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 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 387 25 3,712,685.4 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,591 32 289,484,542.5 - - - - - - 1,952 34 33,430,479.4 - - -
OTHER - - - 25 10 644,283.0 - - - 10 3 102,589.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 285 118 524,198.1 27 18 91,937.7 42 21 33,608.9 24 12 38,555.4 - - -
SINGLE FAMILY 30Y 2,393 937 5,407,497.5 33 21 55,725.2 132 53 29,634.9 772 394 6,398,448.0 - - -
ADJUSTABLE/HYBRID - - - 5 3 40,250.0 10 6 106,034.2 86 31 217,888.7 * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 156 74 274,692.7 184 94 709,417.6 299 126 691,979.0 57 31 146,069.0
IO/PO - - - 18 10 713,129.3 9 6 462,756.8 5 4 106,886.4 - - -
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 102 79 201,141.0 112 64 52,276.2
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 177 121 644,720.7 92 50 232,389.8
IO/PO * * * * * *
AGENCY CMBS
P&I 40 26 140,081.6 79 43 116,088.9
IO/PO * * * * * *
ABS 481 192 636,043.6 32 24 74,066.6
CBO/CDO/CLO 125 103 562,327.8 59 39 228,550.8
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].