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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 426 23 10,142,899.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,053 36 193,008,643.7 0 0 0.0 0 0 0.0 1,795 35 59,284,980.7 0 0 0.0
OTHER 0 0 0.0 28 11 608,131.0 0 0 0.0 49 13 313,065.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 358 211 448,255.4 93 56 325,700.2 93 51 370,525.2 24 16 20,423.9 0 0 0.0
SINGLE FAMILY 30Y 5,258 1,444 12,072,782.4 49 21 24,237.5 268 111 43,280.4 1,648 579 4,542,535.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 24 21 157,543.9 19 9 33,041.8 8 6 32,290.4 12 8 16,934.5
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 - - - 242 120 242,140.9 224 108 834,933.4 390 158 421,541.9 19 11 31,769.6
IO/PO - - - 59 33 225,878.2 101 51 970,793.4 76 45 1,370,270.0 13 13 51,484.7
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 127 90 277,456.5 262 121 97,550.9
IO/PO * * * 9 5 525.5
NON-AGENCY CMBS
P&I 305 216 914,548.2 107 54 397,972.9
IO/PO * * * 0 0 0.0
AGENCY CMBS
P&I 85 59 346,483.0 107 67 367,178.9
IO/PO 6 4 14,370.1 31 23 694,396.8
ABS 723 355 2,613,196.8 115 72 269,395.6
CBO/CDO/CLO 170 126 381,979.8 84 53 395,000.6
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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