Technical Notice

FINRA-Bloomberg Indices to be Discontinued

October 10, 2018

Beginning Thursday, November 1, 2018, FINRA will discontinue processing the FINRA-Bloomberg Active U.S. Corporate Bond Indices.

The following FINRA TRACE Corporate and Agency (CA) API files will continue to have historical data available for download for the February 4, 2011 through October 31, 2018 period:

  • Indices (Investment Grade, High Yield)
  • 10 Most Active Index Bonds (Investment Grade, High Yield)
  • Leading and Lagging Movers (Investment Grade, High Yield)
  • Index Components (Investment Grade, High Yield)

Please note that any API queries for these files using a date on or after November 1, 2018 will result in a blank file.

Similarly, historical data will remain available for the February 4, 2011 through October 31, 2018 period on the Indices screen for firms with access to TRACE CA on TRAQS. No indices data after November 1, 2018 will be available for display.

Firms using or republishing the indices should make any necessary arrangements. All other TRACE aggregated data will continue to be available.

Questions regarding this notice should be directed to FINRA Product Management or call (866) 899-2107.