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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 216 20 1,757,337.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 3,273 36 62,868,998.3 0 0 0.0 0 0 0.0 981 39 25,689,202.8 0 0 0.0
OTHER 0 0 0.0 18 8 391,903.0 0 0 0.0 33 7 227,238.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 370 170 209,669.4 22 14 64,513.7 37 27 6,135.5 10 7 3,403.7 0 0 0.0
SINGLE FAMILY 30Y 2,614 957 4,762,775.9 12 6 25,255.3 119 55 30,936.1 1,285 480 6,904,347.9 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 * * * 6 5 52,250.7 * * * 15 15 7,863.6
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 - - - 150 77 92,937.2 123 71 141,533.7 150 71 61,755.7 16 13 95,196.6
IO/PO - - - 22 18 591,074.4 16 10 683,038.7 44 25 689,512.2 * * *
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 65 41 398,242.9 140 90 72,685.2
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 230 129 581,371.4 50 27 119,719.2
IO/PO 0 0 0.0 * * *
AGENCY CMBS
P&I 47 36 143,043.4 36 25 390,065.1
IO/PO * * * * * *
ABS 333 201 657,130.2 46 25 154,056.1
CBO/CDO/CLO 119 97 381,408.0 53 31 215,288.9
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email tracedataservices@finra.org.