TRACE Monthly Volume Report for 2015

March

 Total TradesTotal Par Value (000s)Average
Daily Trades
Average Daily
Par Value (000s)
CORP999,676680,511,45445,44030,932,339
CONV28,34629,756,2241,2881,352,556
CHRC2,72023,1541241,052
ELN13,7961,473,34362766,970
AGCY58,107125,039,8712,6415,683,630
ABS18,739141,307,3028526,423,059
CMO48,862298,061,4672,22113,548,249
MBS73,717341,842,4173,35115,538,292
TBA181,1504,084,897,8018,234185,677,173

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