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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 2,659 17 65,475,837.4 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,225 26 165,919,375.4 0 0 0.0 0 0 0.0 2,120 43 84,742,363.4 0 0 0.0
OTHER 0 0 0.0 16 7 454,867.0 * * * 38 20 376,331.0 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 742 305 7,454,570.8 43 28 111,399.8 89 45 37,392.1 40 18 19,146.1 0 0 0.0
SINGLE FAMILY 30Y 1,472 604 16,606,211.2 76 38 2,142,197.6 252 116 2,438,467.4 856 347 10,996,358.6 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 24 12 13,236.0 11 6 584.5 12 8 29,810.6 40 19 47,969.4
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 - - - 165 83 97,645.3 198 97 225,376.5 197 85 103,738.7 9 5 632.6
IO/PO - - - 26 18 230,995.7 23 16 120,216.4 37 27 263,676.4 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 72 37 56,033.1 388 192 408,858.6
IO/PO 5 3 168,304.3 5 3 34,349.0
NON-AGENCY CMBS
P&I 147 107 527,546.7 61 34 156,789.2
IO/PO 10 7 68,460.9 11 3 17,734.0
AGENCY CMBS
P&I 55 33 135,759.4 132 59 887,689.2
IO/PO * * * 7 4 202,824.3
ABS 207 149 662,430.0 75 51 359,143.8
CBO/CDO/CLO 66 42 403,046.1 115 71 352,583.6
OTHER * * * 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.