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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 987 21 32,642,353.4 256 18 9,596,907.3 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,484 28 123,998,139.6 835 22 31,189,639.6 1,587 39 49,376,879.6 0 0 0.0
OTHER 24 12 447,427.8 0 0 0.0 14 7 97,443.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 404 241 897,443.3 194 103 1,362,099.2 49 18 91,157.4 0 0 0.0
SINGLE FAMILY 30Y 923 500 8,082,225.8 886 577 7,926,031.4 875 605 3,052,354.2 0 0 0.0
ADJUSTABLE/HYBRID 77 59 220,205.6 33 25 38,488.7 43 18 118,315.8 12 8 16,919.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 179 116 195,035.6 216 119 148,614.0 169 94 112,545.3 * * *
IO/PO 32 22 429,497.2 23 13 53,253.0 39 17 49,468.6 * * *
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 84 39 20,162.4 351 185 257,596.2
IO/PO * * * * * *
CMBS
P&I 203 137 848,165.3 83 38 209,083.6
IO/PO 14 9 94,398.1 13 7 166,219.8
ABS 352 238 889,094.6 67 37 193,021.7
CBO/CDO/CLO 27 21 199,305.0 69 39 259,370.5
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.