TRACE Monthly Volume Report for 2015

July

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 867,530 571,903,448 39,433 25,995,611
CONV 23,041 21,956,975 1,047 998,044
CHRC 1,415 11,780 64 535
ELN 8,727 726,308 397 33,014
AGCY 47,682 102,397,863 2,167 4,654,448
ABS 7,797 49,870,971 354 2,266,862
CMO 39,802 220,526,203 1,809 10,023,918
MBS 62,932 338,397,497 2,861 15,381,704
TBA 156,294 3,888,463,585 7,104 176,748,345

June

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 924,057 587,508,948 42,003 26,704,952
CONV 25,553 24,443,365 1,162 1,111,062
CHRC 1,868 14,145 85 643
ELN 10,844 1,497,929 493 68,088
AGCY 56,698 110,217,373 2,577 5,009,881
ABS 8,533 62,096,100 388 2,822,550
CMO 44,064 227,687,296 2,003 10,349,423
MBS 68,237 335,007,065 3,102 15,227,594
TBA 172,182 3,764,844,655 7,826 171,129,302

May

  Total Trades Total Par Value (000s) Average
Daily Trades
Average Daily
Par Value (000s)
CORP 878,020 589,828,590 43,901 29,491,430
CONV 23,650 27,025,535 1,182 1,351,277
CHRC 1,515 36,272 76 1,814
ELN 11,004 1,088,070 550 54,403
AGCY 51,904 101,775,307 2,595 5,088,765
ABS 16,773 112,149,627 839 5,607,481
CMO 43,548 246,536,664 2,177 12,326,833
MBS 61,409 322,069,995 3,070 16,103,500
TBA 159,525 3,806,175,395 7,976 190,308,770

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