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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
UMBS FNMA FHLMC GNMA OTHER AGENCY
TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)
AGENCY PASS-THRU (TBA, STIP, $ ROLLS)
SINGLE FAMILY 15Y 703 22 8,091,223.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,767 37 359,753,897.9 - - - - - - 1,746 38 44,907,214.5 - - -
OTHER - - - 26 13 478,184.0 - - - 30 11 504,911.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 480 238 554,783.1 * * * 24 15 25,798.8 9 6 3,676.9 - - -
SINGLE FAMILY 30Y 3,055 1,396 16,377,214.9 18 14 43,247.6 229 132 82,651.5 847 383 4,719,662.5 - - -
ADJUSTABLE/HYBRID - - - 25 16 243,387.8 23 15 449,582.7 66 56 285,754.0 - - -
OTHER - - - 50 33 296,046.8 26 15 92,424.6 * * * - - -
AGENCY CMO
P&I - - - 189 89 353,427.5 176 93 267,541.7 575 200 965,808.8 32 26 85,466.0
IO/PO - - - 15 12 411,851.4 * * * 34 25 1,159,526.6 8 4 509,146.5
INVESTMENT GRADE NON-INVESTMENT GRADE †
TRADE COUNT UNIQUE SEC ID'S $ TRADES (000'S) TRADE COUNT UNIQUE SEC ID'S $ TRADES (000'S)
NON-AGENCY CMO
P&I 201 136 783,819.2 269 175 51,165.4
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 277 192 853,458.8 64 39 185,814.0
IO/PO - - - - - -
AGENCY CMBS
P&I 50 30 432,621.7 77 48 209,826.4
IO/PO * * * 20 18 108,212.8
ABS 521 315 1,127,396.6 67 37 165,834.3
CBO/CDO/CLO 309 219 2,023,818.5 67 43 151,159.6
OTHER - - - - - -
* Indicates trade count is less than 5
† Includes Unrated Securities
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].