TRACE Monthly Volume Report for 2021
June
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 1,461,628 | 849,502,300 | 66,438 | 38,613,741 |
| CONV | 35,208 | 41,588,838 | 1,600 | 1,890,402 |
| CHRC | 634 | 11,190 | 29 | 509 |
| ELN | 7,700 | 1,020,759 | 350 | 46,398 |
| AGCY | 31,400 | 62,688,262 | 1,427 | 2,849,466 |
| ABS | 9,524 | 55,484,486 | 433 | 2,522,022 |
| ABSX | 12,310 | 134,778,112 | 560 | 6,126,278 |
| CMO | 33,187 | 325,693,354 | 1,508 | 14,804,243 |
| MBS | 82,070 | 592,444,706 | 3,730 | 26,929,305 |
| TBA | 164,248 | 5,280,798,203 | 7,466 | 240,036,282 |
May
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 1,264,781 | 746,120,787 | 63,239 | 37,306,039 |
| CONV | 34,536 | 42,947,834 | 1,727 | 2,147,392 |
| CHRC | 1,211 | 8,065 | 61 | 403 |
| ELN | 13,118 | 2,204,203 | 656 | 110,210 |
| AGCY | 29,606 | 68,279,987 | 1,480 | 3,413,999 |
| ABS | 8,376 | 51,955,239 | 419 | 2,597,762 |
| ABSX | 10,249 | 92,803,923 | 512 | 4,640,196 |
| CMO | 29,162 | 219,244,235 | 1,458 | 10,962,212 |
| MBS | 72,783 | 622,619,135 | 3,639 | 31,130,957 |
| TBA | 150,505 | 5,141,074,396 | 7,525 | 257,053,720 |
April
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 1,414,092 | 814,511,115 | 67,338 | 38,786,244 |
| CONV | 32,971 | 45,293,374 | 1,570 | 2,156,827 |
| CHRC | 726 | 4,318 | 35 | 206 |
| ELN | 10,959 | 2,010,762 | 522 | 95,751 |
| AGCY | 36,206 | 73,427,187 | 1,724 | 3,496,533 |
| ABS | 7,828 | 46,927,790 | 373 | 2,234,657 |
| ABSX | 11,268 | 92,058,687 | 537 | 4,383,747 |
| CMO | 31,733 | 246,207,555 | 1,511 | 11,724,169 |
| MBS | 79,256 | 673,708,214 | 3,774 | 32,081,344 |
| TBA | 156,183 | 5,183,594,185 | 7,437 | 246,837,818 |
March
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 1,717,946 | 1,037,696,517 | 74,693 | 45,117,240 |
| CONV | 44,520 | 62,034,723 | 1,936 | 2,697,162 |
| CHRC | 1,079 | 6,328 | 47 | 275 |
| ELN | 11,585 | 1,581,358 | 504 | 68,755 |
| AGCY | 44,434 | 90,268,330 | 1,932 | 3,924,710 |
| ABS | 10,118 | 66,047,195 | 440 | 2,871,617 |
| ABSX | 12,108 | 112,523,103 | 526 | 4,892,309 |
| CMO | 37,438 | 295,723,853 | 1,628 | 12,857,559 |
| MBS | 91,906 | 755,663,177 | 3,996 | 32,854,921 |
| TBA | 185,398 | 6,126,521,839 | 8,061 | 266,370,515 |
February
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 1,383,829 | 840,052,674 | 72,833 | 44,213,299 |
| CONV | 36,710 | 51,313,262 | 1,932 | 2,700,698 |
| CHRC | 561 | 3,426 | 30 | 180 |
| ELN | 9,414 | 1,434,214 | 495 | 75,485 |
| AGCY | 36,986 | 90,366,849 | 1,947 | 4,756,150 |
| ABS | 9,168 | 55,150,561 | 483 | 2,902,661 |
| ABSX | 10,457 | 99,230,651 | 550 | 5,222,666 |
| CMO | 33,277 | 239,985,891 | 1,751 | 12,630,836 |
| MBS | 77,166 | 679,536,178 | 4,061 | 35,765,062 |
| TBA | 158,362 | 5,941,476,261 | 8,335 | 312,709,277 |
January
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 1,375,289 | 865,897,824 | 72,384 | 45,573,570 |
| CONV | 39,543 | 55,643,991 | 2,081 | 2,928,631 |
| CHRC | 722 | 14,559 | 38 | 766 |
| ELN | 10,337 | 1,127,769 | 544 | 59,356 |
| AGCY | 31,723 | 84,852,371 | 1,670 | 4,465,914 |
| ABS | 8,323 | 42,004,420 | 438 | 2,210,759 |
| ABSX | 11,169 | 74,510,336 | 588 | 3,921,597 |
| CMO | 31,182 | 245,627,139 | 1,641 | 12,927,744 |
| MBS | 72,396 | 726,106,457 | 3,810 | 38,216,129 |
| TBA | 158,220 | 6,357,819,747 | 8,327 | 334,622,092 |