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TRACE Monthly Volume Report Legend

  • CORP: Non-Convertible Corporate Bonds
  • CONV: Convertible Corporate Bonds
  • CHRC: Church Bonds
  • ELN: Equity Linked Notes
  • AGCY: Agency Debentures
  • ABS: Asset Backed Securities
  • CMO: Agency and Non-Agency Collateralized Mortgage Obligations (CMO's) / Real Estate Mortgage Investment Conduits (REMIC's)
  • MBS: Agency Pass-Through Mortgage Backed Securities Traded in Specified Pool Transactions
  • TBA: Agency Pass-Through Mortgage Backed Securities Traded To Be Announced

 

Trades and Par Value include 144A securities.

 

Volume represents uncapped volumes.

 

For CORP, CONV, CHRC, ELN, and AGCY, only S1 trades are included.