TRACE Reported Customer Buying and Selling ActivityApril 23, 2012
How to interpret the charts:
Each day's customer trading volume as reported to TRACE is plotted as point. The five most recent trade dates in the charted range are rendered in red. Customer buying volume is measured on the X axis. Customer selling volume is measured on the Y axis. A day where customer buying and selling is in balance will be represented as point falling on the 45 degree line as show in green in the screenshot above. A period of heavy selling will show as most points appearing in the upper left region of the chart. Conversely, a period dominated by customer buying will be represented by most points falling in the lower right portion of the chart. Mouse over any point 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.
Plotted ranges can be configured. Raw data is displayed in tabular form below the charts and can be exported to a CSV by clicking on the Excel icon (login required).
Link to page: www.empirasign.com/buysell
Empirasign Market Data now available on IDC VantageApril 6, 2012
Interactive Data just launched Vantage for US Structured Product. Vantage is a web front end to IDC's market leading Evaluated Pricing product. On one screen you can now see a daily mark and the historical data (provided by Empirasign) supporting this valuation. Screenshot below (click to show entire Vantage screen).
More about IDC Vantage here: https://vantage.interactivedata.com/
New Product Alert News FeedMarch 27, 2012
Keep up with all the latest color and price talk via our News Feed. Currently in Beta, but accessible to all authorized users, the News Feed displays all updates to the database (new BWICs, new color, or new price talk) in one convenient location. Launch the News Feed by clicking on the feed icon as shown below.
Example screenshot of the News Feed below. It updates throughout the day and takes up very little screen real space.
Maiden Lane II Secret Auction ContentsMarch 6, 2012
Empirasign has filed a successful Freedom of Information Act request and obtained the contents of the secret auction of Maiden Lane II securities that took place on January 19th, 2012. Link to successful FOIA request, here. Participants in this auction, in a highly unusual move, were required to sign an NDA to keep the list contents and execution prices confidential for one year. Screenshot and link to auction contents below:
ABX PRIMEX CMBX ComponentsFeb. 27, 2012
Seamlessly keep up with trading activity of the bonds comprising the ABX, PRIMEX, and CMBX Indexes. Just choose your index under the navbar heading "Indexes." Any sub-index can be chosen on the page (see screenshot below). If you would like this feature added to other indexes you track and trade, contact us at firstname.lastname@example.org.