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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 917 27 11,007,537.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,226 35 125,541,925.3 - - - - - - 4,195 40 137,603,290.2 - - -
OTHER - - - 6 4 216,565.0 - - - 17 8 41,903.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 473 206 471,545.7 54 42 549,467.3 75 43 187,278.3 14 6 13,416.1 - - -
SINGLE FAMILY 30Y 2,112 971 5,650,442.8 25 14 23,877.5 284 78 21,779.0 1,233 540 9,338,865.8 * * *
ADJUSTABLE/HYBRID - - - 10 6 74,738.6 16 7 3,548.4 17 11 36,741.2 12 9 79,875.1
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 140 82 290,792.0 144 81 246,892.8 205 111 367,583.3 32 17 12,961.5
IO/PO - - - 23 13 166,591.7 26 16 243,290.9 22 15 169,145.2 - - -
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 139 129 434,145.1 184 116 111,673.0
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 121 106 295,260.9 33 27 104,719.7
IO/PO 7 6 324,767.4 - - -
AGENCY CMBS
P&I 63 31 838,339.5 105 57 380,664.4
IO/PO 5 4 624,262.5 21 11 326,705.0
ABS 1,517 330 653,882.3 51 42 97,303.6
CBO/CDO/CLO 172 145 856,343.7 54 31 191,236.6
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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