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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 769 10 10,120,367.1 64 8 902,162.5 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,211 27 148,609,408.5 367 17 15,483,866.9 1,568 30 37,562,035.2 0 0 0.0
OTHER 13 7 225,634.0 * * * 13 9 163,081.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 502 353 759,335.4 160 83 666,949.3 77 52 101,725.6 0 0 0.0
SINGLE FAMILY 30Y 982 567 9,177,334.0 310 167 1,682,270.1 660 321 3,783,616.2 0 0 0.0
ADJUSTABLE/HYBRID 39 26 119,892.5 9 5 34,597.3 74 38 685,581.7 52 35 68,310.3
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 271 169 993,622.6 334 196 816,461.7 319 157 366,010.2 8 6 130,876.7
IO/PO 10 6 92,911.8 13 9 85,592.1 7 5 61,831.7 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 127 44 55,970.9 531 209 604,605.6
IO/PO 0 0 0.0 6 3 133,242.2
CMBS
P&I 130 95 210,137.0 89 48 465,279.7
IO/PO 5 5 364,837.7 * * *
ABS 244 160 695,318.0 78 45 170,193.6
CBO/CDO/CLO 22 14 87,160.2 5 3 13,000.0
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.