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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/CDO 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 251 17 2,509,717.5 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,536 26 80,434,135.6 0 0 0.0 0 0 0.0 1,303 40 26,616,542.6 0 0 0.0
OTHER 0 0 0.0 17 10 285,919.0 0 0 0.0 50 22 524,434.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 324 181 640,604.2 26 19 83,540.1 37 30 5,086.0 20 9 8,502.5 0 0 0.0
SINGLE FAMILY 30Y 1,498 721 7,500,301.1 9 8 6,509.3 221 110 60,205.6 756 335 2,721,171.5 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 61 54 249,340.7 32 27 91,899.0 17 14 5,146.1 10 8 6,671.1
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 - - - 131 63 95,390.5 206 82 95,002.8 208 75 113,847.4 12 9 37,248.8
IO/PO - - - 44 29 619,127.3 24 14 316,460.5 34 32 714,053.8 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 45 29 306,643.4 207 125 301,033.9
IO/PO * * * 0 0 0.0
NON-AGENCY CMBS
P&I 95 72 258,817.7 49 25 126,053.1
IO/PO * * * 0 0 0.0
AGENCY CMBS
P&I 61 47 286,832.6 34 27 153,927.5
IO/PO * * * 0 0 0.0
ABS 158 110 320,697.2 60 30 129,026.1
CBO/CDO/CLO 88 61 426,942.8 161 82 157,988.0
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.

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