TRACE Monthly Volume Report for 2016

December

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,081,562	498,348,586	51,503	23,730,885
CONV	26,978	22,971,414	1,285	1,093,877
CHRC	2,067	13,799	98	657
ELN	16,671	1,380,801	794	65,752
AGCY	49,476	84,236,079	2,356	4,011,242
ABS	8,133	42,337,989	387	2,016,095
ABSX	7,183	62,470,110	342	2,974,767
CMO	38,491	204,279,777	1,833	9,727,608
MBS	69,662	380,184,380	3,317	18,104,018
TBA	138,633	3,748,554,519	6,602	178,502,596

November

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,069,728	632,687,637	50,939	30,127,983
CONV	24,557	23,267,333	1,169	1,107,968
CHRC	1,712	13,296	82	633
ELN	13,864	1,210,667	660	57,651
AGCY	46,184	92,280,206	2,199	4,394,296
ABS	8,207	38,268,562	391	1,822,312
ABSX	8,693	79,893,128	414	3,804,435
CMO	37,967	227,355,095	1,808	10,826,433
MBS	65,765	422,729,373	3,132	20,129,970
TBA	160,837	4,666,428,615	7,659	222,210,886

October

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,010,517	625,801,877	48,120	29,800,089
CONV	21,881	22,823,340	1,042	1,086,826
CHRC	1,935	15,802	92	752
ELN	13,066	1,296,908	622	61,758
AGCY	44,282	107,122,690	2,109	5,101,080
ABS	8,829	53,856,735	420	2,564,606
ABSX	7,603	67,462,897	362	3,212,519
CMO	38,713	241,771,814	1,843	11,512,944
MBS	66,201	438,080,228	3,152	20,860,963
TBA	146,967	4,379,207,837	6,998	208,533,707

September

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,052,847	619,429,346	50,136	29,496,636
CONV	24,304	24,434,310	1,157	1,163,539
CHRC	1,518	10,979	72	523
ELN	15,428	1,736,694	735	82,700
AGCY	47,115	111,360,524	2,244	5,302,882
ABS	8,379	48,839,554	399	2,325,693
ABSX	7,737	65,586,904	368	3,123,186
CMO	37,802	227,092,034	1,800	10,813,906
MBS	65,299	470,925,137	3,109	22,425,007
TBA	154,118	4,331,440,230	7,339	206,259,059

August

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,109,494	608,277,999	48,239	26,446,870
CONV	24,616	25,723,280	1,070	1,118,403
CHRC	1,660	11,169	72	486
ELN	19,876	2,839,176	864	123,442
AGCY	54,966	145,502,065	2,390	6,326,177
ABS	7,598	42,544,812	330	1,849,774
ABSX	8,157	53,118,867	355	2,309,516
CMO	40,091	256,471,660	1,743	11,150,942
MBS	65,880	396,464,175	2,864	17,237,573
TBA	158,662	4,166,432,255	6,898	181,149,228

July

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	989,757	593,379,195	49,488	29,668,960
CONV	20,338	20,173,434	1,017	1,008,672
CHRC	1,722	11,635	86	582
ELN	15,606	1,623,224	780	81,161
AGCY	52,538	140,301,464	2,627	7,015,073
ABS	7,710	44,388,957	386	2,219,448
ABSX	7,330	53,324,346	366	2,666,217
CMO	33,910	277,749,981	1,696	13,887,499
MBS	55,157	367,929,321	2,758	18,396,466
TBA	146,186	4,107,435,160	7,309	205,371,758

June

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,114,737	644,765,817	50,670	29,307,537
CONV	25,642	25,159,395	1,166	1,143,609
CHRC	1,932	15,076	88	685
ELN	16,685	2,081,540	758	94,615
AGCY	56,904	127,850,854	2,587	5,811,402
ABS	8,818	41,423,394	401	1,882,882
ABSX	7,534	44,548,443	342	2,024,929
CMO	38,490	278,573,488	1,750	12,662,431
MBS	70,161	429,387,888	3,189	19,517,631
TBA	165,773	4,387,573,112	7,535	199,435,141

May

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,105,183	648,156,979	52,628	30,864,618
CONV	23,117	24,814,792	1,101	1,181,657
CHRC	1,510	19,017	72	906
ELN	13,668	1,423,081	651	67,766
AGCY	54,943	112,723,426	2,616	5,367,782
ABS	7,765	47,483,559	370	2,261,122
ABSX	7,166	54,921,912	341	2,615,329
CMO	37,085	250,984,534	1,766	11,951,644
MBS	65,651	431,386,813	3,126	20,542,229
TBA	153,425	4,220,823,565	7,306	200,991,598

April

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,078,741	671,817,316	51,369	31,991,301
CONV	23,913	24,930,367	1,139	1,187,160
CHRC	1,266	13,487	60	642
ELN	11,875	1,432,364	565	68,208
AGCY	56,278	118,743,721	2,680	5,654,463
ABS	7,477	38,176,002	356	1,817,905
ABSX	7,375	57,451,769	351	2,735,799
CMO	38,548	301,338,216	1,836	14,349,439
MBS	66,986	468,187,242	3,190	22,294,631
TBA	159,463	4,005,633,311	7,593	190,744,443

March

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,220,220	762,159,483	55,465	34,643,613
CONV	25,849	23,327,130	1,175	1,060,324
CHRC	2,379	14,169	108	644
ELN	16,736	2,769,143	761	125,870
AGCY	61,441	125,354,437	2,793	5,697,929
ABS	7,779	41,902,918	354	1,904,678
ABSX	7,066	44,701,398	321	2,031,882
CMO	38,515	240,971,507	1,751	10,953,250
MBS	66,196	383,462,628	3,009	17,430,119
TBA	166,778	3,846,711,967	7,581	174,850,544

February

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,048,444	635,010,154	52,422	31,750,508
CONV	24,400	23,479,853	1,220	1,173,993
CHRC	1,258	12,673	63	634
ELN	15,704	1,766,790	785	88,339
AGCY	52,338	118,998,364	2,617	5,949,918
ABS	7,533	50,430,188	377	2,521,509
ABSX	6,076	51,077,461	304	2,553,873
CMO	36,315	241,871,367	1,816	12,093,568
MBS	67,404	395,276,227	3,370	19,763,811
TBA	156,243	3,723,271,879	7,812	186,163,594

January

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	956,402	590,244,126	50,337	31,065,480
CONV	24,177	22,155,366	1,272	1,166,072
CHRC	1,320	36,482	69	1,920
ELN	11,780	1,082,524	620	56,975
AGCY	42,529	77,220,721	2,238	4,064,248
ABS	6,548	36,830,712	345	1,938,459
ABSX	5,068	29,938,427	267	1,575,707
CMO	36,106	193,334,746	1,900	10,175,513
MBS	61,213	369,127,164	3,222	19,427,745
TBA	137,299	3,447,577,720	7,226	181,451,459