Bond Market Sentiment
Data Definitions for Bond Market Sentiment.
| Data field | Definition |
|---|---|
| All Securtities | Data on All TRACE eligible securities reported on the day and disseminated. |
| Customer Buy | Data calculated on all trades reported to TRACE and disseminated where the reporting firm indicates it bought from a customer who is not a FINRA member firm. |
| Customer Sell | Data calculated on all trades reported to TRACE and disseminated where the reporting firm indicates it sold to a customer who is not a FINRA member firm. |
| Affiliate Buy | Data calculated on all trades reported to TRACE and disseminated where the reporting firm indicates it bought from a non-member affiliated entity of a FINRA member firm. |
| Affiliate Sell | Data calculated on all trades reported to TRACE and disseminated where the reporting firm indicates it sold to a non-member affiliated entity of a FINRA member firm. |
| Interdealer | Data calculated on all trades reported to TRACE and disseminated via BTDS where the reporting firm indicates it sold to another FINRA member firm. |
| Issue Type | Presented as All Securities and in categories for Church Bonds, Convertible Bonds, Equity Linked Notes, High Yield and Invement Grade. |
| Total Number of Transactions | This field represents the total number of disseminatable transactions on the day. |
| Total Number of Securities | This field represents the total number of disseminatable issues traded on the day. |
| Total Value (Par $) | This field represents the total traded par value (in millions). |