Last Updated: 5/17/13

General

• US Key Stats (xls) - monthly data to April 2013 Updated 05/14/13

  Annual and monthly statistical information on trends in U.S. corporate underwriting activity, interest rates, stock prices, and U.S. stock market share and dollar volume.

• US Bond Market Issuance (xls) - monthly data to April 2013 Updated 05/14/13
• US Bond Market Outstanding (xls) - quarterly data to Q4 2012 Updated 03/07/13
• US Bond Market Trading Volume (xls) - monthly data to April 2013 Updated 5/17/13
• US Mutual Fund Assets and Net Cash Flow (xls) - annual data to December 2012 Updated 2/15/13  

Corporate

• US Corporate Bond Issuance (xls) - monthly data to April 2013 Updated 05/14/13

  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 or monthly data from 2005 to April 2013 Updated 5/17/13

Derivatives

• Global CDS Outstanding and Market Risk Transfer (xls) - weekly data from 2010 onward to 2013-04-26 Updated 5/08/13

  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 2013-04-26 Updated 5/08/13

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 2012. If you would like to be notified by email when the DataBank is updated, please contact Research.

• US Broker-Dealer Map and AUM (xlsx) - heat map as of December 11, 2012 Updated 03/28/13 

  A map for all active broker-dealers in the United States and five major cities based on main office location. Also includes assets under management and business lines of active broker dealers for the year 2011-2012.

• Securities Industry Fact Book - For Purchase; SIFMA Fact Book - Table of Contents Updated 10/19/12

  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 Outstanding (xls) - monthly data to April 2013 Updated 05/14/13
• US Commercial Paper Outstanding (xls) - monthly data to April 2013 Updated 05/14/13
• US Money Market Debt Outstanding (xls) - quarterly data to Q4 2012 Updated 03/07/13
• US GCF Repo Index, Triparty Repo, and Primary Dealer Financing (Repo/Reverse Repo) (xls) - monthly data from 2010 to April 2013 Updated 5/07/13

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

Municipal

• US BABs Issuance - monthly data to December 2010 Updated 7/5/11
• US Municipal Securities Holders (xls) - quarterly data to Q4 2012 Updated 03/07/13
• US Municipal Issuance (xls) - monthly data to April 2013 Updated 05/14/13

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

• US Municipal Trading (xls) - monthly data from January 2007 to April 2013 Updated 5/9/13
• SIFMA Swap Index - updated weekly
• ARS Indices

  Archival data only. As of March 27, 2013, the ARS swap indices have been fully terminated.

Structured Finance

• US SF Trading Volume (xls) - trading data of agency and non-agency securities to April 2013 Updated 5/07/13
• US ABS Issuance and Outstanding (xls) - yearly, quarterly or monthly data from 1985 to April 2013 (issuance) and from 1985 to Q1 2013 (outstanding) Updated 5/07/13
• US Mortgage-Related Issuance and Outstanding (xls) - data from 1996 to April 2013 (issuance), 2002 to Q1 2013 (outstanding) Updated 5/07/13  
• US Agency Mortgage-Backed Securities Issuance and Outstanding (xls) - data from 1970 to 2013:Q1 Updated 5/14/13
• US Non-Agency RMBS and CMBS Outstanding (xls) - data from 1978 to 1990 (RMBS) and 1992 to to 2013 Q1 (CMBS) Updated 4/05/13
• Europe Structured Finance Issuance and Outstanding (xls) - quarterly and annual data from 1985 to Q1 2013 (issuance) and from 1985 to Q4 2012 (outstanding) [done in partnership with AFME] Updated 4/08/13  
• Europe Structured Finance Addendum Tables (EUR) (xls) - quarterly and annual data from 1999 to Q4 2012 [done in partnership with AFME] Updated 3/27/13

  A EUR-denominated supplement to the AFME data reports.

• Global CDO Issuance and Outstanding (xls) - quarterly data from 2000 to Q1 2013 (issuance), 1990 - Q1 2013 (outstanding) Updated 4/08/13
• US Agency Prepayment Tables Updated quarterly
• 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 Q4 2012 Updated 03/19/13
• US Agency Trading Volume (xls) - monthly data to April 2013 Updated 5/17/13
• US Treasury Trading Volume (xls) - monthly data to April 2013 Updated 5/17/13
• US Treasury Issuance, Gross and Net (xls) - monthly data to April 2013 Updated 5/17/13
• US Treasury Securities Outstanding (xls) - monthly data to April 2013 Updated 05/14/13
• US Treasury Securities Holders (xls) - quarterly data to Q4 2012 Updated 3/07/13
• 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 2013 Updated 11/13/12