As of
Download

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 590 24 5,352,003.5 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,380 35 164,414,966.9 - - - - - - 1,661 34 35,646,928.4 - - -
OTHER - - - 35 13 892,889.8 - - - 73 6 308,315.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 442 217 322,532.8 77 56 323,572.6 65 34 343,002.7 10 6 3,853.5 - - -
SINGLE FAMILY 30Y 2,814 1,208 7,795,266.3 26 19 11,651.0 138 79 73,916.3 979 479 3,454,697.1 - - -
ADJUSTABLE/HYBRID - - - 16 8 32,637.2 12 5 111,640.8 11 5 20,262.4 12 7 26,846.0
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 157 86 1,033,035.9 162 86 187,303.1 402 167 637,463.1 9 7 35,321.8
IO/PO - - - 37 30 1,341,837.7 23 20 630,916.5 12 12 213,482.8 - - -
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 80 58 298,908.4 217 134 152,702.4
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 155 118 538,034.2 31 23 103,507.0
IO/PO - - - * * *
AGENCY CMBS
P&I 43 23 53,513.1 72 43 219,670.6
IO/PO - - - 7 7 36,336.4
ABS 458 265 506,359.8 37 23 99,022.2
CBO/CDO/CLO 118 98 398,537.8 6 5 36,065.0
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].