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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 462 26 4,504,741.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,349 34 294,163,523.8 - - - - - - 2,514 34 70,066,186.1 - - -
OTHER - - - 21 10 380,224.3 - - - 58 6 742,320.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 458 247 704,802.5 48 29 283,422.3 43 22 398,198.6 6 4 4,573.8 - - -
SINGLE FAMILY 30Y 2,751 1,192 26,191,260.7 14 14 10,377.5 220 103 34,602.9 1,167 516 4,450,808.0 - - -
ADJUSTABLE/HYBRID - - - * * * 14 7 55,721.0 7 4 25,895.4 9 6 2,089.1
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 172 107 1,172,260.0 129 69 496,154.0 393 161 639,979.6 34 14 30,420.2
IO/PO - - - 16 11 969,052.0 18 14 1,122,591.0 30 20 1,440,310.9 * * *
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 111 87 422,220.7 269 158 126,241.6
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 234 171 1,244,641.3 91 48 288,748.2
IO/PO * * * * * *
AGENCY CMBS
P&I 57 37 161,287.4 101 51 132,659.7
IO/PO - - - * * *
ABS 2,037 225 721,305.8 62 45 198,114.8
CBO/CDO/CLO 125 99 659,692.2 69 41 265,821.8
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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