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2013 TRACE Monthly Volume Report

December

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP794,772477,215,85539,73923,860,793
CONV25,69327,559,6171,2851,377,981
CHRC1,90413,51295676
ELN13,5951,139,21768056,961
AGCY51,113111,143,6112,5565,557,181
ABS14,220104,414,5547115,220,728
CMO42,749221,354,2252,13711,067,711
MBS71,701335,175,5513,58516,758,778
TBA132,8313,297,245,1986,642164,862,260

 


 

November

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP929,630589,709,72340,41925,639,553
CONV29,97631,294,6161,3031,360,635
CHRC2,04213,17289573
ELN12,368943,70953841,031
AGCY59,595145,582,9722,5916,329,694
ABS15,307122,964,9486665,346,302
CMO50,155286,035,2722,18112,436,316
MBS81,260379,289,8283,53316,490,862
TBA154,7053,866,016,8546,726168,087,689

 


 

October

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP904,907570,473,86745,24528,523,693
CONV24,89721,832,2861,2451,091,614
CHRC1,96011,84498592
ELN10,9141,224,80554661,240
AGCY57,403118,734,9252,8705,936,746
ABS14,617110,951,2887315,547,564
CMO50,291247,550,1852,51512,377,509
MBS77,090335,612,3733,85416,780,619
TBA143,2303,936,850,2127,162196,842,511

 


 

September

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP850,914379,736,18538,67817,260,736
CONV24,88721,256,6661,131966,212
CHRC1,46212,50566568
ELN11,8181,492,96953767,862
AGCY60,833131,727,4982,7655,987,614
ABS13,77186,852,3876263,947,836
CMO52,235240,802,9412,37410,945,588
MBS80,878358,687,8543,67616,303,993
TBA140,7323,762,903,0066,397171,041,046

 


 

August

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP896,681481,570,23540,75821,889,556
CONV25,83523,269,7581,1741,057,716
CHRC1,89311,30486514
ELN11,9031,491,65254167,802
AGCY62,709124,361,5742,8505,652,799
ABS13,163101,296,5625984,604,389
CMO52,407281,549,0392,38212,797,684
MBS77,327348,693,3723,51515,849,699
TBA162,1604,259,397,7187,371193,608,987

 


 

July

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP921,803522,361,42546,09026,118,071
CONV26,76125,490,7971,3381,274,540
CHRC1,1577,06358353
ELN10,7141,143,58153657,179
AGCY69,136154,458,6003,4577,722,930
ABS15,146136,920,0197576,846,001
CMO55,959271,830,2502,79813,591,512
MBS74,814333,987,8463,74116,699,392
TBA169,9814,866,841,2778,499243,342,064

 


 

June

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP970,439611,285,24244,11127,785,693
CONV33,46335,397,2391,5211,608,965
CHRC1,95323,617891,073
ELN22,7783,740,1881,035170,009
AGCY74,376193,662,5763,3818,802,844
ABS16,342165,654,0697437,529,730
CMO61,825348,875,6212,81015,857,983
MBS80,306382,519,1293,65017,387,233
TBA183,0225,471,432,8488,319248,701,493

 


 

May

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP939,343553,844,94242,69725,174,770
CONV30,79332,145,1701,4001,461,144
CHRC1,65610,89875495
ELN15,4629,906,218703450,283
AGCY71,398181,902,8763,2458,268,313
ABS15,480103,438,4247044,701,747
CMO59,522280,750,0532,70612,761,366
MBS85,799414,621,9823,90018,846,454
TBA158,6045,048,481,6787,209229,476,440

 


 

April

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP889,149510,690,25944,45725,534,513
CONV29,48729,109,8071,4741,455,490
CHRC1,6879,74184487
ELN21,0672,805,4051,053140,270
AGCY73,078176,176,3123,6548,808,816
ABS13,826102,110,7436915,105,537
CMO56,274253,843,2542,81412,692,163
MBS73,800337,826,1303,69016,891,307
TBA143,0854,662,119,8997,154233,105,995

 


 

March

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP887,229492,392,07946,69625,915,373
CONV27,32026,894,3001,4381,415,489
CHRC1,2396,73765355
ELN16,1942,886,816852151,938
AGCY67,726152,119,0473,5658,006,266
ABS14,405110,833,7547585,833,355
CMO58,011255,380,0963,05313,441,058
MBS68,394348,238,8283,60018,328,359
TBA144,1004,483,558,8137,584235,976,780

 


 

February

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP1,002,646613,441,91047,74529,211,520
CONV34,20233,997,0211,6291,618,906
CHRC1,41815,76868751
ELN26,4213,528,1321,258168,006
AGCY81,499214,638,1993,88110,220,867
ABS15,180113,319,2687235,396,156
CMO62,488274,970,5482,97613,093,836
MBS81,754422,691,1083,89320,128,148
TBA160,9085,821,062,4467,662277,193,450

 


 

January

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP786,254371,365,30539,31318,568,265
CONV26,76220,111,0861,3381,005,554
CHRC2,22428,8921111,445
ELN15,1921,819,14176090,957
AGCY73,528195,908,7303,6769,795,436
ABS11,67580,752,0405844,037,602
CMO57,357194,383,3502,8689,719,167
MBS65,615322,542,0003,28116,127,100
TBA114,9864,061,144,4265,749203,057,221

TRACE Monthly Volume by Year

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