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TRACE Monthly Volume Report for 2020

May

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP1,447,453930,615,93372,37346,530,797
CONV36,41747,970,3371,8212,398,517
CHRC37811,13819557
ELN7,6892,210,309384110,515
AGCY31,131110,243,9091,5575,512,195
ABS8,06131,258,1684031,562,908
ABSX9,72463,825,1204863,191,256
CMO29,517281,373,0821,47614,068,654
MBS68,656665,918,3483,43333,295,917
TBA165,8774,846,201,2858,294242,310,064

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,647,501 1,030,260,218 78,452 49,060,010
CONV 36,519 46,896,719 1,739 2,233,177
CHRC 739 5,195 35 247
ELN 8,124 1,240,775 387 59,085
AGCY 33,958 148,131,258 1,617 7,053,869
ABS 9,166 41,415,864 436 1,972,184
ABSX 10,104 67,433,959 481 3,211,141
CMO 35,352 369,360,997 1,683 17,588,619
MBS 84,789 820,406,444 4,038 39,066,974
TBA 161,230 5,186,612,546 7,678 246,981,550

March

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,726,165 1,082,776,955 78,462 49,217,134
CONV 34,150 46,904,568 1,552 2,132,026
CHRC 999 6,414 45 292
ELN 14,681 1,734,681 667 78,849
AGCY 47,732 155,872,181 2,170 7,085,099
ABS 11,289 73,504,415 513 3,341,110
ABSX 11,242 120,200,454 511 5,463,657
CMO 43,396 561,484,980 1,973 25,522,045
MBS 89,247 958,623,172 4,057 43,573,781
TBA 223,672 6,558,688,445 10,167 298,122,202

February

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,330,948 772,451,533 70,050 40,655,344
CONV 27,780 33,278,169 1,462 1,751,483
CHRC 555 4,754 29 250
ELN 10,071 1,232,785 530 64,883
AGCY 39,668 91,937,622 2,088 4,838,822
ABS 9,206 57,190,629 485 3,010,033
ABSX 8,607 85,010,280 453 4,474,225
CMO 33,500 213,525,504 1,763 11,238,184
MBS 65,716 551,235,944 3,459 29,012,418
TBA 191,440 5,660,953,213 10,076 297,944,906

January

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 1,496,394 826,262,590 71,257 39,345,838
CONV 31,978 41,247,191 1,523 1,964,152
CHRC 733 4,209 35 200
ELN 13,744 4,217,659 654 200,841
AGCY 41,759 103,386,669 1,989 4,923,175
ABS 9,516 54,662,358 453 2,602,969
ABSX 10,343 83,715,344 493 3,986,445
CMO 38,515 276,824,614 1,834 13,182,124
MBS 64,438 588,581,106 3,068 28,027,672
TBA 193,523 5,827,283,358 9,215 277,489,684