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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 286 18 4,045,651.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,733 36 115,055,052.8 - - - - - - 1,286 38 23,206,676.7 - - -
OTHER - - - 14 11 347,337.0 - - - 25 7 146,504.0 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 478 270 588,948.9 29 19 237,166.6 60 37 52,714.8 18 9 18,965.0 - - -
SINGLE FAMILY 30Y 2,427 977 5,236,090.9 24 14 29,954.5 190 92 27,402.9 1,076 439 2,634,860.5 - - -
ADJUSTABLE/HYBRID - - - * * * * * * 24 23 89,171.6 17 16 55,846.5
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 169 84 437,377.5 170 85 352,873.1 311 93 254,797.2 11 10 58,528.9
IO/PO - - - 28 11 550,419.3 8 6 251,401.0 37 24 2,224,027.6 - - -
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 134 87 147,742.8 322 176 171,179.1
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 183 123 619,363.2 105 48 494,396.0
IO/PO 27 16 424,723.5 * * *
AGENCY CMBS
P&I 27 21 53,421.1 32 23 175,790.7
IO/PO 5 3 230,452.6 14 9 779,538.2
ABS 499 296 1,206,190.8 83 51 247,005.9
CBO/CDO/CLO 170 132 647,036.8 102 62 340,680.4
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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