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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 538 13 5,709,999.4 39 8 362,546.7 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 2,512 13 58,381,015.7 128 9 3,054,666.2 702 22 8,632,285.6 0 0 0.0
OTHER 11 5 125,994.0 0 0 0.0 18 12 171,675.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 150 88 478,060.4 101 71 217,815.3 18 13 4,961.9 0 0 0.0
SINGLE FAMILY 30Y 404 248 655,559.9 166 98 868,516.2 461 348 1,290,485.6 0 0 0.0
ADJUSTABLE/HYBRID 10 6 19,165.5 12 6 168,306.3 23 14 22,459.4 10 8 12,978.7
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 151 84 130,943.5 190 120 225,420.6 168 99 43,996.5 * * *
IO/PO 7 2 1,319.8 * * * 10 9 92,048.1 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 38 24 2,140.3 234 115 229,634.1
IO/PO 0 0 0.0 0 0 0.0
CMBS
P&I 105 71 162,154.7 46 34 181,753.8
IO/PO 0 0 0.0 * * *
ABS 121 84 282,070.0 17 10 26,633.6
CBO/CDO/CLO 8 8 16,175.0 * * *
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.