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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 494 22 5,964,333.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,002 32 116,024,631.3 - - - - - - 1,413 37 44,599,172.5 - - -
OTHER - - - 31 13 929,063.9 - - - 98 20 683,595.0 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 398 238 548,515.7 44 27 145,793.6 60 43 73,819.2 14 7 34,097.9 - - -
SINGLE FAMILY 30Y 2,954 1,144 4,534,818.3 5 4 2,020.5 199 79 40,326.2 828 382 5,835,947.2 - - -
ADJUSTABLE/HYBRID - - - 38 21 178,710.2 86 75 317,750.2 123 94 371,537.6 26 26 16,790.0
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 178 108 418,571.6 189 103 259,588.3 316 155 985,469.9 8 7 27,944.8
IO/PO - - - 81 65 150,433.4 82 62 82,290.8 29 19 349,874.0 - - -
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 121 93 273,427.7 299 173 155,667.9
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 141 120 392,097.6 39 22 56,576.3
IO/PO * * * 8 3 15,586.3
AGENCY CMBS
P&I 27 21 140,160.3 70 46 293,993.0
IO/PO - - - - - -
ABS 359 234 588,696.7 122 74 169,643.4
CBO/CDO/CLO 106 86 335,297.3 22 14 128,810.2
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].