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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 699 11 8,203,929.5 45 6 444,875.2 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 2,548 23 72,875,068.0 192 18 9,158,844.8 904 31 35,676,276.7 0 0 0.0
OTHER 22 11 422,803.8 0 0 0.0 12 7 129,953.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 190 126 676,612.4 113 72 540,108.8 23 10 134,703.7 0 0 0.0
SINGLE FAMILY 30Y 787 469 3,365,923.4 636 315 1,891,079.4 465 244 3,013,219.1 0 0 0.0
ADJUSTABLE/HYBRID 51 30 77,189.0 8 6 6,203.2 42 38 198,030.5 12 7 141,237.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 201 124 373,919.4 194 101 100,005.0 246 132 100,495.9 6 4 45,428.7
IO/PO 88 40 271,751.9 37 13 100,530.5 42 20 450,148.7 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 110 62 217,208.2 370 248 1,426,326.4
IO/PO 0 0 0.0 16 6 9,136.1
NON-AGENCY CMBS
P&I 119 92 411,241.1 32 17 128,846.9
IO/PO * * * * * *
AGENCY CMBS
P&I 28 16 171,692.2 35 26 158,113.6
IO/PO * * * 11 9 333,126.4
ABS 313 233 795,452.5 55 35 344,217.4
CBO/CDO/CLO 28 24 177,777.0 11 9 68,125.0
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.