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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/CDO Daily CMBS Weekly CMBS
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 331 23 3,585,174.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 7,352 34 332,241,532.1 0 0 0.0 0 0 0.0 2,234 34 65,110,598.7 0 0 0.0
OTHER 0 0 0.0 30 10 823,548.0 0 0 0.0 33 9 320,975.3 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 242 136 648,722.9 64 34 483,989.0 54 28 370,614.0 30 15 37,363.0 0 0 0.0
SINGLE FAMILY 30Y 3,498 1,107 15,920,237.4 62 38 268,082.6 278 154 298,595.5 895 360 10,415,965.4 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 11 5 41,987.5 8 4 49,240.4 * * * * * *
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I - - - 195 97 618,072.4 197 105 927,594.2 427 173 1,707,664.5 5 4 83,892.1
IO/PO - - - 5 4 24,408.0 29 6 58,692.8 * * * * * *
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 87 72 156,805.1 132 79 83,182.1
IO/PO 0 0 0.0 6 3 1,735.4
NON-AGENCY CMBS
P&I 128 106 373,441.0 32 17 142,194.4
IO/PO 7 4 283,701.4 * * *
AGENCY CMBS
P&I 31 20 46,210.1 46 28 221,636.5
IO/PO 16 11 786,027.2 * * *
ABS 225 150 570,765.5 88 43 359,252.4
CBO/CDO/CLO 77 66 212,107.2 10 7 48,300.0
OTHER 0 0 0.0 * * *
* 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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