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Technical Notice

Now Available - Weekly Aggregated Reports and Statistics for U.S. Treasury Securities

March 10, 2020

Background

On December 20, 2019, the SEC approved an amendment to FINRA Rule 6750 to permit the publication of weekly aggregated transaction information and statistics on U.S. Treasury Securities. Starting today March 10, the new TRACE Treasury aggregates are published on FINRA's website.

Aggregated Reports

The Treasury Aggregate Statistics provide trading volume in U.S. Treasury Securities reported to TRACE for the prior week. 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 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. Additional descriptive information on the report is available on the webpage.

FINRA Weekly Aggregated Reports are now available on www.finra.org and via the FINRA Application Programming Interface (API).  This first report contains information for the February 29 through March 7 period.

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