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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 274 20 1,829,633.5 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,910 34 230,008,500.9 0 0 0.0 0 0 0.0 3,371 35 58,201,624.7 0 0 0.0
OTHER 0 0 0.0 12 6 285,929.0 * * * 16 10 61,645.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 781 312 638,992.8 68 41 943,100.5 58 39 290,726.0 16 10 6,681.1 0 0 0.0
SINGLE FAMILY 30Y 10,595 1,122 6,385,560.5 19 11 45,484.2 145 94 607,375.6 831 341 9,954,308.7 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 19 12 76,223.4 15 11 62,718.6 12 10 25,447.6 11 8 168,527.1
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 - - - 175 94 480,275.4 204 99 795,844.6 421 131 439,815.2 20 9 91,545.6
IO/PO - - - 17 12 391,831.6 29 13 335,171.3 30 22 1,134,376.0 0 0 0.0
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 115 79 510,350.3 331 187 305,605.9
IO/PO 0 0 0.0 0 0 0.0
NON-AGENCY CMBS
P&I 222 155 522,401.7 79 44 243,728.7
IO/PO 0 0 0.0 * * *
AGENCY CMBS
P&I 46 28 125,514.6 53 39 179,369.9
IO/PO * * * 8 6 949,632.0
ABS 457 279 701,440.4 87 55 395,692.1
CBO/CDO/CLO 144 118 387,128.8 66 46 176,791.4
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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