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Securitized Products Capped Volume Report

The Securitized Products Capped Volume Report provides additional information on disseminated transactions whose size was subject to TRACE dissemination caps. The report shows average size (in millions) of capped transactions for Securitized Products reported to TRACE. The data is grouped into sub product categories including: TBA (Good Delivery and Non-Good Delivery), MBS, and ABS.

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About the Data

Data Sources TRACE (Trade Reporting and Compliance Engine), the FINRA-developed vehicle that facilitates the mandatory reporting of over-the-counter transactions in eligible fixed income securities.
Data Collection All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities under an SEC-approved set of rules.
Time Period Report contains 12 rolling months of data.
Data Purpose The Securitized Products Capped Volume Report is a complement to the Real Time Data Feeds and illustrates monthly capped average size trading volumes in Securitized Products reported to TRACE grouped by sub product categories.
Publish Schedule Data for the prior 12 months is published on the first business day of the month.
Amendments If previously published data is updated, the corrected numbers will be published when the next report is issued and the corrected numbers will be contained in the report moving forward. 
Available Formats CSV File Download
Fixed Income - Query API
Support For additional information regarding the Securitized Products Capped Volume Report, please contact TRACE Data Services at (888) 507-3665.