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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 1,336 29 24,795,982.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,596 35 182,141,012.4 - - - - - - 3,278 37 95,646,232.8 - - -
OTHER - - - 26 10 664,541.0 - - - 154 10 903,201.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 1,115 309 1,672,017.5 72 41 496,090.8 49 32 143,306.9 37 15 17,766.7 - - -
SINGLE FAMILY 30Y 3,811 1,418 10,974,085.3 49 29 53,384.3 162 78 125,923.1 2,086 729 7,718,602.2 - - -
ADJUSTABLE/HYBRID - - - 8 8 31,052.1 21 10 67,233.1 26 19 55,801.8 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 170 108 787,088.5 176 106 597,624.1 348 159 355,195.2 36 18 25,005.6
IO/PO - - - 110 47 607,880.4 69 30 285,544.9 38 15 153,435.5 - - -
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 181 110 343,172.6 151 102 103,417.8
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 221 143 409,791.5 56 34 156,478.0
IO/PO 6 3 116,123.5 5 4 16,100.0
AGENCY CMBS
P&I 29 23 100,731.7 62 33 122,743.2
IO/PO 10 4 211,932.6 7 4 190,647.2
ABS 421 260 573,788.9 74 46 153,862.6
CBO/CDO/CLO 73 55 393,356.9 47 31 348,233.3
OTHER - - - 5 5 374,153.8
* 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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