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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 532 24 9,623,017.3 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 10,644 35 463,543,617.3 0 0 0.0 0 0 0.0 3,084 47 81,672,305.4 0 0 0.0
OTHER 0 0 0.0 26 13 552,218.0 * * * 39 7 157,635.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 608 198 478,847.0 61 38 524,453.3 41 28 58,115.8 31 16 7,238.8 0 0 0.0
SINGLE FAMILY 30Y 4,424 1,442 13,808,266.2 22 13 116,071.8 124 73 162,595.1 1,150 603 9,732,514.6 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 16 10 7,716.4 10 7 12,500.5 5 4 4,296.5 8 5 25,380.1
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 - - - 208 123 943,401.4 203 106 730,479.9 290 140 998,818.1 22 15 28,978.6
IO/PO - - - 36 28 560,797.6 28 18 47,788.5 40 28 211,012.3 10 6 116,884.3
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 125 80 482,635.1 180 99 189,695.8
IO/PO * * * 6 6 41,170.9
NON-AGENCY CMBS
P&I 209 150 548,575.7 43 22 199,004.3
IO/PO 22 15 340,300.6 5 3 44,694.0
AGENCY CMBS
P&I 82 42 626,353.1 66 44 781,610.7
IO/PO 53 35 3,711,771.2 30 23 1,131,440.9
ABS 543 278 757,072.1 69 45 208,618.6
CBO/CDO/CLO 103 81 719,639.8 94 57 363,051.5
OTHER * * * 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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