Treasury Daily Aggregate Statistics - Files
This data provides trading volume in U.S. Treasury securities reported to TRACE for the prior day. The daily aggregate data is published at 8:00 PM ET every business day. The first daily was published February 13, 2023.
Treasury bond data 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 (Alternative Trading System) and Interdealer," "Dealer-to-Customer," and "Total" categories. For Nominal Coupons and TIPS, the data also shows Remaining Maturity and On-the-Run/Off-the Run groupings. Separate Trading of Registered Interest and Principal of Securities (STRIPS) are included in the Off-the-Run groupings for Nominal Coupons and TIPS categories based on Remaining Maturity, as applicable. In addition to the volume information, the reports include trade counts and, for on-the-run nominal coupons, and volume-weighted average price information.
For any questions regarding Treasury Aggregate Statistics data, please write to [email protected] or dial 888-507-3665 (option 1.)
- October 31, 2024 (XLSX 7 KB)
- October 30, 2024 (XLSX 7 KB)
- October 29, 2024 (XLSX 7 KB)
- October 28, 2024 (XLSX 7 KB)
- October 25, 2024 (XLSX 7 KB)
- October 24, 2024 (XLSX 7 KB)
- October 23, 2024 (XLSX 7 KB)
- October 22, 2024 (XLSX 7 KB)
- October 21, 2024 (XLSX 7 KB)
- October 18, 2024 (XLSX 7 KB)
- October 17, 2024 (XLSX 7 KB)
- October 16, 2024 (XLSX 7 KB)
- October 15, 2024 (XLSX 7 KB)
- October 14, 2024 (XLSX 7 KB)
- October 11, 2024 (XLSX 7 KB)
- October 10, 2024 (XLSX 7 KB)
- October 9, 2024 (XLSX 7 KB)
- October 8, 2024 (XLSX 7 KB)
- October 7, 2024 (XLSX 7 KB)
- October 4, 2024 (XLSX 7 KB)
- October 3, 2024 (XLSX 7 KB)
- October 2, 2024 (XLSX 7 KB)
- October 1, 2024 (XLSX 7 KB)