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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 426 22 6,105,757.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,264 37 193,436,746.7 - - - - - - 1,820 35 38,195,851.8 - - -
OTHER - - - 23 12 444,220.0 - - - 33 7 249,356.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 530 274 871,842.2 89 49 1,008,336.0 122 58 501,377.4 7 4 7,169.8 - - -
SINGLE FAMILY 30Y 14,264 1,532 10,769,380.5 22 15 10,335.6 216 113 51,821.1 703 384 2,931,733.8 * * *
ADJUSTABLE/HYBRID - - - 17 11 142,187.0 18 10 507,735.1 12 8 26,058.1 7 4 36,303.3
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 187 102 642,568.6 196 85 391,626.2 400 160 894,920.5 * * *
IO/PO - - - 8 6 158,769.7 19 7 147,431.7 34 18 641,868.9 * * *
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 120 87 396,265.5 371 198 265,814.7
IO/PO 5 3 1,503,963.8 5 3 12,542.7
NON-AGENCY CMBS
P&I 270 161 692,821.0 177 74 598,760.4
IO/PO 6 2 18,389.4 61 16 740,915.0
AGENCY CMBS
P&I 31 21 51,346.7 126 80 503,900.6
IO/PO - - - 12 9 1,060,135.6
ABS 525 294 1,220,278.0 39 31 113,783.7
CBO/CDO/CLO 168 128 1,077,615.1 71 45 233,550.6
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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