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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 396 27 7,824,850.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,140 40 377,106,439.5 - - - - - - 2,264 36 69,887,259.9 - - -
OTHER - - - 26 9 746,476.0 - - - 42 9 401,476.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 576 240 675,572.4 96 53 709,930.7 99 48 807,789.4 23 13 24,514.8 - - -
SINGLE FAMILY 30Y 3,213 1,190 14,951,227.2 17 11 257,560.2 215 85 82,132.3 630 251 5,051,356.0 - - -
ADJUSTABLE/HYBRID - - - 17 7 42,150.8 8 6 22,454.2 8 6 20,577.4 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 152 73 518,571.1 178 72 560,818.6 256 128 949,845.5 32 12 105,825.5
IO/PO - - - 28 16 96,993.0 24 14 51,295.4 20 14 631,146.0 * * *
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 89 62 378,228.5 171 99 258,665.5
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 200 134 794,748.4 91 41 338,515.2
IO/PO * * * * * *
AGENCY CMBS
P&I 79 44 220,861.7 104 49 1,302,432.0
IO/PO * * * 8 5 465,181.8
ABS 427 286 1,099,588.3 73 53 155,247.0
CBO/CDO/CLO 123 99 504,624.4 90 56 218,975.2
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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