As of
Download

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 434 26 3,971,106.1 - - - - - - - - - - - -
SINGLE FAMILY 30Y 9,029 37 324,545,483.7 - - - - - - 2,419 35 64,652,267.3 - - -
OTHER - - - 27 15 867,495.0 - - - 74 7 511,029.4 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 638 307 701,643.3 72 48 262,321.1 126 70 215,788.2 27 15 87,992.5 - - -
SINGLE FAMILY 30Y 16,529 2,085 20,962,280.0 96 74 248,208.2 222 99 57,819.5 843 335 5,708,204.4 - - -
ADJUSTABLE/HYBRID - - - 14 13 51,881.8 19 12 15,315.6 9 6 13,426.0 11 9 12,358.5
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 152 97 662,610.2 160 82 364,500.4 379 194 493,584.1 10 4 85,440.4
IO/PO - - - 7 4 42,585.4 15 8 155,468.6 23 15 514,060.6 - - -
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 82 56 269,798.0 243 136 171,384.7
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 172 125 531,397.9 43 23 124,627.6
IO/PO 6 3 5,397.2 * * *
AGENCY CMBS
P&I 43 29 512,348.2 46 33 272,628.2
IO/PO - - - * * *
ABS 457 226 864,925.2 50 34 206,532.6
CBO/CDO/CLO 295 188 1,667,580.6 56 32 140,047.5
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].