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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 681 15 7,765,160.3 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,657 19 146,814,655.0 0 0 0.0 0 0 0.0 801 17 18,995,245.0 0 0 0.0
OTHER 0 0 0.0 13 6 141,472.4 0 0 0.0 7 5 182,704.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 295 129 1,164,996.0 13 8 21,765.0 55 35 3,401.1 15 9 6,572.9 0 0 0.0
SINGLE FAMILY 30Y 761 389 7,622,517.4 18 13 73,331.1 164 89 194,378.4 401 200 2,331,005.1 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 53 29 422,232.3 6 5 6,321.7 12 9 9,861.4 7 6 5,156.3
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 - - - 130 64 265,774.6 76 40 177,505.7 114 52 95,952.7 * * *
IO/PO - - - 8 8 57,474.1 5 4 11,743.5 8 5 2,616.0 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 24 17 64,189.5 80 44 63,806.7
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 61 53 279,136.8 12 10 14,333.2
IO/PO * * * * * *
AGENCY CMBS
P&I 37 22 17,462.6 18 12 113,705.9
IO/PO 0 0 0.0 0 0 0.0
ABS 142 103 363,434.1 15 7 90,603.2
CBO/CDO/CLO 40 33 120,930.9 * * *
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.