As of
Download

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
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 262 20 3,263,411.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,016 35 212,152,790.1 - - - - - - 1,503 37 48,997,687.2 - - -
OTHER - - - 26 13 574,721.9 - - - 52 13 323,283.8 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 598 213 506,409.2 48 30 661,559.7 48 22 7,817.5 19 14 13,874.4 - - -
SINGLE FAMILY 30Y 3,269 1,105 8,079,735.7 74 54 310,172.3 273 104 232,756.5 816 353 3,400,318.8 - - -
ADJUSTABLE/HYBRID - - - 13 11 4,860.6 * * * 29 18 26,853.8 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 111 62 155,567.9 108 42 138,299.1 260 104 219,950.7 5 3 121,218.4
IO/PO - - - * * * 8 4 16,581.0 16 13 110,158.7 - - -
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 68 48 80,801.7 233 131 49,477.8
IO/PO 7 7 570,072.1 14 6 3,059.2
NON-AGENCY CMBS
P&I 183 115 667,027.4 35 26 133,263.9
IO/PO * * * * * *
AGENCY CMBS
P&I 60 36 40,279.9 86 51 241,576.4
IO/PO * * * 8 8 597,733.6
ABS 367 220 653,058.9 47 25 245,510.3
CBO/CDO/CLO 93 67 271,691.6 54 32 137,092.8
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].