As of

FINRA-ICE Data Services Structured Trading Activity Reports

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 263 20 2,036,435.7 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,461 38 115,783,917.4 0 0 0.0 0 0 0.0 1,506 29 22,488,364.6 0 0 0.0
OTHER 0 0 0.0 7 5 171,112.2 0 0 0.0 35 10 104,153.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 345 182 612,663.9 89 47 352,958.8 32 25 193,211.1 14 12 4,698.2 0 0 0.0
SINGLE FAMILY 30Y 2,714 1,066 5,561,188.2 15 13 29,601.8 215 93 2,649.8 1,023 411 2,388,559.2 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 9 7 13,062.5 * * * 43 32 88,200.8 5 5 6,642.0
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 - - - 136 63 144,566.1 109 66 359,309.2 241 134 666,241.5 6 5 23,078.8
IO/PO - - - 10 6 23,492.2 25 18 66,537.2 14 7 159,236.7 * * *
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 67 52 243,124.9 202 150 71,726.4
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 122 86 325,006.1 43 21 124,207.6
IO/PO * * * 0 0 0.0
AGENCY CMBS
P&I 34 22 82,731.8 46 25 168,406.4
IO/PO 0 0 0.0 7 7 40,489.5
ABS 352 234 1,019,523.4 44 34 101,697.7
CBO/CDO/CLO 126 102 410,759.5 22 17 73,258.0
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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