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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 1,058 17 16,818,200.4 77 9 1,089,258.3 * * * 0 0 0.0
SINGLE FAMILY 30Y 6,489 24 317,003,817.0 930 20 65,507,746.9 1,284 31 34,933,201.3 0 0 0.0
OTHER 32 8 529,534.2 * * * 24 13 118,689.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 398 230 401,884.7 214 113 201,909.2 14 5 25,011.3 0 0 0.0
SINGLE FAMILY 30Y 1,691 945 14,492,138.3 1,353 730 8,306,098.2 616 281 5,519,172.6 0 0 0.0
ADJUSTABLE/HYBRID 16 10 20,880.8 5 5 31,932.7 13 8 40,981.3 12 7 26,735.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 351 165 220,626.3 298 162 339,588.1 388 175 322,489.9 22 20 45,328.9
IO/PO 57 31 318,280.9 24 12 105,187.2 22 13 217,113.9 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 50 34 91,033.4 292 170 986,293.5
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 177 100 527,011.6 21 13 149,210.3
IO/PO 6 4 263,840.7 * * *
AGENCY CMBS
P&I 69 41 293,858.6 67 38 148,828.8
IO/PO * * * * * *
ABS 476 302 1,748,896.8 67 47 225,273.9
CBO/CDO/CLO 107 67 564,609.0 16 8 29,925.0
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.