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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 307 20 4,183,053.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,012 40 228,204,819.3 - - - - - - 3,312 44 100,987,172.1 - - -
OTHER - - - 19 9 343,045.0 - - - 23 8 139,599.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 491 260 827,275.2 52 29 433,433.5 57 33 266,466.1 20 10 15,763.4 - - -
SINGLE FAMILY 30Y 30,874 1,352 8,213,716.2 19 9 134,648.1 3,330 138 43,176.2 1,192 438 6,835,700.3 - - -
ADJUSTABLE/HYBRID - - - 11 7 142,074.2 * * * 6 5 44,660.6 12 6 13,061.5
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 164 103 234,622.6 181 100 440,717.7 279 126 292,708.1 10 8 13,391.1
IO/PO - - - 25 17 135,677.7 13 9 72,309.2 25 18 826,810.7 - - -
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 84 49 184,406.0 125 82 147,307.8
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 182 128 512,094.0 44 22 150,664.4
IO/PO 6 2 144,197.3 - - -
AGENCY CMBS
P&I 77 37 68,553.8 50 32 190,593.2
IO/PO * * * * * *
ABS 1,275 197 791,508.3 72 46 241,831.8
CBO/CDO/CLO 125 91 596,668.2 31 19 63,264.7
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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