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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 942 26 19,760,380.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,409 37 343,210,047.7 - - - - - - 1,940 36 75,589,358.3 - - -
OTHER - - - 16 5 401,971.9 * * * 15 6 131,391.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 570 319 812,680.1 43 34 114,159.7 42 31 169,664.9 29 14 53,352.4 - - -
SINGLE FAMILY 30Y 2,913 1,055 23,423,564.5 19 9 6,346.1 90 47 9,675.8 810 366 5,990,051.7 - - -
ADJUSTABLE/HYBRID - - - 7 7 77,744.7 17 9 125,137.0 10 5 11,792.0 6 4 2,675.2
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 110 60 257,027.9 131 60 139,359.5 221 97 526,327.8 9 5 81,227.6
IO/PO - - - 15 9 119,409.2 11 7 258,130.4 9 5 84,529.6 * * *
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 85 58 138,157.6 112 69 59,095.3
IO/PO * * * 34 17 344,428.6
NON-AGENCY CMBS
P&I 130 99 397,432.5 64 37 408,618.0
IO/PO - - - * * *
AGENCY CMBS
P&I 31 22 40,747.8 35 26 43,097.0
IO/PO - - - * * *
ABS 349 217 607,702.7 86 43 137,725.9
CBO/CDO/CLO 138 104 801,697.1 59 30 621,978.7
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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