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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 272 24 2,838,530.9 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,774 35 247,313,785.5 0 0 0.0 0 0 0.0 2,130 35 66,407,732.3 0 0 0.0
OTHER 0 0 0.0 23 12 396,979.0 0 0 0.0 26 5 186,130.1 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 543 236 756,961.5 58 30 346,548.4 39 24 42,476.1 20 14 21,498.5 0 0 0.0
SINGLE FAMILY 30Y 3,748 1,282 7,741,906.0 22 13 93,800.7 191 77 17,326.3 873 454 6,349,515.8 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 12 12 3,343.3 18 15 17,298.7 17 9 138,052.8 * * *
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 - - - 114 63 335,601.3 106 65 212,192.7 265 124 425,162.9 0 0 0.0
IO/PO - - - 47 31 305,826.3 10 8 75,559.3 19 14 191,759.8 * * *
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 105 76 296,947.8 192 123 305,934.1
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 125 104 329,086.1 55 35 117,567.0
IO/PO 11 5 1,033,646.6 0 0 0.0
AGENCY CMBS
P&I 57 36 387,230.2 35 22 251,837.2
IO/PO 5 4 336,828.1 17 14 532,658.8
ABS 548 324 1,080,883.4 45 33 138,075.6
CBO/CDO/CLO 124 88 362,589.7 51 35 108,187.8
OTHER 0 0 0.0 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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