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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 980 14 10,644,872.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,641 27 163,516,323.2 0 0 0.0 0 0 0.0 1,164 24 30,321,280.8 0 0 0.0
OTHER 0 0 0.0 37 16 839,367.8 0 0 0.0 52 16 805,935.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 603 253 2,660,002.8 31 23 145,591.3 65 38 92,263.8 26 13 10,565.4 0 0 0.0
SINGLE FAMILY 30Y 1,654 904 15,435,898.7 222 161 2,199,069.0 288 124 3,022,527.9 675 442 2,459,532.2 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 18 8 164,055.4 67 59 209,049.9 13 7 83,825.3 * * *
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 - - - 112 73 135,446.9 96 47 92,576.2 134 60 41,600.6 6 5 19,601.4
IO/PO - - - 29 15 205,181.9 14 9 191,257.2 24 14 108,441.2 * * *
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 52 38 92,559.3 214 127 123,419.6
IO/PO * * * 8 4 119,818.2
NON-AGENCY CMBS
P&I 137 105 327,790.0 38 23 113,869.6
IO/PO * * * 0 0 0.0
AGENCY CMBS
P&I 60 31 135,673.4 99 77 725,277.6
IO/PO * * * 13 11 784,855.3
ABS 264 167 523,109.9 80 40 171,722.0
CBO/CDO/CLO 45 30 348,386.5 35 24 148,082.5
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.

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