * * * - - - 89.8 * * - - - * - * - - -
Avg. Price Bottom 5 Trades - - - * * * - - - 89.5 * * - - - * - * - - -
2nd Quartile Price - - - * * * - - - 88.7 * * - - - * - * - - -
3rd Quartile Price - - - * * * - - - 91.4 * * - - - * - * - - -
4th Quartile Price - - - * * * - - - 91.8 * * - - - * - * - - -
Avg. Price Top 5 Trades - - - * * * - - - 90.3 * * - - - * - * - - -
Standard Deviation - - - * * * - - - 1.7 * * - - - * - * - - -
VOLUME OF TRADES (000'S) - - - * * * - - - 20,000.0 * * - - - * - * - - -
Customer Buy - - - * - * - - - * - * - - - * - * - - -
Customer Sell - - - * * - - - - * * * - - - - - - - - -
Dealer to Dealer - - - - - - - - - - - - - - - - - - - - -
<= $1MM - - - - * * - - - - * - - - - - - - - - -
<= $10MM - - - * * - - - - 20,000.0 * * - - - * - * - - -
> $10MM - - - - - - - - - - - - - - - - - - - - -
NUMBER OF TRADES - - - * * * - - - 6 * * - - - * - * - - -
Customer Buy - - - * - * - - - * - * - - - * - * - - -
Customer Sell - - - * * - - - - * * * - - - - - - - - -
Dealer to Dealer - - - - - - - - - - - - - - - - - - - - -
<= $1MM - - - - * * - - - - * - - - - - - - - - -
<= $10MM - - - * * - - - - 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 8.11.24.20251128   © 2025 Intercontinental Exchange, Inc. All Rights Reserved.