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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 763 26 9,481,221.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,928 33 95,228,925.6 - - - - - - 4,136 38 131,907,271.6 - - -
OTHER - - - 9 6 125,389.0 - - - 35 3 174,413.0 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 495 194 162,474.4 74 55 807,831.1 50 25 43,776.1 18 8 8,957.3 - - -
SINGLE FAMILY 30Y 3,374 1,086 5,934,080.4 13 11 6,346.6 194 68 2,390.2 972 473 3,896,108.4 - - -
ADJUSTABLE/HYBRID - - - 6 4 7,417.6 17 8 288,542.5 10 8 6,263.8 - - -
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 141 83 304,577.1 131 83 130,852.6 201 89 339,615.0 36 16 93,323.2
IO/PO - - - 11 11 152,285.5 26 22 1,983,630.9 30 28 1,024,553.6 * * *
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 78 54 232,340.0 135 74 59,021.6
IO/PO 5 2 718,425.7 16 8 115,668.3
NON-AGENCY CMBS
P&I 139 103 346,076.6 46 30 144,554.4
IO/PO 12 12 103,904.8 * * *
AGENCY CMBS
P&I 23 14 53,083.7 41 27 62,457.6
IO/PO * * * 24 22 322,201.2
ABS 392 208 1,082,787.1 52 29 196,040.7
CBO/CDO/CLO 244 183 778,474.7 52 30 185,422.6
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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