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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 553 11 8,826,256.4 98 8 2,279,168.9 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 2,912 25 83,888,367.7 294 16 12,066,737.1 1,444 30 59,374,826.8 0 0 0.0
OTHER 16 10 234,419.5 * * * 23 13 90,856.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 695 504 1,722,711.1 226 146 495,989.5 44 27 26,403.1 0 0 0.0
SINGLE FAMILY 30Y 1,281 944 3,050,760.9 437 232 2,301,162.4 788 476 3,876,993.3 8 4 5,966.3
ADJUSTABLE/HYBRID 65 59 113,995.8 24 14 133,040.5 23 17 50,680.7 12 8 17,893.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 326 157 308,193.1 323 174 194,220.3 307 146 137,446.1 23 14 131,380.9
IO/PO 22 9 116,717.5 18 9 102,332.3 24 11 354,446.8 * * *
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 111 57 42,240.1 324 185 297,574.1
IO/PO * * * 5 3 52,517.9
CMBS
P&I 156 109 751,151.3 90 50 194,668.1
IO/PO 12 11 687,311.6 17 12 794,732.2
ABS 293 169 780,654.2 128 67 378,363.0
CBO/CDO/CLO 21 16 34,409.3 40 20 252,116.3
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.