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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 353 24 3,065,905.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,567 35 220,867,691.1 - - - - - - 2,407 32 46,431,678.1 - - -
OTHER - - - 27 10 552,152.0 - - - 69 15 455,422.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 365 190 446,956.1 48 30 754,073.8 52 32 219,225.2 27 16 30,756.4 - - -
SINGLE FAMILY 30Y 2,532 1,143 13,445,868.9 16 14 31,261.0 154 76 83,343.6 993 365 4,481,635.2 - - -
ADJUSTABLE/HYBRID - - - 57 30 99,001.8 28 14 41,251.5 * * * 12 8 52,115.1
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 181 95 317,877.7 221 110 459,263.4 364 174 317,086.0 17 9 134,108.2
IO/PO - - - 5 4 174,324.3 9 4 9,732.5 8 6 218,711.6 * * *
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 59 48 118,418.1 148 84 94,584.4
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 142 105 452,955.5 58 31 228,989.0
IO/PO - - - * * *
AGENCY CMBS
P&I 30 18 404,838.6 53 25 597,716.3
IO/PO * * * * * *
ABS 261 176 619,117.5 50 27 185,377.8
CBO/CDO/CLO 181 112 1,231,360.6 39 25 109,435.0
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.