TRACE Monthly Volume Report for 2017

January

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,207,419 722,186,290 60,371 36,109,315
CONV 27,045 25,959,854 1,352 1,297,993
CHRC 1,288 10,445 64 522
ELN 13,409 971,732 670 48,587
AGCY 44,671 106,992,852 2,234 5,349,643
ABS 8,799 55,182,364 440 2,759,118
ABSX 8,316 52,834,573 416 2,641,729
CMO 38,499 213,475,971 1,925 10,673,799
MBS 70,110 380,479,732 3,506 19,023,987
TBA 150,370 4,297,342,161 7,518 214,867,108