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 810 22 23,489,061.1 182 16 4,746,533.3 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,214 23 156,229,334.2 1,263 22 54,660,206.0 1,322 38 41,363,863.2 0 0 0.0
OTHER 25 14 406,035.9 * * * 10 8 62,263.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 474 289 1,670,002.3 192 114 546,512.5 59 31 55,359.2 0 0 0.0
SINGLE FAMILY 30Y 1,193 832 3,836,993.7 735 411 3,716,612.7 604 278 6,293,724.4 0 0 0.0
ADJUSTABLE/HYBRID 41 32 61,160.6 29 17 54,731.1 34 17 34,101.7 13 8 46,512.2
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 259 157 703,212.8 271 144 383,525.9 285 146 307,071.1 24 12 71,264.3
IO/PO 17 10 301,072.0 7 5 122,496.5 * * * 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 84 33 113,459.1 384 181 195,846.8
IO/PO 0 0 0.0 * * *
CMBS
P&I 209 134 451,617.4 124 65 254,638.7
IO/PO * * * * * *
ABS 246 178 486,599.1 74 46 103,446.1
CBO/CDO/CLO 10 7 34,400.0 39 24 205,334.0
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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