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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 1,436 16 20,861,829.0 0 0 0.0 16 4 293,308.9 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,785 22 105,980,583.1 0 0 0.0 13 5 53,605.0 2,455 34 57,946,562.1 0 0 0.0
OTHER 0 0 0.0 24 12 663,070.5 0 0 0.0 15 7 139,394.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 254 158 653,768.2 19 13 45,218.6 96 64 75,267.3 33 11 28,230.2 0 0 0.0
SINGLE FAMILY 30Y 983 557 3,664,136.9 37 17 263,356.5 395 225 935,027.1 1,117 581 5,970,798.6 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 10 8 49,205.6 8 5 19,985.6 252 167 128,133.6 32 18 52,251.8
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 - - - 281 167 224,415.8 219 150 367,636.3 273 167 266,005.3 28 21 397,044.1
IO/PO - - - 10 8 176,746.1 25 10 109,797.6 11 4 145,723.6 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 76 47 109,952.8 328 143 145,482.0
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 123 93 380,911.2 60 38 167,146.8
IO/PO * * * * * *
AGENCY CMBS
P&I 94 43 451,494.4 108 64 606,647.9
IO/PO 0 0 0.0 17 9 3,428,142.6
ABS 258 174 386,612.1 57 36 136,681.1
CBO/CDO/CLO 31 26 102,582.9 8 5 17,521.8
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.