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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 678 25 6,775,259.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,638 34 289,176,593.4 - - - - - - 3,365 41 111,948,250.9 - - -
OTHER - - - 9 4 199,588.0 - - - 136 20 835,323.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 592 317 327,077.7 56 34 322,012.7 61 47 119,547.4 30 14 10,780.1 - - -
SINGLE FAMILY 30Y 2,956 1,487 8,019,107.6 38 28 988,613.7 241 115 8,754.7 1,271 471 7,304,717.5 - - -
ADJUSTABLE/HYBRID - - - 23 15 6,318.3 25 15 87,353.5 14 11 26,107.0 15 10 6,219.2
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 198 88 213,581.5 179 91 246,281.3 257 117 290,983.5 29 16 145,145.3
IO/PO - - - 56 29 464,351.3 24 17 286,718.4 29 22 881,106.3 - - -
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 128 89 219,472.3 297 151 162,451.8
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 221 155 779,157.1 68 40 258,721.6
IO/PO * * * - - -
AGENCY CMBS
P&I 76 41 310,995.3 82 48 529,474.7
IO/PO * * * 10 8 1,513,998.7
ABS 519 284 847,015.0 74 51 194,108.4
CBO/CDO/CLO 183 126 835,807.8 70 44 253,869.9
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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