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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

APRIL Settlement

METRIC	COUPON
	<= 3.5	4	4.5	5	5.5	6	> 6
UMBS
AVERAGE PRICE	93.9	97.6	99.3	100.7	101.9	*	-
Weighted Avg. Price	93.6	97.6	99.3	100.7	101.9	*	-
Avg. Price Bottom 5 Trades	89.9	97.5	99.2	100.6	101.9	*	-
2nd Quartile Price	92.1	97.6	99.2	100.6	101.9	*	-
3rd Quartile Price	94.4	97.6	99.3	100.7	101.9	*	-
4th Quartile Price	94.5	97.7	99.3	100.7	102.0	*	-
Avg. Price Top 5 Trades	96.3	97.7	99.4	100.7	102.0	*	-
Standard Deviation	1.7	0.1	-	-	0.1	*	-
VOLUME OF TRADES (000'S)	5,872,000.0	306,026.4	1,350,855.0	539,275.0	866,585.0	*	-
NUMBER OF TRADES	99	54	121	64	26	*	-
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	93.9	97.6	99.2	100.6	101.8	*	-
Weighted Avg. Price	93.6	97.6	99.2	100.6	101.8	*	-
Avg. Price Bottom 5 Trades	90.4	97.5	99.1	100.5	101.8	*	-
2nd Quartile Price	92.1	97.5	99.2	100.5	101.8	*	-
3rd Quartile Price	94.4	97.6	99.2	100.6	101.8	*	-
4th Quartile Price	94.4	97.6	99.2	100.6	101.9	*	-
Avg. Price Top 5 Trades	96.3	97.6	99.3	100.6	101.9	*	-
Standard Deviation	1.6	0.1	-	0.1	0.1	*	-
VOLUME OF TRADES (000'S)	5,798,281.0	143,308.0	1,203,552.0	307,520.0	853,060.0	*	-
NUMBER OF TRADES	84	16	33	25	19	*	-
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	*	*	99.1	100.5	*	-	-
Weighted Avg. Price	*	*	99.1	100.5	*	-	-
Avg. Price Bottom 5 Trades	*	*	99.0	100.4	*	-	-
2nd Quartile Price	*	*	99.0	100.5	*	-	-
3rd Quartile Price	*	*	99.1	100.5	*	-	-
4th Quartile Price	*	*	99.1	100.5	*	-	-
Avg. Price Top 5 Trades	*	*	99.1	100.5	*	-	-
Standard Deviation	*	*	0.1	0.1	*	-	-
VOLUME OF TRADES (000'S)	*	*	386,600.0	56,000.0	*	-	-
NUMBER OF TRADES	*	*	13	11	*	-	-
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	-	-	-	-	-	-	-

JULY 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

APRIL Settlement

METRIC	COUPON
	<= 3.5	4	4.5	5	5.5	6	> 6
UMBS
AVERAGE PRICE	86.9	94.4	96.6	98.7	100.6	102.0	103.7
Weighted Avg. Price	87.1	94.4	96.6	98.7	100.5	102.0	103.5
Avg. Price Bottom 5 Trades	77.9	94.2	96.4	98.6	100.3	101.9	103.4
2nd Quartile Price	84.2	94.4	96.6	98.7	100.5	102.0	103.5
3rd Quartile Price	87.9	94.4	96.6	98.7	100.6	102.0	103.5
4th Quartile Price	91.6	94.5	96.7	98.8	100.6	102.0	103.5
Avg. Price Top 5 Trades	91.9	94.6	97.1	100.5	102.1	104.2	105.9
Standard Deviation	3.9	0.1	0.1	0.2	0.2	0.3	0.6
VOLUME OF TRADES (000'S)	20,360,255.1	6,730,607.0	16,455,118.5	39,723,632.1	41,256,414.3	12,738,807.9	8,116,871.4
NUMBER OF TRADES	473	137	407	1,158	736	293	150
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	88.0	93.7	96.6	99.2	100.9	102.0	103.9
Weighted Avg. Price	86.1	93.7	96.7	99.1	100.8	101.8	103.7
Avg. Price Bottom 5 Trades	82.5	93.5	96.3	98.8	100.5	101.6	103.1
2nd Quartile Price	86.0	93.6	96.6	99.1	100.7	101.8	103.8
3rd Quartile Price	89.2	93.7	96.6	99.1	100.7	101.8	103.9
4th Quartile Price	91.6	93.8	96.7	99.2	100.8	101.9	104.1
Avg. Price Top 5 Trades	91.9	93.8	96.8	100.8	104.0	104.3	105.1
Standard Deviation	3.3	0.1	0.1	0.3	0.6	0.5	0.7
VOLUME OF TRADES (000'S)	10,531,020.0	1,418,860.0	1,486,711.5	4,797,832.9	6,017,308.3	9,029,915.9	1,362,489.9
NUMBER OF TRADES	198	31	87	294	306	218	43

MAY Settlement

METRIC	COUPON
	<= 3.5	4	4.5	5	5.5	6	> 6
UMBS
AVERAGE PRICE	86.5	94.3	96.5	98.6	100.4	101.9	103.5
Weighted Avg. Price	87.2	94.3	96.5	98.6	100.4	101.9	103.5
Avg. Price Bottom 5 Trades	78.6	94.1	96.3	98.4	100.2	101.8	103.4
2nd Quartile Price	84.1	94.3	96.5	98.6	100.4	101.8	103.4
3rd Quartile Price	87.7	94.3	96.5	98.6	100.4	101.9	103.5
4th Quartile Price	91.5	94.4	96.6	98.7	100.4	101.9	103.5
Avg. Price Top 5 Trades	91.8	94.5	96.7	98.9	100.5	101.9	104.9
Standard Deviation	3.8	0.1	0.1	0.1	0.1	-	0.4
VOLUME OF TRADES (000'S)	16,587,929.1	7,520,513.1	11,961,165.5	18,182,947.0	27,891,788.8	7,574,247.1	7,185,355.0
NUMBER OF TRADES	230	70	147	335	281	126	91
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	87.5	93.6	96.5	98.9	100.5	101.7	103.6
Weighted Avg. Price	85.8	93.6	96.6	98.9	100.5	101.7	103.6
Avg. Price Bottom 5 Trades	82.4	93.5	96.4	98.8	100.4	101.6	103.5
2nd Quartile Price	85.9	93.6	96.5	98.9	100.4	101.7	103.5
3rd Quartile Price	89.2	93.6	96.6	98.9	100.5	101.7	103.6
4th Quartile Price	89.5	93.7	96.6	99.0	100.5	101.7	103.7
Avg. Price Top 5 Trades	91.4	93.7	96.7	99.1	100.6	102.0	103.7
Standard Deviation	3.3	0.1	0.1	0.1	0.1	0.2	0.1
VOLUME OF TRADES (000'S)	9,700,681.0	1,324,579.0	1,161,506.0	2,066,825.0	3,810,770.0	8,380,140.0	1,093,619.0
NUMBER OF TRADES	100	27	58	134	146	99	31

JUNE Settlement

METRIC	COUPON
	<= 3.5	4	4.5	5	5.5	6	> 6
UMBS
AVERAGE PRICE	91.6	94.2	96.4	98.5	100.3	101.7	103.6
Weighted Avg. Price	91.6	94.2	96.5	98.5	100.3	101.8	103.4
Avg. Price Bottom 5 Trades	91.6	94.1	96.3	98.4	100.2	101.7	103.4
2nd Quartile Price	*	94.2	96.4	98.5	100.3	101.7	103.4
3rd Quartile Price	*	94.2	96.4	98.5	100.3	101.8	103.5
4th Quartile Price	*	94.3	96.5	98.5	100.3	101.8	105.0
Avg. Price Top 5 Trades	91.6	94.3	96.5	98.6	100.4	101.8	103.7
Standard Deviation	0.1	0.1	0.1	-	-	-	0.7
VOLUME OF TRADES (000'S)	33,500.0	1,419,300.0	620,400.0	790,750.0	2,271,450.0	1,288,000.0	513,700.0
NUMBER OF TRADES	5	21	24	74	190	60	6
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	*	96.4	98.7	100.3	101.6	103.4
Weighted Avg. Price	90.6	*	96.5	98.7	100.3	101.6	103.4
Avg. Price Bottom 5 Trades	90.6	*	96.4	98.6	100.2	101.5	103.3
2nd Quartile Price	*	*	96.4	98.7	100.3	101.5	103.4
3rd Quartile Price	*	*	96.5	98.7	100.3	101.6	103.4
4th Quartile Price	*	*	96.5	98.8	100.3	101.6	103.5
Avg. Price Top 5 Trades	90.6	*	96.5	98.8	100.4	101.6	103.5
Standard Deviation	0.8	*	0.1	-	-	-	0.1
VOLUME OF TRADES (000'S)	29,000.0	*	98,000.0	918,000.0	1,760,750.0	3,412,000.0	87,750.0
NUMBER OF TRADES	5	*	14	56	109	51	10

JULY 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	*	*	-	-	-	-	-

* 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].

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For each region, the evaluation system is operational during the Extended Hours. In addition, the evaluation desks are staffed during the Core Hours providing further system inputs and oversight.

	Core Hours	Extended Hours
ASIA Corps & Sovs (AU)	8:30 AM AEDT – 6:00 PM AEDT	3:00 AM AEDT – 12:00 AM AEDT
ASIA Corps & Sovs (JP)	8:30 AM AEDT – 6:00 PM AEDT	3:00 AM AEDT – 12:00 AM AEDT
ASIA Corps & Sovs (NZ)	8:30 AM AEDT – 6:00 PM AEDT	3:00 AM AEDT – 12:00 AM AEDT
ASIA Corps & Sovs (Other Currencies)	9:00 AM HKT – 6:00 PM HKT	3:00 AM HKT – 12:00 AM HKT
ASIA Money Markets (AU)	8:30 AM AEDT – 6:00 PM AEDT	3:00 AM AEDT – 12:00 AM AEDT
ASIA Money Markets (JP)	8:30 AM AEDT – 6:00 PM AEDT	3:00 AM AEDT – 12:00 AM AEDT
ASIA Money Markets (NZ)	8:30 AM AEDT – 6:00 PM AEDT	3:00 AM AEDT – 12:00 AM AEDT
ASIA Money Markets (Other Currencies)	9:00 AM HKT – 6:00 PM HKT	3:00 AM HKT – 12:00 AM HKT
EMEA Corps & Sovs	8:00 AM GMT/BST – 6:00 PM GMT/BST	3:00 AM GMT/BST – 12:00 AM GMT/BST
EMEA Money Markets	8:00 AM GMT/BST – 6:00 PM GMT/BST	3:00 AM GMT/BST – 12:00 AM GMT/BST
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US Corporate HY	8:00 AM ET – 5:30 PM ET	3:00 AM ET – 12:00 AM ET
US Corporate IG	8:00 AM ET – 5:30 PM ET	3:00 AM ET – 12:00 AM ET
US MBS (TBA & Pass-through)	8:00 AM ET – 5:30 PM ET	3:00 AM ET – 12:00 AM ET
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US Treasuries & Strips	8:00 AM ET – 5:30 PM ET	3:00 AM ET – 12:00 AM ET
Leveraged Loan	8:00 AM ET – 5:30 PM ET	3:00 AM ET – 12:00 AM ET

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