Notice: Enhancements to Aggregated Reports and Statistics for U.S. Treasury Securities – Updated Date

As previously announced, FINRA will enhance the aggregated reports and statistics for U.S. Treasury securities. The new implementation date for the enhancement is February 13, 2023. At that time the following enhancements will take place:

• The weekly data reports will be replaced with daily and monthly reports. The last weekly report will be published on February 14, 2023, for the week ending February 10, 2023.
• On February 13, 2023, the newly enhanced reports will be available on http://www.finra.org/treasuryaggregates and via the FINRA Application Programming Interface (FINRA API Developer Center)
• In addition to the volume information, the new reports will include trade counts and, for on-the-run nominal coupons, and volume-weighted average price information. Please refer to the updated sample file for the daily file, the monthly file and DAPI file for all of the available fields.

For any questions regarding this data, please contact TRACE Data Services via email or (888) 507-3665.