TRACE Monthly Volume Report
The TRACE monthly volume reports illustrate total and average daily trading volumes in Corporate, Agency and Securitized Products reported to TRACE for the prior month. The data is grouped into Total, ATS (Alternative Trading System), Interdealer, and Customer volumes.
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||Trades is a count of valid trades reported to TRACE. 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||Reports contain volume data per month for trades executed between 00:00:00 Eastern Time on the 1st of the month and 23:59:59 Eastern Time on the last day of the month. Monthly Volume Reports are available starting January 2017 until present.|
|Data Purpose||The TRACE Monhtly Volume Report is a complement to the Real Time Data Feeds and illustrates monthly capped average size trading volumes reported to TRACE.|
|Publish Schedule||Data for the prior month is published on the third 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.|
|Support Materials||See About TRACE Monthly Volume Reports for report legend and details.|
The following describes how volume is aggregated for the data.
|Available Formats||XLSX File Download|
|Support||For additional information regarding the TRACE Monthly Volume Report, please contact TRACE Data Services at (888) 507-3665.|