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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 147 17 1,852,248.8 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,778 34 185,242,290.3 0 0 0.0 0 0 0.0 1,626 32 42,295,905.0 0 0 0.0
OTHER 0 0 0.0 8 5 179,853.0 0 0 0.0 39 10 292,314.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 398 212 249,034.2 60 46 281,867.9 51 29 303,727.9 9 5 6,080.1 0 0 0.0
SINGLE FAMILY 30Y 2,326 1,113 10,086,463.6 7 4 7,222.4 135 63 24,049.9 1,066 519 3,043,074.5 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 23 16 116,058.8 19 14 160,088.1 13 10 54,188.8 18 11 9,014.5
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 - - - 239 173 335,630.4 347 268 294,548.7 248 128 218,487.2 27 14 77,979.8
IO/PO - - - 43 27 386,483.9 42 26 296,360.1 59 32 819,802.4 * * *
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 152 98 418,841.5 421 251 178,214.8
IO/PO 0 0 0.0 6 3 9,594.6
NON-AGENCY CMBS
P&I 174 130 853,440.2 88 45 325,489.1
IO/PO 0 0 0.0 0 0 0.0
AGENCY CMBS
P&I 46 37 330,242.4 53 39 306,704.6
IO/PO * * * 27 20 133,259.9
ABS 475 238 930,387.5 62 45 145,067.8
CBO/CDO/CLO 154 107 598,609.3 58 36 294,681.8
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.