Trax Volume offers enhanced fixed income market transparency for fund, risk and performance managers.

Covering both exchange and OTC traded activity in the primary and secondary markets, irrespective of execution source, Trax Volume is a valuable resource for industry participants to effectively balance their portfolios. Trax Volume provides an in-depth view of the market and unique insight into trading activity. Trax Volume data can help improve trading, internal reporting and risk analysis, assess pledged collateral exposures and provides the ability to:

  • Attribute liquidity scoring
  • Evaluate market share at ISIN level
  • Estimate levels to liquidate holdings
  • Identify future liquid securities and sectors

 

Robust fixed-income liquidity data

Trax Volume offers unique and timely insight into trade volumes from the previous month, week or day. It offers:

  • Unique data on over 22,000 actively traded securities per month, 14,000 per week and 7,000 per day
  • Total volume and trade count when five or more trades are available in that security
  • Delivered either daily, weekly or monthly through a simple to consume CSV file, integrating seamlessly into daily workflow
  • Conversion to USD, providing consistent reporting
  • Insight into primary and secondary market activity

 

Broad market coverage

Trax Volume data covers multiple sectors including:

  • government bonds
  • corporate debt
  • convertibles
  • covered bonds
  • Asset-Backed Securities (ABS)
  • Mortgage-Backed Securities (MBS)
  • Collateralised Debt Obligations (CDO)