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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 547 12 4,874,400.1 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,491 21 94,929,597.9 0 0 0.0 * * * 1,063 26 32,578,419.9 0 0 0.0
OTHER 0 0 0.0 21 10 611,515.1 0 0 0.0 14 6 107,372.9 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 406 289 656,851.1 69 46 156,083.9 101 73 69,626.3 26 12 31,838.9 0 0 0.0
SINGLE FAMILY 30Y 1,109 764 5,154,285.2 51 24 381,516.2 238 119 475,291.9 748 397 3,304,249.5 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 228 223 89,075.4 20 12 38,391.0 44 12 38,097.0 50 31 44,450.4
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 - - - 176 99 350,419.7 182 104 417,041.8 168 75 94,389.7 * * *
IO/PO - - - 16 9 225,402.4 15 8 166,691.9 12 9 240,546.2 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 52 37 135,143.8 183 102 399,302.7
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 120 87 401,060.6 40 26 204,717.9
IO/PO 0 0 0.0 * * *
AGENCY CMBS
P&I 59 33 218,735.8 58 33 131,220.2
IO/PO * * * 5 3 380,269.2
ABS 339 209 456,226.4 56 33 177,757.9
CBO/CDO/CLO 58 45 248,918.8 30 22 73,938.6
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.

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