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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 (TBA, STIP, $ ROLLS) - Single Family 15Y

MARCH Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
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 - - - - - - -
APRIL Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 93.2 97.5 99.1 100.5 101.8 * -
Weighted Avg. Price 93.2 97.5 99.1 100.5 101.8 * -
Avg. Price Bottom 5 Trades 90.3 97.4 99.0 100.4 101.8 * -
2nd Quartile Price 91.8 97.4 99.1 100.4 101.8 * -
3rd Quartile Price 94.1 97.5 99.1 100.5 101.8 * -
4th Quartile Price 95.3 97.5 99.1 100.5 101.8 * -
Avg. Price Top 5 Trades 95.8 97.5 99.1 100.5 101.8 * -
Standard Deviation 2.2 0.1 - - - * -
     VOLUME OF TRADES (000'S) 155,944.0 988,330.0 3,152,316.7 1,390,215.0 114,050.0 * -
     NUMBER OF TRADES 43 100 245 146 25 * -
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 - - - - - - -
MAY Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE * 97.4 99.0 100.4 * * -
Weighted Avg. Price * 97.4 99.0 100.4 * * -
Avg. Price Bottom 5 Trades * 97.3 98.9 100.3 * * -
2nd Quartile Price * 97.4 99.0 100.4 * * -
3rd Quartile Price * 97.4 99.0 100.4 * * -
4th Quartile Price * 97.4 99.0 100.4 * * -
Avg. Price Top 5 Trades * 97.5 99.0 100.4 * * -
Standard Deviation * 0.1 - - * * -
     VOLUME OF TRADES (000'S) * 393,250.0 957,000.0 612,200.0 * * -
     NUMBER OF TRADES * 20 40 29 * * -
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 - - - - - - -
JUNE Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 95.7 * 98.9 100.3 * - -
Weighted Avg. Price 95.8 * 98.9 100.3 * - -
Avg. Price Bottom 5 Trades 95.7 * 98.9 100.2 * - -
2nd Quartile Price * * 98.9 100.3 * - -
3rd Quartile Price * * 98.9 100.3 * - -
4th Quartile Price * * 98.9 100.3 * - -
Avg. Price Top 5 Trades 95.7 * 98.9 100.3 * - -
Standard Deviation 0.4 * - - * - -
     VOLUME OF TRADES (000'S) 25,500.0 * 40,000.0 92,100.0 * - -
     NUMBER OF TRADES 7 * 11 18 * - -
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 - - - - - - -

Pricing Table: Agency Pass-Thru (TBA, STIP, $ ROLLS) - Single Family 30Y

MARCH Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
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 * - - 99.3 101.9 * *
Weighted Avg. Price * - - 99.3 101.9 * *
Avg. Price Bottom 5 Trades * - - 99.3 101.8 * *
2nd Quartile Price * - - * 101.8 * *
3rd Quartile Price * - - * 102.1 * *
4th Quartile Price * - - * 102.2 * *
Avg. Price Top 5 Trades * - - 99.3 102.0 * *
Standard Deviation * - - 0.3 0.2 * *
     VOLUME OF TRADES (000'S) * - - 11,010.4 57,735.4 * *
     NUMBER OF TRADES * - - 5 7 * *
APRIL Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 86.7 94.1 96.3 98.5 100.3 101.8 103.5
Weighted Avg. Price 86.8 94.1 96.3 98.5 100.3 101.8 103.6
Avg. Price Bottom 5 Trades 80.1 94.0 96.1 98.3 100.2 101.6 103.3
2nd Quartile Price 83.8 94.1 96.3 98.5 100.3 101.8 103.4
3rd Quartile Price 87.6 94.1 96.4 98.5 100.3 101.8 103.4
4th Quartile Price 91.3 94.1 96.4 98.5 100.3 101.8 103.4
Avg. Price Top 5 Trades 91.5 94.3 96.5 98.7 100.4 101.9 105.2
Standard Deviation 4.1 0.1 0.1 0.1 - - 0.4
     VOLUME OF TRADES (000'S) 12,085,094.2 4,882,194.0 13,842,861.2 46,221,099.0 35,726,948.0 14,281,511.9 10,129,057.3
     NUMBER OF TRADES 473 249 476 1,431 989 451 264
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 88.6 93.5 96.4 98.9 100.6 101.6 103.7
Weighted Avg. Price 87.5 93.5 96.4 98.8 100.4 101.5 103.7
Avg. Price Bottom 5 Trades 82.2 93.3 96.3 98.7 100.3 101.4 103.6
2nd Quartile Price 85.7 93.5 96.4 98.8 100.4 101.5 103.6
3rd Quartile Price 89.1 93.5 96.4 98.8 100.4 101.5 103.7
4th Quartile Price 91.4 93.6 96.5 98.9 100.5 101.5 103.7
Avg. Price Top 5 Trades 91.6 93.7 96.5 99.2 101.9 102.8 104.1
Standard Deviation 3.2 0.1 0.1 0.1 0.4 0.3 0.2
     VOLUME OF TRADES (000'S) 6,422,130.0 1,623,320.0 3,427,856.8 5,444,828.9 7,248,955.6 3,568,046.1 1,429,049.8
     NUMBER OF TRADES 179 59 128 233 303 142 59
MAY Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 86.7 94.0 96.3 98.4 100.2 101.7 103.5
Weighted Avg. Price 88.5 94.0 96.2 98.4 100.2 101.7 103.5
Avg. Price Bottom 5 Trades 80.2 93.9 96.1 98.1 100.0 101.5 103.2
2nd Quartile Price 83.8 94.0 96.2 98.4 100.1 101.7 103.3
3rd Quartile Price 87.5 94.0 96.3 98.4 100.2 101.7 103.3
4th Quartile Price 91.2 94.1 96.3 98.4 100.2 101.7 103.4
Avg. Price Top 5 Trades 91.3 94.1 96.4 99.2 101.2 101.8 105.1
Standard Deviation 3.9 0.1 0.1 0.1 0.2 0.1 0.4
     VOLUME OF TRADES (000'S) 27,611,495.0 2,378,280.0 38,266,469.9 34,200,657.0 13,668,884.1 15,085,064.0 13,509,426.4
     NUMBER OF TRADES 75 44 124 275 295 174 124
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 88.9 93.4 96.3 98.6 100.2 101.4 103.5
Weighted Avg. Price 87.2 93.3 96.3 98.6 100.2 101.4 103.5
Avg. Price Bottom 5 Trades 83.0 93.3 96.2 98.5 100.1 101.3 103.4
2nd Quartile Price 88.7 93.3 96.3 98.6 100.2 101.4 103.5
3rd Quartile Price 90.9 93.4 96.3 98.6 100.2 101.4 103.5
4th Quartile Price 91.1 93.5 96.3 98.7 100.2 101.4 103.5
Avg. Price Top 5 Trades 91.1 93.5 96.4 98.8 100.5 101.5 103.5
Standard Deviation 3.3 0.1 0.1 0.1 0.1 0.1 0.1
     VOLUME OF TRADES (000'S) 3,678,773.0 969,762.0 1,743,600.0 2,314,767.0 2,620,812.9 2,312,488.7 401,050.0
     NUMBER OF TRADES 48 19 47 98 159 69 27
JUNE Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 90.2 93.8 96.2 98.3 100.0 101.6 103.4
Weighted Avg. Price 89.0 93.8 96.2 98.2 100.0 101.6 103.3
Avg. Price Bottom 5 Trades 89.7 93.8 96.1 98.1 100.0 101.5 103.3
2nd Quartile Price 91.1 93.8 96.1 98.2 100.0 101.6 103.3
3rd Quartile Price 91.2 93.9 96.2 98.3 100.0 101.6 103.3
4th Quartile Price 91.2 93.9 96.2 98.3 100.1 101.6 103.4
Avg. Price Top 5 Trades 91.2 93.9 96.2 98.5 100.1 101.6 103.6
Standard Deviation 1.7 0.1 0.1 0.1 - - 0.4
     VOLUME OF TRADES (000'S) 21,324,500.0 88,500.0 30,252,200.0 10,074,000.0 2,152,000.0 7,457,500.0 6,428,442.3
     NUMBER OF TRADES 8 13 40 77 112 48 17
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 90.6 * 96.2 98.4 100.0 101.3 *
Weighted Avg. Price 90.8 * 96.2 98.5 100.0 101.3 *
Avg. Price Bottom 5 Trades 90.3 * 96.2 98.4 100.0 101.2 *
2nd Quartile Price 90.7 * 96.2 98.4 100.0 101.3 *
3rd Quartile Price 90.8 * 96.2 98.4 100.0 101.3 *
4th Quartile Price 90.9 * 96.2 98.5 100.0 101.3 *
Avg. Price Top 5 Trades 90.8 * 96.2 98.5 100.0 101.3 *
Standard Deviation 0.5 * - - - - *
     VOLUME OF TRADES (000'S) 317,000.0 * 108,500.0 237,000.0 602,750.0 303,500.0 *
     NUMBER OF TRADES 13 * 17 31 62 25 *
* 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].