TRACE Monthly Volume Report Legend

• CORP: Non-Convertible Corporate Bonds
• CONV: Convertible Corporate Bonds
• CHRC: Church Bonds
• ELN: Equity Linked Notes
• AGCY: Agency Debentures
• ABS: Asset Backed Securities
• CMO: Agency and Non-Agency Collateralized Mortgage Obligations (CMO's) / Real Estate Mortgage Investment Conduits (REMIC's)
• MBS: Agency Pass-Through Mortgage Backed Securities Traded in Specified Pool Transactions
• TBA: Agency Pass-Through Mortgage Backed Securities Traded To Be Announced
• ABSX = CDO, CLO, Non-Agency CMBS.

Trades and Par Value include 144A securities.

Volume represents uncapped volumes.

For CORP, CONV, CHRC, ELN, and AGCY, only S1 trades are included.