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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 447 23 12,512,135.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 9,568 38 483,665,606.5 - - - - - - 2,497 33 88,207,522.1 - - -
OTHER - - - 11 7 261,389.0 * * * 43 5 124,475.4 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 526 323 634,401.6 95 66 489,563.8 76 45 189,950.7 32 13 435,440.8 - - -
SINGLE FAMILY 30Y 4,253 2,080 25,207,125.1 60 55 74,778.5 293 177 143,735.5 1,675 951 11,069,977.5 - - -
ADJUSTABLE/HYBRID - - - 21 14 86,141.8 10 10 6,286.7 9 7 21,408.7 34 8 25,609.1
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 267 139 451,926.4 264 158 368,464.6 331 151 651,768.2 29 18 128,841.7
IO/PO - - - 73 65 433,675.3 71 63 884,233.5 40 37 773,381.5 7 6 79,475.2
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 190 110 316,077.1 445 263 316,535.3
IO/PO 6 3 1,542,806.8 * * *
NON-AGENCY CMBS
P&I 217 141 641,186.9 64 37 181,895.3
IO/PO 7 5 29,073.7 - - -
AGENCY CMBS
P&I 22 16 60,152.1 48 23 280,529.1
IO/PO 8 5 457,008.0 11 7 283,903.4
ABS 474 225 1,105,614.9 61 42 138,817.5
CBO/CDO/CLO 100 82 414,148.3 18 12 87,102.2
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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