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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 Daily CMBS Weekly CMBS CBO/CDO/CLO
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 1,334 30 17,790,100.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,448 38 139,063,924.1 - - - - - - 5,636 44 209,485,714.4 - - -
OTHER - - - 19 12 425,704.4 - - - 139 15 855,097.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 689 276 463,867.0 18 13 107,725.8 79 42 129,919.4 39 17 13,715.8 - - -
SINGLE FAMILY 30Y 3,147 1,229 8,140,015.1 17 10 2,155.5 210 102 232,417.6 1,398 634 12,989,632.1 - - -
ADJUSTABLE/HYBRID - - - 11 7 40,760.8 17 14 216,660.4 37 14 165,685.5 5 5 2,350.6
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 142 77 398,466.0 129 71 307,570.9 328 147 792,174.2 9 6 9,338.7
IO/PO - - - 10 9 43,880.6 17 11 496,110.5 15 12 599,451.3 * * *
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 93 70 250,541.2 164 115 54,746.1
IO/PO * * * 8 4 579.4
NON-AGENCY CMBS
P&I 144 117 409,918.3 41 29 101,848.2
IO/PO 25 15 52,463.0 - - -
AGENCY CMBS
P&I 31 23 79,868.7 101 57 297,670.9
IO/PO - - - 15 11 493,806.3
ABS 434 243 598,339.9 62 36 225,814.7
CBO/CDO/CLO 177 128 918,290.0 13 9 50,459.2
OTHER * * * - - -
* 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 List or 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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