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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 504 21 5,522,458.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,543 35 165,720,697.3 - - - - - - 1,778 37 45,523,435.9 - - -
OTHER - - - 32 18 727,774.0 - - - 41 11 264,792.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 190 117 284,664.4 27 22 132,052.1 39 21 100,213.2 16 15 274,576.0 - - -
SINGLE FAMILY 30Y 2,366 1,045 5,173,425.5 12 6 3,056.6 124 60 80,400.3 630 295 1,914,983.0 - - -
ADJUSTABLE/HYBRID - - - 5 4 10,150.8 13 10 25,194.1 5 4 1,982.5 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 122 62 551,169.5 85 59 214,255.3 310 110 505,931.8 14 12 12,869.9
IO/PO - - - - - - * * * 19 9 358,938.0 * * *
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 83 59 297,702.4 159 96 193,994.3
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 130 112 367,350.2 74 49 279,450.0
IO/PO 20 10 86,074.9 - - -
AGENCY CMBS
P&I 32 23 138,772.9 42 27 139,084.1
IO/PO * * * 8 4 164,453.9
ABS 302 217 955,159.0 45 27 99,285.4
CBO/CDO/CLO 76 65 398,385.4 25 20 63,294.5
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.

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