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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

JULY Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 92.5 96.3 98.2 100.0 101.3 102.5 *
Weighted Avg. Price 92.2 96.3 98.2 100.0 101.3 102.5 *
Avg. Price Bottom 5 Trades 88.2 96.2 98.1 99.8 101.2 102.4 *
2nd Quartile Price 90.6 96.2 98.2 100.0 101.3 102.4 *
3rd Quartile Price 93.5 96.3 98.2 100.0 101.3 102.5 *
4th Quartile Price 94.2 96.3 98.3 100.1 101.4 102.5 *
Avg. Price Top 5 Trades 94.5 96.5 98.4 100.2 101.5 102.5 *
Standard Deviation 2.0 0.1 0.1 0.1 0.1 0.1 *
     VOLUME OF TRADES (000'S) 3,437,586.1 2,077,512.6 5,210,551.2 2,152,947.2 2,491,186.8 323,533.7 *
     NUMBER OF TRADES 190 88 127 137 117 27 *
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 - - - - - - -
AUGUST Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 92.5 96.2 98.1 99.9 101.2 102.4 *
Weighted Avg. Price 92.3 96.3 98.1 99.9 101.2 102.4 *
Avg. Price Bottom 5 Trades 88.3 96.1 98.0 99.7 101.1 102.4 *
2nd Quartile Price 90.4 96.2 98.0 99.8 101.2 102.4 *
3rd Quartile Price 92.9 96.2 98.1 99.9 101.2 102.4 *
4th Quartile Price 93.8 96.3 98.2 99.9 101.3 102.5 *
Avg. Price Top 5 Trades 94.5 96.4 98.3 100.1 101.4 102.5 *
Standard Deviation 1.9 0.1 0.1 0.1 0.1 0.1 *
     VOLUME OF TRADES (000'S) 3,478,953.1 2,669,270.6 6,129,615.8 2,416,601.4 2,305,140.5 276,668.0 *
     NUMBER OF TRADES 205 94 236 154 83 22 *
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 - - - - - - -
SEPTEMBER Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE * * 98.0 99.7 * - -
Weighted Avg. Price * * 98.1 99.7 * - -
Avg. Price Bottom 5 Trades * * 98.0 99.6 * - -
2nd Quartile Price * * * 99.7 * - -
3rd Quartile Price * * * 99.7 * - -
4th Quartile Price * * * 99.7 * - -
Avg. Price Top 5 Trades * * 98.0 99.7 * - -
Standard Deviation * * 0.1 0.1 * - -
     VOLUME OF TRADES (000'S) * * 14,500.0 82,250.0 * - -
     NUMBER OF TRADES * * 7 23 * - -
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 - - - - - - -
OCTOBER 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 - - - - - - -

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

JULY Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE * * * 98.1 * - -
Weighted Avg. Price * * * 98.3 * - -
Avg. Price Bottom 5 Trades * * * 98.1 * - -
2nd Quartile Price * * * * * - -
3rd Quartile Price * * * * * - -
4th Quartile Price * * * * * - -
Avg. Price Top 5 Trades * * * 98.1 * - -
Standard Deviation * * * 0.7 * - -
     VOLUME OF TRADES (000'S) * * * 9,743.6 * - -
     NUMBER OF TRADES * * * 5 * - -
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 85.7 91.7 95.0 97.8 100.2 102.2 103.8
Weighted Avg. Price 85.2 91.7 94.9 97.8 100.1 102.1 103.5
Avg. Price Bottom 5 Trades 80.8 91.5 94.8 97.6 99.9 101.4 102.1
2nd Quartile Price 84.3 91.6 94.9 97.8 100.0 102.1 103.3
3rd Quartile Price 87.5 91.7 94.9 97.8 100.1 102.1 103.4
4th Quartile Price 88.1 91.8 95.0 97.9 100.3 102.2 104.2
Avg. Price Top 5 Trades 88.8 92.0 95.2 98.3 101.4 103.8 106.6
Standard Deviation 2.8 0.1 0.1 0.1 0.2 0.4 1.1
     VOLUME OF TRADES (000'S) 15,670,145.5 4,212,344.0 4,896,790.2 11,693,419.1 18,715,319.3 5,233,374.4 2,923,382.5
     NUMBER OF TRADES 196 64 111 215 492 348 202
AUGUST Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 85.0 92.2 94.7 97.2 99.5 101.5 103.4
Weighted Avg. Price 85.2 92.2 94.7 97.3 99.6 101.5 103.4
Avg. Price Bottom 5 Trades 77.8 92.1 94.6 97.1 99.3 101.4 103.2
2nd Quartile Price 82.3 92.1 94.7 97.2 99.5 101.5 103.2
3rd Quartile Price 85.9 92.2 94.7 97.2 99.5 101.5 103.3
4th Quartile Price 89.4 92.2 94.8 97.3 99.6 101.6 103.3
Avg. Price Top 5 Trades 89.8 92.4 94.9 97.4 101.1 102.0 104.7
Standard Deviation 4.0 0.1 0.1 0.1 0.2 0.1 0.5
     VOLUME OF TRADES (000'S) 4,785,991.1 1,394,468.2 7,888,526.9 12,597,792.6 23,196,582.2 23,834,149.0 3,531,179.0
     NUMBER OF TRADES 190 105 173 501 774 358 64
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 85.4 91.6 94.9 97.7 100.0 102.0 103.3
Weighted Avg. Price 85.2 91.6 94.8 97.7 100.0 102.0 103.2
Avg. Price Bottom 5 Trades 80.8 91.5 94.7 97.5 99.8 101.8 103.0
2nd Quartile Price 84.1 91.6 94.8 97.6 99.9 101.9 103.3
3rd Quartile Price 84.7 91.6 94.9 97.7 99.9 102.0 103.3
4th Quartile Price 88.0 91.7 94.9 97.8 100.0 102.0 103.4
Avg. Price Top 5 Trades 88.7 91.9 95.1 98.0 100.5 102.2 103.5
Standard Deviation 2.8 0.1 0.1 0.1 0.1 0.1 0.1
     VOLUME OF TRADES (000'S) 15,321,907.1 4,747,894.0 4,814,935.6 10,843,487.3 20,441,516.6 13,052,016.7 2,372,697.3
     NUMBER OF TRADES 195 63 92 165 356 323 77
SEPTEMBER Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 86.0 92.2 94.6 97.1 99.4 101.3 103.1
Weighted Avg. Price 85.9 92.2 94.6 97.2 99.4 101.3 103.1
Avg. Price Bottom 5 Trades 84.5 92.1 94.5 96.9 99.2 101.2 103.0
2nd Quartile Price 85.8 92.2 94.6 97.0 99.3 101.3 103.1
3rd Quartile Price 86.1 92.2 94.6 97.1 99.3 101.3 103.1
4th Quartile Price 89.5 92.3 94.8 97.2 99.4 101.3 103.1
Avg. Price Top 5 Trades 87.5 92.3 94.8 97.3 99.9 101.7 103.2
Standard Deviation 2.7 0.1 0.1 0.1 0.1 0.1 -
     VOLUME OF TRADES (000'S) 2,509,660.8 253,984.0 3,138,200.0 2,354,400.0 7,283,250.0 15,042,325.0 1,840,000.0
     NUMBER OF TRADES 8 11 26 69 336 249 35
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 87.4 * 94.7 97.5 99.7 101.6 103.1
Weighted Avg. Price 88.1 * 95.0 97.6 99.7 101.6 103.1
Avg. Price Bottom 5 Trades 87.2 * 94.6 97.4 99.6 101.5 103.1
2nd Quartile Price 87.7 * 94.7 97.5 99.7 101.5 103.1
3rd Quartile Price 88.4 * 94.7 97.5 99.7 101.6 103.1
4th Quartile Price 88.6 * 94.9 97.6 99.8 101.6 103.2
Avg. Price Top 5 Trades 88.0 * 94.9 97.7 99.9 101.7 103.1
Standard Deviation 1.7 * 0.1 0.1 0.1 0.1 -
     VOLUME OF TRADES (000'S) 31,575.0 * 267,300.0 152,250.0 1,943,950.0 8,597,349.0 47,750.0
     NUMBER OF TRADES 6 * 17 39 153 202 15
OCTOBER Settlement
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE * 92.0 * 96.9 99.2 101.1 103.5
Weighted Avg. Price * 92.0 * 96.9 99.2 101.2 103.4
Avg. Price Bottom 5 Trades * 91.9 * 96.9 99.1 101.1 102.9
2nd Quartile Price * 91.9 * 96.9 99.1 101.1 103.0
3rd Quartile Price * 92.0 * 96.9 99.2 101.1 103.0
4th Quartile Price * 92.0 * 96.9 99.2 101.2 104.6
Avg. Price Top 5 Trades * 92.0 * 97.0 99.4 101.2 104.3
Standard Deviation * 0.1 * 0.1 0.1 0.1 0.8
     VOLUME OF TRADES (000'S) * 102,500.0 * 48,100.0 690,300.0 687,000.0 179,000.0
     NUMBER OF TRADES * 8 * 14 81 45 13
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.

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.

Effective April 25th, 2026, the “Structured Trading Activity Report” and “Daily CMBS Pricing Tables” were revised for the as-of dates of February 23, 2026, through February 26, 2026. This revision was due to an issue with incorrect factors that primarily impacted the “OTHER CMBS HY (P&I)” bucket.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].