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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 592 26 9,814,422.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,114 36 453,173,121.8 - - - - - - 1,863 36 46,436,933.1 - - -
OTHER - - - 14 6 290,715.2 - - - 28 7 283,297.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 400 215 479,789.4 68 33 585,009.2 107 58 115,852.9 19 10 34,931.8 - - -
SINGLE FAMILY 30Y 3,248 1,547 9,596,406.0 8 4 67,829.5 234 108 22,875.8 801 256 5,335,712.0 - - -
ADJUSTABLE/HYBRID - - - 17 10 91,684.9 28 12 181,752.1 6 3 9,451.8 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 172 81 459,107.1 151 76 480,468.7 241 118 366,066.2 - - -
IO/PO - - - * * * 6 6 522,055.1 * * * - - -
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 77 55 201,065.1 84 51 71,295.0
IO/PO * * * - - -
NON-AGENCY CMBS
P&I 125 93 484,530.2 27 18 98,865.5
IO/PO - - - * * *
AGENCY CMBS
P&I 35 22 348,821.6 77 42 338,005.2
IO/PO - - - * * *
ABS 251 155 585,193.7 44 26 112,541.6
CBO/CDO/CLO 82 62 607,986.2 52 33 485,722.6
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.

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