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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 338 23 3,912,933.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,204 35 164,748,949.1 - - - - - - 1,385 38 53,626,828.8 - - -
OTHER - - - 46 16 1,035,828.7 6 1 38,605.3 37 7 126,718.0 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 481 251 741,667.5 77 46 707,830.2 49 35 727,093.6 16 10 5,728.5 - - -
SINGLE FAMILY 30Y 4,394 1,305 6,878,795.8 25 14 54,258.3 203 106 7,910.1 1,036 430 1,701,271.6 - - -
ADJUSTABLE/HYBRID - - - 23 15 52,634.3 13 8 37,065.4 43 33 99,482.3 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 114 67 340,930.8 129 71 368,271.1 289 109 582,975.7 12 9 36,952.4
IO/PO - - - 11 8 209,998.1 17 10 422,937.5 25 20 761,329.4 * * *
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 121 74 121,071.2 242 131 179,447.5
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 200 123 528,035.7 95 37 384,513.8
IO/PO 10 5 84,397.2 * * *
AGENCY CMBS
P&I 49 25 186,333.1 69 37 337,497.5
IO/PO - - - 22 9 896,974.8
ABS 560 273 924,714.2 48 37 97,832.4
CBO/CDO/CLO 116 87 460,273.3 65 30 340,087.6
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 Listor 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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