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 1,419 16 19,508,360.9 49 9 390,078.6 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,474 23 88,653,581.8 257 16 8,004,509.3 1,087 29 18,994,583.6 0 0 0.0
OTHER 20 8 403,545.9 0 0 0.0 11 9 67,880.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 336 204 958,409.4 107 64 84,461.0 46 23 33,855.1 0 0 0.0
SINGLE FAMILY 30Y 1,209 584 1,719,812.5 710 300 1,865,072.4 776 408 3,830,260.1 0 0 0.0
ADJUSTABLE/HYBRID 43 34 54,296.9 26 21 258,743.6 51 26 142,636.0 12 4 9,150.1
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 261 157 589,422.2 262 141 99,170.5 554 283 566,270.3 23 13 71,341.2
IO/PO 29 19 348,586.0 15 10 366,657.6 13 10 143,386.2 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 89 42 47,032.6 357 183 475,378.2
IO/PO * * * 13 1 12,904.9
CMBS
P&I 204 137 639,633.1 166 89 437,419.7
IO/PO 27 14 1,408,899.1 11 7 265,351.3
ABS 396 236 1,762,879.8 104 47 130,521.2
CBO/CDO/CLO 34 25 136,739.1 20 12 71,794.7
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.