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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 570 15 7,929,600.5 43 5 410,897.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,301 22 129,051,972.7 232 10 7,259,393.6 1,410 30 25,147,085.8 0 0 0.0
OTHER 38 15 596,929.2 0 0 0.0 21 16 264,382.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 291 161 1,252,836.0 147 78 475,809.9 41 26 12,012.8 * * *
SINGLE FAMILY 30Y 654 378 1,782,908.4 320 145 1,042,992.0 453 238 1,463,803.3 0 0 0.0
ADJUSTABLE/HYBRID 53 41 149,692.0 7 5 52,227.1 34 19 94,439.7 11 7 10,567.7
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 225 127 365,746.5 297 108 321,174.2 239 138 191,170.1 * * *
IO/PO 33 7 103,332.4 20 14 144,550.2 5 5 53,912.5 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 30 16 6,719.4 217 110 216,802.6
IO/PO 0 0 0.0 * * *
CMBS
P&I 77 59 137,093.4 63 23 125,392.5
IO/PO * * * 0 0 0.0
ABS 204 127 241,388.2 20 10 43,130.3
CBO/CDO/CLO 39 29 182,495.1 17 10 71,878.3
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.