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 744 12 10,944,691.9 138 9 2,025,299.7 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,619 22 87,662,593.5 481 16 18,202,830.7 1,473 34 22,887,359.1 0 0 0.0
OTHER 20 11 249,881.0 0 0 0.0 32 13 161,018.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 321 264 1,268,281.3 113 82 155,978.8 57 40 89,250.8 0 0 0.0
SINGLE FAMILY 30Y 517 354 1,532,646.1 254 142 3,662,836.2 497 309 524,363.6 0 0 0.0
ADJUSTABLE/HYBRID 32 17 49,247.9 18 11 66,692.8 13 6 3,830.6 6 5 5,544.9
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 244 123 375,311.7 257 117 588,151.6 206 103 192,334.4 8 4 12,524.9
IO/PO 33 17 447,279.1 13 7 57,600.6 27 9 147,378.3 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 77 42 219,262.4 556 273 869,441.6
IO/PO 0 0 0.0 8 3 609,928.4
CMBS
P&I 197 135 740,899.1 53 28 175,253.9
IO/PO 14 10 1,252,771.8 54 21 2,942,427.9
ABS 233 169 493,108.9 26 19 73,019.1
CBO/CDO/CLO 65 43 493,058.3 25 16 169,975.0
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.

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