TRACE Reported Customer Buying and Selling Activity

April 23, 2012

MBS TRACE reported customer buying vs selling trading volumes

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: