Content Licensing

TRACE Fact Book

 

The TRACE Fact Book—based on aggregated data as entered into the Trade Reporting and Compliance Engine (TRACE)—is intended to give a historical perspective of the over-the-counter (OTC) U.S. corporate bond, agency debenture, asset-backed and mortgage backed security markets. 

 

2013

 

Quarterly Tables                

1st Quarter

 

Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 817 KB)

  

 

2012

 

2012 TRACE Fact Book (PDF 179 KB)

 

2012 TRACE Year-In-Review

 

Annual Tables
  
FINRA-Bloomberg Indices:  Corporate Bond Tables (Excel 325 KB)
  
Issue Information:

Corporate Bond Tables (Excel 86 KB)

Agency Debt Tables (Excel 52 KB)

Securitized Product Tables (Excel 77 KB)

  
Participant Information:

Corporate Bond Tables (Excel 70 KB)

Agency Debt Tables (Excel 61 KB)

Securitized Product Tables (Excel 77 KB)

  
Transaction Information:

Corporate Bond Tables (Excel 1.8 MB)

Agency Debt Tables (Excel 569 KB)

Securitized Product Tables (Excel 2.1 MB)

 

Quarterly Tables                 1st Quarter
 Corporate Bond Tables (Excel 827 KB)
Agency Debt Tables (Excel 487 KB)
Securitized Product Tables (Excel 873 KB)
  
 2nd Quarter
 Corporate Bond Tables (Excel 830 KB)
Agency Debt Tables (Excel 492 KB)
Securitized Product Tables (Excel 806 KB)
  
 3rd Quarter
 Corporate Bond Tables (Excel 785 KB)
Agency Debt Tables (Excel 446 KB)
Securitized Product Tables (Excel 813 KB)
  
 4th Quarter
 Corporate Bond Tables (Excel 787 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 818 KB)

 

 

2011

 

 2011 TRACE Fact Book (PDF 229 KB)

 

Annual and 4th Quarter Tables
  
FINRA-Bloomberg Indices:  Corporate Bond Tables (Excel 780 KB)
  
Issue Information:

Corporate Bond Tables (Excel 298 KB)

Agency Debt Tables (Excel 182 KB)

Securitized Product Tables (Excel 364 KB)

  
Participant Information:

Corporate Bond Tables (Excel 241 KB)

Agency Debt Tables (Excel 205 KB)

Securitized Product Tables (Excel 236 KB)

  
Transaction Information:

Corporate Bond Tables (Excel 2.3 MB)

Agency Debt Tables (Excel 778 KB)

Securitized Product Tables (Excel 3 MB)

 

Quarterly Tables                 1st Quarter
 Corporate Bond Tables (Excel 823 KB)
Agency Debt Tables (Excel 485 KB)
  
               2nd Quarter
 Corporate Bond Tables (Excel 781 KB)
Agency Debt Tables (Excel 441 KB)
  
 3rd Quarter
 

Corporate Bond Tables (Excel 780 KB)
Agency Debt Tables (Excel 442 KB)

Securitized Product Tables (Excel 805 KB)

 

We welcome any questions, comments or feedback on the TRACE Fact Book.

Last Updated: 5/13/2013