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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
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 320 26 3,148,633.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 7,282 38 283,297,241.2 - - - - - - 2,262 34 62,484,131.2 - - -
OTHER - - - 10 6 93,353.7 - - - 34 7 204,740.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 440 241 633,460.0 56 30 169,675.0 76 41 23,871.7 8 6 1,440.3 - - -
SINGLE FAMILY 30Y 3,173 1,183 11,368,150.2 28 12 181,356.1 281 144 63,804.2 860 373 4,318,895.2 - - -
ADJUSTABLE/HYBRID - - - 12 9 20,153.1 13 12 19,969.4 9 7 67,251.6 26 23 14,348.8
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 164 86 155,578.4 195 93 404,545.2 265 110 455,905.5 16 12 52,298.0
IO/PO - - - 14 13 7,123.6 5 4 52,657.6 10 8 86,825.7 * * *
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 85 64 247,542.5 199 117 219,143.1
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 166 129 588,298.1 59 33 230,111.1
IO/PO * * * * * *
AGENCY CMBS
P&I 46 28 186,455.7 45 30 164,952.2
IO/PO - - - * * *
ABS 371 255 771,280.3 61 42 108,031.5
CBO/CDO/CLO 93 75 659,901.1 49 30 148,504.2
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].