TRACE Monthly Volume Report for 2015
December
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 903,803 | 460,307,820 | 41,082 | 20,923,083 |
| CONV | 24,235 | 18,922,484 | 1,102 | 860,113 |
| CHRC | 1,506 | 12,536 | 68 | 570 |
| ELN | 19,504 | 1,843,685 | 887 | 83,804 |
| AGCY | 50,003 | 79,244,980 | 2,273 | 3,602,045 |
| ABS | 6,417 | 24,439,659 | 292 | 1,110,894 |
| ABSX | 5,914 | 50,318,016 | 269 | 2,287,183 |
| CMO | 38,853 | 197,757,401 | 1,766 | 8,988,973 |
| MBS | 58,884 | 272,703,798 | 2,677 | 12,395,627 |
| TBA | 135,452 | 3,079,593,176 | 6,157 | 139,981,508 |
November
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 856,016 | 513,704,983 | 42,801 | 25,685,249 |
| CONV | 23,160 | 22,066,175 | 1,158 | 1,103,309 |
| CHRC | 1,418 | 10,272 | 71 | 514 |
| ELN | 13,739 | 1,575,433 | 687 | 78,772 |
| AGCY | 47,952 | 94,111,526 | 2,398 | 4,705,576 |
| ABS | 7,190 | 38,951,873 | 360 | 1,947,594 |
| ABSX | 5,753 | 41,090,785 | 288 | 2,054,539 |
| CMO | 38,607 | 201,417,389 | 1,930 | 10,070,869 |
| MBS | 53,562 | 279,357,603 | 2,678 | 13,967,880 |
| TBA | 134,484 | 3,408,324,490 | 6,724 | 170,416,225 |
October
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 962,661 | 684,032,518 | 43,757 | 31,092,387 |
| CONV | 24,602 | 27,517,047 | 1,118 | 1,250,775 |
| CHRC | 1,566 | 12,224 | 71 | 556 |
| ELN | 24,011 | 2,101,129 | 1,091 | 95,506 |
| AGCY | 54,362 | 132,165,312 | 2,471 | 6,007,514 |
| ABS | 8,010 | 61,760,514 | 364 | 2,807,296 |
| ABSX | 6,511 | 61,991,229 | 296 | 2,817,783 |
| CMO | 41,359 | 229,923,530 | 1,880 | 10,451,070 |
| MBS | 61,844 | 387,324,196 | 2,811 | 17,605,645 |
| TBA | 150,870 | 3,828,543,737 | 6,858 | 174,024,715 |
September
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 875,016 | 590,505,455 | 41,667 | 28,119,307 |
| CONV | 22,071 | 21,032,741 | 1,051 | 1,001,559 |
| CHRC | 1,062 | 7,363 | 51 | 351 |
| ELN | 11,399 | 1,176,324 | 543 | 56,015 |
| AGCY | 51,916 | 110,510,928 | 2,472 | 5,262,425 |
| ABS | 7,143 | 39,851,008 | 340 | 1,897,667 |
| ABSX | 5,878 | 42,488,219 | 280 | 2,023,249 |
| CMO | 39,379 | 194,148,219 | 1,875 | 9,245,153 |
| MBS | 59,128 | 363,322,461 | 2,816 | 17,301,070 |
| TBA | 147,400 | 3,681,381,962 | 7,019 | 175,303,903 |
August
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 846,362 | 520,317,426 | 40,303 | 24,777,020 |
| CONV | 22,777 | 27,461,006 | 1,085 | 1,307,667 |
| CHRC | 1,056 | 6,936 | 50 | 330 |
| ELN | 11,138 | 844,063 | 530 | 40,193 |
| AGCY | 44,592 | 92,868,175 | 2,123 | 4,422,294 |
| ABS | 7,389 | 38,549,743 | 352 | 1,835,702 |
| ABSX | 5,575 | 32,951,337 | 265 | 1,569,111 |
| CMO | 38,769 | 187,794,134 | 1,846 | 8,942,578 |
| MBS | 61,613 | 351,756,471 | 2,934 | 16,750,308 |
| TBA | 153,497 | 3,667,443,683 | 7,309 | 174,640,175 |
July
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 867,514 | 571,915,866 | 39,432 | 25,996,176 |
| CONV | 23,033 | 21,945,831 | 1,047 | 997,538 |
| CHRC | 1,415 | 11,780 | 64 | 535 |
| ELN | 8,726 | 726,186 | 397 | 33,008 |
| AGCY | 47,681 | 102,419,393 | 2,167 | 4,655,427 |
| ABS | 7,813 | 50,011,222 | 355 | 2,273,237 |
| ABSX | 6,192 | 41,338,568 | 281 | 1,879,026 |
| CMO | 41,844 | 226,397,721 | 1,902 | 10,290,805 |
| MBS | 62,956 | 338,847,859 | 2,862 | 15,402,175 |
| TBA | 156,330 | 3,888,106,221 | 7,106 | 176,732,101 |
June
| Total Trades | Total Par Value (000s) | Average Daily Trades |
Average Daily Par Value (000s) |
|
|---|---|---|---|---|
| CORP | 923,570 | 586,428,622 | 41,980 | 26,655,846 |
| CONV | 26,029 | 25,269,743 | 1,183 | 1,148,625 |
| CHRC | 1,868 | 14,145 | 85 | 643 |
| ELN | 10,850 | 1,399,228 | 493 | 63,601 |
| AGCY | 56,695 | 110,212,125 | 2,577 | 5,009,642 |
| ABS | 8,523 | 62,073,533 | 387 | 2,821,524 |
| ABSX | 7,820 | 62,368,722 | 355 | 2,834,942 |
| CMO | 44,202 | 221,503,715 | 2,009 | 10,068,351 |
| MBS | 68,073 | 331,929,332 | 3,094 | 15,087,697 |
| TBA | 172,571 | 3,765,501,665 | 7,844 | 171,159,167 |
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 |