As of
Download

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 93.4 98.3 100.2 100.7 100.9 101.7 -
Weighted Avg. Price 95.6 98.7 100.1 101.3 102.7 103.7 -
Avg. Price Bottom 5 Trades 84.2 97.6 100.1 99.6 95.1 98.1 -
2nd Quartile Price 92.6 98.5 100.1 100.7 101.0 98.3 -
3rd Quartile Price 94.5 98.6 100.2 101.2 102.4 103.2 -
4th Quartile Price 96.9 98.9 100.3 101.2 102.5 103.7 -
Avg. Price Top 5 Trades 98.3 98.9 100.2 101.3 102.6 103.7 -
Standard Deviation 4.8 1.3 0.1 1.4 2.7 2.7 -
     VOLUME OF TRADES (000'S) 19,347.0 6,706.6 20,409.7 20,155.6 105,399.3 1,372.2 -
     NUMBER OF TRADES 99 25 13 38 50 32 -
FNMA
AVERAGE PRICE 91.1 97.8 * 101.7 - - -
Weighted Avg. Price 98.3 99.2 * 101.7 - - -
Avg. Price Bottom 5 Trades 84.2 97.5 * 101.7 - - -
2nd Quartile Price 87.9 98.8 * * - - -
3rd Quartile Price 93.2 99.3 * * - - -
4th Quartile Price 99.2 99.4 * * - - -
Avg. Price Top 5 Trades 99.0 98.5 * 101.7 - - -
Standard Deviation 6.2 2.0 * 0.5 - - -
     VOLUME OF TRADES (000'S) 9,626.7 5,031.6 * 12,346.7 - - -
     NUMBER OF TRADES 18 6 * 5 - - -
FHLMC
AVERAGE PRICE 97.3 * * - - - -
Weighted Avg. Price 97.0 * * - - - -
Avg. Price Bottom 5 Trades 96.7 * * - - - -
2nd Quartile Price 96.8 * * - - - -
3rd Quartile Price 97.3 * * - - - -
4th Quartile Price 98.2 * * - - - -
Avg. Price Top 5 Trades 98.0 * * - - - -
Standard Deviation 0.8 * * - - - -
     VOLUME OF TRADES (000'S) 2,921.2 * * - - - -
     NUMBER OF TRADES 12 * * - - - -
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 (Specified) - Single Family 30Y
METRIC COUPON
<= 3.5 4 4.5 5 5.5 6 > 6
UMBS
AVERAGE PRICE 87.7 93.6 97.0 99.1 100.3 101.2 100.9
Weighted Avg. Price 88.9 95.7 98.0 100.0 101.6 103.4 104.3
Avg. Price Bottom 5 Trades 76.3 84.6 88.8 94.4 94.9 95.5 94.7
2nd Quartile Price 84.5 93.0 97.1 99.0 100.4 101.5 97.0
3rd Quartile Price 88.3 94.4 97.6 99.7 101.3 101.7 103.6
4th Quartile Price 92.3 94.6 98.2 99.9 101.5 102.8 104.0
Avg. Price Top 5 Trades 97.2 97.5 100.1 101.7 103.2 104.2 104.5
Standard Deviation 4.4 2.4 2.5 1.8 2.4 2.8 4.4
     VOLUME OF TRADES (000'S) 88,103.8 27,652.6 67,161.6 409,965.7 224,549.1 55,364.4 54,854.6
     NUMBER OF TRADES 972 240 168 175 126 57 27
FNMA
AVERAGE PRICE * * 98.2 100.5 102.4 104.0 105.6
Weighted Avg. Price * * 98.3 100.4 102.3 104.1 105.7
Avg. Price Bottom 5 Trades * * 98.1 100.0 101.8 103.5 105.6
2nd Quartile Price * * 98.2 100.2 102.2 103.7 *
3rd Quartile Price * * 98.2 100.4 102.4 104.1 *
4th Quartile Price * * 98.3 100.7 102.7 104.4 *
Avg. Price Top 5 Trades * * 98.4 101.1 103.0 104.7 105.6
Standard Deviation * * 0.3 0.3 0.4 0.8 0.5
     VOLUME OF TRADES (000'S) * * 31,075.5 440,580.3 233,273.4 31,028.9 23,828.5
     NUMBER OF TRADES * * 11 42 41 14 5
FHLMC
AVERAGE PRICE 89.3 93.1 97.6 99.9 102.2 * *
Weighted Avg. Price 95.3 95.2 98.1 100.1 102.0 * *
Avg. Price Bottom 5 Trades 79.8 86.7 97.1 98.3 101.5 * *
2nd Quartile Price 88.3 94.2 97.7 99.9 101.9 * *
3rd Quartile Price 88.9 94.2 98.0 100.3 102.3 * *
4th Quartile Price 92.3 94.7 98.6 100.5 102.6 * *
Avg. Price Top 5 Trades 96.2 95.8 98.4 101.0 102.7 * *
Standard Deviation 5.2 4.0 1.1 1.5 0.5 * *
     VOLUME OF TRADES (000'S) 1,931.9 6,241.5 41,606.4 244,836.6 156,206.8 * *
     NUMBER OF TRADES 70 46 9 37 23 * *
GNMA
AVERAGE PRICE 84.1 90.2 95.2 98.6 96.8 93.4 95.3
Weighted Avg. Price 79.5 96.1 98.2 100.1 101.3 102.5 103.3
Avg. Price Bottom 5 Trades 79.3 86.6 89.9 93.2 85.8 82.4 76.1
2nd Quartile Price 79.1 88.0 92.7 97.3 96.1 87.8 90.0
3rd Quartile Price 83.3 94.4 96.8 99.9 99.8 96.0 99.8
4th Quartile Price 89.9 94.7 98.1 100.4 101.5 101.7 102.3
Avg. Price Top 5 Trades 91.1 94.2 99.2 102.9 104.3 103.1 104.6
Standard Deviation 5.6 5.0 4.2 3.3 7.3 9.1 13.0
     VOLUME OF TRADES (000'S) 343,999.0 4,972.9 3,479.9 29,344.1 67,030.8 46,832.0 277,241.0
     NUMBER OF TRADES 42 14 42 44 81 47 84
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 * - - - -
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.

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

Home | Company | Products & Services | Careers | Contact Us
Terms & Conditions, Privacy Policy and Trademarks | 3rd Party Disclaimers and Attribution | Registered Investment Advisor Notice
Build 8.12.1.20251208   © 2025 Intercontinental Exchange, Inc. All Rights Reserved.