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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 438 20 4,580,171.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 3,451 36 74,203,819.1 - - - - - - 1,508 35 40,893,371.9 - - -
OTHER - - - 22 9 1,066,746.0 * * * 20 12 167,165.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 768 408 518,839.8 46 38 211,913.4 87 57 171,590.2 25 9 87,663.9 - - -
SINGLE FAMILY 30Y 2,402 1,017 3,472,522.3 106 92 403,151.4 455 332 1,168,528.0 1,089 353 4,090,110.6 - - -
ADJUSTABLE/HYBRID - - - 17 9 52,127.3 53 32 178,737.0 18 10 69,364.8 36 28 27,192.4
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 199 132 141,037.1 180 96 115,701.2 393 147 208,976.1 16 15 15,401.7
IO/PO - - - 117 67 193,711.2 61 38 43,682.1 10 8 72,123.7 * * *
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 86 63 145,761.4 223 140 11,402.7
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 156 123 254,596.3 31 19 67,335.9
IO/PO - - - - - -
AGENCY CMBS
P&I 37 21 25,842.4 123 60 502,778.4
IO/PO * * * * * *
ABS 444 286 537,046.8 38 25 46,338.0
CBO/CDO/CLO 73 62 209,189.8 * * *
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.

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