As of
Download

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 1,203 30 17,560,417.6 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,802 37 136,344,881.5 - - - - - - 3,718 38 156,125,780.4 - - -
OTHER - - - 31 12 580,734.0 - - - 55 11 825,668.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 540 335 852,299.0 63 34 282,535.7 113 79 300,322.6 21 18 33,519.7 - - -
SINGLE FAMILY 30Y 3,269 1,346 8,945,052.2 17 14 58,025.9 158 102 126,734.1 1,281 680 9,199,258.6 - - -
ADJUSTABLE/HYBRID - - - 11 8 64,167.5 * * * 17 10 37,796.4 12 9 34,348.4
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 140 95 195,820.3 171 107 515,134.6 286 160 1,718,303.7 28 18 43,593.1
IO/PO - - - * * * 7 6 173,982.0 38 36 749,260.8 * * *
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 137 88 613,260.0 230 156 92,527.3
IO/PO * * * 5 2 12,069.2
NON-AGENCY CMBS
P&I 184 136 405,603.7 62 30 271,473.2
IO/PO * * * - - -
AGENCY CMBS
P&I 47 26 124,909.5 77 53 377,642.8
IO/PO - - - * * *
ABS 403 269 734,314.1 34 28 61,050.3
CBO/CDO/CLO * * * 5 5 9,582.1
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].