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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 604 11 7,129,887.7 70 10 699,087.6 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,097 20 73,019,113.2 175 17 2,953,295.1 3,397 41 60,807,345.0 0 0 0.0
OTHER 11 9 123,281.0 * * * 47 14 353,432.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 319 193 530,909.2 94 62 540,399.4 22 16 9,275.1 0 0 0.0
SINGLE FAMILY 30Y 886 482 2,122,855.9 489 227 774,491.6 2,615 2,028 6,988,000.1 0 0 0.0
ADJUSTABLE/HYBRID 34 31 158,307.2 7 4 18,425.8 15 13 44,105.6 25 9 10,420.6
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I 176 106 209,929.7 164 107 373,190.3 254 133 478,344.0 7 7 29,184.3
IO/PO 11 7 134,021.3 6 4 123,981.5 12 9 76,082.8 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 61 35 124,022.5 258 121 463,878.8
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 152 113 321,336.9 42 28 179,460.5
IO/PO 8 8 576,260.3 11 8 98,691.8
AGENCY CMBS
P&I 58 35 219,857.8 71 35 316,754.6
IO/PO * * * 7 4 484,936.4
ABS 296 209 530,510.3 24 18 97,117.2
CBO/CDO/CLO 64 41 286,109.9 19 12 38,563.5
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.