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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
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 1,404 15 23,790,432.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,372 30 335,708,695.3 - - - - - - 1,388 41 51,482,433.6 - - -
OTHER - - - 37 14 650,191.4 * * * 44 17 503,434.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 745 308 2,487,522.5 52 26 205,606.0 91 49 4,300.7 23 12 53,684.0 - - -
SINGLE FAMILY 30Y 2,257 1,075 24,994,042.6 67 32 391,011.2 318 161 521,773.8 450 197 7,042,805.3 - - -
ADJUSTABLE/HYBRID - - - * * * * * * - - - 24 10 29,709.8
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 140 80 192,958.2 233 99 568,676.6 164 75 411,164.7 9 4 3,019.1
IO/PO - - - 19 7 158,621.8 110 55 981,359.1 30 25 993,591.8 - - -
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 50 34 74,590.2 218 128 384,707.1
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 114 90 316,351.6 37 18 85,095.5
IO/PO 6 3 14,000.0 * * *
AGENCY CMBS
P&I 97 51 211,444.2 92 49 301,845.5
IO/PO * * * 15 9 549,639.0
ABS 199 137 446,844.1 24 15 41,128.1
CBO/CDO/CLO 86 58 275,937.1 58 37 295,170.7
OTHER - - - - - -
* 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 List or 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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