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 525 23 4,783,029.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,952 36 437,265,789.7 - - - - - - 2,091 32 70,689,202.1 - - -
OTHER - - - 35 16 619,094.3 * * * 37 10 118,233.3 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 677 333 805,708.4 58 39 534,205.7 97 54 320,641.7 13 7 49,239.6 - - -
SINGLE FAMILY 30Y 3,060 1,426 10,964,216.5 31 17 19,243.9 266 119 198,493.9 1,221 615 8,663,020.5 - - -
ADJUSTABLE/HYBRID - - - 48 28 308,031.3 66 38 920,251.2 29 14 57,643.7 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 188 94 402,422.8 215 104 135,120.4 366 153 809,586.4 6 5 18,070.1
IO/PO - - - 12 9 148,780.1 6 5 97,601.9 51 34 694,540.4 * * *
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 108 79 478,913.8 201 127 290,506.9
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 204 164 596,437.1 93 56 307,315.9
IO/PO 39 23 143,252.4 10 7 56,752.0
AGENCY CMBS
P&I 89 42 89,314.6 69 50 425,244.2
IO/PO * * * * * *
ABS 1,508 258 1,412,024.4 94 54 188,914.8
CBO/CDO/CLO 128 97 1,089,785.1 42 25 129,394.3
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].