Content Licensing

2014 TRACE Monthly Volume Report

June

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP870,308562,654,68441,44326,793,080
CONV24,45928,987,5841,1651,380,361
CHRC1,74512,65483603
ELN14,1429,276,792673441,752
AGCY54,915114,594,0562,6155,456,860
ABS16,002129,600,4857626,171,452
CMO47,119276,212,9372,24413,152,997
MBS65,717268,912,3893,12912,805,352
TBA149,5793,215,887,2827,123153,137,490

 


 

May

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP889,864590,348,27942,37428,111,823
CONV24,25527,895,2631,1551,328,346
CHRC2,16116,072103765
ELN12,4582,095,73359399,797
AGCY52,287107,200,1152,4905,104,767
ABS14,951117,425,9957125,591,714
CMO46,686250,532,2332,22311,930,106
MBS72,635296,866,0733,45914,136,480
TBA154,2273,723,700,2317,344177,319,059

 


 

April

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP898,472597,533,17042,78428,453,960
CONV28,31129,737,1561,3481,416,055
CHRC1,46151,144702,435
ELN10,619689,44550632,831
AGCY58,253120,629,4382,7745,744,259
ABS15,152117,194,9077225,580,710
CMO46,015303,986,1742,19114,475,532
MBS76,408290,012,4243,63813,810,115
TBA143,8663,461,246,3206,851164,821,253

 


 

March

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP924,351600,972,87744,01728,617,756
CONV30,56233,056,2201,4551,574,106
CHRC1,81113,24086630
ELN10,931867,68752141,318
AGCY64,956154,247,3893,0937,345,114
ABS16,613123,398,1747915,876,104
CMO51,981317,201,5532,47515,104,836
MBS79,249328,465,1133,77415,641,196
TBA144,4053,372,538,7586,876160,597,084

 


 

February

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP840,887518,502,41344,25727,289,601
CONV27,66830,644,5751,4561,612,872
CHRC1,74111,88192625
ELN11,7451,322,15761869,587
AGCY58,651126,264,8733,0876,645,520
ABS15,377123,915,2778096,521,857
CMO46,159259,993,8412,42913,683,886
MBS66,039282,963,5173,47614,892,817
TBA134,5983,020,684,4177,084158,983,390

 


 

January

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP920,504595,720,31143,83428,367,634
CONV29,63432,636,4491,4111,554,117
CHRC1,52610,90073519
ELN14,3961,644,86868678,327
AGCY63,708147,676,3713,0347,032,208
ABS14,70482,190,1547003,913,817
CMO49,859339,859,1972,37416,183,771
MBS74,600302,613,0473,55214,410,145
TBA146,5493,340,941,7896,979159,092,466

TRACE Monthly Volume by Year

Related