The daily snapshot

One email a session: what actually traded across U.S. fixed income, sent once the day's data is in rather than at a fixed hour.

• Treasury par value traded, by tenor and by counterparty type
• Corporate bond volume, investment grade and high yield, 144a included
• Credit ETF notional turnover and credit futures activity
• Investment grade and high yield spreads, with their realised volatility

More asset classes will be added as the site covers them.

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