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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 125 21 1,029,397.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 2,618 34 84,805,225.2 - - - - - - 938 31 24,584,051.7 - - -
OTHER - - - 13 7 194,995.0 - - - 49 7 141,405.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 337 169 60,939.4 18 14 41,386.1 30 18 33,031.6 * * * - - -
SINGLE FAMILY 30Y 2,706 994 3,815,235.5 19 16 64,145.8 189 102 44,506.7 488 199 1,615,696.8 - - -
ADJUSTABLE/HYBRID - - - * * * - - - 22 14 29,233.5 38 33 16,059.3
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 143 84 183,342.1 134 73 129,889.6 313 103 69,633.7 * * *
IO/PO - - - * * * - - - * * * - - -
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 51 33 34,007.6 215 123 12,658.0
IO/PO * * * 6 6 40.4
NON-AGENCY CMBS
P&I 37 32 36,834.8 27 10 76,352.6
IO/PO - - - - - -
AGENCY CMBS
P&I 30 13 10,523.4 37 25 65,005.3
IO/PO - - - - - -
ABS 121 64 77,627.1 5 3 36,997.6
CBO/CDO/CLO 21 16 42,303.5 * * *
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 Listor 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].