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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 338 24 3,785,079.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,486 32 436,720,230.3 - - - - - - 1,863 32 44,575,089.3 - - -
OTHER - - - * * * - - - 72 5 469,341.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 382 221 470,759.8 43 30 322,813.6 51 23 74,009.8 18 12 7,937.5 - - -
SINGLE FAMILY 30Y 2,757 986 6,742,394.2 15 13 93,461.2 148 72 40,854.4 813 367 3,130,744.6 - - -
ADJUSTABLE/HYBRID - - - * * * * * * 7 4 22,566.5 - - -
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 154 75 116,094.2 95 47 170,905.2 279 119 656,290.3 5 5 50,443.1
IO/PO - - - 15 11 57,645.9 30 20 246,075.1 26 25 20,709.4 * * *
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 64 47 62,192.7 142 79 13,449.9
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 98 84 320,092.2 24 13 57,402.8
IO/PO - - - - - -
AGENCY CMBS
P&I 15 13 216,446.5 29 17 131,334.6
IO/PO 6 4 117,353.6 11 11 618,154.4
ABS 256 177 351,827.3 21 16 52,085.9
CBO/CDO/CLO 20 18 174,660.7 12 8 43,425.0
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].