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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 206 14 3,060,233.2 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,358 32 211,890,687.1 - - - - - - 1,558 39 60,744,911.4 - - -
OTHER - - - 9 5 203,315.0 - - - 9 5 44,498.4 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 547 222 276,965.3 56 33 704,152.8 63 30 346,872.8 15 10 16,890.0 - - -
SINGLE FAMILY 30Y 2,558 1,132 5,932,268.7 31 27 9,261.9 79 53 62,010.1 1,227 478 4,634,763.5 - - -
ADJUSTABLE/HYBRID - - - 42 39 63,861.6 42 39 142,030.7 10 6 34,026.3 43 17 6,535.2
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 205 105 1,274,803.2 144 82 1,688,668.7 491 150 196,157.6 50 44 136,159.4
IO/PO - - - 49 20 300,779.0 20 12 325,111.2 20 17 600,690.0 22 9 167,735.3
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 110 79 222,879.8 292 140 715,292.6
IO/PO * * * 8 6 22,320.3
NON-AGENCY CMBS
P&I 228 159 607,659.2 81 36 456,577.6
IO/PO * * * 6 3 42,860.0
AGENCY CMBS
P&I 30 20 171,090.5 67 45 429,194.1
IO/PO * * * 24 18 465,741.8
ABS 507 272 1,297,896.9 88 45 215,878.1
CBO/CDO/CLO 139 103 564,661.4 104 59 491,041.7
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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