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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 1,431 18 47,967,984.4 241 19 6,534,319.7 5 4 29,578.3 0 0 0.0
SINGLE FAMILY 30Y 6,578 25 212,147,349.2 929 21 23,764,204.6 1,384 40 42,596,884.4 0 0 0.0
OTHER 7 5 34,204.5 * * * 28 16 271,059.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 299 200 520,101.5 129 74 227,910.3 78 47 114,506.4 0 0 0.0
SINGLE FAMILY 30Y 1,803 1,046 4,564,117.6 438 262 1,995,950.3 567 319 2,114,477.8 0 0 0.0
ADJUSTABLE/HYBRID 54 32 288,397.2 49 33 190,349.1 77 40 343,552.3 13 9 20,100.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 330 195 415,515.9 342 199 763,396.4 301 156 138,967.2 9 9 5,866.6
IO/PO 70 40 260,508.2 63 39 685,146.1 21 21 228,373.2 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 110 49 76,935.6 580 272 1,121,626.7
IO/PO 0 0 0.0 16 10 447,328.3
CMBS
P&I 201 147 745,474.0 162 95 769,520.6
IO/PO 32 11 4,190,107.6 * * *
ABS 269 170 1,753,868.0 24 19 50,371.7
CBO/CDO/CLO 20 16 110,766.0 18 12 103,923.6
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.