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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 392 23 4,926,301.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 6,652 39 532,642,308.3 - - - - - - 1,707 30 31,437,445.7 - - -
OTHER - - - 12 8 193,286.0 - - - 25 5 76,998.7 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 371 160 264,861.6 34 19 208,614.5 29 14 76,484.1 8 5 12,444.1 - - -
SINGLE FAMILY 30Y 2,161 794 7,286,092.2 7 4 133,520.7 99 48 6,472.9 609 294 1,955,421.6 - - -
ADJUSTABLE/HYBRID - - - 10 9 3,605.7 27 16 73,007.4 11 11 317.1 - - -
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 138 80 399,235.4 126 68 325,670.6 356 122 262,212.7 24 16 59,333.6
IO/PO - - - 40 25 358,474.0 23 19 58,609.5 24 19 362,401.5 * * *
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 58 45 199,851.2 115 65 110,557.1
IO/PO 5 5 171,310.3 * * *
NON-AGENCY CMBS
P&I 167 123 615,289.7 66 35 341,351.2
IO/PO * * * * * *
AGENCY CMBS
P&I 22 16 120,564.7 41 24 100,170.8
IO/PO - - - * * *
ABS 342 201 711,041.1 60 39 233,423.5
CBO/CDO/CLO 103 82 526,187.6 44 27 241,267.2
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].