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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 496 9 7,704,398.3 35 6 225,820.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,392 17 109,538,165.7 315 13 10,564,519.9 1,143 27 18,805,401.8 0 0 0.0
OTHER 16 11 204,520.0 * * * 13 7 182,589.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 304 219 546,784.0 164 120 105,377.6 41 20 70,036.5 0 0 0.0
SINGLE FAMILY 30Y 925 560 3,149,851.4 593 308 2,874,930.9 592 324 2,822,665.0 0 0 0.0
ADJUSTABLE/HYBRID 47 40 116,099.9 15 11 95,714.7 54 29 131,254.8 12 9 33,937.2
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 222 119 305,601.1 261 110 283,189.9 236 122 97,646.6 8 5 166,482.1
IO/PO 14 11 77,289.6 9 8 161,261.3 22 16 109,214.1 * * *
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 65 22 10,996.5 332 183 442,966.7
IO/PO 0 0 0.0 8 4 133,640.3
CMBS
P&I 198 124 508,529.6 68 37 213,502.6
IO/PO * * * 7 3 292,197.2
ABS 285 193 530,300.9 46 24 206,449.4
CBO/CDO/CLO 18 12 104,279.2 94 47 570,268.1
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.