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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 676 26 9,290,694.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,411 36 324,122,077.9 - - - - - - 1,795 35 80,552,906.7 - - -
OTHER - - - 11 8 184,283.0 - - - 78 8 403,945.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 422 201 1,193,784.4 64 36 893,373.7 52 35 269,927.7 22 13 12,464.1 - - -
SINGLE FAMILY 30Y 2,190 978 6,475,876.7 139 85 496,852.1 212 121 669,532.4 806 389 4,721,775.1 - - -
ADJUSTABLE/HYBRID - - - 8 6 3,926.5 14 10 818,997.2 26 12 418,688.7 12 9 6,133.0
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 126 73 305,912.1 120 71 657,870.2 344 148 1,019,261.7 6 5 55,254.0
IO/PO - - - 15 14 78,662.4 6 5 128,189.3 22 15 612,100.6 13 8 203,273.6
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 121 81 445,239.4 646 229 303,478.3
IO/PO - - - 43 22 97,732.2
NON-AGENCY CMBS
P&I 131 99 317,885.5 66 31 168,065.3
IO/PO - - - - - -
AGENCY CMBS
P&I 29 18 325,685.1 81 43 208,459.3
IO/PO 6 6 11,509.5 18 14 855,753.5
ABS 347 221 477,722.4 56 45 117,877.0
CBO/CDO/CLO - - - - - -
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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