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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 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 491 26 6,802,105.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 8,284 33 290,585,382.6 - - - - - - 2,756 37 55,578,241.9 - - -
OTHER - - - 8 6 157,818.0 - - - 60 7 509,508.1 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 298 118 171,072.6 49 33 353,903.6 54 23 109,231.9 16 10 24,791.8 - - -
SINGLE FAMILY 30Y 1,730 728 7,792,832.4 86 35 751,994.7 171 85 555,559.4 835 473 4,097,781.8 - - -
ADJUSTABLE/HYBRID - - - 13 11 97,928.4 * * * 12 7 31,711.6 - - -
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 167 109 178,330.7 234 122 271,332.8 297 153 576,574.2 14 9 108,802.0
IO/PO - - - 14 7 58,330.9 22 10 239,834.3 31 13 48,782.6 10 5 311,620.0
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 83 60 111,435.1 152 92 82,988.7
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 155 113 384,570.5 54 27 290,106.3
IO/PO * * * * * *
AGENCY CMBS
P&I 54 33 290,546.9 75 44 270,958.0
IO/PO - - - 10 3 298,630.5
ABS 389 256 903,150.4 77 43 544,954.9
CBO/CDO/CLO 108 79 471,387.5 51 25 117,470.6
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].