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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 1,066 29 21,095,954.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,273 32 147,353,773.1 - - - - - - 2,520 32 90,675,238.2 - - -
OTHER - - - 18 10 225,558.0 - - - 85 17 776,992.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 412 261 1,112,074.4 56 39 707,157.9 54 34 183,036.9 41 14 404,320.6 - - -
SINGLE FAMILY 30Y 2,434 1,360 9,974,679.3 83 63 164,301.1 165 128 18,085.9 1,524 570 9,351,460.4 - - -
ADJUSTABLE/HYBRID - - - 10 7 75,585.8 13 8 291,062.7 11 7 24,665.7 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 131 83 287,295.2 151 92 293,838.8 261 135 612,423.5 17 10 19,688.7
IO/PO - - - 24 16 78,194.8 12 7 45,282.1 25 20 290,014.0 * * *
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 79 60 251,932.0 134 81 220,900.6
IO/PO 5 5 167,344.6 - - -
NON-AGENCY CMBS
P&I 123 101 396,697.3 57 33 262,294.1
IO/PO * * * * * *
AGENCY CMBS
P&I 29 23 69,771.4 48 36 163,844.8
IO/PO 16 6 70,401.2 34 13 84,046.6
ABS 260 180 550,137.8 117 58 553,254.2
CBO/CDO/CLO 77 57 370,879.9 27 17 150,194.6
OTHER - - - 5 2 34,001.9
* 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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