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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 520 11 11,376,548.9 48 6 462,537.6 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,090 17 78,883,636.1 254 13 6,487,430.3 1,131 26 19,182,440.7 0 0 0.0
OTHER 14 9 141,245.6 * * * 19 13 152,481.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 526 328 1,033,116.0 219 134 394,749.5 47 22 39,075.3 0 0 0.0
SINGLE FAMILY 30Y 1,464 789 2,980,956.5 867 400 3,184,954.6 864 457 3,225,880.2 0 0 0.0
ADJUSTABLE/HYBRID 98 61 307,060.6 92 51 160,411.3 58 35 105,147.8 12 9 7,107.1
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 291 138 83,892.4 247 138 204,104.2 343 165 121,124.9 7 4 123,023.4
IO/PO 28 27 288,180.7 28 14 39,559.4 11 9 104,609.7 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 55 32 81,685.3 393 195 234,613.2
IO/PO 0 0 0.0 0 0 0.0
CMBS
P&I 133 97 401,763.0 103 51 333,861.3
IO/PO * * * 11 5 1,014,781.9
ABS 385 260 819,453.5 32 21 229,268.5
CBO/CDO/CLO 11 9 18,089.3 12 7 47,573.1
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.