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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 596 27 18,426,927.1 - - - - - - - - - - - -
SINGLE FAMILY 30Y 10,743 37 808,157,540.6 - - - - - - 2,532 35 109,445,847.8 - - -
OTHER - - - 18 9 411,124.0 - - - 43 11 184,795.0 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 370 235 1,920,286.2 53 31 279,611.6 121 70 1,082,376.2 17 10 21,973.0 - - -
SINGLE FAMILY 30Y 3,970 1,913 15,939,973.7 52 35 94,596.2 223 153 138,401.6 862 340 6,641,383.8 - - -
ADJUSTABLE/HYBRID - - - 20 12 100,933.7 13 6 131,446.8 14 7 148,738.8 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 203 102 583,795.3 177 95 430,722.3 390 162 1,088,689.9 25 14 78,759.1
IO/PO - - - 35 19 429,056.4 25 17 172,060.8 13 9 159,855.5 * * *
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 174 113 479,511.5 220 114 289,995.1
IO/PO * * * 8 5 213.7
NON-AGENCY CMBS
P&I 231 153 750,668.3 81 45 314,572.8
IO/PO * * * 12 6 125,534.0
AGENCY CMBS
P&I 28 18 155,224.0 81 40 393,257.3
IO/PO - - - 5 3 310,489.0
ABS 281 197 926,505.9 66 31 306,487.5
CBO/CDO/CLO 165 127 718,394.7 34 24 166,630.0
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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