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.
2023
Quarterly Tables
2022
Annual Tables
- Issue Information
- Corporate Bond Tables
- Agency Debt Tables
- Securitized Product Tables
- Participant Information
- Corporate Bond Tables
- Agency Debt Tables
- Securitized Product Tables
- Transaction Information
- Corporate Bond Tables
- Agency Debt Tables
- Securitized Product Tables
Quarterly Tables
- 1st Quarter
- Corporate Bond Tables (Excel 795 KB)
- Agency Debt Tables (Excel 251 KB)
- Securitized Product Tables (Excel 1.71 MB)
- 2nd Quarter
- Corporate Bond Tables (Excel 795 KB)
- Agency Debt Tables (Excel 251 KB)
- Securitized Product Tables (Excel 1.7 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 740 KB)
- Agency Debt Tables (Excel 235 KB)
- Securitized Product Tables (Excel 1.5 MB)
- 4th Quarter
- Corporate Bond Tables
- Agency Debt Tables
- Securitized Product Tables
2021
2021 TRACE Fact Book
(PDF 382 KB)
Annual Tables
- Issue Information
- Corporate Bond Tables (Excel 87 KB)
- Agency Debt Tables (Excel 56 KB)
- Securitized Product Tables (Excel 162 KB)
- Participant Information
- Corporate Bond Tables (Excel 81 KB)
- Agency Debt Tables (Excel 72 KB)
- Securitized Product Tables (Excel 90 KB)
- Transaction Information
- Corporate Bond Tables (Excel 1.8 MB)
- Agency Debt Tables (Excel 466 KB)
- Securitized Product Tables (Excel 4.4 MB)
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 816 KB)
- Agency Debt Tables (Excel 273 KB)
- Securitized Product Tables (Excel 2 MB)
- 3rd Quarter
- Corporate Bond Tables (Excel 793 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.6 MB)
- 4th Quarter
- Corporate Bond Tables (Excel 794 KB)
- Agency Debt Tables (Excel 250 KB)
- Securitized Product Tables (Excel 1.7 MB)
2020
2020 TRACE Fact Book
(PDF 386 KB)
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
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
- (Excel 768 KB)
- (Excel 240 KB)
- (Excel 1.66 MB)
- 2nd Quarter
- (Excel 792 KB)
- (Excel 249 KB)
- (Excel 1.69 MB)
- 3rd Quarter
- (Excel 790 KB)
- (Excel 250 KB)
- (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
(PDF 210 KB)
Annual Tables
- FINRA-Bloomberg Indices
- (Excel 311 KB)
- Issue Information
- (Excel 325 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Participant Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Transaction Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- (Excel 779 KB)
- (Excel 240 KB)
- (Excel 1.66 MB)
- 2nd Quarter
- (Excel 778 KB)
- (Excel 239 KB)
- (Excel 1.66 MB)
- 3rd Quarter
- (Excel 778 KB)
- (Excel 227 KB)
- (Excel 1.62 MB)
- 4th Quarter
- (Excel 778 KB)
- (Excel 227 KB)
- (Excel 1.62 MB)
2017
(PDF 224 KB)
Annual Tables
- FINRA-Bloomberg Indices
- (Excel 325 KB)
- Issue Information
- (Excel 325 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Participant Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Transaction Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- (Excel 785 KB)
- (Excel 249 KB)
- (Excel 1.7 MB)
- 2nd Quarter
- (Excel 784 KB)
- (Excel 242 KB)
- (Excel 1.68 MB)
- 3rd Quarter
- (Excel 778 KB)
- (Excel 227 KB)
- (Excel 1.62 MB)
- 4th Quarter
- (Excel 784 KB)
- (Excel 242 KB)
- (Excel 1.68 MB)
2016
(PDF 200 KB)
Annual Tables
- FINRA-Bloomberg Indices
- (Excel 325 KB)
- Issue Information
- (Excel 325 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Participant Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Transaction Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
Quarterly Tables
- 1st Quarter
- (Excel 785 KB)
- (Excel 243 KB)
- (Excel 766 KB)
- 2nd Quarter
- (Excel 784 KB)
- (Excel 242 KB)
- (Excel 1.7 MB)
- 3rd Quarter
- (Excel 784 KB)
- (Excel 242 KB)
- (Excel 1.7 MB)
- 4th Quarter
- (Excel 787 KB)
- (Excel 243 KB)
- (Excel 818 KB)
2015
(PDF 207 KB)
Annual Tables
- FINRA-Bloomberg Indices
- (Excel 325 KB)
- Issue Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 77 KB)
- Participant Information
- (Excel 70 KB)
- (Excel 61 KB)
- (Excel 77 KB)
- Transaction Information
- (Excel 1.8 MB)
- (Excel 569 KB)
- (Excel 2.1 MB)
Quarterly Tables
- 1st Quarter
- (Excel 785 KB)
- (Excel 243 KB)
- (Excel 766 KB)
- 2nd Quarter
- (Excel 784 KB)
- (Excel 244 KB)
- (Excel 1.7 MB)
- 3rd Quarter
- (Excel 827 KB)
- (Excel 487 KB)
- (Excel 1.7 MB)
- 4th Quarter
- (Excel 787 KB)
- (Excel 243 KB)
- (Excel 818 KB)
2014
(PDF 217 KB)
Annual Tables
- FINRA-Bloomberg Indices
- (Excel 323 KB)
- Issue Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 104 KB)
- Participant Information
- (Excel 70 KB)
- (Excel 61 KB)
- (Excel 79 KB)
- Transaction Information
- (Excel 1.8 MB)
- (Excel 570 KB)
- (Excel 2.2 MB)
Quarterly Tables
- 1st Quarter
- (Excel 785 KB)
- (Excel 243 KB)
- (Excel 797 KB)
- 2nd Quarter
- (Excel 784 KB)
- (Excel 243 KB)
- (Excel 796 KB)
- 3rd Quarter
- (Excel 784 KB)
- (Excel 243 KB)
- (Excel 796 KB)
- 4th Quarter
- (Excel 782 KB)
- (Excel 243 KB)
- (Excel 796 KB)
2013
(PDF 181 KB)
Annual Tables
- FINRA-Bloomberg Indices
- (Excel 323 KB)
- Issue Information
- (Excel 86 KB)
- (Excel 52 KB)
- (Excel 104 KB)
- Participant Information
- (Excel 70 KB)
- (Excel 61 KB)
- (Excel 79 KB)
- Transaction Information
- (Excel 1.8 MB)
- (Excel 568 KB)
- (Excel 2.2 MB)
Quarterly Tables
- 1st Quarter
- (Excel 784 KB)
- (Excel 243 KB)
- (Excel 817 KB)
- 2nd Quarter
- (Excel 784 KB)
- (Excel 243 KB)
- (Excel 817 KB)
- 3rd Quarter
- (Excel 784 KB)
- (Excel 243 KB)
- (Excel 796 KB)
- 4th Quarter
- (Excel 784 KB)
- (Excel 243 KB)
- (Excel 796 KB)
We welcome any questions, comments or feedback on the TRACE Fact Book.