As of

FINRA-ICE Data Services Structured Trading Activity Reports

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 919 12 20,641,500.6 130 8 2,533,161.4 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,547 23 139,673,450.4 465 15 23,550,476.1 1,907 31 32,076,741.0 0 0 0.0
OTHER 6 5 140,844.0 0 0 0.0 27 13 186,802.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 471 340 1,836,531.6 145 107 926,364.5 76 30 186,286.2 0 0 0.0
SINGLE FAMILY 30Y 656 430 7,269,306.8 242 143 494,272.1 630 285 8,077,906.8 0 0 0.0
ADJUSTABLE/HYBRID 38 22 160,836.5 101 93 122,096.6 104 60 190,116.3 10 7 5,554.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 297 152 161,473.7 280 150 359,163.9 305 159 354,641.3 * * *
IO/PO 26 15 618,463.7 16 13 214,692.7 19 11 286,624.1 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 75 34 9,116.5 461 199 700,600.0
IO/PO 0 0 0.0 13 8 442,254.8
CMBS
P&I 205 135 874,176.1 131 80 878,407.6
IO/PO 6 6 20,616.9 * * *
ABS 259 176 955,264.0 67 38 239,895.8
CBO/CDO/CLO 16 10 64,625.0 25 13 103,875.5
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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