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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
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)
AGENCY PASS-THRU (TBA, STIP, $ ROLLS)
SINGLE FAMILY 15Y 671 13 5,844,709.0 14 4 88,940.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,747 19 87,742,780.1 112 7 1,823,795.8 1,090 26 18,415,612.5 0 0 0.0
OTHER 17 7 197,222.0 0 0 0.0 17 8 187,560.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 230 155 383,810.5 56 35 81,550.5 9 4 13,401.5 0 0 0.0
SINGLE FAMILY 30Y 424 273 2,178,643.3 307 169 1,234,655.2 487 271 2,063,451.3 0 0 0.0
ADJUSTABLE/HYBRID * * * 0 0 0.0 18 12 78,301.2 12 10 4,125.1
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 130 82 230,856.3 130 83 199,631.2 183 105 51,808.4 6 6 27,023.6
IO/PO 27 16 56,900.8 22 7 25,833.8 9 5 210,090.4 0 0 0.0
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 32 16 37,939.6 122 69 37,646.9
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 92 67 269,761.8 27 14 89,707.1
IO/PO 6 2 35,100.0 * * *
AGENCY CMBS
P&I 42 27 49,765.3 72 34 242,418.8
IO/PO 0 0 0.0 5 4 1,498,277.7
ABS 192 153 455,580.3 26 18 67,848.2
CBO/CDO/CLO 22 18 73,995.0 17 14 58,684.3
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.