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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 615 25 6,386,621.3 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,508 33 131,613,165.2 - - - - - - 1,860 33 50,726,914.9 - - -
OTHER - - - 19 8 383,241.0 * * * 44 9 397,265.3 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 243 154 143,918.0 36 16 87,415.8 40 24 263,433.6 6 4 1,676.7 - - -
SINGLE FAMILY 30Y 1,225 695 3,281,659.6 50 18 140,642.1 76 47 190,306.8 382 195 1,284,009.4 - - -
ADJUSTABLE/HYBRID - - - * * * 8 7 37,628.4 * * * * * *
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 114 68 154,189.8 96 54 77,416.3 235 111 290,608.8 * * *
IO/PO - - - 10 7 303,038.2 11 8 560,071.8 15 11 439,887.0 * * *
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 40 29 130,609.6 149 102 36,296.3
IO/PO - - - * * *
NON-AGENCY CMBS
P&I 83 63 170,606.8 7 5 10,334.0
IO/PO - - - - - -
AGENCY CMBS
P&I 21 14 36,433.8 46 28 52,850.2
IO/PO - - - * * *
ABS 226 133 591,605.1 31 27 38,241.2
CBO/CDO/CLO 19 18 194,743.6 6 6 16,015.0
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].