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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/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 293 24 3,566,296.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,280 37 231,884,098.4 0 0 0.0 0 0 0.0 1,599 29 30,696,967.3 0 0 0.0
OTHER 0 0 0.0 13 9 737,857.0 0 0 0.0 31 12 399,895.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 381 235 223,555.8 34 19 242,575.9 66 46 176,388.8 17 9 16,613.4 0 0 0.0
SINGLE FAMILY 30Y 2,090 920 5,562,717.3 17 13 419,301.2 181 73 53,595.3 597 321 4,273,968.4 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 14 8 97,485.5 10 10 47,089.6 10 10 43,249.3 27 11 58,643.3
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 - - - 149 99 118,417.2 130 81 304,100.2 181 85 411,608.5 9 4 28,511.1
IO/PO - - - 21 14 124,324.8 19 12 45,453.5 12 10 182,385.1 * * *
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 23 19 101,712.8 154 81 74,867.4
IO/PO 0 0 0.0 6 2 145.0
NON-AGENCY CMBS
P&I 118 83 409,116.9 26 18 78,232.9
IO/PO 7 4 53,628.6 * * *
AGENCY CMBS
P&I 82 49 1,048,813.8 42 25 944,811.8
IO/PO * * * * * *
ABS 282 144 922,451.8 56 37 103,717.0
CBO/CDO/CLO 132 87 596,944.3 34 21 76,845.3
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.