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 686 17 8,007,204.2 79 8 1,191,699.4 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,494 19 89,901,368.2 281 14 7,118,737.3 1,423 31 19,499,845.4 0 0 0.0
OTHER 15 10 325,783.5 0 0 0.0 23 11 194,276.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 266 172 192,070.2 114 67 1,349,739.5 29 19 40,874.6 0 0 0.0
SINGLE FAMILY 30Y 623 386 1,826,680.1 423 228 2,476,915.4 279 190 483,595.2 0 0 0.0
ADJUSTABLE/HYBRID 83 64 153,334.5 69 36 87,443.2 17 9 38,546.5 12 8 9,203.4
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 223 111 552,269.0 221 134 333,944.9 173 99 365,361.3 * * *
IO/PO 25 19 101,774.3 17 8 3,389.4 36 24 234,846.4 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 60 30 11,705.0 377 173 4,806,700.5
IO/PO 0 0 0.0 * * *
CMBS
P&I 121 86 361,391.9 105 36 287,055.0
IO/PO * * * 15 10 358,830.8
ABS 184 130 528,219.7 40 19 65,442.0
CBO/CDO/CLO 12 9 463,582.2 42 14 138,980.0
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.