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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 766 27 30,047,892.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,217 36 420,447,397.4 - - - - - - 2,374 34 80,372,150.2 - - -
OTHER - - - 11 6 186,675.3 - - - 67 6 208,648.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 389 223 521,409.0 80 49 561,485.3 59 41 313,283.3 44 16 153,616.9 - - -
SINGLE FAMILY 30Y 2,654 1,367 17,239,923.6 39 35 107,790.7 198 126 51,968.0 962 516 6,509,179.4 - - -
ADJUSTABLE/HYBRID - - - 13 9 51,108.7 7 5 29,383.4 36 22 73,951.8 19 12 22,934.9
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 263 126 290,735.8 291 133 721,240.9 400 170 1,093,081.9 13 7 149,505.1
IO/PO - - - 19 16 213,686.8 21 16 429,557.9 30 22 422,067.5 * * *
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 133 83 321,657.1 246 145 259,826.0
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 219 170 854,914.1 107 59 421,382.2
IO/PO 5 4 314,746.1 * * *
AGENCY CMBS
P&I 59 38 334,632.0 95 69 244,303.2
IO/PO * * * 19 11 1,036,291.3
ABS 429 286 1,045,412.6 112 79 387,669.5
CBO/CDO/CLO 90 76 540,520.5 73 45 223,178.7
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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