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2014 TRACE Monthly Volume Report

August

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP743,579445,873,52235,40921,232,072
CONV20,35719,882,561969946,789
CHRC1,3239,31163443
ELN11,1311,078,16053051,341
AGCY48,026108,641,6342,2875,173,411
ABS13,51284,482,7436434,022,988
CMO41,343192,073,6941,9699,146,366
MBS60,158270,063,2092,86512,860,153
TBA138,7263,339,612,3876,606159,029,161

 


 

July

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 832,849 545,308,808 37,857 24,786,764
CONV 23,259 22,139,991 1,057 1,006,363
CHRC 1,315 8,477 60 385
ELN 12,118 1,115,287 551 50,695
AGCY 52,017 133,790,851 2,364 6,081,402
ABS 15,858 124,228,464 721 5,646,748
CMO 45,378 273,871,112 2,063 12,448,687
MBS 68,601 353,427,932 3,118 16,064,906
TBA 151,914 3,686,314,454 6,905 167,559,748

 


 

June

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 870,308 562,654,684 41,443 26,793,080
CONV 24,459 28,987,584 1,165 1,380,361
CHRC 1,745 12,654 83 603
ELN 14,142 9,276,792 673 441,752
AGCY 54,915 114,594,056 2,615 5,456,860
ABS 16,002 129,600,485 762 6,171,452
CMO 47,119 276,212,937 2,244 13,152,997
MBS 65,717 268,912,389 3,129 12,805,352
TBA 149,579 3,215,887,282 7,123 153,137,490

 


 

May

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 889,864 590,348,279 42,374 28,111,823
CONV 24,255 27,895,263 1,155 1,328,346
CHRC 2,161 16,072 103 765
ELN 12,458 2,095,733 593 99,797
AGCY 52,287 107,200,115 2,490 5,104,767
ABS 14,951 117,425,995 712 5,591,714
CMO 46,686 250,532,233 2,223 11,930,106
MBS 72,635 296,866,073 3,459 14,136,480
TBA 154,227 3,723,700,231 7,344 177,319,059

 


 

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 898,472 597,533,170 42,784 28,453,960
CONV 28,311 29,737,156 1,348 1,416,055
CHRC 1,461 51,144 70 2,435
ELN 10,619 689,445 506 32,831
AGCY 58,253 120,629,438 2,774 5,744,259
ABS 15,152 117,194,907 722 5,580,710
CMO 46,015 303,986,174 2,191 14,475,532
MBS 76,408 290,012,424 3,638 13,810,115
TBA 143,866 3,461,246,320 6,851 164,821,253

 


 

March

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 924,351 600,972,877 44,017 28,617,756
CONV 30,562 33,056,220 1,455 1,574,106
CHRC 1,811 13,240 86 630
ELN 10,931 867,687 521 41,318
AGCY 64,956 154,247,389 3,093 7,345,114
ABS 16,613 123,398,174 791 5,876,104
CMO 51,981 317,201,553 2,475 15,104,836
MBS 79,249 328,465,113 3,774 15,641,196
TBA 144,405 3,372,538,758 6,876 160,597,084

 


 

February

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 840,887 518,502,413 44,257 27,289,601
CONV 27,668 30,644,575 1,456 1,612,872
CHRC 1,741 11,881 92 625
ELN 11,745 1,322,157 618 69,587
AGCY 58,651 126,264,873 3,087 6,645,520
ABS 15,377 123,915,277 809 6,521,857
CMO 46,159 259,993,841 2,429 13,683,886
MBS 66,039 282,963,517 3,476 14,892,817
TBA 134,598 3,020,684,417 7,084 158,983,390

 


 

January

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 920,504 595,720,311 43,834 28,367,634
CONV 29,634 32,636,449 1,411 1,554,117
CHRC 1,526 10,900 73 519
ELN 14,396 1,644,868 686 78,327
AGCY 63,708 147,676,371 3,034 7,032,208
ABS 14,704 82,190,154 700 3,913,817
CMO 49,859 339,859,197 2,374 16,183,771
MBS 74,600 302,613,047 3,552 14,410,145
TBA 146,549 3,340,941,789 6,979 159,092,466

TRACE Monthly Volume by Year

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