The Academic Corporate Bond TRACE Data set contains historic transaction-level data on all transactions in corporate bonds reported to TRACE. This data product is available solely to institutions of higher education and is intended to support academic research on corporate bonds by providing academics with access to masked identifying information regarding the dealer reporting each transaction.
Look up bond information and order details by Bond symbol or CUSIP. Includes information on Bond Characteristics (Coupon, maturity date, call provisions); Recent Trade History (transactions details; inclusive of price history); Fee information (Context for Markup/Markdown, Other Transaction Expense); Yield; and Credit Ratings.
The Capped Volume Report illustrate capped average size trading volumes in Corporate, Agency and Structured Products reported to TRACE for the prior month. The data is grouped into sub product categories.
The Fixed Income Distributions file is a cumulative list of distributions that have been announced during the calendar year. These include cash, stock and in kind distributions as a result of a bankruptcy reorganization plan, default interest payments, or other distributions in fixed income securities.
Originally introduced in 2005, the FINRA Fund Analyzer helps investors and financial professionals understand the impact of fees and potentially available discounts on mutual funds, exchange-traded funds, exchange-traded notes and money market funds. The Fund Analyzer allows individuals to sort through and compare more than 30,000 products available to investors today and calculates how a fund's fees, expenses and discounts impact the value of a fund over time.
Media outlets wishing to receive and redistribute the bond market aggregate statistics are required to execute an agreement with FINRA, after which access will be provided via a secure API connection. There are no fees associated with these data sets.
FINRA's Market Data Center is a comprehensive tool is designed to assist investors with bond market and investment research, both through the market data information provided as well as through the FINRA Investor Education material and tools.
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.
FINRA and Interactive Data Corporation have created a suite of aggregated data products for the Securitized Product market to benefit investors and other market participants. Investors can now gauge the activity levels in the market place as well as price levels by various sub-product types.
This end-of-day service represents the asset- and mortgage backed securities markets and is derived using only actual transacted prices from TRACE, the U.S. over-the-counter bond market mandated regulatory reporting and dissemination facility.
The End-of-Day TRACE Transaction File includes all transaction data disseminated as part of Real-Time TRACE transaction data on that day. The End-of-Day TRACE Transaction File is provided to subscribers after the TRACE system closes at the end of each trading day, and is available separately for each data set for which Real-Time TRACE transaction data is available (i.e., the Corporate Bond Data Set, the Agency Data Set, SP Data Set and Rule 144A Data Set). This data product includes the same transaction data elements disseminated in the Real-Time TRACE transaction feed.