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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 314 19 1,898,765.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,355 36 98,960,801.5 - - - - - - 1,443 41 29,576,226.2 - - -
OTHER - - - 9 7 273,984.0 - - - 9 4 86,255.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 2,619 160 328,778.1 34 25 144,021.1 34 15 28,772.7 19 9 14,936.1 - - -
SINGLE FAMILY 30Y 2,495 1,029 6,733,560.1 24 12 25,366.7 106 43 4,027.7 921 438 3,865,986.6 - - -
ADJUSTABLE/HYBRID - - - 7 4 110,061.9 15 9 163,379.9 11 5 21,966.8 32 15 38,787.5
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 117 67 218,130.6 154 74 205,532.9 279 132 480,655.4 6 5 2,682.2
IO/PO - - - 21 9 535,596.9 11 9 374,155.7 25 17 273,238.6 * * *
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 84 61 257,198.7 169 97 339,101.4
IO/PO * * * - - -
NON-AGENCY CMBS
P&I 177 131 462,042.8 59 37 306,843.0
IO/PO 14 8 120,372.8 * * *
AGENCY CMBS
P&I 25 22 54,132.2 87 41 350,182.9
IO/PO 5 5 62,828.2 16 12 46,772.7
ABS 271 195 507,799.1 34 26 52,533.2
CBO/CDO/CLO 123 83 598,204.4 49 27 284,090.8
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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