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 780 13 17,470,781.6 82 7 1,263,859.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,423 21 87,768,721.8 372 14 13,400,163.3 1,497 33 30,685,073.9 0 0 0.0
OTHER 34 16 765,239.0 * * * 31 15 203,985.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 498 322 691,344.4 255 151 214,071.6 29 15 86,631.0 0 0 0.0
SINGLE FAMILY 30Y 1,066 603 3,424,709.7 609 264 2,651,952.3 839 455 2,393,344.7 0 0 0.0
ADJUSTABLE/HYBRID 146 77 139,333.2 31 17 45,361.6 57 22 70,568.2 33 20 17,783.2
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 448 186 555,666.7 446 196 595,401.4 517 238 260,722.2 7 5 2,393.1
IO/PO 46 26 128,647.6 17 10 87,787.0 47 30 145,888.8 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 107 52 57,699.7 388 196 646,410.1
IO/PO * * * 15 8 32,018.1
CMBS
P&I 211 130 652,484.8 188 60 522,895.9
IO/PO 42 31 1,033,010.6 61 28 1,328,271.9
ABS 405 263 789,766.7 105 39 107,805.2
CBO/CDO/CLO 14 11 68,792.2 42 23 120,730.4
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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