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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 323 21 3,616,623.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,290 34 115,136,552.9 0 0 0.0 0 0 0.0 1,519 25 32,880,711.1 0 0 0.0
OTHER 0 0 0.0 26 10 987,493.0 0 0 0.0 17 8 88,739.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 263 149 232,957.6 25 15 55,226.4 29 17 20,140.0 16 10 4,685.5 0 0 0.0
SINGLE FAMILY 30Y 2,231 867 8,065,993.5 35 32 156,801.7 244 97 20,796.1 398 177 586,229.5 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 * * * 44 36 20,674.6 6 5 24,508.4 5 3 58,026.3
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 - - - 147 75 103,248.0 133 78 120,439.4 201 83 220,024.1 * * *
IO/PO - - - 19 10 43,502.0 9 6 34,253.9 11 10 60,358.1 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 79 53 81,935.5 289 157 291,417.3
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 191 132 493,701.8 38 21 119,400.7
IO/PO 0 0 0.0 0 0 0.0
AGENCY CMBS
P&I 80 44 48,204.7 38 27 377,527.9
IO/PO * * * 6 4 822,151.8
ABS 312 211 745,422.5 31 20 59,452.2
CBO/CDO/CLO 129 87 621,383.8 45 30 297,420.2
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.