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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 395 22 5,425,608.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,534 34 194,843,797.3 - - - - - - 2,859 35 68,195,962.9 - - -
OTHER - - - 6 3 162,216.0 - - - 104 7 637,943.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 387 212 730,924.9 7 4 179.0 33 21 2,081.2 11 6 613.5 - - -
SINGLE FAMILY 30Y 3,033 1,351 7,833,028.7 11 7 1,508.2 113 71 6,427.3 1,091 473 9,600,989.6 - - -
ADJUSTABLE/HYBRID - - - 34 23 227,438.5 17 12 228,993.0 65 19 472,082.1 5 5 6,203.4
OTHER - - - 38 25 73,106.3 23 13 257,606.0 - - - - - -
AGENCY CMO
P&I - - - 199 107 416,559.8 184 106 309,253.4 368 164 423,317.9 * * *
IO/PO - - - 20 12 312,382.4 9 8 405,150.0 26 16 1,181,469.3 - - -
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 141 109 459,239.4 158 85 121,725.6
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 182 139 805,439.1 67 29 274,756.5
IO/PO * * * 6 3 14,870.0
AGENCY CMBS
P&I 47 26 95,372.5 87 52 205,446.6
IO/PO 14 12 395,021.6 8 7 365,388.9
ABS 573 340 1,509,309.9 64 42 234,775.8
CBO/CDO/CLO 205 143 1,261,651.8 82 48 234,967.0
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].