TRACE Monthly Volume Report for 2017

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP1,027,387546,166,68354,07328,745,615
CONV23,50521,171,7311,2371,114,302
CHRC1,75036,989921,947
ELN13,0721,364,74968871,829
AGCY38,54483,790,7012,0294,410,037
ABS8,23356,882,4634332,993,814
ABSX7,82771,954,9394123,787,102
CMO33,429215,959,4651,75911,366,288
MBS63,344319,353,6153,33416,808,085
TBA135,2813,463,093,7477,120182,268,092

March

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,399,863 811,700,235 60,864 35,291,315
CONV 30,438 29,987,294 1,323 1,303,795
CHRC 1,192 8,836 52 384
ELN 14,568 1,506,639 633 65,506
AGCY 49,787 88,064,565 2,165 3,828,894
ABS 10,946 64,945,431 476 2,823,714
ABSX 9,694 85,928,648 421 3,736,028
CMO 44,616 259,257,880 1,940 11,272,082
MBS 76,381 399,774,973 3,321 17,381,521
TBA 179,970 4,476,757,537 7,825 194,641,632

February

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,170,441 674,440,813 61,602 35,496,885
CONV 26,242 26,727,926 1,381 1,406,733
CHRC 954 5,289 50 278
ELN 12,218 874,893 643 46,047
AGCY 40,771 83,291,122 2,146 4,383,743
ABS 7,874 49,084,744 414 2,583,408
ABSX 7,345 63,813,235 387 3,358,591
CMO 34,238 205,441,579 1,802 10,812,715
MBS 66,870 353,879,030 3,519 18,625,212
TBA 139,553 3,593,092,270 7,345 189,110,119

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