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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 506 20 8,219,124.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,480 36 198,831,496.0 - - - - - - 1,925 36 70,542,772.0 - - -
OTHER - - - 11 5 258,222.0 - - - 26 5 313,074.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 449 192 722,868.9 77 42 781,647.2 44 26 165,497.2 32 8 113,744.1 - - -
SINGLE FAMILY 30Y 2,556 1,227 8,440,910.2 35 29 414,758.6 147 74 68,091.9 1,024 405 3,882,678.5 - - -
ADJUSTABLE/HYBRID - - - 13 9 104,960.8 31 18 291,187.5 10 4 31,955.0 42 14 54,906.0
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 183 87 265,229.7 192 104 348,289.4 462 174 880,956.7 8 5 44,466.7
IO/PO - - - 39 22 217,720.3 65 35 503,997.9 21 14 489,284.6 - - -
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 120 85 301,887.9 487 259 762,219.3
IO/PO 5 3 1,553,725.8 - - -
NON-AGENCY CMBS
P&I 254 186 826,897.3 141 64 636,981.0
IO/PO 8 4 1,195,861.0 6 4 47,733.0
AGENCY CMBS
P&I 35 31 113,269.0 49 28 141,291.2
IO/PO 9 5 101,028.4 17 11 775,629.4
ABS 470 314 972,757.2 105 61 207,762.0
CBO/CDO/CLO 212 172 1,115,015.7 117 64 1,011,243.2
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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