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 842 17 15,176,366.3 84 11 2,079,225.6 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,655 22 107,467,785.4 316 17 14,517,140.5 1,465 43 37,105,236.2 0 0 0.0
OTHER 21 10 242,838.1 * * * 24 14 160,881.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 478 272 1,354,124.6 214 132 746,659.3 53 31 10,610.9 0 0 0.0
SINGLE FAMILY 30Y 999 608 4,111,623.7 563 229 2,562,432.0 781 378 1,655,078.4 0 0 0.0
ADJUSTABLE/HYBRID 102 73 169,157.3 53 45 75,212.1 79 44 37,723.4 20 14 38,651.0
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 481 185 399,660.6 295 169 183,289.1 307 142 214,442.1 17 14 31,518.8
IO/PO 44 25 505,350.8 30 18 231,154.1 34 18 135,072.1 12 9 95,754.6
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 125 64 202,388.0 672 352 536,749.4
IO/PO 0 0 0.0 * * *
CMBS
P&I 181 109 819,479.9 121 53 235,317.0
IO/PO 7 5 121,546.9 28 11 326,370.2
ABS 338 221 838,246.9 75 40 228,882.8
CBO/CDO/CLO 9 7 43,308.8 55 33 284,896.0
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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