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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.


2022

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)

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.