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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
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)
AGENCY PASS-THRU (TBA, STIP, $ ROLLS)
SINGLE FAMILY 15Y 1,823 22 40,965,070.7 244 16 7,329,282.3 9 5 80,195.6 0 0 0.0
SINGLE FAMILY 30Y 7,195 34 325,906,809.7 1,300 21 45,241,596.5 761 21 20,378,423.5 0 0 0.0
OTHER 9 8 152,393.3 * * * 511 32 18,078,618.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 551 330 2,425,655.0 233 129 1,027,263.2 64 44 197,356.2 0 0 0.0
SINGLE FAMILY 30Y 2,157 1,332 26,563,808.3 699 502 4,768,420.5 639 363 6,398,779.1 0 0 0.0
ADJUSTABLE/HYBRID 108 55 261,981.0 65 37 313,445.3 86 34 127,840.9 16 10 128,224.9
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 327 171 740,592.4 350 185 606,005.4 681 255 400,602.5 * * *
IO/PO 78 32 961,815.0 33 20 479,006.5 13 12 256,815.1 0 0 0.0
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 218 105 384,995.9 721 386 7,919,557.5
IO/PO * * * 7 2 236,815.9
CMBS
P&I 250 132 1,170,758.7 119 59 644,431.9
IO/PO * * * 6 4 28,291.2
ABS 232 152 995,286.0 31 16 145,883.2
CBO/CDO/CLO 43 26 513,931.7 27 20 246,999.9
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.