Statistics



Statistics

Statistics and data pertaining to financial markets and the economy.

Please note that the data series on this website are no longer being updated. Please visit sifma.org/research for the most recent version of these files.

General

  • US Bond Market Issuance and Outstanding (xls) - annual, quarterly, or monthly issuance to July 2017 (issuance) and from 1980 to 2017 Q1 (outstanding) Updated 08/04/17
  • US Bond Market Trading Volume (xls) - monthly data to July 2017 Updated 08/03/17
  • US Equity Stats (xls) - monthly data to July 2017 Updated 08/04/17

    US equity underwriting stats and stock market performance

 

Corporate

  • US Corporate Bond Issuance (xls) - monthly data to July 2017 Updated 08/04/17 

    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, quarterly and monthly data from 2005 to July 2017 Updated 08/02/17
 

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 2016:Q4. If you would like to be notified by email when the DataBank is updated, please contact Research.

  • US Industry Employment (xls) - Securities and financial industry employment to January 2017 Updated 02/03/17
  • US Broker-Dealer Map and Other Statistics (xlsx) - heat map as of December 24, 2014 Updated 1/7/15 

    A map for all active broker-dealers in the United States and five major cities based on main office location. Also includes business lines and other stats of active broker dealers.

  • SIFMA Fact Book Updated 10/14/16

    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 and CP Outstanding (xls) - monthly data to June 2017 and quarterly data to Q1 2017 Updated 07/06/17
  • US GCF Repo Index, Triparty Repo, and Primary Dealer Financing (Repo/Reverse Repo) (xls) - monthly data from 2010 to July 2017 Updated 08/01/17

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

 

Municipal

  • US Municipal Securities Holders (xls) - quarterly data to Q1 2017 Updated 6/08/17
  • US Municipal Issuance (xls) - data to July 2017 Updated 08/01/17  

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

  • US Municipal Trading (xls) - monthly data to July 2017 Updated 08/01/17
 

Structured Finance

  • US SF Trading Volume (xls) - trading data of agency and non-agency securities to July 2017 Updated 08/01/17
  • US ABS Issuance and Outstanding (xls) - data from 1985 to July 2017 (issuance) and from 1985 to 2017 Q2 (outstanding) Updated 8/01/17
  • US Mortgage-Related Issuance and Outstanding (xls) - data from 1996 to July 2017 (issuance), 2002 to 2017 Q2 (outstanding) Updated 8/01/17  
  • Europe Structured Finance Issuance and Outstanding (xls) - quarterly and annual data from 1985 to 2017 Q1 (issuance) and from 1985 to 2017 Q1 (outstanding) [done in partnership with AFME] Updated 4/13/17  
  • Other Links: Current MBS Notification and Settlement Dates, CPR Claims; Historical MBS Settlement Dates
  • 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 2017 Q2 Updated 8/09/17
  • US Agency Trading Volume (xls) - monthly data to July 2017 Updated 08/02/17       
  • US Marketable Treasury Issuance, Outstanding, and Interest Rates (xls) - data from 1980 to July 2017 Updated 08/04/17
  • US Treasury Trading Volume (xls) - monthly data to July 2017 Updated 08/03/17 
  • US Treasury Securities Holders (xls) - quarterly data to 2017 Q1 Updated 06/08/17
 

Misc

  • SIFMA U.S. Historical Holiday Recommendations (pdf) - yearly holiday recommendations for the U.S. market from 1996 to 2017 Updated 8/01/16
 
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.


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