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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 CBO/CDO/CLO
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 284 29 4,093,769.5 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,544 38 198,457,308.9 - - - - - - 3,353 38 69,982,089.0 - - -
OTHER - - - 25 13 1,261,863.6 - - - 16 7 211,268.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 3,118 254 805,444.9 66 45 786,452.9 66 40 386,789.0 46 26 17,111.9 - - -
SINGLE FAMILY 30Y 4,873 1,848 12,357,616.6 72 45 137,179.7 316 153 24,980.9 1,987 998 19,026,180.5 - - -
ADJUSTABLE/HYBRID - - - 29 23 22,996.7 27 18 51,067.0 117 62 167,193.7 35 30 69,348.4
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 185 108 300,312.1 181 104 635,581.0 322 147 570,014.2 66 34 103,574.5
IO/PO - - - 36 31 766,816.0 35 27 513,127.8 19 13 404,702.7 * * *
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 228 177 399,509.2 347 188 484,812.8
IO/PO * * * 12 5 474,064.0
NON-AGENCY CMBS
P&I 364 247 968,784.9 99 47 654,482.8
IO/PO * * * * * *
AGENCY CMBS
P&I 50 35 613,281.1 88 61 351,784.0
IO/PO 9 7 318,305.7 8 8 132,602.0
ABS 624 418 1,547,421.3 92 51 218,712.1
CBO/CDO/CLO 153 117 1,154,549.1 138 79 967,036.7
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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