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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 203 20 2,005,809.7 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,211 34 71,359,268.5 0 0 0.0 0 0 0.0 1,355 34 33,059,447.1 0 0 0.0
OTHER 0 0 0.0 24 12 677,561.0 0 0 0.0 37 9 156,586.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 518 239 412,391.7 39 22 285,018.3 56 33 104,503.4 13 9 1,333.3 0 0 0.0
SINGLE FAMILY 30Y 2,689 1,030 5,622,132.5 17 12 10,233.6 309 183 359,719.9 578 304 1,733,564.2 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 33 13 11,160.1 9 8 79,966.9 6 3 15,937.7 * * *
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 - - - 161 67 161,894.9 120 67 241,803.2 165 85 149,086.5 * * *
IO/PO - - - 9 4 85,107.1 5 3 260,074.1 16 13 538,020.2 * * *
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 81 61 292,660.5 200 123 77,065.9
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 75 50 255,972.1 22 10 27,964.6
IO/PO 0 0 0.0 0 0 0.0
AGENCY CMBS
P&I 52 34 609,203.6 46 35 587,385.6
IO/PO 0 0 0.0 * * *
ABS 305 218 587,077.3 36 24 57,290.2
CBO/CDO/CLO 144 117 285,922.0 17 8 156,379.7
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.

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