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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 887 15 14,495,529.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 7,162 27 295,348,371.9 0 0 0.0 11 4 155,001.3 1,637 24 55,087,807.3 0 0 0.0
OTHER 0 0 0.0 36 14 565,119.4 * * * 43 15 356,725.9 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 330 181 1,846,971.0 57 39 196,603.2 65 48 277,127.7 33 15 51,443.8 0 0 0.0
SINGLE FAMILY 30Y 1,382 765 19,159,920.5 67 23 456,125.0 613 404 7,482,517.0 451 204 6,047,288.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 17 11 59,354.0 14 12 96,976.1 5 4 4,136.2 34 22 40,494.8
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 - - - 279 126 701,120.1 276 125 420,721.4 225 100 403,690.6 11 10 78,501.1
IO/PO - - - 11 10 200,772.5 29 20 401,377.0 13 10 126,081.4 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 55 34 68,793.1 285 125 156,876.0
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 101 75 288,419.0 33 22 80,624.5
IO/PO 0 0 0.0 6 4 107,181.7
AGENCY CMBS
P&I 57 34 83,835.5 70 33 311,269.0
IO/PO * * * 21 10 2,463,301.3
ABS 274 196 805,674.1 45 24 95,800.3
CBO/CDO/CLO 58 41 302,226.2 76 47 144,465.1
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.