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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 449 23 4,421,031.1 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,532 33 199,945,104.7 - - - - - - 1,872 34 33,678,396.6 - - -
OTHER - - - 22 12 564,552.0 - - - 35 6 160,792.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 407 170 259,221.3 28 16 201,252.6 69 30 151,497.6 7 6 517.3 - - -
SINGLE FAMILY 30Y 2,622 1,109 6,377,099.7 10 7 39,638.7 174 79 33,854.9 945 536 1,918,247.5 - - -
ADJUSTABLE/HYBRID - - - * * * * * * 6 3 11,648.4 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 145 76 128,366.4 107 52 319,273.9 270 114 798,904.0 12 8 19,006.8
IO/PO - - - 48 27 143,292.4 50 34 371,554.2 64 24 2,117,382.0 * * *
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 102 76 244,610.3 155 94 131,576.8
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 169 126 629,867.3 46 29 201,521.6
IO/PO * * * * * *
AGENCY CMBS
P&I 33 26 283,311.8 79 43 125,119.1
IO/PO * * * 9 6 194,679.7
ABS 388 241 988,536.1 43 30 116,915.0
CBO/CDO/CLO 89 71 587,547.6 68 43 311,943.0
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.

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