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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 1,521 28 33,105,716.9 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,084 36 111,701,565.1 - - - - - - 3,338 37 147,781,978.8 - - -
OTHER - - - 10 8 211,047.0 - - - 47 13 250,104.3 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 399 198 893,264.3 * * * 17 7 467.5 17 6 41,045.5 - - -
SINGLE FAMILY 30Y 2,710 1,176 5,952,422.4 30 18 21,275.1 214 166 52,980.7 1,418 535 7,508,253.8 - - -
ADJUSTABLE/HYBRID - - - 40 18 98,377.3 57 26 103,695.6 87 31 480,566.3 - - -
OTHER - - - 56 34 723,249.1 6 5 47,944.8 17 17 100,411.0 - - -
AGENCY CMO
P&I - - - 210 103 218,056.1 201 101 429,059.6 317 137 268,738.3 14 9 25,604.6
IO/PO - - - 6 4 330,623.2 5 4 460,360.6 11 7 135,602.0 * * *
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 104 82 322,338.5 140 78 105,067.8
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 208 175 384,076.6 49 28 171,969.3
IO/PO - - - * * *
AGENCY CMBS
P&I 30 20 134,409.2 102 47 146,775.4
IO/PO * * * 5 4 920,622.2
ABS 337 199 508,591.6 30 27 45,211.3
CBO/CDO/CLO 123 95 873,908.8 14 9 37,525.0
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.

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].