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FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/CMBS/ABS/CDO
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 608 20 12,389,926.7 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,026 28 130,478,826.5 0 0 0.0 0 0 0.0 3,911 36 115,878,044.2 0 0 0.0
OTHER 0 0 0.0 29 13 1,077,324.0 0 0 0.0 32 14 180,390.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 481 232 1,514,919.2 55 29 453,682.4 61 41 188,076.7 46 24 23,972.8 0 0 0.0
SINGLE FAMILY 30Y 1,745 825 8,410,200.4 87 60 697,196.4 264 130 416,571.4 797 390 7,195,447.8 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 11 8 69,916.5 17 10 46,290.8 15 8 3,232.0 * * *
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 - - - 99 55 163,467.1 92 45 178,945.5 112 47 91,332.4 21 8 9,890.6
IO/PO - - - 164 41 290,664.1 63 16 174,444.3 83 20 429,010.7 61 31 679,784.7
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 50 37 57,328.5 114 55 37,888.9
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 157 108 352,093.7 47 26 139,804.1
IO/PO 0 0 0.0 * * *
AGENCY CMBS
P&I 44 29 120,861.3 53 32 250,408.3
IO/PO * * * 14 5 696,616.1
ABS 218 139 234,111.2 41 28 68,828.9
CBO/CDO/CLO 88 64 331,117.3 36 26 250,845.2
OTHER 0 0 0.0 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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.