As of
Download

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 183 19 2,291,660.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,914 35 356,437,439.3 - - - - - - 4,353 46 121,559,089.4 - - -
OTHER - - - 9 7 164,337.7 - - - 47 11 331,652.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 287 163 610,697.7 41 24 289,504.6 27 20 96,723.3 19 10 52,664.1 - - -
SINGLE FAMILY 30Y 2,323 930 4,568,644.8 12 7 18,869.3 141 69 1,621.1 1,303 560 10,692,379.2 - - -
ADJUSTABLE/HYBRID - - - * * * * * * 17 9 45,958.0 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 117 68 198,557.7 151 71 177,574.6 188 106 830,439.7 5 4 7,351.8
IO/PO - - - 141 102 595,271.5 12 7 132,596.7 7 5 326,752.0 - - -
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 64 51 135,396.7 231 144 63,435.2
IO/PO * * * 84 48 349,629.8
NON-AGENCY CMBS
P&I 160 112 355,306.2 40 23 173,144.3
IO/PO - - - * * *
AGENCY CMBS
P&I 46 28 336,867.9 27 18 99,670.8
IO/PO * * * - - -
ABS 391 230 754,992.6 43 31 294,659.5
CBO/CDO/CLO 116 90 469,734.5 58 38 212,143.5
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].