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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 776 13 13,721,760.5 63 8 1,325,325.6 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 2,915 20 84,674,065.1 226 13 8,603,313.3 1,801 34 32,179,991.9 0 0 0.0
OTHER 18 10 140,366.6 * * * 55 22 210,722.4 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 471 288 997,421.2 186 103 321,266.2 55 39 64,644.6 0 0 0.0
SINGLE FAMILY 30Y 849 460 1,449,888.9 449 248 2,124,251.1 823 522 1,491,028.7 0 0 0.0
ADJUSTABLE/HYBRID 136 123 203,278.1 53 33 55,383.8 73 30 67,628.7 15 8 43,340.2
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 437 228 511,408.1 438 226 1,198,863.6 365 184 162,131.7 14 8 5,636.5
IO/PO 26 6 207,447.8 31 16 232,277.8 12 7 43,322.6 * * *
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 108 56 54,555.9 964 596 846,181.5
IO/PO * * * 9 6 368,500.1
CMBS
P&I 221 143 689,735.1 89 58 255,757.8
IO/PO 5 5 352,405.3 0 0 0.0
ABS 302 209 781,065.3 45 27 85,553.6
CBO/CDO/CLO 17 10 123,449.4 11 8 46,770.7
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.