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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 284 20 4,267,816.8 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,282 40 147,183,569.2 - - - - - - 3,592 39 78,793,051.5 - - -
OTHER - - - 17 9 595,359.3 - - - 16 8 86,783.6 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 558 197 426,914.1 52 34 191,377.4 75 41 182,994.1 41 20 33,378.9 - - -
SINGLE FAMILY 30Y 3,247 1,238 5,244,184.2 11 7 23,707.3 281 75 10,385.6 1,308 603 17,460,719.9 - - -
ADJUSTABLE/HYBRID - - - 20 16 190,247.6 16 14 89,575.3 8 6 5,147.4 181 79 50,097.7
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 140 87 281,115.2 188 100 527,140.3 303 135 270,097.3 31 16 51,419.2
IO/PO - - - 20 15 455,930.4 14 12 524,761.4 9 8 295,000.7 * * *
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 104 82 159,547.2 161 95 83,436.1
IO/PO 19 13 281,647.9 5 3 83,131.8
NON-AGENCY CMBS
P&I 279 201 687,983.5 70 39 223,992.9
IO/PO 8 6 131,503.4 - - -
AGENCY CMBS
P&I 59 35 382,896.9 135 61 254,655.2
IO/PO - - - 13 7 1,261,410.3
ABS 493 326 1,278,303.8 83 60 146,706.1
CBO/CDO/CLO 165 123 1,095,974.8 72 41 367,938.0
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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