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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 513 23 5,297,874.7 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,326 39 221,830,151.4 - - - - - - 1,721 41 59,576,203.6 - - -
OTHER - - - 27 14 475,206.0 - - - 26 12 325,606.5 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 511 379 543,021.4 54 38 635,187.4 56 30 173,210.2 14 7 21,931.1 - - -
SINGLE FAMILY 30Y 2,487 1,260 7,962,448.8 11 10 1,781.1 150 81 39,632.1 1,030 611 5,529,661.6 - - -
ADJUSTABLE/HYBRID - - - 19 19 63,712.8 12 10 113,448.0 16 10 60,755.2 12 12 2,973.6
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 112 64 486,892.4 107 73 536,427.6 241 123 531,758.6 16 10 19,036.7
IO/PO - - - 19 15 325,660.4 7 7 132,431.1 16 13 233,095.4 - - -
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 106 80 199,753.8 141 103 121,948.1
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 117 81 305,803.4 41 26 122,742.6
IO/PO * * * 5 4 6,500.0
AGENCY CMBS
P&I 31 14 28,857.7 41 32 130,291.3
IO/PO - - - 8 8 144,189.7
ABS 1,347 211 540,925.5 57 34 145,096.6
CBO/CDO/CLO 74 55 412,037.4 40 23 146,261.9
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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