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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 403 25 3,339,186.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,777 36 254,925,955.8 - - - - - - 2,166 33 75,604,055.4 - - -
OTHER - - - 24 11 1,035,676.0 - - - 21 6 287,935.6 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 234 154 580,151.6 11 7 78,970.4 26 18 33,660.6 12 7 3,390.3 - - -
SINGLE FAMILY 30Y 3,054 1,236 13,003,274.9 11 7 28,716.9 154 88 34,014.0 702 325 935,923.0 - - -
ADJUSTABLE/HYBRID - - - 15 14 7,744.7 18 8 42,842.3 7 3 7,469.3 5 3 901.9
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 184 103 965,470.5 158 93 544,677.2 465 157 1,410,754.5 30 17 147,862.7
IO/PO - - - 19 17 292,685.1 14 11 30,213.3 21 18 323,741.3 8 7 3,228.1
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 95 76 284,447.2 200 120 113,152.3
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 229 145 542,136.0 84 43 281,656.9
IO/PO - - - - - -
AGENCY CMBS
P&I 25 22 53,017.0 39 28 161,682.1
IO/PO - - - * * *
ABS 757 262 943,799.1 72 47 290,351.2
CBO/CDO/CLO 121 97 676,566.4 47 27 157,884.2
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 [email protected].