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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 513 22 5,457,015.9 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,250 35 294,950,300.2 - - - - - - 1,861 36 63,606,761.7 - - -
OTHER - - - 14 10 275,507.0 - - - 18 9 83,597.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 412 186 614,969.6 - - - 19 17 25,867.3 13 10 12,655.6 - - -
SINGLE FAMILY 30Y 3,064 1,235 13,715,877.3 7 5 746.7 181 89 765.0 1,292 580 4,862,128.1 - - -
ADJUSTABLE/HYBRID - - - 27 11 165,926.5 15 9 471,178.9 37 14 178,927.4 * * *
OTHER - - - 167 110 2,512,801.3 29 18 270,125.5 16 11 37,001.8 - - -
AGENCY CMO
P&I - - - 139 85 665,161.9 168 91 733,578.3 358 140 785,815.6 6 4 14,302.5
IO/PO - - - 9 3 18,476.8 * * * 17 5 58,630.3 - - -
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 105 82 472,752.9 125 74 80,892.8
IO/PO 6 2 1,046,746.1 - - -
NON-AGENCY CMBS
P&I 124 97 447,599.5 48 25 201,153.8
IO/PO - - - - - -
AGENCY CMBS
P&I 44 30 283,837.0 49 30 135,015.5
IO/PO * * * 8 7 378,213.1
ABS 346 222 1,317,161.8 52 35 195,189.2
CBO/CDO/CLO 128 86 863,591.8 69 27 612,648.1
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].