TRACE Monthly Volume Report for 2018

December

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,236,998	496,264,596	65,105	26,119,189
CONV	20,672	18,967,101	1,088	998,268
CHRC	1,280	10,023	67	528
ELN	24,283	2,121,303	1,278	111,648
AGCY	39,819	69,262,424	2,096	3,645,391
ABS	8,841	33,924,719	465	1,785,512
ABSX	7,094	50,880,479	373	2,677,920
CMO	29,499	176,983,399	1,553	9,314,916
MBS	59,681	322,195,541	3,141	16,957,660
TBA	136,744	3,774,336,104	7,197	198,649,269

November

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,363,460	653,306,319	64,927	31,109,825
CONV	23,857	26,364,858	1,136	1,255,469
CHRC	1,210	8,115	58	386
ELN	11,858	1,168,867	565	55,660
AGCY	40,357	72,096,111	1,922	3,433,148
ABS	9,437	48,775,785	449	2,322,656
ABSX	8,474	75,899,274	404	3,614,251
CMO	31,422	211,230,191	1,496	10,058,581
MBS	66,485	359,378,851	3,166	17,113,279
TBA	144,310	4,083,289,332	6,872	194,442,349

October

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,435,034	751,401,959	62,393	32,669,650
CONV	27,522	31,284,058	1,197	1,360,176
CHRC	843	5,416	37	235
ELN	10,920	1,127,331	475	49,014
AGCY	44,132	91,423,987	1,919	3,974,956
ABS	11,811	182,625,007	514	7,940,218
ABSX	9,516	88,242,772	414	3,836,642
CMO	35,074	281,260,007	1,525	12,228,696
MBS	75,821	415,588,524	3,297	18,069,066
TBA	153,966	4,801,470,436	6,694	208,759,584

September

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,184,842	614,857,233	62,360	32,360,907
CONV	24,113	22,533,169	1,269	1,185,956
CHRC	728	11,588	38	610
ELN	12,690	5,298,653	668	278,876
AGCY	36,452	68,485,588	1,919	3,604,505
ABS	9,297	52,769,317	489	2,777,332
ABSX	8,214	62,205,422	432	3,273,970
CMO	31,406	215,735,881	1,653	11,354,520
MBS	61,879	361,835,639	3,257	19,043,981
TBA	128,771	3,960,247,780	6,777	208,434,094

August

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,291,923	575,565,306	56,171	25,024,579
CONV	23,575	25,866,230	1,025	1,124,619
CHRC	930	6,910	40	300
ELN	11,838	1,585,616	515	68,940
AGCY	38,396	71,447,457	1,669	3,106,411
ABS	8,463	46,179,742	368	2,007,815
ABSX	8,464	66,958,517	368	2,911,240
CMO	33,586	202,847,971	1,460	8,819,477
MBS	68,221	389,219,901	2,966	16,922,604
TBA	144,404	4,017,228,642	6,278	174,662,115

July

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,196,598	585,261,122	56,981	27,869,577
CONV	24,152	21,705,546	1,150	1,033,597
CHRC	1,139	8,794	54	419
ELN	9,723	1,971,994	463	93,904
AGCY	38,155	80,184,962	1,817	3,818,332
ABS	8,489	50,916,416	404	2,424,591
ABSX	8,285	85,457,302	395	4,069,395
CMO	29,596	199,852,343	1,409	9,516,778
MBS	68,463	483,943,206	3,260	23,044,915
TBA	130,599	4,066,752,439	6,219	193,654,878

June

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,272,230	665,798,929	60,582	31,704,711
CONV	27,066	34,422,619	1,289	1,639,172
CHRC	943	9,314	45	444
ELN	10,621	1,214,192	506	57,819
AGCY	37,575	60,482,560	1,789	2,880,122
ABS	10,219	53,866,653	487	2,565,079
ABSX	9,625	95,682,226	458	4,556,296
CMO	38,779	431,691,536	1,847	20,556,740
MBS	65,846	336,576,982	3,136	16,027,475
TBA	149,827	4,423,489,065	7,135	210,642,336

May

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,336,841	703,681,094	60,766	31,985,504
CONV	31,078	30,950,545	1,413	1,406,843
CHRC	1,102	6,897	50	314
ELN	11,240	4,959,388	511	225,427
AGCY	42,436	64,520,202	1,929	2,932,736
ABS	10,983	60,577,160	499	2,753,507
ABSX	9,693	84,344,939	441	3,833,861
CMO	38,811	275,142,504	1,764	12,506,477
MBS	70,395	363,251,415	3,200	16,511,428
TBA	169,278	4,678,596,708	7,694	212,663,487

April

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,267,300	667,571,232	60,348	31,789,106
CONV	23,843	25,639,738	1,135	1,220,940
CHRC	1,619	9,665	77	460
ELN	11,358	1,884,739	541	89,749
AGCY	42,448	75,241,531	2,021	3,582,930
ABS	9,504	50,673,551	453	2,413,026
ABSX	8,923	64,611,095	425	3,076,719
CMO	36,171	229,417,293	1,722	10,924,633
MBS	65,574	343,404,375	3,123	16,352,589
TBA	153,160	4,352,661,647	7,293	207,269,602

March

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,274,639	705,948,040	60,697	33,616,573
CONV	27,017	31,000,670	1,287	1,476,222
CHRC	1,672	29,102	80	1,386
ELN	9,546	1,401,407	455	66,734
AGCY	41,052	68,628,683	1,955	3,268,033
ABS	10,460	70,526,602	498	3,358,410
ABSX	9,411	81,581,320	448	3,884,825
CMO	37,998	223,042,880	1,809	10,621,090
MBS	72,841	313,836,947	3,469	14,944,617
TBA	164,026	4,280,660,323	7,811	203,840,968

February

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,255,613	706,381,501	66,085	37,177,974
CONV	23,971	25,765,984	1,262	1,356,104
CHRC	1,569	10,428	83	549
ELN	9,258	1,263,624	487	66,507
AGCY	40,222	69,355,074	2,117	3,650,267
ABS	9,259	51,172,924	487	2,693,312
ABSX	8,572	70,699,754	451	3,721,040
CMO	34,231	195,024,315	1,802	10,264,438
MBS	65,609	333,961,756	3,453	17,576,935
TBA	165,231	4,290,104,050	8,696	225,794,950

January

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,374,859	784,221,863	65,469	37,343,898
CONV	30,042	31,749,869	1,431	1,511,899
CHRC	1,939	16,805	92	800
ELN	13,888	1,600,023	661	76,192
AGCY	43,767	83,413,863	2,084	3,972,089
ABS	10,375	63,713,382	494	3,033,971
ABSX	9,745	74,078,117	464	3,527,529
CMO	41,337	224,632,352	1,968	10,696,779
MBS	74,525	380,939,480	3,549	18,139,975
TBA	161,699	4,657,590,736	7,700	221,790,035