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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 562 25 6,139,696.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,995 35 313,384,349.0 - - - - - - 5,298 41 157,860,600.8 - - -
OTHER - - - 26 10 1,189,842.0 - - - 44 13 323,963.4 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 507 252 547,052.2 77 39 735,057.8 39 23 170,566.7 14 9 13,962.8 - - -
SINGLE FAMILY 30Y 3,055 1,447 10,068,365.4 20 16 44,049.8 180 84 622,912.8 1,321 622 10,055,107.0 - - -
ADJUSTABLE/HYBRID - - - 5 4 10,938.2 9 4 150,107.6 24 15 106,232.9 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 155 98 481,914.1 112 78 792,976.0 288 128 1,307,853.5 6 4 26,279.6
IO/PO - - - 12 8 206,398.9 * * * 29 12 495,842.7 11 4 152,385.5
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 111 74 435,777.3 158 93 99,447.2
IO/PO * * * - - -
NON-AGENCY CMBS
P&I 113 81 391,708.5 76 42 196,160.5
IO/PO - - - - - -
AGENCY CMBS
P&I 28 22 83,802.6 78 46 216,513.2
IO/PO * * * 12 5 434,436.9
ABS 400 233 965,152.7 76 50 200,973.9
CBO/CDO/CLO 146 114 943,317.3 44 27 165,317.0
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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