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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 621 25 7,520,335.9 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,416 36 254,892,769.0 - - - - - - 1,543 33 52,814,826.2 - - -
OTHER - - - 18 9 444,544.0 - - - 39 11 714,416.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 786 364 654,561.0 16 9 5,155.5 138 62 6,338.3 23 11 434.5 - - -
SINGLE FAMILY 30Y 3,737 1,491 7,794,106.3 47 20 22,562.5 238 98 23,795.5 771 323 1,934,856.4 - - -
ADJUSTABLE/HYBRID - - - 23 12 5,098.8 24 15 211,930.3 131 51 126,983.0 * * *
OTHER - - - 41 30 109,175.0 36 14 316,976.5 97 97 85,199.6 - - -
AGENCY CMO
P&I - - - 162 94 131,721.5 182 104 169,716.0 503 213 387,312.2 14 14 67,287.9
IO/PO - - - 11 7 630,852.4 10 8 447,556.4 25 12 520,330.1 * * *
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 95 79 288,108.9 286 206 46,764.3
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 202 120 345,558.3 37 18 276,379.2
IO/PO * * * - - -
AGENCY CMBS
P&I 25 20 60,678.0 97 54 64,355.6
IO/PO - - - * * *
ABS 683 372 1,250,065.4 101 73 162,832.1
CBO/CDO/CLO 157 120 688,250.6 44 24 99,788.5
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.

Effective April 25th, 2026, the “Structured Trading Activity Report” and “Daily CMBS Pricing Tables” were revised for the as-of dates of February 23, 2026, through February 26, 2026. This revision was due to an issue with incorrect factors that primarily impacted the “OTHER CMBS HY (P&I)” bucket.

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