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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 493 22 9,408,665.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,752 33 205,569,779.2 - - - - - - 2,355 33 39,256,223.1 - - -
OTHER - - - 31 14 420,878.0 - - - 70 13 479,668.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 1,487 258 616,432.1 28 16 131,636.8 49 28 376,395.2 10 7 5,387.3 - - -
SINGLE FAMILY 30Y 3,135 1,140 7,140,713.2 6 4 4,073.4 241 83 92,075.1 1,244 416 1,720,501.2 - - -
ADJUSTABLE/HYBRID - - - 30 24 31,865.5 31 27 206,688.6 - - - 35 33 25,034.6
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 191 103 512,737.0 135 79 606,819.1 421 154 309,140.3 15 9 27,603.2
IO/PO - - - 15 11 202,327.2 15 8 136,996.1 17 13 534,960.9 5 3 404,658.7
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 183 122 619,361.6 182 110 102,693.5
IO/PO 8 4 443,845.4 5 4 58,385.0
NON-AGENCY CMBS
P&I 221 146 790,545.5 70 39 197,605.0
IO/PO * * * 9 3 572,684.0
AGENCY CMBS
P&I 45 31 133,744.1 51 34 97,187.0
IO/PO - - - 7 4 460,396.3
ABS 459 271 1,568,483.1 40 32 119,331.4
CBO/CDO/CLO 145 113 962,464.7 23 18 72,625.6
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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