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FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/CMBS/ABS/CDO
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 757 14 5,333,956.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,287 27 80,135,152.1 0 0 0.0 * * * 1,500 27 43,767,852.2 0 0 0.0
OTHER 0 0 0.0 33 15 677,028.6 0 0 0.0 15 11 152,644.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 268 139 710,998.5 41 25 241,743.1 79 49 102,213.0 29 16 39,351.2 0 0 0.0
SINGLE FAMILY 30Y 1,000 535 10,273,449.5 62 33 595,116.0 358 160 361,377.8 606 246 3,519,737.1 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 118 62 24,633.8 73 41 22,768.0 44 39 366,391.0 11 11 5,993.9
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 - - - 262 125 107,845.4 320 126 35,562.3 174 84 252,142.1 14 4 62,775.5
IO/PO - - - 26 13 208,849.0 8 5 63,727.3 34 12 286,705.2 * * *
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 49 36 55,264.6 158 85 100,665.7
IO/PO 0 0 0.0 6 2 128,930.8
NON-AGENCY CMBS
P&I 68 51 277,494.3 21 13 101,464.8
IO/PO 6 6 171,193.2 0 0 0.0
AGENCY CMBS
P&I 53 36 69,912.1 75 49 108,336.0
IO/PO 0 0 0.0 * * *
ABS 185 156 451,386.5 28 17 47,709.8
CBO/CDO/CLO 51 43 169,540.8 11 7 34,859.2
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.