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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 306 18 3,068,403.6 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,535 31 115,397,940.9 - - - - - - 1,172 23 18,128,649.6 - - -
OTHER - - - 34 10 759,907.0 - - - 13 9 169,251.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 451 260 309,131.3 35 23 267,028.6 134 68 7,576.6 41 30 20,581.9 - - -
SINGLE FAMILY 30Y 2,256 950 5,512,682.7 50 35 304,041.6 456 194 49,801.3 934 506 869,267.0 - - -
ADJUSTABLE/HYBRID - - - 34 18 64,743.6 * * * 8 8 35,396.5 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 219 96 332,986.2 146 80 92,946.6 230 87 164,114.3 * * *
IO/PO - - - 17 16 18,132.0 33 18 88,247.1 37 19 481,659.9 * * *
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 142 83 168,262.5 282 159 180,811.2
IO/PO * * * - - -
NON-AGENCY CMBS
P&I 245 165 794,268.2 42 26 105,778.7
IO/PO 14 9 41,280.7 * * *
AGENCY CMBS
P&I 88 48 703,278.6 52 33 593,898.2
IO/PO - - - 8 5 78,380.8
ABS 1,001 189 666,468.8 56 30 84,623.6
CBO/CDO/CLO 161 99 782,136.2 32 21 106,909.1
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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