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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 577 25 17,723,307.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,016 33 249,270,751.9 - - - - - - 2,023 33 68,596,258.5 - - -
OTHER - - - 13 5 288,943.7 6 1 45,518.3 49 7 541,909.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 545 228 490,717.0 6 4 4,925.1 42 24 82,322.6 15 8 13,483.6 - - -
SINGLE FAMILY 30Y 2,523 984 18,132,918.9 46 33 182,966.9 149 82 92,123.7 1,035 595 12,224,910.6 - - -
ADJUSTABLE/HYBRID - - - 14 9 84,640.5 16 8 358,940.4 57 24 778,913.1 29 13 6,515.8
OTHER - - - 65 45 432,700.2 28 16 726,535.2 * * * - - -
AGENCY CMO
P&I - - - 159 95 1,014,100.7 148 97 969,147.9 358 169 2,439,236.1 58 46 298,625.3
IO/PO - - - 17 10 528,636.7 20 17 690,229.8 21 16 955,434.8 11 5 300,147.1
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 158 121 563,980.0 228 148 381,905.9
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 170 132 468,893.1 44 27 218,395.7
IO/PO 10 5 755,697.5 7 3 45,021.5
AGENCY CMBS
P&I 64 34 265,117.7 112 73 270,400.9
IO/PO - - - 7 3 370,742.9
ABS 436 275 907,937.8 96 64 195,272.3
CBO/CDO/CLO 176 125 790,760.5 22 15 99,395.0
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].