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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
UMBS 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)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)
AGENCY PASS-THRU (TBA, STIP, $ ROLLS)
SINGLE FAMILY 15Y 1,159 15 27,562,905.7 0 0 0.0 * * * 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,703 28 188,104,009.7 0 0 0.0 0 0 0.0 1,150 28 39,738,651.4 0 0 0.0
OTHER 0 0 0.0 20 13 638,701.2 0 0 0.0 41 19 401,838.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 647 416 3,531,778.4 96 66 1,165,778.8 235 185 208,486.8 49 21 137,311.4 0 0 0.0
SINGLE FAMILY 30Y 1,603 849 22,427,792.8 51 39 372,178.8 727 420 1,051,399.5 529 235 16,812,746.7 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 52 39 192,117.8 10 9 3,988.1 8 7 891.7 14 8 21,700.2
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I - - - 291 139 228,017.5 201 109 380,960.2 243 114 160,523.5 26 17 219,513.4
IO/PO - - - 12 10 167,668.3 22 12 319,186.8 30 18 942,939.3 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 120 58 556,936.3 285 158 956,111.2
IO/PO 0 0 0.0 25 1 335,848.0
NON-AGENCY CMBS
P&I 171 120 1,288,854.4 30 19 326,212.9
IO/PO 34 24 1,289,261.1 * * *
AGENCY CMBS
P&I 85 38 199,106.9 96 52 1,000,349.1
IO/PO * * * * * *
ABS 228 142 1,021,730.9 68 40 199,126.7
CBO/CDO/CLO 126 72 461,092.6 96 52 374,088.0
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.