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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 329 22 2,589,783.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,168 36 134,990,938.8 - - - - - - 1,559 33 27,015,883.9 - - -
OTHER - - - 23 12 419,664.0 - - - 38 15 477,764.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 347 173 455,449.6 34 27 67,998.9 37 21 105,318.8 12 9 2,293.8 - - -
SINGLE FAMILY 30Y 2,401 1,198 6,498,266.7 22 16 12,862.8 158 86 37,278.1 826 489 2,100,096.3 - - -
ADJUSTABLE/HYBRID - - - * * * 5 2 15,225.4 * * * 10 5 4,017.2
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 167 98 560,183.7 160 104 321,816.3 350 151 183,595.9 * * *
IO/PO - - - 15 13 359,271.3 5 5 186,588.0 21 12 372,465.5 * * *
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 86 73 193,943.2 125 69 144,519.4
IO/PO * * * - - -
NON-AGENCY CMBS
P&I 163 113 442,789.4 33 20 72,970.8
IO/PO 21 20 391,131.4 * * *
AGENCY CMBS
P&I 21 12 60,882.4 52 31 67,695.5
IO/PO * * * 10 7 1,160,388.1
ABS 493 271 1,486,151.6 65 34 172,003.6
CBO/CDO/CLO 90 72 337,645.5 25 15 80,024.2
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.

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