TRACE Monthly Volume Report for 2013

December

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	794,772	477,215,855	39,739	23,860,793
CONV	25,693	27,559,617	1,285	1,377,981
CHRC	1,904	13,512	95	676
ELN	13,595	1,139,217	680	56,961
AGCY	51,113	111,143,611	2,556	5,557,181
ABS	14,220	104,414,554	711	5,220,728
CMO	42,749	221,354,225	2,137	11,067,711
MBS	71,701	335,175,551	3,585	16,758,778
TBA	132,831	3,297,245,198	6,642	164,862,260

November

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	929,630	589,709,723	40,419	25,639,553
CONV	29,976	31,294,616	1,303	1,360,635
CHRC	2,042	13,172	89	573
ELN	12,368	943,709	538	41,031
AGCY	59,595	145,582,972	2,591	6,329,694
ABS	15,307	122,964,948	666	5,346,302
CMO	50,155	286,035,272	2,181	12,436,316
MBS	81,260	379,289,828	3,533	16,490,862
TBA	154,705	3,866,016,854	6,726	168,087,689

October

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	904,907	570,473,867	45,245	28,523,693
CONV	24,897	21,832,286	1,245	1,091,614
CHRC	1,960	11,844	98	592
ELN	10,914	1,224,805	546	61,240
AGCY	57,403	118,734,925	2,870	5,936,746
ABS	14,617	110,951,288	731	5,547,564
CMO	50,291	247,550,185	2,515	12,377,509
MBS	77,090	335,612,373	3,854	16,780,619
TBA	143,230	3,936,850,212	7,162	196,842,511

September

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	850,914	379,736,185	38,678	17,260,736
CONV	24,887	21,256,666	1,131	966,212
CHRC	1,462	12,505	66	568
ELN	11,818	1,492,969	537	67,862
AGCY	60,833	131,727,498	2,765	5,987,614
ABS	13,771	86,852,387	626	3,947,836
CMO	52,235	240,802,941	2,374	10,945,588
MBS	80,878	358,687,854	3,676	16,303,993
TBA	140,732	3,762,903,006	6,397	171,041,046

August

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	896,681	481,570,235	40,758	21,889,556
CONV	25,835	23,269,758	1,174	1,057,716
CHRC	1,893	11,304	86	514
ELN	11,903	1,491,652	541	67,802
AGCY	62,709	124,361,574	2,850	5,652,799
ABS	13,163	101,296,562	598	4,604,389
CMO	52,407	281,549,039	2,382	12,797,684
MBS	77,327	348,693,372	3,515	15,849,699
TBA	162,160	4,259,397,718	7,371	193,608,987

July

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	921,803	522,361,425	46,090	26,118,071
CONV	26,761	25,490,797	1,338	1,274,540
CHRC	1,157	7,063	58	353
ELN	10,714	1,143,581	536	57,179
AGCY	69,136	154,458,600	3,457	7,722,930
ABS	15,146	136,920,019	757	6,846,001
CMO	55,959	271,830,250	2,798	13,591,512
MBS	74,814	333,987,846	3,741	16,699,392
TBA	169,981	4,866,841,277	8,499	243,342,064

June

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	970,439	611,285,242	44,111	27,785,693
CONV	33,463	35,397,239	1,521	1,608,965
CHRC	1,953	23,617	89	1,073
ELN	22,778	3,740,188	1,035	170,009
AGCY	74,376	193,662,576	3,381	8,802,844
ABS	16,342	165,654,069	743	7,529,730
CMO	61,825	348,875,621	2,810	15,857,983
MBS	80,306	382,519,129	3,650	17,387,233
TBA	183,022	5,471,432,848	8,319	248,701,493

May

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	939,343	553,844,942	42,697	25,174,770
CONV	30,793	32,145,170	1,400	1,461,144
CHRC	1,656	10,898	75	495
ELN	15,462	9,906,218	703	450,283
AGCY	71,398	181,902,876	3,245	8,268,313
ABS	15,480	103,438,424	704	4,701,747
CMO	59,522	280,750,053	2,706	12,761,366
MBS	85,799	414,621,982	3,900	18,846,454
TBA	158,604	5,048,481,678	7,209	229,476,440

April

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	889,149	510,690,259	44,457	25,534,513
CONV	29,487	29,109,807	1,474	1,455,490
CHRC	1,687	9,741	84	487
ELN	21,067	2,805,405	1,053	140,270
AGCY	73,078	176,176,312	3,654	8,808,816
ABS	13,826	102,110,743	691	5,105,537
CMO	56,274	253,843,254	2,814	12,692,163
MBS	73,800	337,826,130	3,690	16,891,307
TBA	143,085	4,662,119,899	7,154	233,105,995

March

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	887,229	492,392,079	46,696	25,915,373
CONV	27,320	26,894,300	1,438	1,415,489
CHRC	1,239	6,737	65	355
ELN	16,194	2,886,816	852	151,938
AGCY	67,726	152,119,047	3,565	8,006,266
ABS	14,405	110,833,754	758	5,833,355
CMO	58,011	255,380,096	3,053	13,441,058
MBS	68,394	348,238,828	3,600	18,328,359
TBA	144,100	4,483,558,813	7,584	235,976,780

February

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,002,646	613,441,910	47,745	29,211,520
CONV	34,202	33,997,021	1,629	1,618,906
CHRC	1,418	15,768	68	751
ELN	26,421	3,528,132	1,258	168,006
AGCY	81,499	214,638,199	3,881	10,220,867
ABS	15,180	113,319,268	723	5,396,156
CMO	62,488	274,970,548	2,976	13,093,836
MBS	81,754	422,691,108	3,893	20,128,148
TBA	160,908	5,821,062,446	7,662	277,193,450

January

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	786,254	371,365,305	39,313	18,568,265
CONV	26,762	20,111,086	1,338	1,005,554
CHRC	2,224	28,892	111	1,445
ELN	15,192	1,819,141	760	90,957
AGCY	73,528	195,908,730	3,676	9,795,436
ABS	11,675	80,752,040	584	4,037,602
CMO	57,357	194,383,350	2,868	9,719,167
MBS	65,615	322,542,000	3,281	16,127,100
TBA	114,986	4,061,144,426	5,749	203,057,221