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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 294 20 3,154,477.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,715 38 149,396,014.2 - - - - - - 1,794 40 43,265,318.3 - - -
OTHER - - - 15 8 323,977.0 - - - 15 8 57,803.0 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 323 195 922,333.1 40 21 633,408.2 57 26 25,407.1 50 16 10,291.1 - - -
SINGLE FAMILY 30Y 3,526 1,296 8,118,670.4 31 17 56,285.7 379 133 118,242.5 1,272 556 3,195,692.4 - - -
ADJUSTABLE/HYBRID - - - 12 7 59,085.3 7 6 31,409.4 21 16 77,562.6 6 6 14,975.7
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 142 71 283,279.2 89 46 185,770.1 336 147 463,595.6 5 4 34,423.9
IO/PO - - - 8 7 54,104.4 8 6 257,874.7 19 14 132,893.6 - - -
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 81 53 143,254.3 125 71 26,688.1
IO/PO 7 4 135,676.3 * * *
NON-AGENCY CMBS
P&I 127 93 463,768.7 34 23 91,963.9
IO/PO - - - * * *
AGENCY CMBS
P&I 41 28 83,769.6 46 29 178,823.7
IO/PO * * * * * *
ABS 347 214 661,814.9 53 39 118,406.9
CBO/CDO/CLO 141 89 971,082.5 19 11 33,645.0
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.