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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-2022 2022-2025 PRE-2022 2022-2025 PRE-2022 2022-2025 PRE-2022 2022-2025
AVERAGE PRICE 91.7 91.2 98.9 99.8 100.6 100.1 101.2 72.7 *
Weighted Avg. Price 90.5 88.4 99.7 100.4 100.7 100.3 102.2 68.8 *
Avg. Price Bottom 5 Trades 15.0 28.1 89.2 97.1 100.1 98.5 99.9 28.1 *
2nd Quartile Price 99.1 98.5 100.1 100.2 100.1 99.9 100.2 51.0 *
3rd Quartile Price 100.2 100.1 100.8 100.3 100.8 100.2 101.2 78.0 *
4th Quartile Price 100.4 100.3 101.2 100.4 101.0 100.4 102.3 100.0 *
Avg. Price Top 5 Trades 103.1 102.0 102.7 100.7 101.0 101.9 102.5 100.4 *
Standard Deviation 21.1 21.0 8.1 2.1 0.5 0.9 1.2 29.6 *
VOLUME OF TRADES (000'S) 767,454.8 588,123.6 170,479.9 267,158.2 106,554.9 97,824.5 54,650.0 223,140.8 *
Customer Buy 366,196.1 286,795.4 78,100.0 100,222.5 * 46,665.0 29,700.0 139,907.9 *
Customer Sell 368,218.7 268,288.1 92,379.9 136,895.7 63,404.9 48,159.5 24,950.0 83,232.9 *
Dealer to Dealer 33,040.0 33,040.0 - 30,040.0 - * - - -
<= $1MM 17,780.0 12,830.0 3,700.0 2,730.0 * 9,100.0 2,750.0 * *
<= $10MM 341,737.5 227,936.3 106,199.9 47,546.8 45,224.9 61,364.5 51,900.0 119,025.0 *
> $10MM 407,937.3 347,357.3 * 216,881.4 * * - 103,115.8 -
NUMBER OF TRADES 147 109 33 27 12 47 17 35 *
Customer Buy 68 55 12 13 * 21 7 21 *
Customer Sell 72 47 21 8 9 25 10 14 *
Dealer to Dealer 7 7 - 6 - * - - -
<= $1MM 45 31 12 8 * 21 8 * *
<= $10MM 83 63 17 11 5 24 9 28 *
> $10MM 19 15 * 8 * * - 5 -

* 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.

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