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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/CDO Daily CMBS Weekly CMBS
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 318 26 3,357,712.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 6,956 39 329,505,160.9 0 0 0.0 0 0 0.0 2,285 35 42,455,059.5 0 0 0.0
OTHER 0 0 0.0 8 5 186,386.0 0 0 0.0 52 7 416,601.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 333 176 307,579.2 33 22 180,895.1 48 25 36,870.0 19 9 6,831.9 0 0 0.0
SINGLE FAMILY 30Y 2,725 1,105 21,918,590.5 28 18 19,758.1 131 56 26,093.8 976 383 8,197,909.5 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 5 4 45,103.3 20 7 6,297.7 * * * 7 5 54,702.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I - - - 100 52 256,281.6 119 63 84,278.3 371 154 639,455.6 11 8 33,798.0
IO/PO - - - 13 9 99,082.0 11 9 167,111.0 * * * * * *
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 36 30 112,478.0 288 150 382,603.5
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 178 136 591,577.2 42 23 193,561.4
IO/PO 0 0 0.0 5 2 40,147.0
AGENCY CMBS
P&I 43 23 193,848.7 69 41 620,820.2
IO/PO 0 0 0.0 0 0 0.0
ABS 455 197 700,591.3 41 29 101,863.0
CBO/CDO/CLO 67 56 475,877.9 32 19 159,971.5
OTHER 0 0 0.0 * * *
* 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 Listor 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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