TRACE Monthly Volume Report for 2016

August

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP1,109,494608,277,99948,23926,446,870
CONV24,61625,723,2801,0701,118,403
CHRC1,66011,16972486
ELN19,8762,839,176864123,442
AGCY54,966145,502,0652,3906,326,177
ABS7,59842,544,8123301,849,774
ABSX8,15753,118,8673552,309,516
CMO40,091256,471,6601,74311,150,942
MBS65,880396,464,1752,86417,237,573
TBA158,6624,166,432,2556,898181,149,228

July

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP989,757593,379,19549,48829,668,960
CONV20,33820,173,4341,0171,008,672
CHRC1,72211,63586582
ELN15,6061,623,22478081,161
AGCY52,538140,301,4642,6277,015,073
ABS7,71044,388,9573862,219,448
ABSX7,33053,324,3463662,666,217
CMO33,910277,749,9811,69613,887,499
MBS55,157367,929,3212,75818,396,466
TBA146,1864,107,435,1607,309205,371,758

June

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP1,114,737644,765,81750,67029,307,537
CONV25,64225,159,3951,1661,143,609
CHRC1,93215,07688685
ELN16,6852,081,54075894,615
AGCY56,904127,850,8542,5875,811,402
ABS8,81841,423,3944011,882,882
ABSX7,53444,548,4433422,024,929
CMO38,490278,573,4881,75012,662,431
MBS70,161429,387,8883,18919,517,631
TBA165,7734,387,573,1127,535199,435,141

May

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,105,183 648,156,979 52,628 30,864,618
CONV 23,117 24,814,792 1,101 1,181,657
CHRC 1,510 19,017 72 906
ELN 13,668 1,423,081 651 67,766
AGCY 54,943 112,723,426 2,616 5,367,782
ABS 7,765 47,483,559 370 2,261,122
ABSX 7,166 54,921,912 341 2,615,329
CMO 37,085 250,984,534 1,766 11,951,644
MBS 65,651 431,386,813 3,126 20,542,229
TBA 153,425 4,220,823,565 7,306 200,991,598

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,078,741 671,817,316 51,369 31,991,301
CONV 23,913 24,930,367 1,139 1,187,160
CHRC 1,266 13,487 60 642
ELN 11,875 1,432,364 565 68,208
AGCY 56,278 118,743,721 2,680 5,654,463
ABS 7,477 38,176,002 356 1,817,905
ABSX 7,375 57,451,769 351 2,735,799
CMO 38,548 301,338,216 1,836 14,349,439
MBS 66,986 468,187,242 3,190 22,294,631
TBA 159,463 4,005,633,311 7,593 190,744,443

March

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,220,220 762,159,483 55,465 34,643,613
CONV 25,849 23,327,130 1,175 1,060,324
CHRC 2,379 14,169 108 644
ELN 16,736 2,769,143 761 125,870
AGCY 61,441 125,354,437 2,793 5,697,929
ABS 7,779 41,902,918 354 1,904,678
ABSX 7,066 44,701,398 321 2,031,882
CMO 38,515 240,971,507 1,751 10,953,250
MBS 66,196 383,462,628 3,009 17,430,119
TBA 166,778 3,846,711,967 7,581 174,850,544

February

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,048,444 635,010,154 52,422 31,750,508
CONV 24,400 23,479,853 1,220 1,173,993
CHRC 1,258 12,673 63 634
ELN 15,704 1,766,790 785 88,339
AGCY 52,338 118,998,364 2,617 5,949,918
ABS 7,533 50,430,188 377 2,521,509
ABSX 6,076 51,077,461 304 2,553,873
CMO 36,315 241,871,367 1,816 12,093,568
MBS 67,404 395,276,227 3,370 19,763,811
TBA 156,243 3,723,271,879 7,812 186,163,594

January

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 956,402 590,244,126 50,337 31,065,480
CONV 24,177 22,155,366 1,272 1,166,072
CHRC 1,320 36,482 69 1,920
ELN 11,780 1,082,524 620 56,975
AGCY 42,529 77,220,721 2,238 4,064,248
ABS 6,548 36,830,712 345 1,938,459
ABSX 5,068 29,938,427 267 1,575,707
CMO 36,106 193,334,746 1,900 10,175,513
MBS 61,213 369,127,164 3,222 19,427,745
TBA 137,299 3,447,577,720 7,226 181,451,459