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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 663 27 20,499,224.1 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,093 36 185,505,202.9 - - - - - - 1,641 34 49,467,330.4 - - -
OTHER - - - 16 8 614,235.0 - - - 36 7 272,969.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 481 205 1,007,921.8 18 9 141,175.9 31 20 7,175.5 17 10 20,970.6 - - -
SINGLE FAMILY 30Y 2,916 1,277 14,636,359.6 15 15 6,813.0 112 58 12,000.6 770 317 2,951,823.6 - - -
ADJUSTABLE/HYBRID - - - 24 20 27,027.5 15 15 11,275.8 9 7 249.7 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 124 67 107,332.7 114 66 131,972.4 242 115 297,536.1 7 5 29,148.3
IO/PO - - - 5 5 140,718.9 17 8 226,175.9 12 11 262,811.0 * * *
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 78 55 346,856.7 134 79 139,067.9
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 75 61 184,908.9 29 14 50,815.5
IO/PO - - - - - -
AGENCY CMBS
P&I 28 19 137,423.2 31 21 118,901.6
IO/PO - - - - - -
ABS 288 188 659,142.9 31 23 114,890.4
CBO/CDO/CLO 72 60 290,465.0 24 12 56,250.0
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.

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