TRACE Monthly Volume Report for 2019

December

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,256,831	559,829,535	59,849	26,658,549
CONV	26,011	22,214,350	1,239	1,057,826
CHRC	1,337	25,015	64	1,191
ELN	15,226	1,893,991	725	90,190
AGCY	40,445	85,690,948	1,926	4,080,521
ABS	7,935	28,231,224	378	1,344,344
ABSX	7,439	51,147,076	354	2,435,575
CMO	35,499	229,015,932	1,690	10,905,521
MBS	60,944	532,163,943	2,902	25,341,140
TBA	154,635	4,373,579,699	7,364	208,265,700

November

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,245,758	667,299,847	62,288	33,364,992
CONV	23,367	26,589,369	1,168	1,329,468
CHRC	1,470	14,749	74	737
ELN	11,291	1,249,981	565	62,499
AGCY	37,082	70,915,823	1,854	3,545,791
ABS	8,957	52,058,739	448	2,602,937
ABSX	7,945	72,774,629	397	3,638,731
CMO	34,394	280,094,704	1,720	14,004,735
MBS	59,206	460,822,789	2,960	23,041,139
TBA	159,467	4,446,148,613	7,973	222,307,431

October

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,412,769	758,978,882	61,425	32,999,082
CONV	28,526	28,084,749	1,240	1,221,076
CHRC	1,054	12,065	46	525
ELN	12,009	1,517,573	522	65,981
AGCY	46,674	99,804,790	2,029	4,339,339
ABS	10,144	63,473,138	441	2,759,702
ABSX	9,337	92,549,907	406	4,023,909
CMO	35,502	287,249,688	1,544	12,489,117
MBS	69,583	526,815,775	3,025	22,905,034
TBA	198,956	5,151,635,330	8,650	223,984,145

September

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,333,209	714,946,383	66,660	35,747,319
CONV	24,900	30,722,690	1,245	1,536,135
CHRC	609	5,744	30	287
ELN	10,890	1,765,209	544	88,260
AGCY	41,075	89,227,743	2,054	4,461,387
ABS	9,325	54,983,195	466	2,749,160
ABSX	7,640	62,718,145	382	3,135,907
CMO	36,075	219,189,481	1,804	10,959,474
MBS	60,946	455,440,415	3,047	22,772,021
TBA	194,349	5,208,426,841	9,717	260,421,342

August

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,348,657	621,041,777	61,303	28,229,172
CONV	24,648	30,554,670	1,120	1,388,849
CHRC	973	6,724	44	306
ELN	9,318	2,223,813	424	101,082
AGCY	45,942	95,632,541	2,088	4,346,934
ABS	8,634	44,469,831	392	2,021,356
ABSX	6,934	55,907,279	315	2,541,240
CMO	36,790	197,220,519	1,672	8,964,569
MBS	69,017	522,231,357	3,137	23,737,789
TBA	214,664	5,123,352,578	9,757	232,879,663

July

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,410,339	687,665,879	64,106	31,257,540
CONV	21,930	24,915,784	997	1,132,536
CHRC	908	5,628	41	256
ELN	13,488	1,388,596	613	63,118
AGCY	50,004	91,793,832	2,273	4,172,447
ABS	8,937	50,122,330	406	2,278,288
ABSX	7,721	59,711,188	351	2,714,145
CMO	36,357	204,948,087	1,653	9,315,822
MBS	68,211	470,661,433	3,100	21,393,701
TBA	189,149	4,646,100,676	8,598	211,186,394

June

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,336,414	737,989,079	66,821	36,899,454
CONV	25,937	28,804,921	1,297	1,440,246
CHRC	694	5,534	35	277
ELN	15,610	2,098,733	780	104,937
AGCY	44,328	99,526,950	2,216	4,976,347
ABS	10,047	54,545,115	502	2,727,256
ABSX	8,118	63,508,744	406	3,175,437
CMO	36,270	209,747,988	1,814	10,487,399
MBS	65,764	500,556,972	3,288	25,027,849
TBA	198,012	4,973,237,310	9,901	248,661,866

May

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,398,577	715,298,109	63,572	32,513,550
CONV	29,935	31,227,422	1,361	1,419,428
CHRC	883	9,583	40	436
ELN	14,396	1,712,959	654	77,862
AGCY	45,019	101,088,657	2,046	4,594,939
ABS	11,031	56,260,730	501	2,557,306
ABSX	10,275	80,345,848	467	3,652,084
CMO	38,629	240,795,276	1,756	10,945,240
MBS	67,707	475,502,851	3,078	21,613,766
TBA	190,512	4,749,872,740	8,660	215,903,306

April

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,411,349	743,486,025	67,207	35,404,096
CONV	28,242	23,887,532	1,345	1,137,502
CHRC	876	5,918	42	282
ELN	11,474	1,035,369	546	49,303
AGCY	44,558	78,446,374	2,122	3,735,542
ABS	10,472	54,954,134	499	2,616,864
ABSX	9,213	72,941,025	439	3,473,382
CMO	34,374	192,457,922	1,637	9,164,663
MBS	58,000	401,624,582	2,762	19,124,980
TBA	175,622	4,910,584,025	8,363	233,837,335

March

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,450,670	802,841,520	69,080	38,230,549
CONV	28,958	30,746,315	1,379	1,464,110
CHRC	996	6,546	47	312
ELN	14,312	1,901,703	682	90,557
AGCY	46,682	88,229,812	2,223	4,201,420
ABS	11,252	62,067,183	536	2,955,580
ABSX	9,789	75,952,467	466	3,616,784
CMO	37,150	245,645,055	1,769	11,697,384
MBS	65,007	462,006,160	3,096	22,000,293
TBA	182,267	5,318,383,557	8,679	253,256,360

February

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,415,613	754,688,401	74,506	39,720,442
CONV	26,578	28,785,922	1,399	1,515,049
CHRC	1,383	9,813	73	516
ELN	8,920	1,284,148	469	67,587
AGCY	41,577	70,218,399	2,188	3,695,705
ABS	9,264	52,978,293	488	2,788,331
ABSX	8,447	67,060,764	445	3,529,514
CMO	31,484	214,125,310	1,657	11,269,753
MBS	62,142	336,573,419	3,271	17,714,390
TBA	153,358	4,131,081,959	8,071	217,425,366

January

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,575,094	859,589,298	75,004	40,932,824
CONV	26,670	29,841,711	1,270	1,421,034
CHRC	1,196	7,203	57	343
ELN	7,387	1,279,876	352	60,946
AGCY	46,198	78,800,275	2,200	3,752,394
ABS	10,911	50,021,476	520	2,381,975
ABSX	9,443	78,462,699	450	3,736,319
CMO	35,172	221,183,981	1,675	10,532,571
MBS	65,961	373,918,099	3,141	17,805,624
TBA	175,236	4,992,894,403	8,345	237,756,876