As of
Download

FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/ABS/CDO Daily CMBS Weekly CMBS
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 307 22 1,932,430.5 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,272 38 95,120,232.2 0 0 0.0 0 0 0.0 1,465 32 32,506,420.3 0 0 0.0
OTHER 0 0 0.0 41 17 431,605.0 0 0 0.0 9 8 48,968.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 283 155 136,220.6 22 13 233,812.5 39 27 1,984.7 19 5 7,824.3 0 0 0.0
SINGLE FAMILY 30Y 1,912 801 4,434,351.7 34 26 108,531.2 167 62 12,041.5 604 252 1,376,311.7 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 * * * 0 0 0.0 * * * * * *
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 - - - 120 81 97,931.9 87 55 79,425.0 246 81 74,389.2 11 6 16,126.5
IO/PO - - - * * * 11 4 18,747.8 14 5 27,063.6 * * *
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 31 21 187,892.4 124 84 64,766.9
IO/PO * * * 0 0 0.0
NON-AGENCY CMBS
P&I 112 73 243,441.7 16 11 47,016.5
IO/PO 0 0 0.0 0 0 0.0
AGENCY CMBS
P&I 59 41 169,786.9 38 24 68,130.8
IO/PO * * * 5 5 155,162.4
ABS 201 137 599,752.4 32 20 92,810.0
CBO/CDO/CLO 84 70 401,617.1 18 13 83,417.3
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.