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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 181 18 1,386,847.2 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 5,018 39 129,941,486.9 0 0 0.0 0 0 0.0 1,647 37 43,047,609.2 0 0 0.0
OTHER 0 0 0.0 15 7 431,499.0 * * * 24 7 79,170.7 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 500 240 468,381.7 82 46 594,877.6 101 47 322,889.3 34 20 7,104.5 0 0 0.0
SINGLE FAMILY 30Y 2,754 1,103 11,423,993.4 29 19 62,184.5 208 123 152,054.7 926 377 4,187,962.6 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 86 85 220,118.5 10 7 14,803.5 7 6 28,428.7 6 3 33,781.5
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 - - - 210 112 404,080.2 229 118 150,083.3 326 154 126,820.6 7 5 31,576.0
IO/PO - - - 36 24 520,223.5 40 23 574,660.4 32 20 721,578.7 * * *
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 102 71 797,737.2 236 133 333,660.8
IO/PO 0 0 0.0 8 4 358,600.6
NON-AGENCY CMBS
P&I 197 132 626,917.6 60 34 207,586.0
IO/PO * * * 0 0 0.0
AGENCY CMBS
P&I 72 41 968,050.5 59 35 831,090.6
IO/PO 9 5 335,999.3 28 20 459,054.5
ABS 415 265 1,115,641.0 80 46 199,282.2
CBO/CDO/CLO 145 115 570,427.2 76 44 538,362.9
OTHER 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.

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