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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 1,308 15 29,553,955.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 6,329 27 236,349,223.2 0 0 0.0 0 0 0.0 1,435 32 44,502,158.2 0 0 0.0
OTHER 0 0 0.0 75 18 862,527.0 0 0 0.0 36 15 482,979.5 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 355 197 2,815,408.3 77 39 677,563.9 48 35 17,744.3 19 10 43,630.8 0 0 0.0
SINGLE FAMILY 30Y 1,151 624 28,425,975.2 84 34 642,898.1 218 86 1,014,831.6 778 321 7,703,852.2 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 * * * 8 5 9,623.5 * * * * * *
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 - - - 191 83 428,244.6 198 97 894,668.6 286 110 146,032.6 33 18 56,349.1
IO/PO - - - 38 23 398,205.2 34 17 187,757.2 13 9 229,996.0 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 113 61 220,093.6 455 195 447,983.6
IO/PO 0 0 0.0 29 15 38,160.2
NON-AGENCY CMBS
P&I 259 180 532,102.5 40 24 254,789.3
IO/PO * * * 5 3 33,632.8
AGENCY CMBS
P&I 105 54 175,985.2 49 29 308,911.1
IO/PO * * * 6 5 430,027.3
ABS 314 228 925,707.7 116 68 397,441.1
CBO/CDO/CLO 107 79 329,932.0 57 39 175,363.1
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.