TRACE Reported Customer Buy/Sell Volumes

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How to interpret these charts: Each day's customer trading volume as reported to TRACE is plotted in four different bar charts corresponding to each sector (Agency CMO, Non-Agency, CMBS and ABS). Customer buying/selling volume and Dealer to Dealer Trades are measured on the Y axis. The trade date is displayed on the X axis. On a specific trade date, the Blue bar shows the Customer Buying volume, the Red bar shows the Customer Selling volume and the Orange bar shows the Dealer to Dealer volume. In addition, you can mouse over any bar to see the trade date and total volume (Customer Buys, Customer Sales, and Dealer to Dealer Trades). As an outlier removal process, only Principal and Interest Trades are plotted. No IO/PO activity is charted.

Raw Historical Data