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 947 12 13,630,437.6 88 7 1,383,624.7 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,126 22 89,814,177.8 275 15 10,218,343.7 1,368 28 26,065,877.8 0 0 0.0
OTHER 13 9 105,831.6 0 0 0.0 21 10 131,258.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 411 236 631,465.4 238 138 539,068.6 46 26 25,063.8 0 0 0.0
SINGLE FAMILY 30Y 1,168 659 2,904,659.0 598 333 2,002,787.4 824 509 2,557,503.0 0 0 0.0
ADJUSTABLE/HYBRID 38 28 163,079.4 48 44 102,128.1 37 24 155,792.8 40 22 98,359.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 369 199 419,796.5 332 185 253,570.4 398 194 166,971.7 7 5 18,214.1
IO/PO 8 7 223,436.5 16 11 225,811.6 6 6 120,316.6 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 61 37 114,633.2 321 162 525,960.6
IO/PO 0 0 0.0 * * *
CMBS
P&I 162 108 312,945.1 186 68 284,663.8
IO/PO 8 7 511,468.0 * * *
ABS 356 258 622,320.5 69 40 128,631.2
CBO/CDO/CLO 15 13 47,150.0 10 6 48,900.0
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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