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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 829 15 14,882,321.3 116 10 2,325,608.6 * * * 0 0 0.0
SINGLE FAMILY 30Y 4,358 19 106,515,547.8 284 14 10,277,350.7 1,518 41 33,680,248.1 0 0 0.0
OTHER 25 13 498,716.0 0 0 0.0 29 19 376,772.4 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 471 303 1,170,705.4 244 160 860,166.6 92 45 123,614.3 0 0 0.0
SINGLE FAMILY 30Y 1,041 609 3,347,303.7 720 385 7,587,053.3 1,759 1,285 4,127,993.0 0 0 0.0
ADJUSTABLE/HYBRID 133 92 156,375.7 76 53 57,786.6 104 92 64,068.9 * * *
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 279 163 693,893.4 323 185 1,280,078.8 290 163 345,240.0 11 8 31,415.9
IO/PO 48 16 354,005.1 25 19 96,243.3 16 14 43,888.3 7 1 21,094.2
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 70 34 181,658.6 409 197 335,752.5
IO/PO 0 0 0.0 21 9 42,735.8
CMBS
P&I 171 127 585,579.9 162 80 560,325.9
IO/PO 10 6 168,742.9 14 5 251,294.9
ABS 339 218 1,063,651.6 59 41 138,951.5
CBO/CDO/CLO 22 17 97,656.7 39 28 105,814.9
OTHER 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.