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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 719 12 12,990,674.0 103 7 1,975,720.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,184 21 91,343,630.8 334 13 15,286,521.7 1,347 35 38,844,253.9 0 0 0.0
OTHER 14 9 163,075.0 * * * 19 15 205,107.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 371 221 820,481.4 189 100 500,957.1 106 64 59,759.8 0 0 0.0
SINGLE FAMILY 30Y 1,429 703 1,577,458.6 659 430 2,111,442.5 1,120 562 3,173,697.8 0 0 0.0
ADJUSTABLE/HYBRID 49 29 230,123.1 38 27 65,287.2 27 16 12,329.8 55 24 51,428.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 321 134 224,136.6 378 155 527,613.6 258 131 168,263.6 * * *
IO/PO 47 29 549,819.1 23 16 263,409.1 38 23 464,910.7 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 98 52 86,305.5 566 285 934,380.4
IO/PO * * * 10 6 367,289.8
CMBS
P&I 182 124 561,732.2 129 57 401,526.6
IO/PO 15 7 182,545.0 10 5 512,789.5
ABS 308 201 1,351,843.7 48 27 368,525.2
CBO/CDO/CLO 43 25 204,778.5 58 32 182,201.4
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.