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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 358 23 3,252,350.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,155 34 219,836,255.1 - - - - - - 2,114 37 51,355,832.8 - - -
OTHER - - - 30 15 628,756.0 - - - 33 7 410,776.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 1,662 251 339,343.8 34 27 216,041.0 75 36 347,938.8 31 28 31,706.2 - - -
SINGLE FAMILY 30Y 2,703 1,185 10,185,206.7 63 29 315,105.9 257 130 888,038.2 1,507 422 5,468,493.6 - - -
ADJUSTABLE/HYBRID - - - 12 7 382,516.6 12 9 69,578.5 16 8 11,268.4 19 18 33,742.4
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 192 81 245,709.2 174 93 328,562.8 294 125 401,587.7 20 12 60,315.3
IO/PO - - - 36 25 1,157,326.4 23 15 325,925.6 14 7 361,357.9 * * *
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 95 65 123,177.1 353 188 374,503.3
IO/PO * * * 5 3 9,037.2
NON-AGENCY CMBS
P&I 174 123 927,122.9 96 47 384,514.0
IO/PO * * * 7 4 27,041.0
AGENCY CMBS
P&I 40 30 298,904.8 77 46 406,750.3
IO/PO - - - 9 6 522,962.0
ABS 431 251 1,260,861.0 71 42 245,810.0
CBO/CDO/CLO 179 140 1,508,046.4 111 63 425,680.6
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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