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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
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 311 25 3,721,906.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,383 33 163,577,245.1 - - - - - - 2,291 34 61,501,725.8 - - -
OTHER - - - 17 11 790,687.0 - - - 38 10 157,832.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 366 222 340,484.1 46 34 174,619.1 38 26 83,146.1 219 105 1,200,804.6 - - -
SINGLE FAMILY 30Y 4,632 1,034 7,841,680.6 11 8 528,942.3 145 73 26,138.3 697 324 2,124,898.5 - - -
ADJUSTABLE/HYBRID - - - 14 8 22,626.5 * * * 11 9 42,346.7 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 244 111 164,718.5 195 98 209,383.5 394 184 554,668.4 8 6 17,361.8
IO/PO - - - * * * 5 4 80,680.6 14 7 110,903.8 * * *
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 42 103,572.7 239 129 231,821.0
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 121 92 325,831.8 43 20 198,773.4
IO/PO 8 7 124,441.5 * * *
AGENCY CMBS
P&I 39 23 179,946.9 62 44 291,846.4
IO/PO - - - - - -
ABS 497 217 612,811.4 35 25 130,230.0
CBO/CDO/CLO 43 37 119,289.8 11 8 106,062.0
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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