SIFMA Research and Statistics
SIFMA Statistics
For SIFMA research reports, please visit here.
1 September 2010: US ABS issuance (August), US BAB issuance (August)
31 August 2010: Key Stats (with mutual funds)
27 August 2010: US ABS Outstandings collapsed into one file from 1985 - 2010 (xls); notice of further revisions
24 August 2010: US Agency Debt Outstanding, Q2 2010 NEW
18 August 2010: US Bond Market Outstanding, Q1 2010 (now in excel-only format)
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
Other
- SIFMA Historical Holiday Recommendations (pdf) - yearly holiday recommendations from 1996 to 2010 NEW
-For more information about the holiday schedules/committees, please visit here.
General Bond Statistics
- US Key Stats (xls) - monthly data to July 2010
- US Bond Market Issuance (xls) - quarterly data to Q2 2010
- US Bond Market Outstanding (xls) - quarterly data to Q1 2010
- US Bond Market Trading Volume (xls) - monthly data to July 2010
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 AFME's efforts within the European high yield sector, please visit AFME.
-For more information on SIFMA's efforts within the corporate credit sector, please visit here
- US Corporate Bond Issuance (xls) - monthly data to July 2010
- US Corporate Bond Average Maturity (xls) - monthly data to July 2010
Corporate bond issuance, annual and monthly to June 2010, broken out by investment grade/high yield, as well as callable and noncallable.
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
- Build America Bonds - general statistics to Q2 2010 and August 2010 on Build America Bonds
- US Municipal Issuance (xls) - monthly data to July 2010
- US Municipal Average Maturity (xls) - monthly data to July 2010
- US Municipal Securities Holders (xls) - quarterly data to Q1 2010
Municipal bond issuance, annual and monthly to June 2010, broken out by bid type, coupon type, callable/non-callable, GO/revenue, new/refunding
Structured Finance
-For European structured finance statistics and more information on AFME's efforts in the structured finance sector, please visit AFME.
-For more information on SIFMA's efforts in the structured finance sector in the United States, please visit here.
-For agency mortgage prepayment tables: visit here
-For current agency settlement dates: visit here; for historical settlement dates, visit here (available for purchase)
- US Mortgage-Related Issuance (xls) - data from 1996 to July 2010
- US Mortgage-Related Securities Outstanding (xls) - quarterly data to Q2 2010
- US Agency Mortgage-Backed Securities Issuance (xls) - data from 1970 to 2009, by agency yearly NEW
- US Non-Agency CMBS Outstanding (xls) - data from 2000 to Q2 2010, by vintage and type quarterly
- US ABS Issuance (xls) - yearly, quarterly or monthly data from 1996 to August 2010
- US ABS Outstanding (xls) - quarterly data from 1985 to Q2 2010
- Asia ABS Issuance (pdf) - quarterly data to Q1 2009
- Europe Structured Finance Issuance (xls) - quarterly data from 2009 to 2010Q2, quarterly and monthly [done in partnership with AFME]
- Global CDO Issuance (xls) - quarterly data from 2001 to Q2 2010
Funding and Money Markets
- US Outstanding Money Market Instruments (xls) - quarterly data to Q1 2010
- US Commercial Paper Outstanding (xls) - monthly data to July 2010
- US ABCP Outstanding (xls) - monthly data to July 2010
- US Primary Dealer Financing (xls) - quarterly data to Q1 2010
Treasury, Agency, & 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 (xls) - monthly data to July 2010
- US Treasury Issuance, Gross and Net (xls) - monthly data to July 2010
- US Treasury Securities Outstanding (xls) - monthly data to July 2010
- US Treasury Securities Holders (xls) - quarterly data to Q1 2010
- US Treasury Marketable Securities - Maturing Debt & Net Cash Raised (xls) - yearly data to 2009
- US Agency Debt Outstanding (xls) - quarterly data to Q2 2010 NEW
Contact
For media inquiries, please contact Andrew DeSouza or Katrina Cavalli.
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.