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.
Released quarterly and free of charge, the TRACE Fact Book gives individual investors, market professionals, media and educational institutions a historical perspective of the OTC U.S. corporate bond market. The Fact Book provides insight into data and trends based on aggregated data as reported through TRACE.
Created for firms, these monthly reports cover trades of Treasuries, Securitized Products, Agency Bonds, and Corporate Debt that a member firm reported to the Trade Reporting and Compliance Engine (TRACE). Firms are required to report trades in accordance with established FINRA rules and regulations.
The TRACE Security Activity Report is a monthly report, provided on a 90-day delayed basis that provides aggregated statistics by security for corporate and agency bonds. The Report can be used to monitor trading activity for individual CUSIPs.
This data provides trading volume in U.S. Treasury securities reported to TRACE for the prior day, week or month. The weekly format was discontinued as of February 2023; weekly format history is available.