SIFMA Research and Statistics
SIFMA Statistics
Updated 01 July 2009: US ABS Issuance (Q2 2009), Global CDO Issuance (Q2 2009)
Updated 18 June 2009: US Bond Market Trading Volume (May 2009), US Municipal Average Maturity (May 2009), US Municipal Issues (May 2009), US Municipal Issuance New Refunding (May 2009), Municipal Issuance Callable Non-Callable (May 2009), Muni Issuance by Coupon (May 2009), Municipal Issuance GO Revenue (May 2009), US Municipal Securities Holders (Q1 2009), US Corporate Bond Callable Non-Callable (May 2009), US Corporate Bond High Yield Investmeng Grade (May 2009), US Corporate Bond Average Maturity (May 2009), US Treasury Issuance, Gross and Net (May 2009), US Treasury Securities Issuance (May 2009), US Treasury Securities Outstanding (May 2009), US Treasury Securities Holders (Q1 2009), US TIPs Trading Volume (May 2009), US ABCP Outstanding (May 2009), US Outstanding Money Market Instruments (Q1 2009), US Commercial Paper Outstanding (May 2009), US Mortgage-Related Issuance (May 2009), US Bond Market Outstanding (Q1 2009)
Updated 16 June 2009: US Key Stats (May 2009)
Securities Industry
- US Securities Industry Financial Results
- SIFMA Securities Industry Databank - For Purchase
- SIFMA Expanded Securities Industry Databank - For Purchase
- Securities Industry Fact Book - For Purchase
General Statistics
- US Key Stats (pdf) - monthly data to May 2009
- US Bond Market Issuance (pdf) - quarterly data to Q1 2009
- US Bond Market Outstanding (pdf) - quarterly data to Q1 2009
- US Bond Market Trading Volume (pdf) - monthly data to May 2009
- Mutual Fund Net Flows - semiannual data to 2H 2008
Annual and monthly statistical information on trends in U.S. corporate and municipal underwriting activity, interest rates, stock prices, U.S. stock market share and dollar volume, mutual fund assets, and net new cash flow.
Corporate Bonds
-For European high yield statistics and more information on SIFMA Europe's efforts within the European high yield sector, please visit EHYA.
-For more information on SIFMA's efforts within the corporate credit sector: visit here
- US Corporate Bond Issuance (Callable and Non-Callable) (pdf) - monthly data to May 2009
- US Corporate Bond Issuance (Investment Grade and High Yield) (pdf) - monthly data to May 2009
- US Corporate Bond Average Maturity (pdf) - monthly data to May 2009
Municipal
-For the SIFMA Swap Index: visit here
-For SIFMA's Auction Rate Securities Indices: visit here
-For more information on SIFMA's efforts in the municipal sector: visit here
- US Municipal Issuance (Bid Type) (pdf) - monthly data to May 2009
- US Municipal Issuance (Callable or Non-Callable) - monthly data to May 2009
- US Municipal Issuance (Coupon) (pdf) - monthly data to May 2009
- US Municipal Issuance (General Obligation and Revenue) (pdf) - monthly data to May 2009
- US Municipal Issuance (New Refunding) (pdf) - monthly data to May 2009
- US Municipal Average Maturity (pdf) - monthly data to May 2009
- US Municipal Securities Holders (pdf) - quarterly data to Q1 2009
Structured Finance
-For European structured finance statistics and more information on SIFMA Europe's efforts in the structured finance sector, please visit ESF.
-For more information on SIFMA's efforts in the structured finance sector in the United States, please visit American Securitization Forum.
-For agency mortgage prepayment tables: visit here
- US Agency Mortgage Securities Outstanding (pdf) - quarterly data to Q1 2009
- US Mortgage-Related Issuance (pdf) - monthly data to May 2009
- US ABS Issuance (pdf) - quarterly data to Q2 2009
- US ABS Outstanding (pdf) - quarterly data to Q1 2009
- Asia ABS Issuance (pdf) - quarterly data to Q1 2009 NEW
- Global CDO Issuance (pdf) - quarterly data to Q2 2009
Short-Term Money Markets
- US Outstanding Money Market Instruments (pdf) - quarterly data to Q1 2009
- US Commercial Paper Outstanding (pdf) - monthly data to May 2009
- US ABCP Outstanding (pdf) - monthly data to May 2009
- US Primary Dealer Financing (pdf) - quarterly data to Q1 2009
Treasury & Federal Reserve
-For more information on SIFMA's efforts in the government and federal agency securities sector: visit here
-For more information on SIFMA's efforts in the funding sector: visit here
- US Federal Liquidity Facilities - updated weekly
- US Primary Dealer Settlement Fails - updated weekly
- US Treasury TIPS Trading Volume (pdf) - monthly data to May 2009
- US Treasury Securities Issuance (pdf) - monthly data to May 2009
- US Treasury Issuance, Gross and Net (pdf) - monthly data to May 2009
- US Treasury Securities Outstanding (pdf) - monthly data to May 2009
- US Treasury Securities Holders (pdf) - quarterly data to Q1 2009
- US Treasury Marketable Securities - Maturing Debt & Net Cash Raised - yearly data to 2008
Contact
For media inquiries, please contact Katrina Cavalli or Travis Larson.
For research inquiries, please contact Research.
Disclaimer
The Securities Industry and Financial Markets Association (SIFMA) prepared this material for informational purposes only. SIFMA obtained this information from multiple sources believed to be reliable as of the date of publication; SIFMA, however, makes no representations as to the accuracy or completeness of such third party information. SIFMA has no obligation to update, modify or amend this information or to otherwise notify a reader thereof in the event that any such information becomes outdated, inaccurate, or incomplete.