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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 278 25 2,376,589.8 - - - - - - - - - - - -
SINGLE FAMILY 30Y 5,156 38 221,091,463.2 - - - - - - 1,808 30 33,841,424.6 - - -
OTHER - - - 32 16 1,783,433.2 - - - 114 11 625,147.9 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 536 301 293,785.3 41 27 177,955.1 71 51 134,520.4 33 16 5,589.1 - - -
SINGLE FAMILY 30Y 3,809 1,187 7,442,181.3 51 26 298,057.6 273 139 301,411.2 699 318 771,362.0 - - -
ADJUSTABLE/HYBRID - - - 12 6 76,950.8 6 2 3,518.2 13 6 53,978.9 - - -
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 168 97 220,493.2 199 100 131,858.3 394 153 749,604.9 18 18 21,676.5
IO/PO - - - 6 4 39,614.8 23 7 174,637.1 13 11 140,817.7 * * *
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 111 65 374,410.6 354 226 189,265.5
IO/PO * * * 7 5 1,113.2
NON-AGENCY CMBS
P&I 224 158 731,602.4 69 33 305,547.1
IO/PO * * * - - -
AGENCY CMBS
P&I 48 34 757,272.4 53 36 223,883.1
IO/PO * * * 8 7 48,247.2
ABS 571 273 1,273,280.0 54 31 142,875.2
CBO/CDO/CLO 142 110 413,404.2 92 57 256,248.9
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 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.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].