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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: CBO/CDO/CLO
METRIC CBO/CDO/CLO CBO/CDO/CLO AAA NON-AAA IG NON-INVESTMENT GRADE
PRE-2023 2023-2026 PRE-2023 2023-2026 PRE-2023 2023-2026 PRE-2023 2023-2026
AVERAGE PRICE 78.5 68.7 99.5 99.9 100.0 99.0 99.6 20.1 97.8
Weighted Avg. Price 80.4 70.8 99.7 99.9 100.0 99.3 99.6 11.2 97.9
Avg. Price Bottom 5 Trades 0.3 0.4 97.0 99.7 99.7 95.6 99.3 0.4 97.0
2nd Quartile Price 96.0 5.7 99.6 99.8 99.9 99.5 99.6 - 97.1
3rd Quartile Price 99.8 99.7 99.9 99.9 100.0 99.9 100.0 - 97.6
4th Quartile Price 100.0 100.0 100.1 100.0 100.1 100.1 100.1 20.4 98.6
Avg. Price Top 5 Trades 100.2 100.1 100.2 100.1 100.1 100.0 100.1 98.5 98.6
Standard Deviation 39.5 44.9 1.0 0.1 0.1 1.8 0.8 36.3 0.8
VOLUME OF TRADES (000'S) 1,476,239.9 911,787.6 284,110.0 514,823.8 202,710.0 98,658.0 47,400.0 298,305.8 34,000.0
Customer Buy 940,390.2 516,104.4 154,244.0 312,186.1 112,544.0 49,149.0 24,700.0 154,769.3 17,000.0
Customer Sell 528,849.7 392,683.2 125,866.0 199,637.7 86,166.0 49,509.0 22,700.0 143,536.4 17,000.0
Dealer to Dealer * * * * * - - - -
<= $1MM 12,355.3 7,755.3 3,600.0 2,355.3 2,600.0 * * * -
<= $10MM 580,183.2 387,169.9 190,272.0 103,902.5 132,272.0 95,258.0 24,000.0 188,009.4 34,000.0
> $10MM 883,701.4 516,862.4 90,238.0 408,566.0 * - * 108,296.4 -
NUMBER OF TRADES 197 126 63 48 38 29 13 49 12
Customer Buy 109 66 36 26 23 15 7 25 6
Customer Sell 84 58 25 20 13 14 6 24 6
Dealer to Dealer * * * * * - - - -
<= $1MM 23 14 8 8 6 * * * -
<= $10MM 138 88 49 25 28 25 9 38 12
> $10MM 36 24 6 15 * - * 9 -

* Indicates trade count is less than 5
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].