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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 222 19 2,112,906.8 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,859 35 274,811,523.1 - - - - - - 1,965 37 54,164,793.3 - - -
OTHER - - - 21 12 397,845.0 - - - 48 10 323,712.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 527 224 459,329.7 26 16 423,332.7 82 48 389,111.0 14 10 88,176.5 - - -
SINGLE FAMILY 30Y 3,419 1,442 9,354,705.9 32 23 11,153.3 190 97 39,849.8 895 402 2,216,740.7 - - -
ADJUSTABLE/HYBRID - - - 16 10 9,583.8 13 9 66,252.0 50 37 306,554.4 9 8 5,236.0
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 241 128 209,853.2 221 125 199,466.5 301 150 522,808.3 30 24 39,691.1
IO/PO - - - 48 35 266,332.0 44 28 1,175,163.9 48 31 817,357.0 8 5 43,916.7
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 135 106 252,343.8 398 154 70,488.4
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 290 200 684,765.9 62 34 427,367.5
IO/PO 7 5 32,795.4 * * *
AGENCY CMBS
P&I 56 35 964,545.0 53 34 148,177.3
IO/PO - - - 5 3 30,127.4
ABS 416 272 687,123.0 52 32 140,500.4
CBO/CDO/CLO 121 92 510,445.4 20 16 48,325.8
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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