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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 1,104 14 12,693,508.1 58 11 612,500.4 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,406 20 90,711,619.3 355 20 6,094,579.2 1,923 37 19,249,477.9 0 0 0.0
OTHER * * * * * * 29 11 167,742.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 319 203 380,874.8 104 63 82,106.2 33 21 6,689.7 0 0 0.0
SINGLE FAMILY 30Y 605 377 1,740,684.6 185 106 1,382,239.8 498 318 894,908.5 0 0 0.0
ADJUSTABLE/HYBRID 27 22 23,705.7 14 9 34,427.9 43 20 42,570.8 15 9 21,942.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 289 149 80,640.2 422 210 161,952.3 456 184 100,272.5 7 2 712.9
IO/PO 9 8 90,711.9 15 13 46,105.2 66 20 202,665.4 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 83 41 49,212.4 549 204 307,868.8
IO/PO 0 0 0.0 6 4 9,788.5
CMBS
P&I 170 107 570,009.9 65 46 180,060.4
IO/PO 0 0 0.0 0 0 0.0
ABS 287 196 630,498.8 42 30 156,398.4
CBO/CDO/CLO 24 19 184,150.0 24 9 47,757.5
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.

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