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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 965 14 11,163,900.2 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,989 25 153,929,983.7 0 0 0.0 0 0 0.0 1,552 23 59,188,471.1 0 0 0.0
OTHER 0 0 0.0 19 12 189,021.0 * * * 16 14 266,206.4 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 379 239 1,409,136.8 41 35 674,632.4 112 77 555,254.6 16 12 2,382.9 0 0 0.0
SINGLE FAMILY 30Y 1,035 568 8,476,491.6 62 31 914,572.2 255 142 1,305,934.0 649 309 5,483,596.0 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 24 19 35,129.4 13 12 8,726.9 14 13 6,410.4 37 26 10,405.7
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 - - - 257 133 135,761.3 287 159 224,478.6 263 132 121,447.0 10 7 57,103.5
IO/PO - - - 22 16 200,235.5 22 13 169,554.4 22 15 462,249.5 * * *
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 94 61 184,582.8 275 153 363,884.3
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 167 128 754,921.5 46 24 261,185.1
IO/PO * * * 0 0 0.0
AGENCY CMBS
P&I 75 49 173,123.4 50 30 270,868.8
IO/PO * * * 16 9 684,257.3
ABS 347 250 1,352,914.6 42 33 171,144.3
CBO/CDO/CLO 115 84 465,057.2 76 53 189,444.6
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.

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