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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.

The report is published on the first business day of each month.

MONTH Product Average Size (000s)
May 2022 TBA-GD 130818
May 2022 TBA-NGD 39435
May 2022 MBS 55015
May 2022 ABS 23916
April 2022 TBA-GD 129583
April 2022 TBA-NGD 32881
April 2022 MBS 49462
April 2022 ABS 32296
March 2022 TBA-GD 135979
March 2022 TBA-NGD 34194
March 2022 MBS 47567
March 2022 ABS 25543
February 2022 TBA-GD 138194
February 2022 TBA-NGD 29041
February 2022 MBS 50965
February 2022 ABS 23776
January 2022 TBA-GD 140652
January 2022 TBA-NGD 33761
January 2022 MBS 51927
January 2022 ABS 25658
December 2021 TBA-GD 145159
December 2021 TBA-NGD 29054
December 2021 MBS 53784
December 2021 ABS 21592
November 2021 TBA-GD 142500
November 2021 TBA-NGD 29709
November 2021 MBS 54093
November 2021 ABS 29104
October 2021 TBA-GD 149992
October 2021 TBA-NGD 26933
October 2021 MBS 57765
October 2021 ABS 22415
September 2021 TBA-GD 143032
September 2021 TBA-NGD 32398
September 2021 MBS 55831
September 2021 ABS 25804
August 2021 TBA-GD 141194
August 2021 TBA-NGD 30327
August 2021 MBS 55432
August 2021 ABS 22924
July 2021 TBA-GD 144324
July 2021 TBA-NGD 27149
July 2021 MBS 61485
July 2021 ABS 24088
June 2021 TBA-GD 141263
June 2021 TBA-NGD 28297
June 2021 MBS 55267
June 2021 ABS 23404