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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 662 14 11,975,497.4 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,031 26 107,873,165.1 0 0 0.0 0 0 0.0 1,069 27 27,894,413.1 0 0 0.0
OTHER 0 0 0.0 40 17 878,445.9 0 0 0.0 31 15 609,095.6 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 526 269 1,718,186.7 11 6 174,251.2 89 52 121,447.1 56 33 18,300.9 0 0 0.0
SINGLE FAMILY 30Y 1,475 759 20,982,460.7 27 23 228,761.3 252 140 425,683.2 1,218 557 6,637,343.3 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 * * * 16 9 33,182.1 * * * * * *
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 - - - 189 85 346,413.1 152 81 181,888.6 357 97 36,386.9 * * *
IO/PO - - - 35 20 150,684.4 10 9 117,323.9 9 9 96,045.5 * * *
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 87 63 207,696.3 184 119 180,156.0
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 95 81 151,418.1 32 18 159,834.3
IO/PO 5 3 104,585.1 * * *
AGENCY CMBS
P&I 84 45 59,238.2 24 12 23,361.0
IO/PO * * * 11 6 586,605.1
ABS 181 116 254,655.5 29 18 53,165.7
CBO/CDO/CLO 66 53 202,711.9 49 32 203,066.0
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.