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 747 14 8,903,323.0 46 7 496,890.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,610 18 98,398,827.2 292 15 14,701,629.0 1,192 22 17,355,268.0 0 0 0.0
OTHER 18 10 196,762.0 0 0 0.0 36 15 114,715.8 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 347 198 1,361,036.4 139 86 369,178.2 26 13 36,338.5 0 0 0.0
SINGLE FAMILY 30Y 728 398 4,170,104.3 394 183 1,979,982.3 574 246 4,963,395.3 0 0 0.0
ADJUSTABLE/HYBRID 38 23 164,992.8 22 15 36,348.5 35 25 56,564.1 44 25 49,469.9
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 245 110 216,460.4 205 123 266,887.8 345 115 135,560.4 7 6 6,988.7
IO/PO 11 11 276,625.9 44 25 208,054.8 9 5 38,071.2 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 48 33 57,002.7 360 156 354,287.8
IO/PO * * * 9 8 9,806.0
CMBS
P&I 113 73 395,562.6 99 63 350,022.6
IO/PO * * * 9 5 728,876.5
ABS 252 193 946,714.2 30 20 117,204.6
CBO/CDO/CLO 25 21 97,603.9 18 11 76,398.4
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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