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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 601 26 8,856,981.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,504 38 541,042,910.0 - - - - - - 2,354 38 82,418,523.9 - - -
OTHER - - - 12 6 492,778.0 - - - 67 7 359,554.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 976 419 647,281.6 79 57 378,058.7 79 36 428,419.3 30 12 28,284.8 - - -
SINGLE FAMILY 30Y 3,736 1,764 14,225,582.3 78 58 692,628.0 231 115 32,034.8 976 366 6,062,803.0 - - -
ADJUSTABLE/HYBRID - - - 32 16 78,908.1 14 11 447,235.0 26 12 133,455.8 26 13 27,885.3
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 162 99 232,409.2 158 88 662,314.1 315 158 571,143.7 10 6 148,911.9
IO/PO - - - * * * 6 4 3,658.1 37 18 485,435.4 * * *
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 105 82 376,729.7 219 153 120,257.4
IO/PO - - - - - -
NON-AGENCY CMBS
P&I 105 86 257,462.0 61 25 183,990.4
IO/PO * * * 5 3 40,526.0
AGENCY CMBS
P&I 54 27 390,449.0 73 39 381,571.8
IO/PO * * * 10 7 511,131.2
ABS 334 223 663,202.1 65 47 103,323.9
CBO/CDO/CLO - - - 5 4 23,625.8
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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].