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FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/ABS Daily CMBS Weekly CMBS
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 808 22 10,010,271.6 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,440 31 241,914,519.6 - - - - - - 1,489 26 55,649,486.2 - - -
OTHER - - - 14 8 150,698.5 - - - 42 12 425,489.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 556 288 1,823,357.2 29 16 598,648.3 92 65 346,978.0 57 40 33,020.7 - - -
SINGLE FAMILY 30Y 2,173 1,091 14,965,753.7 60 46 340,665.7 312 157 63,590.9 579 248 5,438,724.5 - - -
ADJUSTABLE/HYBRID - - - 24 8 45,207.1 7 7 3,334.6 * * * 8 6 104,028.1
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 144 76 222,058.5 209 105 265,019.7 206 86 162,411.8 * * *
IO/PO - - - 11 8 131,610.1 5 4 45,003.3 15 13 328,261.6 * * *
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 31 155,946.1 249 111 191,178.7
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 142 93 614,916.1 52 37 195,463.4
IO/PO - - - - - -
AGENCY CMBS
P&I 53 35 47,050.6 18 10 38,951.0
IO/PO - - - 5 3 300,103.8
ABS 362 214 577,154.9 50 33 120,300.8
CBO/CDO/CLO 123 79 539,092.9 49 31 189,546.9
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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