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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 405 23 4,786,723.9 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,963 38 220,878,630.5 - - - - - - 2,134 37 51,583,558.7 - - -
OTHER - - - 14 5 673,988.9 - - - 46 10 514,994.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 540 302 905,428.3 60 39 805,235.6 130 80 688,960.9 34 18 148,710.1 - - -
SINGLE FAMILY 30Y 2,671 1,228 12,897,182.2 40 22 47,573.1 143 93 90,444.3 901 377 8,038,010.9 - - -
ADJUSTABLE/HYBRID - - - 61 32 155,479.1 40 22 411,835.8 34 18 61,057.6 14 10 9,936.4
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 264 131 517,638.7 228 134 1,635,919.0 362 179 688,785.1 16 7 38,508.6
IO/PO - - - 6 6 111,470.4 5 5 111,834.7 33 19 848,970.6 - - -
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 115 85 281,976.5 360 276 228,197.7
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 201 148 430,732.7 142 63 369,803.3
IO/PO * * * 7 5 146,223.9
AGENCY CMBS
P&I 25 21 30,641.8 125 67 595,078.3
IO/PO * * * 11 9 373,180.5
ABS 507 303 1,343,533.0 76 56 234,727.7
CBO/CDO/CLO 216 168 1,092,023.4 18 12 194,200.8
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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