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
Pricing Table: Agency Pass-Thru (Specified) - Single Family 15Y
METRIC COUPON
<= 3.0 3.5 4 4.5 5 5.5 > 5.5
UMBS
AVERAGE PRICE 90.2 93.9 94.8 97.4 99.3 100.5 101.3
Weighted Avg. Price 89.7 95.5 96.8 98.3 99.5 100.6 101.2
Avg. Price Bottom 5 Trades 83.6 91.2 92.5 96.7 98.9 100.2 101.1
2nd Quartile Price 88.2 93.4 93.0 97.7 99.4 100.5 101.2
3rd Quartile Price 90.7 94.0 95.0 98.2 99.5 100.5 101.2
4th Quartile Price 92.9 95.5 96.7 98.3 99.5 100.5 101.4
Avg. Price Top 5 Trades 96.2 96.3 97.5 98.3 99.6 100.7 101.7
Standard Deviation 3.2 1.9 2.3 1.4 0.5 0.2 0.5
     VOLUME OF TRADES (000'S) 303,811.7 3,335.7 9,750.6 5,006.4 22,860.7 69,031.1 196,901.5
     NUMBER OF TRADES 130 27 28 18 27 41 16
FNMA
AVERAGE PRICE 84.7 93.8 * 96.8 * * -
Weighted Avg. Price 81.5 95.3 * 96.9 * * -
Avg. Price Bottom 5 Trades 75.0 92.8 * 95.8 * * -
2nd Quartile Price 76.5 95.3 * 97.1 * * -
3rd Quartile Price 89.2 96.0 * 97.5 * * -
4th Quartile Price 93.3 96.5 * 98.4 * * -
Avg. Price Top 5 Trades 93.8 95.9 * 97.9 * * -
Standard Deviation 7.9 4.6 * 1.6 * * -
     VOLUME OF TRADES (000'S) 96,252.3 104,037.9 * 22,000.0 * * -
     NUMBER OF TRADES 19 7 * 9 * * -
FHLMC
AVERAGE PRICE 91.5 93.8 * - 99.1 * -
Weighted Avg. Price 93.9 95.1 * - 99.4 * -
Avg. Price Bottom 5 Trades 91.1 93.8 * - 99.1 * -
2nd Quartile Price 92.0 * * - * * -
3rd Quartile Price 94.0 * * - * * -
4th Quartile Price 94.2 * * - * * -
Avg. Price Top 5 Trades 93.8 93.8 * - 99.1 * -
Standard Deviation 4.2 2.9 * - 0.7 * -
     VOLUME OF TRADES (000'S) 804.8 254.3 * - 91,555.7 * -
     NUMBER OF TRADES 8 9 * - 5 * -
GNMA
AVERAGE PRICE * * * * * * 101.7
Weighted Avg. Price * * * * * * 101.5
Avg. Price Bottom 5 Trades * * * * * * 101.7
2nd Quartile Price * * * * * * *
3rd Quartile Price * * * * * * *
4th Quartile Price * * * * * * *
Avg. Price Top 5 Trades * * * * * * 101.7
Standard Deviation * * * * * * 0.7
     VOLUME OF TRADES (000'S) * * * * * * 11,013.2
     NUMBER OF TRADES * * * * * * 5
Pricing Table: Agency Pass-Thru (Specified) - Single Family 30Y
METRIC COUPON
<= 3.0 3.5 4 4.5 5 5.5 > 5.5
UMBS
AVERAGE PRICE 82.9 89.4 92.0 94.6 96.2 98.0 101.7
Weighted Avg. Price 83.2 90.4 92.6 95.2 97.4 99.4 102.5
Avg. Price Bottom 5 Trades 74.8 84.8 89.8 90.9 73.0 76.2 75.0
2nd Quartile Price 81.8 88.9 91.6 94.4 96.9 98.9 100.7
3rd Quartile Price 82.4 89.1 91.7 94.8 97.3 99.1 102.0
4th Quartile Price 85.7 89.7 92.3 95.0 97.4 99.2 103.7
Avg. Price Top 5 Trades 89.0 94.7 94.5 96.6 99.7 100.9 106.3
Standard Deviation 2.7 1.3 0.9 1.0 6.2 6.2 5.3
     VOLUME OF TRADES (000'S) 1,415,310.7 298,936.1 64,560.6 51,276.3 200,021.9 238,065.7 2,300,473.6
     NUMBER OF TRADES 820 373 181 159 221 202 367
FNMA
AVERAGE PRICE 77.5 * - - - - 99.3
Weighted Avg. Price 78.1 * - - - - 101.3
Avg. Price Bottom 5 Trades 77.5 * - - - - 99.3
2nd Quartile Price * * - - - - *
3rd Quartile Price * * - - - - *
4th Quartile Price * * - - - - *
Avg. Price Top 5 Trades 77.5 * - - - - 99.3
Standard Deviation 1.3 * - - - - 1.1
     VOLUME OF TRADES (000'S) 16,637.1 * - - - - 2,179.9
     NUMBER OF TRADES 6 * - - - - 5
FHLMC
AVERAGE PRICE 86.4 89.3 91.3 95.9 * 92.4 95.8
Weighted Avg. Price 87.0 90.7 91.8 98.7 * 99.9 104.1
Avg. Price Bottom 5 Trades 85.9 88.2 86.4 95.9 * 92.4 93.5
2nd Quartile Price 85.8 88.8 91.7 * * * 100.1
3rd Quartile Price 85.8 88.8 91.7 * * * 101.0
4th Quartile Price 86.6 90.6 91.7 * * * 101.0
Avg. Price Top 5 Trades 88.8 91.3 91.8 95.9 * 92.4 101.1
Standard Deviation 1.5 1.9 2.0 1.4 * 9.1 9.1
     VOLUME OF TRADES (000'S) 127.5 390.4 45.2 764.4 * 8.6 250.8
     NUMBER OF TRADES 23 40 52 7 * 6 11
GNMA
AVERAGE PRICE 84.9 90.7 92.7 95.2 95.7 96.9 100.9
Weighted Avg. Price 81.7 90.6 93.1 95.5 97.8 99.6 101.8
Avg. Price Bottom 5 Trades 79.3 89.8 89.7 92.8 74.0 74.5 67.3
2nd Quartile Price 81.7 90.5 92.3 95.2 97.1 98.5 100.2
3rd Quartile Price 84.7 90.6 92.9 95.5 97.8 99.6 101.6
4th Quartile Price 87.8 90.6 93.8 95.5 98.3 99.8 102.6
Avg. Price Top 5 Trades 89.0 92.1 95.5 96.2 99.8 101.7 108.4
Standard Deviation 3.0 0.7 1.9 1.0 8.2 7.9 5.1
     VOLUME OF TRADES (000'S) 1,473,490.9 715,371.8 32,501.1 1,338,936.5 379,612.2 790,195.8 5,962,270.9
     NUMBER OF TRADES 105 44 43 54 121 150 786
Pricing Table: Agency Pass-Thru (Specified) - Adjustable/Hybrid
METRIC INITIAL FIXED RATE PERIOD
ARM/SEASONED 3/1 5/1 7/1 10/1
FNMA
AVERAGE PRICE - - - * *
Weighted Avg. Price - - - * *
Avg. Price Bottom 5 Trades - - - * *
2nd Quartile Price - - - * *
3rd Quartile Price - - - * *
4th Quartile Price - - - * *
Avg. Price Top 5 Trades - - - * *
Standard Deviation - - - * *
     VOLUME OF TRADES (000'S) - - - * *
     NUMBER OF TRADES - - - * *
FHLMC
AVERAGE PRICE - - - * -
Weighted Avg. Price - - - * -
Avg. Price Bottom 5 Trades - - - * -
2nd Quartile Price - - - * -
3rd Quartile Price - - - * -
4th Quartile Price - - - * -
Avg. Price Top 5 Trades - - - * -
Standard Deviation - - - * -
     VOLUME OF TRADES (000'S) - - - * -
     NUMBER OF TRADES - - - * -
GNMA
AVERAGE PRICE - - * - -
Weighted Avg. Price - - * - -
Avg. Price Bottom 5 Trades - - * - -
2nd Quartile Price - - * - -
3rd Quartile Price - - * - -
4th Quartile Price - - * - -
Avg. Price Top 5 Trades - - * - -
Standard Deviation - - * - -
     VOLUME OF TRADES (000'S) - - * - -
     NUMBER OF TRADES - - * - -
* Indicates trade count is less than 5

The pricing tables for Agency TBA and Agency Specified Pass-thrus do not contain certain transaction volume related items after December 14th, 2011.

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 8.7.7.20250312   © 2025 Intercontinental Exchange, Inc. All Rights Reserved.