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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 676 27 9,484,381.6 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,853 40 502,705,944.1 - - - - - - 2,930 37 101,920,852.5 - - -
OTHER - - - 17 11 256,843.0 - - - 147 11 1,096,335.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 348 180 624,079.7 42 31 222,884.7 62 33 387,919.4 29 14 23,011.4 - - -
SINGLE FAMILY 30Y 3,793 1,729 20,183,506.5 19 11 17,074.1 249 96 46,626.0 1,244 569 11,214,374.3 - - -
ADJUSTABLE/HYBRID - - - 7 5 25,459.1 23 13 56,963.4 15 10 31,536.7 14 10 110,390.7
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 255 118 486,782.2 256 147 1,014,867.8 317 136 319,860.8 11 9 98,872.8
IO/PO - - - 26 19 1,211,699.0 16 12 216,382.0 19 15 692,041.1 * * *
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 93 67 234,866.3 249 153 199,774.6
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 238 174 635,892.4 75 42 312,474.6
IO/PO - - - * * *
AGENCY CMBS
P&I 36 28 120,489.9 100 60 382,788.3
IO/PO * * * 11 8 1,366,062.6
ABS 533 348 1,651,975.2 123 72 446,828.8
CBO/CDO/CLO 217 151 914,689.0 92 54 349,487.7
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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