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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 1,723 16 18,802,018.7 326 14 3,384,064.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,955 23 69,084,527.6 166 13 6,643,936.7 1,985 37 45,317,321.4 0 0 0.0
OTHER 15 7 320,862.0 0 0 0.0 14 10 111,610.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 525 328 1,988,373.1 252 134 930,125.0 72 33 58,196.4 0 0 0.0
SINGLE FAMILY 30Y 1,063 679 3,779,456.0 455 224 1,362,822.9 719 281 4,935,756.3 0 0 0.0
ADJUSTABLE/HYBRID 67 54 121,392.7 24 17 22,592.5 68 42 46,601.2 32 9 66,601.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 294 150 392,461.9 189 124 190,476.4 202 113 112,005.8 * * *
IO/PO 23 12 140,227.5 19 11 300,975.0 9 5 179,575.7 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 48 31 114,639.5 383 201 1,530,159.5
IO/PO * * * * * *
CMBS
P&I 151 101 638,260.8 91 52 448,519.6
IO/PO 10 9 264,825.1 * * *
ABS 257 155 1,727,427.7 23 15 31,625.7
CBO/CDO/CLO 24 15 256,334.4 7 5 36,400.0
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.