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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 467 25 7,429,541.8 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,724 36 397,196,939.3 - - - - - - 1,964 32 74,577,289.6 - - -
OTHER - - - 7 7 143,377.0 - - - 30 13 295,945.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 512 297 405,449.5 50 21 292,204.5 44 30 200,774.3 21 13 60,733.3 - - -
SINGLE FAMILY 30Y 5,142 1,986 16,152,719.1 14 9 45,443.2 325 159 44,425.4 1,064 514 7,811,142.1 - - -
ADJUSTABLE/HYBRID - - - 30 16 205,634.8 9 5 16,764.9 15 11 40,667.7 19 12 51,593.8
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 238 112 855,850.5 174 94 898,628.6 297 127 881,508.9 22 15 89,859.8
IO/PO - - - 14 9 225,282.9 11 9 462,958.0 12 10 332,284.6 - - -
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 88 65 213,530.1 167 107 76,626.4
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 187 153 328,384.8 52 25 190,633.2
IO/PO - - - * * *
AGENCY CMBS
P&I 50 33 108,036.1 163 106 1,137,805.3
IO/PO * * * * * *
ABS 369 243 664,912.0 47 33 106,851.6
CBO/CDO/CLO 88 68 346,955.6 73 49 310,939.5
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 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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