TRACE Fact Book

The TRACE Fact Book—based on aggregated data as entered into the Trade Reporting and Compliance Engine (TRACE)—is intended to give a historical perspective of the over-the-counter (OTC) U.S. corporate bond, agency debenture, asset-backed and mortgage backed security markets.

2014

2014 TRACE Fact Book (PDF 217 KB)

Annual Tables

FINRA-Bloomberg Indices:
Corporate Bond Tables (Excel 323 KB)
Issue Information:
Corporate Bond Tables (Excel 86 KB)
Agency Debt Tables (Excel 52 KB)
Securitized Product Tables (Excel 104 KB)
Participant Information:
Corporate Bond Tables (Excel 70 KB)
Agency Debt Tables (Excel 61 KB)
Securitized Product Tables (Excel 79 KB)
Transaction Information:
Corporate Bond Tables (Excel 1.8 MB)
Agency Debt Tables (Excel 570 KB)
Securitized Product Tables (Excel 2.2 MB)

 

Quarterly Tables

1st Quarter
Corporate Bond Tables (Excel 785 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 797 KB)
2nd Quarter
Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 796 KB)
3rd Quarter
Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 796 KB)
4th Quarter
Corporate Bond Tables (Excel 782 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 796 KB)

2013

2013 TRACE Fact Book (PDF 181 KB)

Annual Tables

FINRA-Bloomberg Indices:
Corporate Bond Tables (Excel 323 KB)
Issue Information:
Corporate Bond Tables (Excel 86 KB)
Agency Debt Tables (Excel 52 KB)
Securitized Product Tables (Excel 104 KB)
Participant Information:
Corporate Bond Tables (Excel 70 KB)
Agency Debt Tables (Excel 61 KB)
Securitized Product Tables (Excel 79 KB)
Transaction Information:
Corporate Bond Tables (Excel 1.8 MB)
Agency Debt Tables (Excel 568 KB)
Securitized Product Tables (Excel 2.2 MB)

Quarterly Tables

1st Quarter
Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 817 KB)
2nd Quarter
Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 817 KB)
3rd Quarter
Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 796 KB)
4th Quarter
Corporate Bond Tables (Excel 784 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 796 KB)

2012

2012 TRACE Fact Book (PDF 179 KB)

2012 TRACE Year-In-Review

Annual Tables

FINRA-Bloomberg Indices:
Corporate Bond Tables (Excel 325 KB)
Issue Information:
Corporate Bond Tables (Excel 86 KB)
Agency Debt Tables (Excel 52 KB)
Securitized Product Tables (Excel 77 KB)
Participant Information:
Corporate Bond Tables (Excel 70 KB)
Agency Debt Tables (Excel 61 KB)
Securitized Product Tables (Excel 77 KB)
Transaction Information:
Corporate Bond Tables (Excel 1.8 MB)
Agency Debt Tables (Excel 569 KB)
Securitized Product Tables (Excel 2.1 MB)

Quarterly Tables

1st Quarter
Corporate Bond Tables (Excel 827 KB)
Agency Debt Tables (Excel 487 KB)
Securitized Product Tables (Excel 873 KB)
2nd Quarter
Corporate Bond Tables (Excel 830 KB)
Agency Debt Tables (Excel 492 KB)
Securitized Product Tables (Excel 806 KB)
3rd Quarter
Corporate Bond Tables (Excel 785 KB)
Agency Debt Tables (Excel 446 KB)
Securitized Product Tables (Excel 813 KB)
4th Quarter
Corporate Bond Tables (Excel 787 KB)
Agency Debt Tables (Excel 243 KB)
Securitized Product Tables (Excel 818 KB)

We welcome any questions, comments or feedback on the TRACE Fact Book.