TRACE Security Activity Report (TSAR) File Layout
| Position | Field Long Name | Description |
|---|---|---|
|
1 |
Security |
For CUSIP version. Security Identifier assigned by Standard & Poors |
|
2 |
Symbol |
TRACE Symbol as defined by FINRA |
|
3 |
BB Symbol |
Bloomberg Identifier |
|
4 |
Issuer Name |
Issuer Name |
|
5 |
Coupon Rate |
Coupon Rate for security |
|
6 |
Maturity Date |
Maturity Date of Security |
|
7 |
TRACE Grade |
Indicates whether the security is: |
|
8 |
Industry / Sector |
The description of the industry subsector code assigned to the security |
|
9 |
Total Number of Trades |
The number of trades reported to TRACE during the report period. |
|
10 |
Customer Buy Trades |
The number of customer buy trades reported to TRACE during the report period |
|
11 |
Customer Sell Trades |
The number of customer sell trades reported to TRACE during the report period |
|
12 |
Interdealer Trades |
The number of interdealer trades reported to TRACE during the report period |
|
13 |
Number of Capped Trades |
The number of trades reported to TRACE during the report period where the entered volume of the trade is less than or equal to the cap limit applicable to the security. |
|
14 |
# of Trades 0 to Cap Size |
The number of trades reported to TRACE during the report period where the entered volume of the trade is less than or equal to the cap limit applicable to the security |
|
15 |
# of Trades Cap to 10MM |
The number of trades reported to TRACE during the report period where the entered volume of the trade is between cap and 10 million. |
|
16 |
# of Trades > 10MM |
The number of trades reported to TRACE during the report period where the entered volume of the trade is greater than ten million |
|
17 |
Displaying only Capped Volume |
Indicator to signal whether the volume calculations for each security include i) the actual size of the trade or ii) the cap limit for trades above the cap limit applicable to the security. |
|
18 |
Total Par Value Traded |
The sum of all entered quantities of trades reported to TRACE during the report period |
|
19 |
Customer Buy Par Value |
The sum of entered quantities of trades reported to TRACE during the report period, where the FINRA member is selling to a non-FINRA member |
|
20 |
Customer Sell Par Value |
The sum of entered quantities of trades reported to TRACE during the report period, where the FINRA member is buying from a non-FINRA member |
|
21 |
Interdealer Par Value |
The sum of entered quantities of trades reported to TRACE during the report period, where the FINRA member is selling to another FINRA member |
|
22 |
Par Value 0 - Cap |
The sum of entered quantities of trades reported to TRACE during the report period, where the entered volume of the trade is less or equal to the cap limit applicable to the security. |
|
23 |
Par Value Cap - 10MM |
The sum of quantities of trades reported to TRACE during the report period, where the entered volume of the trade is greater than the cap limit applicable to the security and less than or equal to ten million. |
|
24 |
Par Value > 10MM |
The sum of entered quantities of trades reported to TRACE during the report period where the entered volume of the trade is greater than ten million |
|
25 |
# of Unique Dealers |
Count of the number of distinct MPIDs that reported at least one valid trade in the report period using ATM and including both sides of interdealer trades. The calculation shall include firms that reported in the report period but were deleted subsequently. |
|
26 |
# of Unique Capped Dealers |
Count of the number of distinct MPIDs that reported at least one valid capped trade in the report period using ATM and including both sides of interdealer trades. The calculation shall include firms that reported in the report period but were deleted subsequently. |
|
27 |
Top 5 Firms % of Trades |
The percentage of the security’s total trades represented by the top 5 reporting MPIDs, ranked by number of trades reported to TRACE during the report period. The calculation shall use ATM and include both sides of interdealer trades. |
|
28 |
Top 5 Firms % of Par |
The percentage of the security’s total par value traded represented by the top 5 reporting MPIDs, ranked by total par value reported to TRACE during the report period. The calculation shall use ATM and include both sides of interdealer trades. |
|
29 |
Herfindahl-Hirschman Index |
The sum of the squared market share of each MPID reporting in a security. Range between 0 and 10,000. |