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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 1,079 27 28,692,164.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,463 36 225,274,686.9 - - - - - - 1,733 32 44,693,600.5 - - -
OTHER - - - 30 19 673,897.0 - - - 66 5 380,211.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 465 247 1,760,325.8 48 33 371,241.8 21 12 37,498.2 39 9 144,117.5 - - -
SINGLE FAMILY 30Y 2,529 1,202 6,665,770.0 26 23 9,667.0 180 69 31,596.5 821 320 7,044,568.2 - - -
ADJUSTABLE/HYBRID - - - 7 5 18,891.8 7 4 63,040.0 14 11 83,867.0 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 108 68 284,557.0 141 79 341,712.4 249 124 910,508.8 20 16 39,081.0
IO/PO - - - 5 5 322,226.4 * * * 350 188 6,686,721.1 - - -
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 57 44 350,468.3 116 77 102,141.2
IO/PO * * * 6 2 542.3
NON-AGENCY CMBS
P&I 139 105 482,374.3 52 34 282,246.9
IO/PO - - - 12 4 92,741.5
AGENCY CMBS
P&I 24 16 29,609.1 35 24 140,514.3
IO/PO - - - * * *
ABS 295 213 535,902.3 79 51 617,329.2
CBO/CDO/CLO 86 71 581,815.7 34 17 304,700.1
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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