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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 181 20 1,021,427.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,619 35 70,036,481.1 - - - - - - 1,473 39 34,180,970.1 - - -
OTHER - - - 23 9 635,883.0 - - - 31 10 385,154.3 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 393 158 83,751.9 38 23 164,945.4 33 20 142,762.7 13 9 15,857.5 - - -
SINGLE FAMILY 30Y 2,719 913 9,212,161.5 19 15 19,642.3 124 59 81,715.3 835 320 986,647.8 - - -
ADJUSTABLE/HYBRID - - - * * * 8 7 99,687.5 * * * * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 114 69 170,062.7 113 62 234,605.7 177 88 55,128.6 6 4 21,254.6
IO/PO - - - - - - * * * 5 4 49,565.4 - - -
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 36 31 109,507.9 54 33 24,890.5
IO/PO 5 2 1,531.0 * * *
NON-AGENCY CMBS
P&I 103 67 635,113.1 53 24 423,888.5
IO/PO - - - * * *
AGENCY CMBS
P&I 11 7 64,014.8 56 25 48,403.6
IO/PO - - - * * *
ABS 315 187 582,146.4 43 26 103,644.0
CBO/CDO/CLO 112 80 939,785.2 13 9 64,610.0
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].