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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 314 18 4,107,575.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 6,213 32 261,516,353.7 0 0 0.0 0 0 0.0 2,216 39 60,701,105.8 0 0 0.0
OTHER 0 0 0.0 31 13 486,811.0 0 0 0.0 28 6 157,549.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 427 274 299,153.2 95 57 349,316.6 75 49 43,738.5 5 5 9,284.8 0 0 0.0
SINGLE FAMILY 30Y 4,023 1,497 13,315,540.2 32 27 12,637.6 281 142 61,026.7 1,173 521 4,326,240.0 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 24 12 17,729.8 21 13 22,021.9 55 31 29,042.7 18 7 81,417.6
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 - - - 185 116 170,832.2 211 123 157,356.8 295 148 165,162.5 20 12 30,717.4
IO/PO - - - 43 26 131,868.3 24 16 82,009.7 20 11 17,518.5 6 3 16,746.3
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 213 125 871,886.3 322 176 341,158.0
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 282 187 800,569.1 84 48 235,693.2
IO/PO * * * * * *
AGENCY CMBS
P&I 73 44 155,616.2 70 48 200,328.2
IO/PO * * * * * *
ABS 651 344 1,245,514.7 119 82 212,674.3
CBO/CDO/CLO 151 110 477,534.5 81 50 308,343.1
OTHER 0 0 0.0 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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