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.

This data provides comprehensive information on mortgage-backed securities (MBSs) that traded within the past 10 years. Access up to three years real-time trade history and seven years end-of-day trade history per security. Trade history represents mortgage securities with similar characteristics, i.e., reference data ID (RDID). An MBS provides issuers with monthly payments from a pool of mortgages and passes on a proportionate share of the collected principal and interest to bondholders.

This data provides comprehensive information on mortgage-backed securities (MBSs) that traded within the past 10 years. Access up to three years real-time trade history and seven years end-of-day trade history per security. Trade history represents mortgage securities with similar characteristics, i.e., reference data ID (RDID). An MBS provides issuers with monthly payments from a pool of mortgages and passes on a proportionate share of the collected principal and interest to bondholders. 

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.

This data provides market activity as of end of day for structured products, based on transactions reported to TRACE. Tables of aggregated price levels are organized by product type.

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.

This data provides comprehensive information on to-be-announced (TBA) securities that traded within the past 10 years. A TBA security is effectively a contract to buy or sell mortgage-backed securities on a specific date. 

This data provides trade activity for to-be-announced (TBA) securities for the past 10 years. Access up to three years real-time trade history and seven years end-of-day per individual security. A TBA security is effectively a contract to buy or sell mortgage-backed securities on a specific date.

TRACE data is available in the form of data feeds, either directly from FINRA or from retransmission vendors. Parties wishing to receive real-time TRACE data via a data feed must enter into a Vendor Agreement directly with FINRA. This agreement stipulates, among other things, the terms of use and data usage reporting requirements. 

TRACE Enhanced Historical Data consists of transaction-level information including the price, the date and time of execution, transaction size and the yield. In addition, the data includes information previously not disseminated to the public, such as buy/sell indicators and counterparty (dealer or customer) information. FINRA makes historical data available 6 and 18 months after the transaction date, depending on the product, and publishes the information quarterly. Users must enter into a Historical Data Agreement directly with FINRA and pay applicable fees.