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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 818 18 16,250,653.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,228 27 169,160,146.6 0 0 0.0 * * * 1,264 30 56,524,047.0 0 0 0.0
OTHER 0 0 0.0 24 12 707,694.2 * * * 51 22 700,401.8 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 353 140 1,537,703.7 32 17 104,911.2 42 31 18,436.0 43 19 148,061.9 0 0 0.0
SINGLE FAMILY 30Y 1,294 722 14,910,043.8 73 43 888,377.5 279 141 757,894.1 603 255 10,251,789.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 25 17 170,941.9 6 5 13,820.2 0 0 0.0 18 8 2,636.2
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 - - - 266 129 378,429.9 329 139 500,576.1 366 176 591,776.8 8 7 11,885.0
IO/PO - - - 32 16 314,769.1 7 5 117,972.3 20 15 582,724.5 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 68 40 185,456.9 227 116 4,542,522.0
IO/PO 0 0 0.0 10 6 530,611.6
NON-AGENCY CMBS
P&I 235 164 1,065,953.1 35 19 138,568.7
IO/PO 6 5 199,536.4 * * *
AGENCY CMBS
P&I 60 39 253,551.7 88 52 475,980.4
IO/PO 0 0 0.0 * * *
ABS 276 178 1,261,627.6 89 51 143,380.2
CBO/CDO/CLO 140 90 630,780.3 64 38 139,357.5
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.

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