Last Updated: 02/22/12

General

• US Key Stats (xls) - monthly data to January 2012 Updated 02/14/12

  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. 

• US Bond Market Issuance (xls) - quarterly data to Q4 2011 Updated 1/18/12 
• US Bond Market Outstanding (xls) - quarterly data to Q3 2011 Updated 12/15/11 
• US Bond Market Trading Volume (xls) - monthly data to January 2012 Updated 2/09/12 

Corporate

• US Corporate Bond Average Maturity (xls) - monthly data to January 2012 Updated 2/14/12 
• US Corporate Bond Issuance (xls) - monthly data to January 2012 Updated 2/09/12

  Corporate bond issuance broken out by investment grade/high yield, as well as callable and noncallable. 

• US Corporate Bond Trading Volume (xls) - annual or monthly data from 2005 to January 2012 Updated 2/09/12

Derivatives

• Global CDS Outstanding and Market Risk Transfer (xls) - weekly data from 2010 onward to 2012-02-17 Updated 02/22/12

  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 2012-02-03 Updated 2/21/12 

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 

• SIFMA Securities Industry DataBank - For Purchase

  The most current SIFMA Industry DataBank is available to 2011. If you would like to be notified by email when the DataBank is updated, please contact Research.

• US Broker-Dealer Heatmap (pdf) - heat map as of December 31, 2011 Updated 01/13/12 

  New Data Set: a heatmap for all active broker-dealers in the United States and five major cities based on main office location. 

• Securities Industry Fact Book - For Purchase Updated 10/01/11 

Funding

• US ABCP Outstanding (xls) - monthly data to January 2012 Updated 2/14/12 
• US Commercial Paper Outstanding (xls) - monthly data to January 2012 Updated 2/14/12 
• US Money Market Debt Outstanding (xls) - quarterly data to Q3 2011 Updated 12/15/11 
• US Primary Dealer Financing (Repo/Reverse Repo) (xls) - quarterly data to Q4 2011 Updated 1/13/12 
• US GCF Repo Index and Triparty Repo (xls) - monthly data from 2010 to January 2012 Updated 02/2/12

  GCF repo rates and nominal par amount; triparty repo rates and collateral value 

Municipal

• US BABs Issuance - monthly data to December 2010 Updated 7/5/11 
• US Municipal Average Maturity (xls) - monthly data to January 2012 Updated 2/14/12 
• US Municipal Securities Holders (xls) - quarterly data to Q3 2011 Updated 12/15/11 
• US Municipal Issuance (xls) - monthly data to January 2012 Updated 2/14/12

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

• US Municipal Trading (xls) - daily data from December 2008 to January 2012 Updated 2/09/12
• SIFMA Swap Index - updated weekly
• ARS Indices 

Structured Finance

• US SF Trading Volume (xls) - daily trading data of agency and non-agency securities, from May 16, 2011 to February 9, 2012 Updated 02/10/12 
• US ABS Issuance and Outstanding (xls) - yearly, quarterly or monthly data from 1985 to January 2012 (issuance) and from 1985 to Q4 2011 (outstanding) Updated 02/03/12 
• US Mortgage-Related Issuance (xls) - data from 1996 to January 2012 Updated 02/6/12

  Change data provider for non-agency CMBS 

• US Mortgage-Related Outstanding (xls) - quarterly data to Q4 2011 Updated 02/01/12
• US Agency Mortgage-Backed Securities Issuance (xls) - data from 1970 to 2011, by agency annually Updated 2/01/12 
• US Non-Agency CMBS Outstanding (xls) - data from 1995 to Q4 2011, by vintage and type quarterly Updated 01/03/12 
• Europe Structured Finance Issuance (xls) - quarterly and annual data from 1992 to Q4 2011 [done in partnership with AFME] Updated 1/12/12
• Europe Structured Finance Outstanding (xls) - quarterly and annual data from 1987 to Q3 2011 [done in partnership with AFME] Updated 01/24/12
• Europe Structured Finance Addendum Tables (EUR) (xls) - quarterly and annual data from 1999 to Q3 2011 [done in partnership with AFME] Updated 12/16/11

  A EUR-denominated supplement to the AFME data reports.

• Global CDO Issuance (xls) - quarterly data from 2000 to Q4 2011 Updated 01/03/12 
• Global CDO Outstanding (xls) - data from 1990 to Q4 2011 Updated 02/07/12 

  New data set: global CDO outstanding

• US Agency Prepayment Tables Updated twice a month 

Other Links: Current MBS Notification and Settlement Dates; Historical MBS Settlement Dates (For Purchase)

Treasury & Agency

• US Agency Debt Outstanding (xls) - quarterly data to Q3 2011 Updated 02/03/12 
• US Treasury TIPS Trading Volume (xls) - monthly data to January 2012 Updated 2/09/12 
• US Primary Dealer Settlement Fails - updated monthly Updated 01/31/12 
• US Treasury Issuance, Gross and Net (xls) - monthly data to January 2012 Updated 2/14/12 
• US Treasury Securities Outstanding (xls) - monthly data to January 2012 Updated 2/14/12 
• US Treasury Securities Holders (xls) - quarterly data to Q3 2011 Updated 12/15/11 
• US Treasury Marketable Securities - Maturing Debt & Net Cash Raised (xls) - yearly data to 2011 Updated 01/31/12 

Misc

• SIFMA U.S. Historical Holiday Recommendations (pdf) - yearly holiday recommendations from 1996 to 2012 Updated 10/03/11