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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 330 20 5,250,026.2 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,162 34 119,729,537.5 - - - - - - 1,638 42 33,179,321.9 - - -
OTHER - - - 14 7 170,123.0 - - - 86 11 460,124.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 624 330 387,105.5 55 38 205,407.8 87 48 34,040.1 23 16 15,412.8 - - -
SINGLE FAMILY 30Y 2,917 1,186 7,938,324.8 20 12 49,840.4 171 112 58,571.6 906 488 1,821,832.1 - - -
ADJUSTABLE/HYBRID - - - 27 22 135,589.7 14 13 4,501.7 * * * * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 140 87 259,880.1 131 85 220,899.4 223 115 298,188.4 32 22 49,555.8
IO/PO - - - 63 37 156,075.9 41 23 63,841.4 36 27 100,027.9 * * *
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 99 72 269,307.8 332 179 61,424.1
IO/PO - - - 5 2 23,997.9
NON-AGENCY CMBS
P&I 215 142 633,949.3 44 23 144,525.3
IO/PO - - - * * *
AGENCY CMBS
P&I 55 36 183,278.3 79 45 368,892.5
IO/PO - - - 5 5 309,679.1
ABS 389 256 752,624.3 59 44 209,923.1
CBO/CDO/CLO 124 107 424,723.3 34 20 110,818.0
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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