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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)
November 2021 TBA-GD 142492
November 2021 TBA-NGD 29425
November 2021 MBS 54136
November 2021 ABS 29161
October 2021 TBA-GD 149996
October 2021 TBA-NGD 27201
October 2021 MBS 57749
October 2021 ABS 22415
September 2021 TBA-GD 143032
September 2021 TBA-NGD 32388
September 2021 MBS 55834
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
May 2021 TBA-GD 144931
May 2021 TBA-NGD 26269
May 2021 MBS 62964
May 2021 ABS 26030
April 2021 TBA-GD 140306
April 2021 TBA-NGD 27356
April 2021 MBS 63319
April 2021 ABS 24286
March 2021 TBA-GD 137665
March 2021 TBA-NGD 24795
March 2021 MBS 63844
March 2021 ABS 23476
February 2021 TBA-GD 142927
February 2021 TBA-NGD 25646
February 2021 MBS 61332
February 2021 ABS 22246
January 2021 TBA-GD 154598
January 2021 TBA-NGD 29467
January 2021 MBS 70392
January 2021 ABS 26423
December 2020 TBA-GD 142346
December 2020 TBA-NGD 28326
December 2020 MBS 66337
December 2020 ABS 22635