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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 749 14 15,494,078.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 2,730 23 108,679,256.3 0 0 0.0 0 0 0.0 991 29 72,646,716.3 0 0 0.0
OTHER 0 0 0.0 15 10 204,058.6 0 0 0.0 20 15 229,723.4 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 460 225 1,252,657.7 24 19 88,803.8 71 46 76,450.2 29 12 16,676.6 0 0 0.0
SINGLE FAMILY 30Y 1,067 533 6,640,461.6 58 35 568,861.2 376 202 1,088,507.9 807 231 2,889,139.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 17 9 72,393.3 13 9 298,146.5 25 15 173,191.2 11 5 31,033.1
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 - - - 173 80 81,242.1 219 79 239,914.2 197 72 56,896.3 * * *
IO/PO - - - 31 22 555,832.5 18 9 128,033.4 7 4 41,529.4 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 64 42 171,704.2 465 220 175,701.2
IO/PO 0 0 0.0 10 5 76,727.4
NON-AGENCY CMBS
P&I 136 97 598,575.2 10 5 71,092.0
IO/PO * * * * * *
AGENCY CMBS
P&I 44 23 15,537.2 62 36 93,239.0
IO/PO * * * 8 3 165,359.1
ABS 226 155 453,374.1 56 39 160,135.0
CBO/CDO/CLO 63 50 303,989.7 51 28 119,823.5
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.