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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 590 20 12,498,886.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 8,203 35 322,351,512.0 0 0 0.0 0 0 0.0 1,840 28 39,565,822.9 0 0 0.0
OTHER 0 0 0.0 15 7 654,479.0 * * * 24 11 133,923.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 431 262 871,513.0 37 21 170,616.0 87 61 576,850.6 20 11 12,570.4 0 0 0.0
SINGLE FAMILY 30Y 2,813 1,251 12,975,182.0 59 26 110,111.9 287 179 101,406.5 891 373 6,314,348.0 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 56 33 65,017.0 26 17 21,681.4 31 17 13,272.6 10 8 17,824.2
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 - - - 138 76 88,226.6 140 87 180,501.9 101 50 29,102.2 34 20 60,056.1
IO/PO - - - 36 24 248,057.7 16 13 52,907.8 21 18 182,154.3 * * *
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 59 42 55,188.3 119 68 198,756.9
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 248 165 798,535.9 72 44 281,661.8
IO/PO * * * * * *
AGENCY CMBS
P&I 58 35 287,724.6 56 34 376,971.4
IO/PO * * * 0 0 0.0
ABS 257 167 864,641.3 76 42 277,349.7
CBO/CDO/CLO 200 119 1,235,583.3 44 26 169,753.0
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.