TRACE Monthly Volume Report for 2017

September

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,084,832 635,269,993 54,242 31,763,500
CONV 24,892 26,491,685 1,245 1,324,584
CHRC 1,573 11,518 79 576
ELN 11,311 1,411,226 566 70,561
AGCY 37,908 81,529,310 1,895 4,076,465
ABS 8,703 49,285,144 435 2,464,257
ABSX 8,719 57,275,496 436 2,863,775
CMO 35,682 266,060,715 1,784 13,303,036
MBS 63,590 380,770,148 3,180 19,038,507
TBA 147,970 4,137,356,096 7,398 206,867,805

August

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,163,991 611,386,479 50,608 26,582,021
CONV 26,136 24,797,450 1,136 1,078,150
CHRC 2,246 20,934 98 910
ELN 12,037 974,402 523 42,365
AGCY 40,449 93,072,973 1,759 4,046,651
ABS 9,015 50,939,039 392 2,214,741
ABSX 8,638 70,909,145 376 3,083,006
CMO 37,843 242,394,404 1,645 10,538,887
MBS 73,649 382,311,960 3,202 16,622,259
TBA 164,415 4,280,100,679 7,148 186,091,334

July

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,011,687 576,214,072 50,584 28,810,704
CONV 22,784 20,123,187 1,139 1,006,159
CHRC 1,200 7,073 60 354
ELN 9,936 1,277,677 497 63,884
AGCY 35,245 83,388,788 1,762 4,169,439
ABS 7,590 36,933,810 380 1,846,690
ABSX 7,247 59,782,923 362 2,989,146
CMO 32,942 194,223,272 1,647 9,711,164
MBS 62,050 343,048,082 3,102 17,152,404
TBA 137,063 3,723,236,729 6,853 186,161,836

June

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,185,844 652,250,902 53,902 29,647,768
CONV 28,983 28,393,577 1,317 1,290,617
CHRC 1,675 10,719 76 487
ELN 14,732 1,295,913 670 58,905
AGCY 42,488 84,221,360 1,931 3,828,244
ABS 9,445 46,709,780 429 2,123,172
ABSX 9,355 92,870,944 425 4,221,407
CMO 41,543 216,382,775 1,888 9,835,581
MBS 72,224 375,644,407 3,283 17,074,746
TBA 153,562 4,311,825,809 6,980 195,992,082

May

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,219,188 704,629,133 55,418 32,028,597
CONV 31,218 27,994,348 1,419 1,272,470
CHRC 2,223 16,111 101 732
ELN 14,244 1,132,007 647 51,455
AGCY 42,911 75,997,815 1,950 3,454,446
ABS 9,031 55,568,234 410 2,525,829
ABSX 8,611 78,929,310 391 3,587,696
CMO 40,786 235,795,206 1,854 10,717,964
MBS 67,603 365,023,707 3,073 16,591,987
TBA 147,103 3,775,884,098 6,686 171,631,095

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,027,387 546,166,683 54,073 28,745,615
CONV 23,505 21,171,731 1,237 1,114,302
CHRC 1,750 36,989 92 1,947
ELN 13,072 1,364,749 688 71,829
AGCY 38,544 83,790,701 2,029 4,410,037
ABS 8,233 56,882,463 433 2,993,814
ABSX 7,827 71,954,939 412 3,787,102
CMO 33,429 215,959,465 1,759 11,366,288
MBS 63,344 319,353,615 3,334 16,808,085
TBA 135,281 3,463,093,747 7,120 182,268,092

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