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TRACE Treasury Aggregates
The TRACE Treasury Aggregate Statistics illustrate trading volume in US Treasury Securities reported to TRACE for the prior week. The report reflects trade activity from Saturday to the following Friday. The information is aggregated by security subtype: Bills, Floating Rate Notes (FRN), Nominal Coupons and Treasury Inflation-Protected Securities (TIPS). The data is further grouped into “ATS (Alternative Trading System) and Interdealer,” “Dealer-to-Customer,” and “Total” categories. For Nominal Coupons and TIPS, the report also shows Remaining Maturity and On-the-Run/Off-the Run groupings. Separate Trading of Registered Interest and Principal of Securities (STRIPS) are included in the Off-the-Run groupings for Nominal Coupons and TIPS categories based on Remaining Maturity, as applicable.
The weekly report is published on the second business day following the end of the report week (i.e., on Tuesdays, except when Monday is a holiday, in which case the report is published on Wednesday).