TRACE Fact Book

The TRACE Fact Book—based on aggregated data as entered into the Trade Reporting and Compliance Engine (TRACE)—is intended to give a historical perspective of the over-the-counter (OTC) U.S. corporate bond, agency debenture, asset-backed and mortgage backed security markets.

2024

Quarterly Tables

1st Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables
2nd Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables
3rd Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

2023

2023 TRACE Fact Book

Annual Tables

Issue Information: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables
Participant Information: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables
Transaction Information: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

Quarterly Tables

1st Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

2nd Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

3rd Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

4th Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

2022

2022 TRACE Fact Book

Annual Tables

Issue Information: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables
Participant Information: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables
Transaction Information: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

Quarterly Tables

1st Quarter: Corporate Bond Tables (Excel 795 KB); Agency Debt Tables (Excel 251 KB); Securitized Product Tables (Excel 1.71 MB)
2nd Quarter: Corporate Bond Tables (Excel 795 KB); Agency Debt Tables (Excel 251 KB); Securitized Product Tables (Excel 1.7 MB)
3rd Quarter: Corporate Bond Tables (Excel 740 KB); Agency Debt Tables (Excel 235 KB); Securitized Product Tables (Excel 1.5 MB)
4th Quarter: Corporate Bond Tables; Agency Debt Tables; Securitized Product Tables

2021

2021 TRACE Fact Book
(PDF 382 KB)

Annual Tables

Issue Information: Corporate Bond Tables (Excel 87 KB); Agency Debt Tables (Excel 56 KB); Securitized Product Tables (Excel 162 KB)
Participant Information: Corporate Bond Tables (Excel 81 KB); Agency Debt Tables (Excel 72 KB); Securitized Product Tables (Excel 90 KB)
Transaction Information: Corporate Bond Tables (Excel 1.8 MB); Agency Debt Tables (Excel 466 KB); Securitized Product Tables (Excel 4.4 MB)

Quarterly Tables

1st Quarter: Corporate Bond Tables (Excel 790 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.66 MB)
2nd Quarter: Corporate Bond Tables (Excel 816 KB); Agency Debt Tables (Excel 273 KB); Securitized Product Tables (Excel 2 MB)
3rd Quarter: Corporate Bond Tables (Excel 793 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.6 MB)
4th Quarter: Corporate Bond Tables (Excel 794 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.7 MB)

2020

2020 TRACE Fact Book
(PDF 386 KB)

Annual Tables

Issue Information: Corporate Bond Tables (Excel 325 KB); Agency Debt Tables (Excel 52 KB); Securitized Product Tables (Excel 77 KB)
Participant Information: Corporate Bond Tables (Excel 86 KB); Agency Debt Tables (Excel 52 KB); Securitized Product Tables (Excel 77 KB)
Transaction Information: Corporate Bond Tables (Excel 86 KB); Agency Debt Tables (Excel 52 KB); Securitized Product Tables (Excel 77 KB)

Quarterly Tables

1st Quarter: Corporate Bond Tables (Excel 790 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.66 MB)
2nd Quarter: Corporate Bond Tables (Excel 790 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.66 MB)
3rd Quarter: Corporate Bond Tables (Excel 790 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.66 MB)
4th Quarter: Corporate Bond Tables (Excel 790 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.66 MB)

2019

Annual Tables

Issue Information: Corporate Bond Tables (Excel 325 KB); Agency Debt Tables (Excel 52 KB); Securitized Product Tables (Excel 77 KB)
Participant Information: Corporate Bond Tables (Excel 86 KB); Agency Debt Tables (Excel 52 KB); Securitized Product Tables (Excel 77 KB)
Transaction Information: Corporate Bond Tables (Excel 86 KB); Agency Debt Tables (Excel 52 KB); Securitized Product Tables (Excel 77 KB)

Quarterly Tables

1st Quarter: Q119 - Corporate Bond Tables

(Excel 768 KB); Q119 - Agency Debt Tables

(Excel 240 KB); Q119 - Securitized Product Tables

(Excel 1.66 MB)
2nd Quarter: Q219 - Corporate Bond Tables

(Excel 792 KB); Q219 - Agency Debt Tables

(Excel 249 KB); Q219 - Securitized Product Tables

(Excel 1.69 MB); 3rd Quarter; Q319 - Corporate Bond Tables

(Excel 790 KB); Q319 - Agency Debt Tables

(Excel 250 KB); Q319 - Securitized Product Tables

(Excel 1.66 MB)
4th Quarter: Corporate Bond Tables (Excel 790 KB); Agency Debt Tables (Excel 250 KB); Securitized Product Tables (Excel 1.66 MB)

2018

2018 Trace Fact Book

(PDF 210 KB)

Annual Tables

FINRA-Bloomberg Indices: 2018 FINRA-Bloomberg Indices: Corporate Bond Tables

(Excel 311 KB)
Issue Information: 2018 Issue Information: Corporate Bond Tables

(Excel 325 KB); 2018 Issue Information: Agency Debt Tables

(Excel 52 KB); 2018 Issue Information: Securitized Products Tables

(Excel 77 KB)
Participant Information: 2018 Participant Information Corporate Bond Tables

(Excel 86 KB); 2018 Participant Information: Agency Debt Tables

(Excel 52 KB); 2018 Participant Information: Securitized Product Tables

(Excel 77 KB)
Transaction Information: 2018 Transaction Information: Corporate Bond Tables

(Excel 86 KB); 2018 Transaction Information: Agency Debt Tables

(Excel 52 KB); 2017 Transaction Information: Securitized Product Tables

(Excel 77 KB)

Quarterly Tables

1st Quarter: Q118 - Corporate Bond Tables

(Excel 779 KB); Q118 - Agency Debt Tables

(Excel 240 KB); Q118 - Securitized Product Tables

(Excel 1.66 MB)
2nd Quarter: Q218 - Corporate Bond Tables

(Excel 778 KB); Q218 - Agency Debt Tables

(Excel 239 KB); Q218 - Securitized Product Tables

(Excel 1.66 MB)
3rd Quarter: Q318 - Corporate Bond Tables

(Excel 778 KB); Q318 - Agency Debt Tables

(Excel 227 KB); Q318 - Securitized Product Tables

(Excel 1.62 MB)
4th Quarter: Q418 - Corporate Bond Tables

(Excel 778 KB); Q418 - Agency Debt Tables

(Excel 227 KB); Q418 - Securitized Product Tables

(Excel 1.62 MB)

2017

2017 TRACE Fact Book

(PDF 224 KB)

Annual Tables

FINRA-Bloomberg Indices: 2017 FINRA-Bloomberg Indices: Corporate Bond Tables

(Excel 325 KB)
Issue Information: 2017_Issue-Information_Corporate.xlsx

(Excel 325 KB); 2017 Issue Information: Agency Debt Tables

(Excel 52 KB); 2017 Issue Information: Securitized Product Tables

(Excel 77 KB)
Participant Information: 2017 Participant Information Corporate Bond Tables

(Excel 86 KB); 2017 Participant Information: Agency Debt Tables

(Excel 52 KB); 2017 Participant Information: Securitized Product Tables

(Excel 77 KB)
Transaction Information: 2017 Transaction Information: Corporate Bond Tables

(Excel 86 KB); 2017 Transaction Information: Agency Debt Tables

(Excel 52 KB); 2017 Transaction Information: Securitized Product Tables

(Excel 77 KB)

Quarterly Tables

1st Quarter: Q117-Corporate.xlsx

(Excel 785 KB); Q117-Agency.xlsx

(Excel 249 KB); Q117-SecuritizedProducts.xlsx

(Excel 1.7 MB)
2nd Quarter: Q217 - Corporate Bond Tables

(Excel 784 KB); Q217 - Agency Debt Tables

(Excel 242 KB); Q217 - Securitized Product Tables

(Excel 1.68 MB)
3rd Quarter: Q317-Corporate.xlsx

(Excel 778 KB); Q317-Agency.xlsx

(Excel 227 KB); Q317 - Securitized Products

(Excel 1.62 MB)
4th Quarter: Q417 - Corporate Bond Tables

(Excel 784 KB); Q417 - Agency Debt Tables

(Excel 242 KB); Q417 - Securitized Product Tables

(Excel 1.68 MB)

2016

2016 TRACE Fact Book

(PDF 200 KB)

Annual Tables

FINRA-Bloomberg Indices: FINRA-Bloomberg Indices - Corporate Bond Tables

(Excel 325 KB)
Issue Information: Issue Information - Corporate Bond Tables

(Excel 325 KB); 2016 Issue Information - Agency Debt Tables

(Excel 52 KB); 2016 Issue Information - Securitized Product Tables

(Excel 77 KB)
Participant Information: 2016 Participant Information - Corporate Bond Tables

(Excel 86 KB); 2016 Participant Information - Agency Debt Tables

(Excel 52 KB); 2016 Participant Information - Securitized Product Tables

(Excel 77 KB)
Transaction Information: 2016 Transaction Information - Corporate Bond Tables

(Excel 86 KB); 2016 Transaction Information - Agency Debt Tables

(Excel 52 KB); 2016 Transaction Information - Securitized Product Tables

(Excel 77 KB)

Quarterly Tables

1st Quarter: TRACE Corporate Bond Tables Q1 2016

(Excel 785 KB); Agency Debt Tables Q1 2016

(Excel 243 KB); TRACE Securitized Products Tables Q1 2016

(Excel 766 KB)
2nd Quarter: TRACE Corporate Bond Tables Q2 2016

(Excel 784 KB); Agency Debt Tables Q2 2016

(Excel 242 KB); TRACE Securitized Products Tables Q2 2016

(Excel 1.7 MB)
3rd Quarter: TRACE Corporate Bond Tables Q3 2016

(Excel 784 KB); Agency Debt Tables Q3 2016

(Excel 242 KB); TRACE Securitized Products Tables Q3 2016

(Excel 1.7 MB)
4th Quarter: TRACE Corporate Bond Tables Q4 2016

(Excel 787 KB); TRACE Agency Debt Tables Q4 2016

(Excel 243 KB); TRACE Securitized Product Tables Q4 2016

(Excel 818 KB)

2015

2015 TRACE Fact Book

(PDF 207 KB)

Annual Tables

FINRA-Bloomberg Indices: 2015 TRACE Fact Book - FINRA-Bloomberg Indices

(Excel 325 KB)
Issue Information: 2015 Issue Information - Corporate

(Excel 86 KB); 2015 Issue Information - Agency

(Excel 52 KB); 2015 Issue Information - Securitized Products

(Excel 77 KB)
Participant Information: 2015 Participant Information - Corporate

(Excel 70 KB); 2015 Participant Information - Agency

(Excel 61 KB); 2015 Participant Information - Securitized Products

(Excel 77 KB)
Transaction Information: 2015 Transaction Information - Corporate

(Excel 1.8 MB); 2015 Transaction Information - Agency

(Excel 569 KB); 2015 Transaction Information - Securitized Products

(Excel 2.1 MB)

Quarterly Tables

1st Quarter: TRACE Corporate Bond Tables Q1 2015

(Excel 785 KB); TRACE Agency Debt Tables Q1 2015

(Excel 243 KB); TRACE Securitized Product Tables Q1 2015

(Excel 766 KB)
2nd Quarter: TRACE Corporate Bond Tables Q2 2015

(Excel 784 KB); TRACE Agency Debt Tables Q2 2015

(Excel 244 KB); TRACE Securitized Product Tables Q2 2015

(Excel 1.7 MB)
3rd Quarter: TRACE Corporate Bond Tables Q3 2015

(Excel 827 KB); TRACE Agency Debt Tables Q3 2015

(Excel 487 KB); TRACE Securitized Product Tables Q3 2015

(Excel 1.7 MB)
4th Quarter: TRACE Corporate Bond Tables Q4 2015

(Excel 787 KB); TRACE Agency Debt Tables Q4 2015

(Excel 243 KB); TRACE Securitized Product Tables Q4 2015

(Excel 818 KB)

2014

2014 TRACE Fact Book

(PDF 217 KB)

Annual Tables

FINRA-Bloomberg Indices: 2014_FINRA-BloombergIndices.xlsx

(Excel 323 KB)
Issue Information: 2014 Issue Information - Corporate.xlsx

(Excel 86 KB); 2014 Issue Information-Agency.xlsx

(Excel 52 KB); 2014 Issue Information-Securitized Products.xlsx

(Excel 104 KB)
Participant Information: 2014 Participant Information - Corporate.xlsx

(Excel 70 KB); 2014 Participant Information - Agency.xlsx

(Excel 61 KB); 2014 Participant Information - Securitized Products.xlsx

(Excel 79 KB)
Transaction Information: 2014 Transaction Information - Corporate.xlsx

(Excel 1.8 MB); 2014 Transaction Information - Agency.xlsx

(Excel 570 KB); 2014 Transaction Information - Securitized Products

(Excel 2.2 MB)

Quarterly Tables

1st Quarter: TRACE Corporate Bond Tables Q1 2014

(Excel 785 KB); TRACE Agency Debt Tables Q1 2014

(Excel 243 KB); TRACE Securitized Product Tables Q1 2014

(Excel 797 KB)
2nd Quarter: Q214 - Corporate Bond Tables

(Excel 784 KB); Q214 - Agency Debt Tables

(Excel 243 KB); Q214 - Securitized Product Tables

(Excel 796 KB)
3rd Quarter: Q314 - Corporate Bond Tables

(Excel 784 KB); Q314 - Agency Debt Tables

(Excel 243 KB); Q314 - Securitized Product Tables

(Excel 796 KB)
4th Quarter: Q414 - Corporate Bond Tables

(Excel 782 KB); Q414 - Agency.xlsx

(Excel 243 KB); TRACE Securitized Product Tables Q4 2014

(Excel 796 KB)

2013

2013 TRACE Fact Book

(PDF 181 KB)

Annual Tables

FINRA-Bloomberg Indices: 2013 TRACE Fact Book - FINRA-Bloomberg Indices

(Excel 323 KB)
Issue Information: 2013 TRACE Fact Book - Corporate Issue Information

(Excel 86 KB); 2013 TRACE Fact Book - Agency Issue Information

(Excel 52 KB); 2013 TRACE Fact Book - Securitized Products Issue Information

(Excel 104 KB)
Participant Information: 2013 TRACE Fact Book - Corporate Participant Information

(Excel 70 KB); 2013 TRACE Fact Book - Agency Participant Information

(Excel 61 KB); 2013 TRACE Fact Book - Securitized Products Participant Information

(Excel 79 KB)
Transaction Information: 2013 TRACE Fact Book - Corporate Transaction Information

(Excel 1.8 MB); 2013 TRACE Fact Book - Agency Transaction Information

(Excel 568 KB); 2013 TRACE Fact Book - Securitized Product Transaction Information

(Excel 2.2 MB)

Quarterly Tables

1st Quarter: TRACE Corporate Bond Tables Q1 2013

(Excel 784 KB); TRACE Agency Debt Tables Q1 2013

(Excel 243 KB); TRACE Securitized Product Tables Q1 2013

(Excel 817 KB)
2nd Quarter: TRACE Corporate Bond Tables Q2 2013

(Excel 784 KB); TRACE Agency Debt Tables Q2 2013

(Excel 243 KB); TRACE Securitized Product Tables Q2 2013

(Excel 817 KB)
3rd Quarter: TRACE Corporate Bond Tables Q3 2013

(Excel 784 KB); TRACE Agency Debt Tables Q3 2013

(Excel 243 KB); TRACE Securitized Product Tables Q3 2013

(Excel 796 KB)
4th Quarter: TRACE Corporate Bond Tables Q4 2013

(Excel 784 KB); TRACE Agency Debt Tables Q4 2013

(Excel 243 KB); TRACE Securitized Product Tables Q4 2013

(Excel 796 KB)

We welcome any questions, comments or feedback on the TRACE Fact Book.