Last Updated: 11/11/14

General

• US Bond Market Issuance and Outstanding (xls) - annual, quarterly, or monthly issuance to October 2014 (issuance) and from 1980 to 2014 Q2 (outstanding) Updated 11/03/14
• US Bond Market Trading Volume (xls) - monthly data to October 2014 Updated 11/07/14
• US Equity Stats (xls) - monthly data to October 2014 Updated 11/06/14

  US equity underwriting stats and stock market performance

Corporate

• US Corporate Bond Issuance (xls) - monthly data to October 2014 Updated 11/03/14 

  Corporate bond issuance broken out by: investment grade/high yield; callable and noncallable; fixed and floating; and average maturity at issuance.

• US Corporate Bond Trading Volume (xls) - annual, quarterly and monthly data from 2005 to October 2014 Updated 11/03/14

Derivatives

• Global CDS Outstanding and Market Risk Transfer (xls) - weekly data from 2010 onward to 2014-10-17 Updated 11/3/14

  CDS outstanding by gross and net notional, as well as market risk transfer

• Global Interest Rate Derivatives Outstanding (xls) - data from March 2010 onward to 2014-10-17 Updated 11/3/14

Financial Industry

• US Securities Industry Financial Results (xls) - quarterly and annual data from 2001 to 2010 Updated 8/19/11

  Aggregated income statement, selected balance sheet, and employment data on the U.S. domestic broker-dealer operations of all FINRA member firms doing a public business derived from their Financial and Operational Combined Uniform Single (FOCUS) Report filings. Data from the most recent year are only available as a subscription.

• SIFMA Securities Industry DataBank - For Purchase

  The most current SIFMA Industry DataBank is available to 2014:Q1. If you would like to be notified by email when the DataBank is updated, please contact Research.

• US Industry Employment (xls) - Securities and financial industry employment for the US to October 2014, and for NY and the tristate area to September 2014 Updated 11/07/14
• US Broker-Dealer Map and Other Statistics (xlsx) - heat map as of December 4, 2013 Updated 08/6/14 

  A map for all active broker-dealers in the United States and five major cities based on main office location. Also includes business lines and other stats of active broker dealers.

• Securities Industry Fact Book - For Purchase; SIFMA Fact Book - Table of Contents Updated 2/27/14

  The SIFMA Fact Book is an annual publication containing comprehensive data on the securities industry, capital markets, market activity, investor participation, global markets, savings and investment, and much more. Data is amassed from dozens of sources into a single, easily accessible reference source for researchers and others who track key industry statistics.

Funding

• US ABCP and CP Outstanding (xls) - monthly data to Q3 2014 Updated 10/20/14
• US GCF Repo Index, Triparty Repo, and Primary Dealer Financing (Repo/Reverse Repo) (xls) - monthly data from 2010 to October 2014 Updated 11/3/14

  GCF repo rates and nominal par amount; triparty repo rates and collateral value; primary dealer financing

Municipal

• US Municipal Securities Holders (xls) - quarterly data to Q2 2014 Updated 9/18/14
• US Municipal Issuance (xls) - data to October 2014 Updated 11/3/14

  Municipal bond issuance broken out by bid type, callable/non-callable, GO/revenue, new/refunding, and average maturity

• US Municipal Trading (xls) - monthly data from January 2007 to October 2014 Updated 11/3/14

Structured Finance

• US SF Trading Volume (xls) - trading data of agency and non-agency securities to October 2014 Updated 11/03/14
• US ABS Issuance and Outstanding (xls) - data from 1985 to October 2014 (issuance) and from 1985 to 2014 Q3 (outstanding) Updated 11/03/14
• US Mortgage-Related Issuance and Outstanding (xls) - data from 1996 to October 2014 (issuance), 2002 to 2014 Q3 (outstanding) Updated 11/06/14  
• Europe Structured Finance Issuance and Outstanding (xls) - quarterly and annual data from 1985 to 2014 Q3 (issuance) and from 1985 to 2014 Q3 (outstanding) [done in partnership with AFME] Updated 11/11/14  
• Europe Structured Finance Addendum Tables (EUR) (xls) - quarterly and annual data from 2007 - 2014 Q3 (issuance) and from 1999 to 2014 Q2 (outstanding) [done in partnership with AFME] Updated 10/22/14

  A EUR-denominated supplement to the AFME data reports.

• Global CDO Issuance and Outstanding (xls) - data to 2014 Q3 (issuance), 1990 - 2014 Q3 (outstanding) Updated 10/07/14
• Other Links: Current MBS Notification and Settlement Dates, CPR Claims; Historical MBS Settlement Dates (For Purchase)

  For any inquiries regarding MBS settlement dates or CPR claims, please contact Joseph Cox (SSG).

Treasury & Agency

• US Agency Debt Outstanding (xls) - quarterly data to 2014 Q2 Updated 8/12/14
• US Agency Trading Volume (xls) - monthly data to October 2014 Updated 11/07/14   
• US Marketable Treasury Issuance, Outstanding, and Interest Rates (xls) - data from 1980 to October 2014 Updated 11/07/14
• US Treasury Trading Volume (xls) - monthly data to October 2014 Updated 11/07/14   
• US Treasury Securities Holders (xls) - quarterly data to 2014 Q2 Updated 9/25/14

Misc

• SIFMA U.S. Historical Holiday Recommendations (pdf) - yearly holiday recommendations for the U.S. market from 1996 to 2015 Updated 10/01/14