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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 926 15 27,114,547.5 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,327 28 216,946,704.3 0 0 0.0 0 0 0.0 1,119 29 37,008,721.0 0 0 0.0
OTHER 0 0 0.0 32 12 433,514.7 0 0 0.0 51 21 345,191.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 368 144 2,028,031.1 34 21 66,316.9 40 23 26,041.9 24 11 69,023.8 0 0 0.0
SINGLE FAMILY 30Y 1,324 671 12,809,139.9 50 30 765,726.8 315 145 1,887,789.7 1,163 695 7,577,136.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 34 26 33,241.1 22 20 19,088.1 23 20 147,822.1 18 5 38,389.1
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 - - - 135 79 50,217.0 227 110 228,173.8 135 79 484,797.1 14 5 118,560.0
IO/PO - - - 56 26 322,224.5 34 15 338,602.0 47 23 746,810.5 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 78 41 46,079.0 225 127 205,663.5
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 209 132 749,796.4 112 49 299,783.0
IO/PO 9 8 35,469.4 0 0 0.0
AGENCY CMBS
P&I 48 37 59,548.4 55 27 333,685.0
IO/PO * * * 12 7 695,249.8
ABS 224 150 873,654.2 117 58 310,398.2
CBO/CDO/CLO 117 83 465,164.9 121 72 426,736.7
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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