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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 1,783 17 51,290,665.4 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 8,900 32 313,357,801.2 0 0 0.0 0 0 0.0 1,163 33 31,976,931.2 0 0 0.0
OTHER 0 0 0.0 19 10 300,701.0 0 0 0.0 20 13 356,252.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 630 301 7,034,425.0 64 30 298,712.4 66 50 117,960.8 10 9 27,014.3 0 0 0.0
SINGLE FAMILY 30Y 1,921 862 19,354,776.1 60 46 634,446.8 255 115 394,268.9 584 236 9,617,832.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 13 10 18,676.3 * * * 0 0 0.0 14 6 22,733.3
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 - - - 185 99 48,321.1 282 117 332,800.4 156 72 63,173.3 10 7 17,171.2
IO/PO - - - 22 14 193,505.6 44 18 301,602.8 50 10 475,746.7 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 81 53 130,081.0 333 180 236,088.0
IO/PO * * * 24 12 2,290.4
NON-AGENCY CMBS
P&I 104 83 475,932.6 31 18 81,755.0
IO/PO 17 10 136,040.4 * * *
AGENCY CMBS
P&I 83 46 273,071.3 104 51 333,551.0
IO/PO 0 0 0.0 5 3 494,708.0
ABS 198 143 656,687.0 48 32 110,231.5
CBO/CDO/CLO 83 69 156,249.1 41 28 78,754.9
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 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.