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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 258 23 2,106,150.1 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,571 36 129,148,961.3 - - - - - - 993 34 15,573,937.6 - - -
OTHER - - - * * * - - - 11 3 258,981.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 158 81 245,194.9 47 37 157,660.9 546 19 423,349.4 50 46 359,581.9 - - -
SINGLE FAMILY 30Y 1,566 717 8,008,483.3 6 6 3,061.0 52 24 4,745.9 291 153 3,423,259.4 - - -
ADJUSTABLE/HYBRID - - - - - - * * * 5 5 31,952.7 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 60 42 149,836.8 84 62 104,532.8 186 98 885,083.2 5 3 7,474.4
IO/PO - - - - - - * * * 5 5 314,670.6 * * *
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 35 30 168,252.0 80 57 49,109.8
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 81 60 176,887.7 33 17 103,680.0
IO/PO * * * * * *
AGENCY CMBS
P&I 12 10 70,686.2 32 22 210,338.7
IO/PO - - - * * *
ABS 191 126 236,582.4 36 22 98,962.6
CBO/CDO/CLO 27 21 108,195.9 6 5 12,016.0
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.

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