As of
Download

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 319 24 2,165,840.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,719 32 139,305,464.1 - - - - - - 1,911 34 33,901,405.8 - - -
OTHER - - - 26 8 687,409.7 - - - 10 4 144,923.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 220 127 228,315.9 48 26 274,090.6 27 18 95,417.2 * * * - - -
SINGLE FAMILY 30Y 1,907 904 10,045,299.5 16 15 15,810.2 157 68 123,869.8 563 279 1,997,231.2 - - -
ADJUSTABLE/HYBRID - - - * * * * * * 21 17 4,151.1 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 168 78 150,181.9 137 75 523,294.4 342 106 345,560.8 7 6 17,379.0
IO/PO - - - 22 15 393,337.1 5 5 125,367.6 40 14 87,454.0 * * *
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 42 35 121,552.8 134 85 88,374.3
IO/PO * * * 13 6 1,014.2
NON-AGENCY CMBS
P&I 115 92 397,598.5 42 22 255,819.8
IO/PO * * * * * *
AGENCY CMBS
P&I 29 20 125,834.6 42 26 190,028.7
IO/PO - - - - - -
ABS 380 204 725,976.6 46 33 152,137.0
CBO/CDO/CLO 142 92 1,264,640.8 40 18 303,348.1
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].