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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 516 11 10,246,746.7 30 5 400,575.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,274 18 86,489,470.3 258 16 9,468,539.8 2,438 40 48,374,880.8 0 0 0.0
OTHER 22 8 267,657.0 * * * 24 14 122,446.9 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 202 136 656,468.6 107 66 334,126.0 37 19 22,165.6 0 0 0.0
SINGLE FAMILY 30Y 869 447 4,488,477.4 498 251 1,854,583.3 1,238 897 7,633,730.9 0 0 0.0
ADJUSTABLE/HYBRID 68 29 73,264.4 62 26 126,062.3 45 35 176,524.0 10 5 24,950.4
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 355 121 304,713.6 212 107 203,810.8 211 117 152,789.5 6 3 6,874.7
IO/PO 15 11 180,309.4 19 13 176,144.2 24 17 508,547.0 5 2 85,434.3
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 67 29 42,472.1 321 160 241,957.9
IO/PO * * * 8 4 104,870.0
CMBS
P&I 208 124 342,532.4 80 42 336,686.3
IO/PO 12 7 201,890.6 17 12 260,042.9
ABS 305 223 1,406,670.3 63 36 119,524.6
CBO/CDO/CLO 35 23 138,078.3 26 14 61,052.7
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.