Enhancements to Aggregated Reports and Statistics for U.S. Treasury Securities

The Treasury Aggregate Statistics provide trading volume in U.S. Treasury securities reported to TRACE for the prior week. The reports have been published since March 2020.  On January 3, 2023, FINRA will enhance the reports as follows:

• The weekly data reports will be replaced with daily and monthly reports. The last weekly report will be published on January 4, 2023 for the week ending December 30, 2022.
• The daily reports will be published by 8:00 PM ET
• In addition to the volume information, the new reports will include trade counts and, for on-the-run nominal coupons, pricing information. Please refer to the daily and monthly sample files for all of the available fields. Please note the report template may be subject to minor changes prior to January 3.
• On January 3, 2023, the newly enhanced reports will only be available on http://www.finra.org/treasuryaggregates. Data via the FINRA Application Programming Interface (FINRA API Developer Center) will be available on January 20, 2023. 

For any questions regarding this data, please contact TRACE Data Services via email or (888) 507-3665.