Treasury Daily Aggregate Statistics - Files
Treasury Daily Aggregate Statistics illustrate trading volume in US Treasury Securities reported to TRACE. Data is updated daily as well as monthly. 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.
The daily aggregate data is published at 8:00 PM ET every business day.
For any questions regarding Treasury Aggregate Statistics data, please write to [email protected] or dial 888-507-3665 (option 1.)
The first daily was published February 13, 2023.