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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 572 25 5,609,343.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,840 39 178,180,306.3 - - - - - - 2,041 38 55,399,916.1 - - -
OTHER - - - 29 17 692,253.0 - - - 70 18 906,196.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 275 148 214,841.4 32 19 125,236.1 29 18 33,930.4 17 11 12,852.9 - - -
SINGLE FAMILY 30Y 1,813 725 5,827,717.6 13 8 3,289.3 122 53 5,528.3 704 348 3,496,526.3 - - -
ADJUSTABLE/HYBRID - - - 19 15 63,185.3 17 13 79,851.9 15 10 4,693.2 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 141 66 257,292.1 88 48 579,364.6 228 97 881,092.4 * * *
IO/PO - - - 24 13 264,769.2 9 7 216,192.5 10 7 534,356.8 - - -
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 70 52 166,949.1 113 74 86,458.8
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 117 85 392,654.3 35 23 136,711.3
IO/PO * * * - - -
AGENCY CMBS
P&I 19 8 25,831.7 38 24 107,915.5
IO/PO - - - - - -
ABS 218 148 781,938.4 35 30 88,900.6
CBO/CDO/CLO 72 59 258,070.8 28 20 256,808.8
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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