TRACE Monthly Volume Report for 2013

December

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 794,772 477,215,855 39,739 23,860,793
CONV 25,693 27,559,617 1,285 1,377,981
CHRC 1,904 13,512 95 676
ELN 13,595 1,139,217 680 56,961
AGCY 51,113 111,143,611 2,556 5,557,181
ABS 14,220 104,414,554 711 5,220,728
CMO 42,749 221,354,225 2,137 11,067,711
MBS 71,701 335,175,551 3,585 16,758,778
TBA 132,831 3,297,245,198 6,642 164,862,260

November

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 929,630 589,709,723 40,419 25,639,553
CONV 29,976 31,294,616 1,303 1,360,635
CHRC 2,042 13,172 89 573
ELN 12,368 943,709 538 41,031
AGCY 59,595 145,582,972 2,591 6,329,694
ABS 15,307 122,964,948 666 5,346,302
CMO 50,155 286,035,272 2,181 12,436,316
MBS 81,260 379,289,828 3,533 16,490,862
TBA 154,705 3,866,016,854 6,726 168,087,689

October

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 904,907 570,473,867 45,245 28,523,693
CONV 24,897 21,832,286 1,245 1,091,614
CHRC 1,960 11,844 98 592
ELN 10,914 1,224,805 546 61,240
AGCY 57,403 118,734,925 2,870 5,936,746
ABS 14,617 110,951,288 731 5,547,564
CMO 50,291 247,550,185 2,515 12,377,509
MBS 77,090 335,612,373 3,854 16,780,619
TBA 143,230 3,936,850,212 7,162 196,842,511

September

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 850,914 379,736,185 38,678 17,260,736
CONV 24,887 21,256,666 1,131 966,212
CHRC 1,462 12,505 66 568
ELN 11,818 1,492,969 537 67,862
AGCY 60,833 131,727,498 2,765 5,987,614
ABS 13,771 86,852,387 626 3,947,836
CMO 52,235 240,802,941 2,374 10,945,588
MBS 80,878 358,687,854 3,676 16,303,993
TBA 140,732 3,762,903,006 6,397 171,041,046

August

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 896,681 481,570,235 40,758 21,889,556
CONV 25,835 23,269,758 1,174 1,057,716
CHRC 1,893 11,304 86 514
ELN 11,903 1,491,652 541 67,802
AGCY 62,709 124,361,574 2,850 5,652,799
ABS 13,163 101,296,562 598 4,604,389
CMO 52,407 281,549,039 2,382 12,797,684
MBS 77,327 348,693,372 3,515 15,849,699
TBA 162,160 4,259,397,718 7,371 193,608,987

July

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 921,803 522,361,425 46,090 26,118,071
CONV 26,761 25,490,797 1,338 1,274,540
CHRC 1,157 7,063 58 353
ELN 10,714 1,143,581 536 57,179
AGCY 69,136 154,458,600 3,457 7,722,930
ABS 15,146 136,920,019 757 6,846,001
CMO 55,959 271,830,250 2,798 13,591,512
MBS 74,814 333,987,846 3,741 16,699,392
TBA 169,981 4,866,841,277 8,499 243,342,064

June

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 970,439 611,285,242 44,111 27,785,693
CONV 33,463 35,397,239 1,521 1,608,965
CHRC 1,953 23,617 89 1,073
ELN 22,778 3,740,188 1,035 170,009
AGCY 74,376 193,662,576 3,381 8,802,844
ABS 16,342 165,654,069 743 7,529,730
CMO 61,825 348,875,621 2,810 15,857,983
MBS 80,306 382,519,129 3,650 17,387,233
TBA 183,022 5,471,432,848 8,319 248,701,493

May

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 939,343 553,844,942 42,697 25,174,770
CONV 30,793 32,145,170 1,400 1,461,144
CHRC 1,656 10,898 75 495
ELN 15,462 9,906,218 703 450,283
AGCY 71,398 181,902,876 3,245 8,268,313
ABS 15,480 103,438,424 704 4,701,747
CMO 59,522 280,750,053 2,706 12,761,366
MBS 85,799 414,621,982 3,900 18,846,454
TBA 158,604 5,048,481,678 7,209 229,476,440

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 889,149 510,690,259 44,457 25,534,513
CONV 29,487 29,109,807 1,474 1,455,490
CHRC 1,687 9,741 84 487
ELN 21,067 2,805,405 1,053 140,270
AGCY 73,078 176,176,312 3,654 8,808,816
ABS 13,826 102,110,743 691 5,105,537
CMO 56,274 253,843,254 2,814 12,692,163
MBS 73,800 337,826,130 3,690 16,891,307
TBA 143,085 4,662,119,899 7,154 233,105,995

March

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 887,229 492,392,079 46,696 25,915,373
CONV 27,320 26,894,300 1,438 1,415,489
CHRC 1,239 6,737 65 355
ELN 16,194 2,886,816 852 151,938
AGCY 67,726 152,119,047 3,565 8,006,266
ABS 14,405 110,833,754 758 5,833,355
CMO 58,011 255,380,096 3,053 13,441,058
MBS 68,394 348,238,828 3,600 18,328,359
TBA 144,100 4,483,558,813 7,584 235,976,780

February

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,002,646 613,441,910 47,745 29,211,520
CONV 34,202 33,997,021 1,629 1,618,906
CHRC 1,418 15,768 68 751
ELN 26,421 3,528,132 1,258 168,006
AGCY 81,499 214,638,199 3,881 10,220,867
ABS 15,180 113,319,268 723 5,396,156
CMO 62,488 274,970,548 2,976 13,093,836
MBS 81,754 422,691,108 3,893 20,128,148
TBA 160,908 5,821,062,446 7,662 277,193,450

January

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 786,254 371,365,305 39,313 18,568,265
CONV 26,762 20,111,086 1,338 1,005,554
CHRC 2,224 28,892 111 1,445
ELN 15,192 1,819,141 760 90,957
AGCY 73,528 195,908,730 3,676 9,795,436
ABS 11,675 80,752,040 584 4,037,602
CMO 57,357 194,383,350 2,868 9,719,167
MBS 65,615 322,542,000 3,281 16,127,100
TBA 114,986 4,061,144,426 5,749 203,057,221