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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 1,272 27 21,624,132.6 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,919 36 276,813,414.5 - - - - - - 3,989 45 128,392,115.0 - - -
OTHER - - - 15 8 378,712.0 * * * 116 9 530,202.6 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 540 214 663,223.6 63 38 285,612.2 73 42 910,749.0 27 13 39,265.8 - - -
SINGLE FAMILY 30Y 2,556 1,339 9,031,051.6 18 12 82,433.7 159 66 4,234.4 1,028 406 12,635,645.3 - - -
ADJUSTABLE/HYBRID - - - 35 20 265,007.5 111 68 691,624.3 16 14 117,230.8 10 5 10,926.8
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 182 103 187,815.2 180 100 581,530.2 389 155 467,059.5 17 10 54,431.7
IO/PO - - - 8 7 81,189.7 7 6 358,187.6 13 11 522,136.3 - - -
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 85 63 195,539.0 193 132 99,419.1
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 226 170 496,308.2 62 26 138,187.8
IO/PO * * * * * *
AGENCY CMBS
P&I 37 27 287,371.1 71 43 355,607.8
IO/PO * * * * * *
ABS 406 232 962,429.1 85 59 293,954.4
CBO/CDO/CLO 151 113 964,037.7 37 26 178,289.3
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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