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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 690 11 10,261,582.6 59 8 1,126,232.5 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,052 19 103,522,903.3 153 14 5,393,439.7 1,077 29 29,158,169.4 0 0 0.0
OTHER 26 12 320,778.0 * * * * * * 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 281 192 634,121.2 91 60 241,586.8 20 10 14,904.0 0 0 0.0
SINGLE FAMILY 30Y 924 546 2,778,390.8 434 185 4,300,665.4 577 346 5,219,941.0 0 0 0.0
ADJUSTABLE/HYBRID 54 34 261,682.2 23 17 146,018.8 61 45 256,095.5 15 9 55,589.3
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 282 146 229,577.0 337 178 979,149.9 351 149 188,271.0 7 7 8,664.8
IO/PO 28 12 328,629.4 * * * 14 8 101,896.6 6 5 76,586.8
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 93 38 48,738.3 338 162 472,011.1
IO/PO 0 0 0.0 16 8 3,883.2
CMBS
P&I 187 123 445,199.4 85 49 199,705.9
IO/PO 10 7 2,268,310.4 14 9 1,748,338.9
ABS 344 238 1,151,237.1 57 39 181,298.0
CBO/CDO/CLO 22 17 112,851.4 29 17 82,101.8
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.