About Treasury Securities Data
This data provides comprehensive information on individual transactions in Treasury on-the-run nominal coupons on an end-of-day basis for Treasury securities that traded within the past 10 years.
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About the Data
| Data Glossary | Treasury Securities Data Glossary |
| Data Sources | FINRA members report information on transactions in U.S. Treasury Securities to the Trade Reporting And Compliance Engine (TRACE), the facility for mandatory reporting of over-the-counter transactions in eligible fixed income securities. |
| Time Period | Up to 10 years end of day trade activity starting March 25, 2024 for Treasury securities traded within the past 10 years. |
| Data Purpose | To provide transaction-level transparency, starting with trading activity in on-the-run nominal coupon securities. “On-the-run nominal coupon” is generally defined as the most recently auctioned U.S. Treasury security that is a Treasury note or bond paying fixed rate nominal coupons starting after the close of the TRACE system on the day of its auction through the close of the TRACE system on the day of the auction of a new issue for the next U.S. Treasury security of the same maturity. This data provides comprehensive information for Treasury securities that traded within the past 10 years |
| Publish Schedule | Data is updated the following morning of each market day. |
| Available Formats | Interactive Grid |
| Support | For additional information about Treasury data, email [email protected]. |