TRACE Monthly Volume Report for 2017

December

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,050,933	457,580,801	52,547	22,879,040
CONV	23,586	19,257,814	1,179	962,891
CHRC	1,872	16,440	94	822
ELN	12,880	1,724,890	644	86,245
AGCY	39,236	83,687,637	1,962	4,184,382
ABS	8,071	35,288,190	404	1,764,410
ABSX	7,838	73,850,306	392	3,692,515
CMO	35,685	332,893,294	1,784	16,644,665
MBS	60,990	354,601,905	3,050	17,730,095
TBA	134,464	3,782,096,088	6,723	189,104,804

November

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,168,246	652,568,369	55,631	31,074,684
CONV	29,705	28,715,893	1,415	1,367,423
CHRC	1,232	9,659	59	460
ELN	13,076	1,586,165	623	75,532
AGCY	37,676	92,724,487	1,794	4,415,452
ABS	9,722	57,749,076	463	2,749,956
ABSX	9,250	75,459,891	440	3,593,328
CMO	36,039	243,771,237	1,716	11,608,154
MBS	66,913	393,657,990	3,186	18,745,619
TBA	148,244	4,367,682,156	7,059	207,984,865

October

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,167,812	719,961,834	53,082	32,725,538
CONV	28,101	29,178,099	1,277	1,326,277
CHRC	1,565	11,018	71	501
ELN	16,627	2,245,664	756	102,076
AGCY	39,362	84,955,044	1,789	3,861,593
ABS	9,727	68,833,017	442	3,128,774
ABSX	10,076	85,534,752	458	3,887,943
CMO	38,662	251,894,214	1,757	11,449,737
MBS	68,146	397,025,970	3,098	18,046,635
TBA	157,458	4,578,679,081	7,157	208,121,776

September

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,084,832	635,269,993	54,242	31,763,500
CONV	24,892	26,491,685	1,245	1,324,584
CHRC	1,573	11,518	79	576
ELN	11,311	1,411,226	566	70,561
AGCY	37,908	81,529,310	1,895	4,076,465
ABS	8,703	49,285,144	435	2,464,257
ABSX	8,719	57,275,496	436	2,863,775
CMO	35,682	266,060,715	1,784	13,303,036
MBS	63,590	380,770,148	3,180	19,038,507
TBA	147,970	4,137,356,096	7,398	206,867,805

August

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,163,991	611,386,479	50,608	26,582,021
CONV	26,136	24,797,450	1,136	1,078,150
CHRC	2,246	20,934	98	910
ELN	12,037	974,402	523	42,365
AGCY	40,449	93,072,973	1,759	4,046,651
ABS	9,015	50,939,039	392	2,214,741
ABSX	8,638	70,909,145	376	3,083,006
CMO	37,843	242,394,404	1,645	10,538,887
MBS	73,649	382,311,960	3,202	16,622,259
TBA	164,415	4,280,100,679	7,148	186,091,334

July

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,011,687	576,214,072	50,584	28,810,704
CONV	22,784	20,123,187	1,139	1,006,159
CHRC	1,200	7,073	60	354
ELN	9,936	1,277,677	497	63,884
AGCY	35,245	83,388,788	1,762	4,169,439
ABS	7,590	36,933,810	380	1,846,690
ABSX	7,247	59,782,923	362	2,989,146
CMO	32,942	194,223,272	1,647	9,711,164
MBS	62,050	343,048,082	3,102	17,152,404
TBA	137,063	3,723,236,729	6,853	186,161,836

June

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,185,844	652,250,902	53,902	29,647,768
CONV	28,983	28,393,577	1,317	1,290,617
CHRC	1,675	10,719	76	487
ELN	14,732	1,295,913	670	58,905
AGCY	42,488	84,221,360	1,931	3,828,244
ABS	9,445	46,709,780	429	2,123,172
ABSX	9,355	92,870,944	425	4,221,407
CMO	41,543	216,382,775	1,888	9,835,581
MBS	72,224	375,644,407	3,283	17,074,746
TBA	153,562	4,311,825,809	6,980	195,992,082

May

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,219,188	704,629,133	55,418	32,028,597
CONV	31,218	27,994,348	1,419	1,272,470
CHRC	2,223	16,111	101	732
ELN	14,244	1,132,007	647	51,455
AGCY	42,911	75,997,815	1,950	3,454,446
ABS	9,031	55,568,234	410	2,525,829
ABSX	8,611	78,929,310	391	3,587,696
CMO	40,786	235,795,206	1,854	10,717,964
MBS	67,603	365,023,707	3,073	16,591,987
TBA	147,103	3,775,884,098	6,686	171,631,095

April

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,027,387	546,166,683	54,073	28,745,615
CONV	23,505	21,171,731	1,237	1,114,302
CHRC	1,750	36,989	92	1,947
ELN	13,072	1,364,749	688	71,829
AGCY	38,544	83,790,701	2,029	4,410,037
ABS	8,233	56,882,463	433	2,993,814
ABSX	7,827	71,954,939	412	3,787,102
CMO	33,429	215,959,465	1,759	11,366,288
MBS	63,344	319,353,615	3,334	16,808,085
TBA	135,281	3,463,093,747	7,120	182,268,092

March

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,399,863	811,700,235	60,864	35,291,315
CONV	30,438	29,987,294	1,323	1,303,795
CHRC	1,192	8,836	52	384
ELN	14,568	1,506,639	633	65,506
AGCY	49,787	88,064,565	2,165	3,828,894
ABS	10,946	64,945,431	476	2,823,714
ABSX	9,694	85,928,648	421	3,736,028
CMO	44,616	259,257,880	1,940	11,272,082
MBS	76,381	399,774,973	3,321	17,381,521
TBA	179,970	4,476,757,537	7,825	194,641,632

February

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,170,441	674,440,813	61,602	35,496,885
CONV	26,242	26,727,926	1,381	1,406,733
CHRC	954	5,289	50	278
ELN	12,218	874,893	643	46,047
AGCY	40,771	83,291,122	2,146	4,383,743
ABS	7,874	49,084,744	414	2,583,408
ABSX	7,345	63,813,235	387	3,358,591
CMO	34,238	205,441,579	1,802	10,812,715
MBS	66,870	353,879,030	3,519	18,625,212
TBA	139,553	3,593,092,270	7,345	189,110,119

January

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,207,419	722,186,290	60,371	36,109,315
CONV	27,045	25,959,854	1,352	1,297,993
CHRC	1,288	10,445	64	522
ELN	13,409	971,732	670	48,587
AGCY	44,671	106,992,852	2,234	5,349,643
ABS	8,799	55,182,364	440	2,759,118
ABSX	8,316	52,834,573	416	2,641,729
CMO	38,499	213,475,971	1,925	10,673,799
MBS	70,110	380,479,732	3,506	19,023,987
TBA	150,370	4,297,342,161	7,518	214,867,108