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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 538 28 15,399,840.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,820 36 477,127,546.9 - - - - - - 2,385 34 52,371,371.5 - - -
OTHER - - - 19 9 326,789.0 * * * 36 12 382,509.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 2,040 314 434,152.8 26 17 140,552.3 191 51 103,829.6 31 14 25,006.3 - - -
SINGLE FAMILY 30Y 4,169 1,961 14,479,488.1 24 17 53,482.2 272 157 88,014.9 1,268 419 8,512,754.8 - - -
ADJUSTABLE/HYBRID - - - 20 17 10,082.2 32 18 52,043.6 24 12 29,052.8 21 20 22,965.5
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 141 67 140,928.4 87 56 322,399.4 302 144 392,580.0 9 8 54,884.9
IO/PO - - - 11 9 12,400.8 6 4 112,531.5 6 6 51,838.0 - - -
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 77 65 273,307.8 294 146 120,464.4
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 201 146 549,736.6 98 56 428,006.8
IO/PO 19 10 70,204.4 39 20 334,686.5
AGENCY CMBS
P&I 37 23 125,894.1 45 30 86,862.5
IO/PO - - - * * *
ABS 312 207 639,385.6 80 51 323,461.0
CBO/CDO/CLO 199 144 1,377,830.5 68 37 385,214.4
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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