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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 233 24 1,564,783.1 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,394 32 150,572,044.6 0 0 0.0 0 0 0.0 1,621 30 25,066,685.2 0 0 0.0
OTHER 0 0 0.0 21 10 1,052,400.0 0 0 0.0 27 9 78,628.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 273 182 156,609.9 37 27 332,927.5 35 29 42,848.3 12 7 413.5 0 0 0.0
SINGLE FAMILY 30Y 2,358 956 4,601,294.2 19 14 658,498.4 231 123 24,833.1 1,073 720 1,378,910.1 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 5 4 7,239.9 * * * 0 0 0.0 9 5 3,527.3
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 - - - 117 73 72,002.0 94 58 83,750.5 314 110 311,496.5 * * *
IO/PO - - - 30 25 418,988.5 16 12 258,230.9 29 25 161,797.9 * * *
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 68 53 350,673.6 279 197 117,177.8
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 199 138 609,591.9 40 23 238,930.2
IO/PO 6 3 14,058.9 0 0 0.0
AGENCY CMBS
P&I 80 40 858,966.8 30 18 374,920.0
IO/PO * * * * * *
ABS 273 202 767,582.8 36 27 71,235.2
CBO/CDO/CLO 154 109 550,165.5 51 26 164,772.5
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.