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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 367 24 8,782,606.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,718 37 351,606,587.1 - - - - - - 1,816 36 35,631,057.6 - - -
OTHER - - - 7 4 275,644.0 - - - 42 11 380,867.6 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 241 130 205,367.7 39 26 691,240.0 60 31 613,840.1 11 6 8,201.7 - - -
SINGLE FAMILY 30Y 2,064 876 15,429,013.8 11 6 3,170.7 246 109 123,762.0 1,039 457 3,948,464.4 - - -
ADJUSTABLE/HYBRID - - - 7 4 63,662.1 12 8 69,654.6 9 6 12,245.8 21 10 72,837.9
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 133 69 334,703.2 114 67 285,108.6 242 113 381,552.3 11 10 15,328.1
IO/PO - - - 49 32 271,761.3 13 11 90,690.4 22 17 228,293.3 - - -
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 88 61 191,687.6 202 100 158,943.4
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 186 124 840,491.6 41 24 200,979.7
IO/PO 5 3 253,952.8 - - -
AGENCY CMBS
P&I 58 35 96,368.6 31 20 85,606.0
IO/PO * * * * * *
ABS 234 166 560,973.7 43 27 193,942.7
CBO/CDO/CLO 280 190 1,626,748.4 88 47 283,703.2
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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