As of
FINRA-ICE Data Services Structured Trading Activity Reports
| 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 | 321 | 23 | 3,849,797.4 | - | - | - | - | - | - | - | - | - | - | - | - |
| SINGLE FAMILY 30Y | 6,339 | 39 | 215,999,585.8 | - | - | - | - | - | - | 2,192 | 31 | 42,719,838.0 | - | - | - |
| OTHER | - | - | - | 41 | 15 | 1,411,495.2 | - | - | - | 29 | 11 | 209,646.8 | - | - | - |
| AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
| SINGLE FAMILY 15Y | 311 | 164 | 338,115.3 | 76 | 39 | 454,528.8 | 72 | 40 | 146,237.5 | 23 | 14 | 30,240.2 | - | - | - |
| SINGLE FAMILY 30Y | 2,435 | 1,152 | 9,060,185.4 | 29 | 15 | 24,225.6 | 101 | 77 | 28,427.3 | 705 | 340 | 5,155,008.5 | - | - | - |
| ADJUSTABLE/HYBRID | - | - | - | 14 | 7 | 63,355.6 | 5 | 2 | 7,998.7 | 6 | 6 | 21,548.4 | 5 | 3 | 4,254.7 |
| OTHER | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| AGENCY CMO | |||||||||||||||
| P&I | - | - | - | 129 | 68 | 450,333.1 | 146 | 69 | 751,863.9 | 383 | 135 | 246,611.1 | 14 | 7 | 85,149.1 |
| IO/PO | - | - | - | 19 | 10 | 118,714.7 | 11 | 9 | 707,921.4 | 23 | 20 | 568,325.3 | * | * | * |
| 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 | 75 | 56 | 242,128.7 | 111 | 73 | 215,339.0 |
| IO/PO | * | * | * | - | - | - |
| NON-AGENCY CMBS | ||||||
| P&I | 100 | 69 | 337,062.6 | 36 | 17 | 137,895.0 |
| IO/PO | - | - | - | - | - | - |
| AGENCY CMBS | ||||||
| P&I | 41 | 20 | 447,441.5 | 40 | 19 | 127,639.7 |
| IO/PO | * | * | * | 5 | 4 | 170,687.9 |
| ABS | 241 | 139 | 1,168,335.8 | 45 | 30 | 179,858.9 |
| CBO/CDO/CLO | 282 | 169 | 1,875,535.7 | 57 | 29 | 224,001.5 |
| OTHER | - | - | - | - | - | - |
* Indicates trade count is less than 5
† Includes Unrated Securities
† 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.
Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.
Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.