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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 318 25 4,563,913.9 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,053 32 196,379,008.9 - - - - - - 1,500 37 52,730,193.3 - - -
OTHER - - - 39 16 985,321.8 * * * 15 8 215,069.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 2,820 297 381,512.6 68 48 347,598.0 92 59 229,531.2 16 8 13,065.5 - - -
SINGLE FAMILY 30Y 4,133 1,019 6,243,069.7 31 12 12,688.9 222 64 12,682.2 1,435 609 4,362,579.5 - - -
ADJUSTABLE/HYBRID - - - 7 7 59,290.9 22 13 321,797.9 13 7 100,991.1 25 21 33,279.8
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 140 81 158,768.1 140 71 361,259.6 313 125 564,333.4 32 30 50,108.2
IO/PO - - - 11 9 518,935.2 7 5 38,621.9 * * * 7 7 1,236.6
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 60 50 261,517.7 177 106 97,206.6
IO/PO 5 3 201,194.5 * * *
NON-AGENCY CMBS
P&I 141 102 364,832.6 77 39 297,177.1
IO/PO 7 4 33,435.0 5 4 33,000.0
AGENCY CMBS
P&I 14 10 81,693.7 64 45 199,908.2
IO/PO - - - * * *
ABS 256 176 508,173.0 40 25 78,554.8
CBO/CDO/CLO 144 112 671,908.4 23 13 157,199.5
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.

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