04/29/2021 | Press release | Distributed by Public on 04/29/2021 08:13
The Treasury Aggregate Statistics provide trading volume in U.S. Treasury Securities reported by FINRA Members to TRACE for the prior week. The reports have been published since March 2020. In the next few weeks, FINRA will publish the following:
Please note: historical reports will not include the new category and will remain in their original format.
FINRA will continue to aggregate the Treasury securities by security subtype: Bills, Floating Rate Notes (FRN), Nominal Coupons and Treasury Inflation-Protected Securities (TIPS). The data is further grouped into 'ATS and Interdealer,' 'Dealer-to-Customer,' and 'Total' categories. For Nominal Coupons and TIPS, the report also shows remaining maturity and on-the-run/off-the-run groupings. Additional descriptive information on the report is available on the webpage.
For any questions regarding this data, please contact TRACE Data Services via email or (888) 507-3665.