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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 810 14 13,848,526.4 76 9 1,173,205.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,461 25 129,727,024.8 626 20 22,248,561.2 1,384 26 22,253,902.8 0 0 0.0
OTHER 28 17 352,492.7 0 0 0.0 14 11 94,576.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 663 377 1,227,175.5 207 119 379,975.6 28 12 33,467.6 0 0 0.0
SINGLE FAMILY 30Y 1,001 670 2,871,215.9 392 215 4,257,598.0 582 326 3,040,259.4 0 0 0.0
ADJUSTABLE/HYBRID 49 30 315,079.8 33 15 21,166.4 39 17 92,204.0 9 8 8,964.1
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 298 141 663,592.7 305 144 507,510.6 237 128 141,538.5 6 3 769.1
IO/PO 16 7 182,724.6 21 10 228,127.8 36 18 177,401.0 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 59 31 24,747.6 474 193 617,388.7
IO/PO 0 0 0.0 16 4 282,246.0
CMBS
P&I 191 126 781,549.0 132 48 327,058.4
IO/PO * * * 5 2 387,939.3
ABS 306 200 571,818.3 42 30 95,808.0
CBO/CDO/CLO 41 18 128,262.0 32 20 146,726.0
OTHER * * * 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.