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 757 11 16,647,920.6 72 7 1,073,578.8 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,630 19 65,008,914.5 317 15 10,391,620.8 1,237 35 47,676,447.9 0 0 0.0
OTHER 33 14 488,503.0 * * * 35 16 322,084.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 391 202 578,799.3 156 98 214,572.2 54 19 142,347.0 0 0 0.0
SINGLE FAMILY 30Y 1,263 653 3,044,919.7 705 327 8,635,143.4 948 604 1,950,056.6 6 3 9,622.2
ADJUSTABLE/HYBRID 65 39 147,697.4 25 16 84,405.0 17 13 23,193.0 34 23 66,982.9
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 386 173 246,949.6 351 186 202,305.7 450 185 116,186.8 7 5 14,602.0
IO/PO 42 26 533,019.8 29 15 142,780.1 31 17 149,554.2 * * *
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 68 35 31,437.7 515 249 553,399.8
IO/PO * * * * * *
CMBS
P&I 224 139 508,650.7 162 48 378,695.1
IO/PO 5 3 447,487.7 31 23 312,636.1
ABS 374 263 1,821,716.8 41 24 145,805.7
CBO/CDO/CLO 5 5 7,773.3 28 18 178,202.1
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.

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