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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: Agency Pass-Thru (Specified) - Single Family 15Y
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 93.7 98.8 98.4 100.9 101.4 102.0 -
Weighted Avg. Price 97.2 99.2 100.4 101.9 102.4 103.4 -
Avg. Price Bottom 5 Trades 69.2 97.6 88.9 98.7 99.0 101.0 -
2nd Quartile Price 92.4 98.9 99.7 100.7 101.1 101.4 -
3rd Quartile Price 94.8 99.0 100.3 101.4 101.9 102.5 -
4th Quartile Price 97.4 99.1 100.4 101.5 102.3 103.2 -
Avg. Price Top 5 Trades 99.3 99.5 100.7 101.8 102.4 103.2 -
Standard Deviation 8.3 0.8 12.6 1.1 1.2 1.3 -
     VOLUME OF TRADES (000'S) 115,517.2 25,976.1 159,713.0 94,746.3 4,600.6 568.9 -
     NUMBER OF TRADES 160 26 63 54 55 18 -
FNMA
AVERAGE PRICE 92.0 98.8 101.5 102.0 - - -
Weighted Avg. Price 88.7 97.1 101.7 102.0 - - -
Avg. Price Bottom 5 Trades 82.4 97.4 101.3 102.0 - - -
2nd Quartile Price 89.3 98.0 101.6 * - - -
3rd Quartile Price 95.5 99.6 101.9 * - - -
4th Quartile Price 97.8 100.0 102.1 * - - -
Avg. Price Top 5 Trades 98.2 99.9 102.0 102.0 - - -
Standard Deviation 6.6 1.5 0.7 1.7 - - -
     VOLUME OF TRADES (000'S) 48,105.1 350,338.5 56,054.0 55,657.0 - - -
     NUMBER OF TRADES 20 12 9 6 - - -
FHLMC
AVERAGE PRICE 93.4 96.2 80.0 - - - -
Weighted Avg. Price 90.3 99.7 99.9 - - - -
Avg. Price Bottom 5 Trades 66.0 96.2 80.0 - - - -
2nd Quartile Price 95.0 * * - - - -
3rd Quartile Price 98.2 * * - - - -
4th Quartile Price 98.5 * * - - - -
Avg. Price Top 5 Trades 99.1 96.2 80.0 - - - -
Standard Deviation 16.2 3.3 44.7 - - - -
     VOLUME OF TRADES (000'S) 222,406.7 2,994.6 1,626.5 - - - -
     NUMBER OF TRADES 40 5 5 - - - -
GNMA
AVERAGE PRICE 96.3 * * - - - -
Weighted Avg. Price 98.9 * * - - - -
Avg. Price Bottom 5 Trades 93.6 * * - - - -
2nd Quartile Price 97.0 * * - - - -
3rd Quartile Price 97.8 * * - - - -
4th Quartile Price 98.3 * * - - - -
Avg. Price Top 5 Trades 99.3 * * - - - -
Standard Deviation 4.1 * * - - - -
     VOLUME OF TRADES (000'S) 7,745.8 * * - - - -
     NUMBER OF TRADES 25 * * - - - -
Pricing Table: Agency Pass-Thru (Specified) - Single Family 30Y
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 89.2 96.0 98.7 100.1 101.1 101.9 103.8
Weighted Avg. Price 86.7 97.0 99.0 101.0 102.4 104.0 104.5
Avg. Price Bottom 5 Trades 76.5 79.1 93.9 81.7 81.7 73.8 97.1
2nd Quartile Price 86.1 96.3 98.4 100.3 101.4 102.3 103.9
3rd Quartile Price 89.7 96.5 98.7 100.5 101.6 102.8 104.8
4th Quartile Price 93.3 97.3 99.1 100.9 102.0 104.1 105.2
Avg. Price Top 5 Trades 98.1 99.5 100.9 102.6 104.0 105.8 106.4
Standard Deviation 4.0 3.0 1.2 5.1 5.7 5.5 3.6
     VOLUME OF TRADES (000'S) 839,686.0 226,683.6 475,603.4 4,640,822.6 3,601,282.1 613,156.4 409,060.7
     NUMBER OF TRADES 1,304 474 258 411 356 218 52
FNMA
AVERAGE PRICE 94.2 98.4 - * - - -
Weighted Avg. Price 87.9 98.7 - * - - -
Avg. Price Bottom 5 Trades 91.0 98.4 - * - - -
2nd Quartile Price 95.2 * - * - - -
3rd Quartile Price 95.4 * - * - - -
4th Quartile Price 96.2 * - * - - -
Avg. Price Top 5 Trades 95.8 98.4 - * - - -
Standard Deviation 3.3 0.6 - * - - -
     VOLUME OF TRADES (000'S) 43,964.8 1,649.3 - * - - -
     NUMBER OF TRADES 18 10 - * - - -
FHLMC
AVERAGE PRICE 92.6 97.5 96.8 * * - *
Weighted Avg. Price 93.6 99.0 100.9 * * - *
Avg. Price Bottom 5 Trades 88.9 96.7 96.8 * * - *
2nd Quartile Price 89.7 96.3 * * * - *
3rd Quartile Price 93.3 97.3 * * * - *
4th Quartile Price 93.6 98.8 * * * - *
Avg. Price Top 5 Trades 97.9 98.7 96.8 * * - *
Standard Deviation 2.7 1.2 3.7 * * - *
     VOLUME OF TRADES (000'S) 7,382.1 9,069.5 137.0 * * - *
     NUMBER OF TRADES 75 75 10 * * - *
GNMA
AVERAGE PRICE 87.6 95.8 99.3 99.7 101.0 98.7 100.1
Weighted Avg. Price 87.0 95.7 98.6 100.4 101.8 102.3 104.0
Avg. Price Bottom 5 Trades 80.8 90.8 94.6 90.0 89.3 75.8 74.3
2nd Quartile Price 84.2 95.7 98.6 100.2 101.5 97.2 100.0
3rd Quartile Price 87.7 95.7 99.0 100.4 101.9 102.3 102.8
4th Quartile Price 91.5 96.8 100.3 100.8 101.9 102.7 104.0
Avg. Price Top 5 Trades 97.2 99.5 102.8 103.1 105.4 104.5 106.5
Standard Deviation 4.5 2.7 2.2 3.3 3.0 7.4 10.6
     VOLUME OF TRADES (000'S) 9,631,742.3 1,406,503.1 1,507,838.6 3,425,457.6 720,432.6 1,614,890.5 917,110.0
     NUMBER OF TRADES 219 50 104 114 241 155 83
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 97.7 - - - -
Weighted Avg. Price 102.2 - - - -
Avg. Price Bottom 5 Trades 97.7 - - - -
2nd Quartile Price * - - - -
3rd Quartile Price * - - - -
4th Quartile Price * - - - -
Avg. Price Top 5 Trades 97.7 - - - -
Standard Deviation 2.6 - - - -
     VOLUME OF TRADES (000'S) 193.7 - - - -
     NUMBER OF TRADES 26 - - - -
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.

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].

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