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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 671 28 13,129,856.2 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,187 40 365,946,236.8 - - - - - - 2,392 34 68,922,407.1 - - -
OTHER - - - 39 16 911,756.8 * * * 51 10 306,213.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 413 271 443,654.8 52 31 200,550.3 62 26 616,912.4 15 13 4,268.8 - - -
SINGLE FAMILY 30Y 3,202 1,549 24,158,667.6 13 13 17,234.9 130 66 16,115.4 958 372 8,557,336.6 - - -
ADJUSTABLE/HYBRID - - - 8 5 25,740.5 18 11 178,904.0 13 6 131,516.4 26 8 21,298.2
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 186 96 374,827.5 210 104 502,495.3 250 119 818,794.3 33 23 110,023.7
IO/PO - - - 5 4 189,830.3 9 8 121,585.9 31 28 143,336.6 * * *
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 75 61 243,618.7 142 83 76,702.4
IO/PO * * * 8 6 32,753.0
NON-AGENCY CMBS
P&I 233 160 727,171.6 57 41 169,433.9
IO/PO * * * * * *
AGENCY CMBS
P&I 56 36 177,028.6 73 43 342,554.6
IO/PO - - - 6 5 149,203.0
ABS 382 251 1,211,097.1 74 49 190,244.0
CBO/CDO/CLO 141 111 851,589.6 62 36 210,695.0
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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