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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 576 21 10,059,783.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,004 36 406,627,978.9 - - - - - - 1,678 37 58,926,843.5 - - -
OTHER - - - 23 9 268,108.4 - - - 13 6 59,555.3 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 636 323 371,607.8 - - - 19 12 735.7 * * * - - -
SINGLE FAMILY 30Y 3,900 1,591 13,387,964.3 10 8 13,876.3 301 122 36,995.8 577 285 6,035,247.6 - - -
ADJUSTABLE/HYBRID - - - 14 6 35,304.2 9 6 134,836.8 14 10 50,777.3 12 7 5,475.4
OTHER - - - 81 54 371,404.9 40 16 442,146.5 332 166 688,896.0 - - -
AGENCY CMO
P&I - - - 181 101 990,748.9 148 80 839,004.2 267 130 459,469.0 13 11 54,043.7
IO/PO - - - 13 13 24,668.2 15 10 422,574.4 32 22 878,843.7 * * *
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 201 151 451,024.1 270 176 96,243.4
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 242 166 1,070,941.8 78 45 311,714.9
IO/PO * * * - - -
AGENCY CMBS
P&I 46 27 206,955.1 108 54 248,078.8
IO/PO * * * 12 12 211,038.2
ABS 547 312 954,151.9 59 38 98,383.2
CBO/CDO/CLO 238 174 1,475,152.1 47 27 172,862.0
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].