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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 1,109 22 27,177,534.6 250 14 5,796,594.8 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 7,181 27 200,618,382.5 1,055 24 30,154,638.4 1,592 38 45,459,915.6 0 0 0.0
OTHER 8 5 68,459.8 * * * 12 9 90,339.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 430 242 1,530,856.3 202 117 253,002.2 55 24 116,508.8 0 0 0.0
SINGLE FAMILY 30Y 1,130 595 3,786,164.9 479 227 2,536,047.1 845 428 6,095,788.3 0 0 0.0
ADJUSTABLE/HYBRID 39 21 244,814.4 22 12 142,542.1 66 36 271,707.2 14 11 16,439.3
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 271 143 486,095.6 251 132 460,870.8 252 132 157,763.5 * * *
IO/PO 61 9 211,376.5 13 8 118,656.5 15 11 163,557.4 * * *
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 110 55 172,182.3 472 212 1,223,471.9
IO/PO * * * 13 5 73,890.2
CMBS
P&I 220 155 1,333,003.1 69 42 504,849.1
IO/PO * * * * * *
ABS 244 151 1,416,978.0 53 37 109,691.2
CBO/CDO/CLO 46 27 941,267.6 20 10 379,275.3
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.