TRACE Monthly Volume Report for 2020

December

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,330,192	662,951,264	60,463	30,134,148
CONV	38,576	44,130,666	1,753	2,005,939
CHRC	687	18,444	31	838
ELN	13,329	1,500,704	606	68,214
AGCY	33,810	79,725,934	1,537	3,623,906
ABS	7,982	33,602,740	363	1,527,397
ABSX	10,272	61,707,766	467	2,804,898
CMO	31,828	237,989,623	1,447	10,817,710
MBS	72,987	675,903,406	3,318	30,722,882
TBA	146,694	5,440,582,011	6,668	247,299,182

November

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,186,265	723,204,166	59,313	36,160,208
CONV	34,031	43,939,990	1,702	2,196,999
CHRC	594	4,502	30	225
ELN	9,186	2,861,566	459	143,078
AGCY	30,433	87,390,892	1,522	4,369,545
ABS	7,542	37,354,779	377	1,867,739
ABSX	7,477	42,694,060	374	2,134,703
CMO	27,637	229,473,385	1,382	11,473,669
MBS	66,003	564,703,282	3,300	28,235,164
TBA	162,688	5,673,470,377	8,134	283,673,519

October

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,291,934	767,400,267	58,724	34,881,830
CONV	29,022	34,045,098	1,319	1,547,504
CHRC	777	4,724	35	215
ELN	10,129	997,555	460	45,343
AGCY	34,651	102,346,745	1,575	4,652,125
ABS	9,498	61,757,722	432	2,807,169
ABSX	8,856	66,355,834	403	3,016,174
CMO	32,609	341,573,258	1,482	15,526,057
MBS	65,635	687,509,352	2,983	31,250,425
TBA	164,720	5,981,664,164	7,487	271,893,826

September

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,276,628	728,024,380	60,792	34,667,828
CONV	31,679	36,654,990	1,509	1,745,476
CHRC	608	4,160	29	198
ELN	11,686	1,835,798	556	87,419
AGCY	33,965	100,517,661	1,617	4,786,555
ABS	9,424	60,176,241	449	2,865,535
ABSX	8,639	67,740,196	411	3,225,724
CMO	29,432	268,474,537	1,402	12,784,502
MBS	64,278	635,517,412	3,061	30,262,734
TBA	143,438	5,376,174,379	6,830	256,008,304

August

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,250,582	658,012,987	59,552	31,333,952
CONV	33,204	43,036,658	1,581	2,049,365
CHRC	543	3,603	26	172
ELN	12,085	2,068,525	575	98,501
AGCY	33,732	107,159,311	1,606	5,102,824
ABS	7,834	43,917,354	373	2,091,303
ABSX	8,051	51,871,783	383	2,470,085
CMO	27,249	295,538,951	1,298	14,073,283
MBS	59,965	573,837,737	2,855	27,325,607
TBA	171,745	5,675,433,523	8,178	270,258,739

July

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,323,562	724,163,166	60,162	32,916,508
CONV	32,823	41,443,799	1,492	1,883,809
CHRC	925	5,518	42	251
ELN	7,715	1,171,533	351	53,251
AGCY	34,791	129,642,418	1,581	5,892,837
ABS	9,884	55,441,572	449	2,520,071
ABSX	8,509	69,872,363	387	3,176,016
CMO	30,127	255,211,934	1,369	11,600,542
MBS	61,480	613,062,597	2,795	27,866,482
TBA	160,803	5,565,616,573	7,309	252,982,571

June

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,558,732	952,728,594	70,851	43,305,845
CONV	39,799	58,387,578	1,809	2,653,981
CHRC	953	5,037	43	229
ELN	8,830	1,060,172	401	48,190
AGCY	37,859	133,112,480	1,721	6,050,567
ABS	10,860	53,098,008	494	2,413,546
ABSX	10,926	71,084,465	497	3,231,112
CMO	34,760	315,035,345	1,580	14,319,788
MBS	64,853	638,816,496	2,948	29,037,113
TBA	159,171	4,927,250,860	7,235	223,965,948

May

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,447,453	930,615,933	72,373	46,530,797
CONV	36,417	47,970,337	1,821	2,398,517
CHRC	378	11,138	19	557
ELN	7,689	2,210,309	384	110,515
AGCY	31,131	110,243,909	1,557	5,512,195
ABS	8,061	31,258,168	403	1,562,908
ABSX	9,724	63,825,120	486	3,191,256
CMO	29,517	281,373,082	1,476	14,068,654
MBS	68,656	665,918,348	3,433	33,295,917
TBA	165,877	4,846,201,285	8,294	242,310,064

April

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,647,501	1,030,260,218	78,452	49,060,010
CONV	36,519	46,896,719	1,739	2,233,177
CHRC	739	5,195	35	247
ELN	8,124	1,240,775	387	59,085
AGCY	33,958	148,131,258	1,617	7,053,869
ABS	9,166	41,415,864	436	1,972,184
ABSX	10,104	67,433,959	481	3,211,141
CMO	35,352	369,360,997	1,683	17,588,619
MBS	84,789	820,406,444	4,038	39,066,974
TBA	161,230	5,186,612,546	7,678	246,981,550

March

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,726,165	1,082,776,955	78,462	49,217,134
CONV	34,150	46,904,568	1,552	2,132,026
CHRC	999	6,414	45	292
ELN	14,681	1,734,681	667	78,849
AGCY	47,732	155,872,181	2,170	7,085,099
ABS	11,289	73,504,415	513	3,341,110
ABSX	11,242	120,200,454	511	5,463,657
CMO	43,396	561,484,980	1,973	25,522,045
MBS	89,247	958,623,172	4,057	43,573,781
TBA	223,672	6,558,688,445	10,167	298,122,202

February

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,330,948	772,451,533	70,050	40,655,344
CONV	27,780	33,278,169	1,462	1,751,483
CHRC	555	4,754	29	250
ELN	10,071	1,232,785	530	64,883
AGCY	39,668	91,937,622	2,088	4,838,822
ABS	9,206	57,190,629	485	3,010,033
ABSX	8,607	85,010,280	453	4,474,225
CMO	33,500	213,525,504	1,763	11,238,184
MBS	65,716	551,235,944	3,459	29,012,418
TBA	191,440	5,660,953,213	10,076	297,944,906

January

	Total Trades	Total Par Value (000s)	Average Daily Trades	Average Daily Par Value (000s)
CORP	1,496,394	826,262,590	71,257	39,345,838
CONV	31,978	41,247,191	1,523	1,964,152
CHRC	733	4,209	35	200
ELN	13,744	4,217,659	654	200,841
AGCY	41,759	103,386,669	1,989	4,923,175
ABS	9,516	54,662,358	453	2,602,969
ABSX	10,343	83,715,344	493	3,986,445
CMO	38,515	276,824,614	1,834	13,182,124
MBS	64,438	588,581,106	3,068	28,027,672
TBA	193,523	5,827,283,358	9,215	277,489,684