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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 343 22 4,664,513.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,076 30 208,787,429.7 0 0 0.0 0 0 0.0 1,638 30 47,499,308.9 0 0 0.0
OTHER 0 0 0.0 14 8 317,076.0 0 0 0.0 53 9 225,711.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 184 102 120,207.2 15 14 131,246.5 22 15 11,477.6 12 6 5,812.7 0 0 0.0
SINGLE FAMILY 30Y 2,400 922 13,986,959.1 8 6 59,737.9 149 80 17,890.6 596 221 3,698,085.1 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 10 7 14,162.7 8 5 37,741.3 23 20 11,229.9 5 3 1,041.5
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 - - - 60 40 81,838.4 96 61 43,761.2 109 55 186,997.9 9 8 53,078.3
IO/PO - - - 21 15 348,823.0 * * * 34 21 345,771.9 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 52 37 33,185.1 142 75 96,604.5
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 96 61 429,006.0 17 9 56,949.7
IO/PO 0 0 0.0 0 0 0.0
AGENCY CMBS
P&I 36 20 245,555.3 26 18 133,253.4
IO/PO 6 6 905,959.0 * * *
ABS 353 219 1,004,911.6 32 23 117,025.4
CBO/CDO/CLO 95 65 485,802.1 44 23 183,720.0
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.