TRACE Monthly Volume Report for 2015

May

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP878,020589,828,59043,90129,491,430
CONV23,65027,025,5351,1821,351,277
CHRC1,51536,272761,814
ELN11,0041,088,07055054,403
AGCY51,904101,775,3072,5955,088,765
ABS16,773112,149,6278395,607,481
CMO43,548246,536,6642,17712,326,833
MBS61,409322,069,9953,07016,103,500
TBA159,5253,806,175,3957,976190,308,770

April

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 913,054 614,137,606 43,479 29,244,648
CONV 25,728 25,622,529 1,225 1,220,120
CHRC 1,936 12,706 92 605
ELN 12,391 1,760,185 590 83,818
AGCY 54,850 127,867,846 2,612 6,088,945
ABS 17,010 117,516,083 810 5,596,004
CMO 47,071 282,058,225 2,241 13,431,344
MBS 66,433 349,852,651 3,163 16,659,650
TBA 164,125 3,729,457,522 7,815 177,593,215

March

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 999,676 680,511,454 45,440 30,932,339
CONV 28,346 29,756,224 1,288 1,352,556
CHRC 2,720 23,154 124 1,052
ELN 13,796 1,473,343 627 66,970
AGCY 58,107 125,039,871 2,641 5,683,630
ABS 18,739 141,307,302 852 6,423,059
CMO 48,862 298,061,467 2,221 13,548,249
MBS 73,717 341,842,417 3,351 15,538,292
TBA 181,150 4,084,897,801 8,234 185,677,173

February

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 901,504 634,612,463 47,448 33,400,656
CONV 27,259 28,098,794 1,435 1,478,884
CHRC 1,972 15,150 104 797
ELN 13,765 1,240,595 724 65,294
AGCY 56,477 127,438,363 2,972 6,707,282
ABS 14,662 127,992,712 772 6,736,459
CMO 39,301 290,343,018 2,068 15,281,211
MBS 58,428 280,868,453 3,075 14,782,550
TBA 166,251 3,860,868,568 8,750 203,203,609

January

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 870,495 601,694,295 43,525 30,084,715
CONV 26,276 24,779,439 1,314 1,238,972
CHRC 1,367 8,646 68 432
ELN 10,386 902,650 519 45,133
AGCY 52,468 119,349,394 2,623 5,967,470
ABS 15,034 103,611,912 752 5,180,596
CMO 43,604 242,593,320 2,180 12,129,666
MBS 67,341 317,581,718 3,367 15,879,086
TBA 178,236 4,616,747,356 8,912 230,837,368