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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 1,156 19 19,445,701.8 100 13 3,494,997.6 * * * 0 0 0.0
SINGLE FAMILY 30Y 3,817 23 91,361,729.9 204 15 11,977,945.1 507 19 5,799,931.5 0 0 0.0
OTHER 15 8 250,350.0 * * * 448 35 7,446,600.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 349 234 889,873.8 194 120 473,526.1 62 38 93,953.5 0 0 0.0
SINGLE FAMILY 30Y 1,050 583 3,683,113.0 514 314 1,253,901.9 776 485 2,268,940.4 0 0 0.0
ADJUSTABLE/HYBRID 62 45 162,750.2 46 28 170,198.9 98 53 80,243.0 13 7 68,814.2
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 397 192 621,126.2 414 187 239,059.4 666 232 376,159.8 * * *
IO/PO 59 15 356,703.3 22 11 483,227.9 39 33 300,296.7 6 1 14,516.9
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 206 79 45,003.9 656 273 1,341,850.7
IO/PO 0 0 0.0 14 6 269,098.6
CMBS
P&I 188 125 506,988.2 118 78 452,305.4
IO/PO 5 5 61,926.2 * * *
ABS 245 151 486,284.5 41 25 122,713.8
CBO/CDO/CLO 22 18 220,001.2 15 10 71,234.0
OTHER * * * 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.