TRACE Fact Book
The TRACE Fact Book—based on aggregated data as entered into the Trade Reporting and Compliance Engine (TRACE)—is intended to give a historical perspective of the over-the-counter (OTC) U.S. corporate bond, agency debenture, asset-backed and mortgage backed security markets.
2021 TRACE Fact Book
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
2020 TRACE Fact Book
Annual Tables
- Issue Information:
- Corporate Bond Tables (Excel 325 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Participant Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Transaction Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 2nd Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 4th Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
2019 TRACE Fact Book
Annual Tables
- Issue Information:
- Corporate Bond Tables (Excel 325 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Participant Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Transaction Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 768 KB)
- Agency Debt Tables (Excel 240 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 2nd Quarter
- Corporate Bond Tables (Excel 792 KB)
- Agency Debt Tables (Excel 249 KB)
- Securitized Product Tables (Excel 1.69 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 4th Quarter
- Corporate Bond Tables (Excel 790 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.66 MB)
2018 TRACE Fact Book (PDF 210 KB)
Annual Tables
- FINRA-Bloomberg Indices:
- Corporate Bond Tables (Excel 311 KB)
- Issue Information:
- Corporate Bond Tables (Excel 325 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Participant Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Transaction Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 779 KB)
- Agency Debt Tables (Excel 240 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 2nd Quarter
- Corporate Bond Tables (Excel 778 KB)
- Agency Debt Tables (Excel 239 KB)
- Securitized Product Tables (Excel 1.66 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 778 KB)
- Agency Debt Tables (Excel 227 KB)
- Securitized Product Tables (Excel 1.62 MB)
- 4th Quarter
- Corporate Bond Tables (Excel 778 KB)
- Agency Debt Tables (Excel 227 KB)
- Securitized Product Tables (Excel 1.62 MB)
(PDF 224 KB)
Annual Tables
- FINRA-Bloomberg Indices:
- Corporate Bond Tables (Excel 325 KB)
- Issue Information:
- Corporate Bond Tables (Excel 325 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Participant Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Transaction Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 785 KB)
- Agency Debt Tables (Excel 249 KB)
- Securitized Product Tables (Excel 1.7 MB)
- 2nd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 242 KB)
- Securitized Product Tables (Excel 1.68 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 778 KB)
- Agency Debt Tables (Excel 227 KB)
- Securitized Product Tables (Excel 1.62 MB)
- 4th Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 242 KB)
- Securitized Product Tables (Excel 1.68 MB)
(PDF 200 KB)
Annual Tables
- FINRA-Bloomberg Indices:
- Corporate Bond Tables (Excel 325 KB)
- Issue Information:
- Corporate Bond Tables (Excel 325 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Participant Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Transaction Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 785 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 766 KB)
- 2nd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 242 KB)
- Securitized Product Tables (Excel 1,714 KB)
- 3rd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables Q3 2016 (Excel 242 KB)
- Securitized Products Tables Q3 2016 (Excel 1,713 KB)
- 4th Quarter
- Corporate Bond Tables (Excel 787 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 818 KB)
(PDF 207 KB)
Annual Tables
- FINRA-Bloomberg Indices:
- Corporate Bond Tables (Excel 325 KB)
- Issue Information:
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 77 KB)
- Participant Information:
- Corporate Bond Tables (Excel 70 KB)
- Agency Debt Tables (Excel 61 KB)
- Securitized Product Tables (Excel 77 KB)
- Transaction Information:
- Corporate Bond Tables (Excel 1.8 MB)
- Agency Debt Tables (Excel 569 KB)
- Securitized Product Tables (Excel 2.1 MB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 785 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 766 KB)
- 2nd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 244 KB)
- Securitized Product Tables (Excel 1.7 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 827 KB)
- Agency Debt Tables (Excel 487 KB)
- Securitized Product Tables (Excel 1.7 MB)
- 4th Quarter
- Corporate Bond Tables (Excel 787 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 818 KB)
(PDF 217 KB)
Annual Tables
- FINRA-Bloomberg Indices
- Corporate Bond Tables (Excel 323 KB)
- Issue Information
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 104 KB)
- Participant Information
- Corporate Bond Tables (Excel 70 KB)
- Agency Debt Tables (Excel 61 KB)
- Securitized Product Tables (Excel 79 KB)
- Transaction Information
- Corporate Bond Tables (Excel 1.8 MB)
- Agency Debt Tables (Excel 570 KB)
- Securitized Product Tables (Excel 2.2 MB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 785 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 797 KB)
- 2nd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 796 KB)
- 3rd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 796 KB)
- 4th Quarter
- Corporate Bond Tables (Excel 782 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 796 KB)
(PDF 181 KB)
Annual Tables
- FINRA-Bloomberg Indices
- Corporate Bond Tables (Excel 323 KB)
- Issue Information
- Corporate Bond Tables (Excel 86 KB)
- Agency Debt Tables (Excel 52 KB)
- Securitized Product Tables (Excel 104 KB)
- Participant Information
- Corporate Bond Tables (Excel 70 KB)
- Agency Debt Tables (Excel 61 KB)
- Securitized Product Tables (Excel 79 KB)
- Transaction Information
- Corporate Bond Tables (Excel 1.8 MB)
- Agency Debt Tables (Excel 568 KB)
- Securitized Product Tables (Excel 2.2 MB)
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 817 KB)
- 2nd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 817 KB)
- 3rd Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 796 KB)
- 4th Quarter
- Corporate Bond Tables (Excel 784 KB)
- Agency Debt Tables (Excel 243 KB)
- Securitized Product Tables (Excel 796 KB)
We welcome any questions, comments or feedback on the TRACE Fact Book.