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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 502 22 7,795,160.1 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,806 35 295,479,596.3 - - - - - - 1,837 35 49,664,665.2 - - -
OTHER - - - 52 15 842,965.8 - - - 98 8 838,729.3 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 329 211 546,725.6 40 20 447,677.0 93 42 267,867.4 5 4 7,211.1 - - -
SINGLE FAMILY 30Y 9,604 1,192 6,889,622.8 12 8 5,300.5 214 121 9,269.2 696 280 4,559,811.3 - - -
ADJUSTABLE/HYBRID - - - 17 9 479,628.4 16 9 208,989.7 9 9 16,761.8 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 189 82 299,241.6 125 83 345,884.5 360 139 618,317.4 5 3 6,659.0
IO/PO - - - 13 13 118,969.7 14 12 90,454.0 13 9 211,330.5 * * *
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 97 69 242,475.7 416 192 909,673.5
IO/PO * * * 10 6 27,947.9
NON-AGENCY CMBS
P&I 222 160 794,747.5 80 43 369,179.1
IO/PO 14 6 444,949.2 16 8 80,039.7
AGENCY CMBS
P&I 71 41 268,352.3 94 46 118,947.9
IO/PO * * * * * *
ABS 350 242 905,280.8 78 46 200,002.2
CBO/CDO/CLO 222 145 1,186,218.0 134 76 511,249.6
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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