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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 1,542 18 16,389,302.0 102 12 1,096,117.5 * * * 0 0 0.0
SINGLE FAMILY 30Y 4,500 23 111,806,077.4 315 13 8,808,015.9 1,412 35 19,367,472.3 0 0 0.0
OTHER 24 13 820,216.3 * * * 42 18 456,671.4 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 329 203 1,168,172.7 186 90 457,096.3 58 35 59,328.0 0 0 0.0
SINGLE FAMILY 30Y 1,275 764 2,859,624.7 336 152 830,725.4 564 334 1,713,275.8 0 0 0.0
ADJUSTABLE/HYBRID 339 199 396,905.1 118 66 344,109.3 44 20 32,919.2 350 133 59,750.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 542 217 341,774.4 433 203 302,054.0 470 188 172,061.2 27 18 9,263.4
IO/PO 41 25 312,179.5 26 17 214,524.8 41 23 526,300.5 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 140 86 135,896.7 952 428 778,182.6
IO/PO * * * 26 12 302,974.0
CMBS
P&I 288 190 1,539,850.1 121 81 496,632.0
IO/PO * * * 33 21 2,157,668.4
ABS 289 199 1,151,701.9 74 41 375,637.1
CBO/CDO/CLO 36 20 355,075.6 38 22 294,740.3
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.