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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 731 12 12,575,355.7 74 5 921,746.3 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 2,445 22 42,046,785.3 167 9 4,724,492.5 1,044 33 12,967,352.6 0 0 0.0
OTHER 25 14 435,636.3 8 7 73,768.2 14 8 73,671.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 435 326 442,612.7 157 106 525,101.8 72 42 70,560.2 0 0 0.0
SINGLE FAMILY 30Y 695 393 1,213,110.3 211 108 1,791,913.5 832 542 1,354,495.3 6 3 5,523.8
ADJUSTABLE/HYBRID 66 50 252,780.2 37 34 87,189.7 17 15 19,985.8 27 21 39,375.9
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 472 189 419,300.3 308 153 237,409.1 377 183 147,579.0 * * *
IO/PO 42 23 351,519.8 31 18 365,034.6 16 10 355,838.3 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 109 59 3,684.6 858 360 1,003,018.6
IO/PO 5 2 5,872.7 10 6 932,417.4
CMBS
P&I 194 115 601,073.5 98 51 287,751.6
IO/PO 14 9 1,558,363.7 7 6 797,902.3
ABS 340 217 1,187,135.9 48 28 141,934.9
CBO/CDO/CLO 19 12 77,457.3 * * *
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.