TRACE (OTC Corporate Bond and Agency Debt Bond Transaction Data)

NameTRACE (OTC Corporate Bond and Agency Debt Bond Transaction Data)
DescriptionIntroduced in July of 2002, TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume. For more information regarding TRACE, visit the FINRA TRACE homepage.
 Contents
Keywordconvertible debt ; high yield ; investment grade ; over the counter (OTC) ; price ; publicly traded corporate bonds ; time of execution ; transaction data ; volume ; yield
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 Time period
Year start2002
Year endUp to a few months ago
 Audience
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CollectionECO
 Access
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