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 1,190 26 21,627,236.8 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,189 38 129,652,572.8 - - - - - - 3,195 39 116,857,781.1 - - -
OTHER - - - 15 10 483,256.2 - - - 124 10 1,441,733.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 284 164 404,356.8 62 31 650,183.5 54 28 345,281.1 16 6 8,453.9 - - -
SINGLE FAMILY 30Y 10,098 1,286 16,656,142.3 63 49 213,842.3 319 228 14,372.6 964 429 8,346,704.3 - - -
ADJUSTABLE/HYBRID - - - 43 26 238,743.6 28 21 117,436.9 18 10 100,160.8 6 4 1,143.2
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 126 64 351,114.6 129 65 197,404.0 305 114 922,730.2 10 7 53,612.6
IO/PO - - - 9 8 344,021.3 * * * 17 15 382,159.0 - - -
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 69 52 133,570.6 190 102 95,404.1
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 133 93 545,824.5 66 28 110,739.5
IO/PO - - - - - -
AGENCY CMBS
P&I 19 14 112,241.4 41 25 203,004.8
IO/PO - - - 11 8 27,172.0
ABS 270 178 799,744.8 35 22 103,403.0
CBO/CDO/CLO 87 60 674,632.2 33 20 82,438.0
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.

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