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Last Updated: 5/19/2013

FINRA TRACE Structured Product Aggregate Information

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FINRA-Interactive Data U.S. Structured Trading Activity Report

		FNMA			FHLMC			GNMA			Other Agency
Asset Class	Asset SubClass	Num Trades	Num Unique	Volume (000s)	Num Trades	Num Unique	Volume (000s)	Num Trades	Num Unique	Volume (000s)	Num Trades	Num Unique	Volume (000s)
AGENCYTBA	15YEAR	1,117	22	17,633,099.7	72	15	1,791,749.3	-	-	-	-	-	-
AGENCYTBA	30YEAR	4,469	25	109,504,200.8	170	16	6,460,747.1	1,355	22	18,958,734.2	-	-	-
AGENCYTBA	OTHER	32	16	488,176.8	*	*	*	1,045	36	30,232,855.2	-	-	-
AGENCYPASSTHROUGH	15YEAR	369	200	624,812.2	217	104	799,658.9	39	18	63,914.1	-	-	-
AGENCYPASSTHROUGH	30YEAR	1,013	443	3,190,783.4	346	171	723,981.2	763	390	2,628,285.3	-	-	-
AGENCYPASSTHROUGH	ARMHYBRIDS	113	81	334,777.0	56	42	233,631.4	72	40	664,736.2	*	*	*
AGENCYPASSTHROUGH	OTHER	-	-	-	-	-	-	-	-	-	-	-	-
AGENCYCMO	PNI	355	168	321,917.3	473	193	197,214.4	488	221	259,509.9	05	02	11,185.5
AGENCYCMO	NOTPNI	44	18	291,781.9	20	12	79,222.8	109	17	179,648.5	-	-	-

		Investment Grade			Below Investment Grade
Asset Class	Asset SubClass	Num Trades	Num Unique	Volume (000s)	Num Trades	Num Unique	Volume (000s)
NONAGENCY	NONAGENCYCMO_PNI	213	91	152,953.2	704	334	2,901,088.5
NONAGENCY	NONAGENCYCMO_NOTPNI	*	*	*	16	08	4,042.2
NONAGENCY	CMBS_PNI	172	113	448,108.8	130	83	504,233.1
NONAGENCY	CMBS_NOTPNI	*	*	*	-	-	-
NONAGENCY	ABS	168	120	335,277.7	35	14	193,106.6
NONAGENCY	CDO	32	19	662,318.8	13	09	38,807.8
NONAGENCY	OTHER	-	-	-	-	-	-

* Denotes less than 5 transactions

***Please note: As of November 4th, 2011 the time the report is being generated has changed from 5:15p.m. to 7:00p.m. daily. Therefore, reports generated after this date will capture transactions reported until TRACE system close, where those reports generated prior to November 4th will represent all daily transaction reported before 5:15p.m.***

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