Treasury Aggregate Statistics
The TRACE Treasury Aggregate Statistics illustrate trading volume in US Treasury Securities reported to TRACE for the prior week. Data is updated weekly with the start of the week identified as a Monday. Treasury bond data is aggregated by security subtype: Bills, Floating Rate Notes (FRN), Nominal Coupons and Treasury Inflation-Protected Securities (TIPS). The data is further grouped into "ATS (Alternative Trading System) and Interdealer," "Dealer-to-Customer," and "Total" categories. For Nominal Coupons and TIPS, the data also shows Remaining Maturity and On-the-Run/Off-the Run groupings. Separate Trading of Registered Interest and Principal of Securities (STRIPS) are included in the Off-the-Run groupings for Nominal Coupons and TIPS categories based on Remaining Maturity, as applicable.
The weekly aggregate data is published on the second business day following the end of the week (i.e., on Tuesdays, except when Monday is a holiday, in which case the weekly aggregate data is published on Wednesday).
For any questions regarding Treasury Aggregate Statistics data, please write to [email protected] or dial 888-507-3665 (option 1.)