Securities Industry and Financial Markets Association

The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation and economic growth, while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA).   Primary Dealer: Data - Primary dealer financing values include both triparty and bilateral agreements. Figures cover financing involving U.S. government, federal agency, corporate and federal agency MBS securities. Beginning in April 2013, figures also include equity and other securities; beginning in January 2015, figures also break out ABS. Data are as of January 20, 2016. Source Federal Reserve Bank of New York GCF Repo:  Data - GCF Repo data are only overnight rates and dollar amounts. Figures are total nominal value of GCF repos submitted for clearing to FICC. Treasury - Treasury securities are contain those securities 30-year or less. Agency - Agency debenture securities. MBS - 30Y MBS securities issued by Fannie or Freddie.

The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation and economic growth, while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA). For more information, visit http://www.sifma.org/uploadedFiles/Research/Statistics/StatisticsFiles/DM-Global-CDS.xls?n=26612   Market Risk Activity Definition - The gross notional and contract counts include transaction types of new trades between two parties, a termination of an existing transaction, or the new leg of an assignment representing the trade between the step-in party and the remaining party. This table excludes transactions which did not result in a change in the market risk position of the market participants, and are not market activity. For example, central counterparty clearing, and portfolio compression both terminate existing transactions and re-book new transactions or amend existing transactions. These transactions still maintain the same risk profile and consequently are not included as "market risk transfer activity".

The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation and economic growth, while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA). For more information, visit http://www.sifma.org/uploadedFiles/Research/Statistics/StatisticsFiles/DM-Global-IRS.xls?n=69906

The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation and economic growth, while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA). For more information, visit http://www.sifma.org/uploadedFiles/Research/Statistics/StatisticsFiles/CM-US-Bond-Market-SIFMA.xls?n=70298   Issuance: Treasury - Long-term only, interest bearing marketable coupon public debt. Includes floating rate notes. Mortgage - Related Includes GNMA, FNMA, and FHLMC mortgage-backed securities and CMOs and private-label MBS/CMOs. Corporate Debt - Includes all non-convertible debt, MTNs and Yankee bonds, but excludes CDs and federal agency debt. Federal Agency - Beginning with 2004, Sallie Mae has been excluded due to privatization. Data for Federal Agency issuance is posted with a month lag. Outstanding: Treasury - Interest bearing marketable coupon public debt. Asset-Backed - Includes auto, credit card, home equity, manufacturing, student loans and other; USD-denominated CDOs are also included. Money Markets - Includes commercial paper, bankers acceptances, and large time deposits. Mortgage-Related - Includes GNMA, FNMA, and FHLMC mortgage-backed securities and CMOs and private-label MBS/CMOs. Corporate Debt - Includes all non-convertible debt, MTNs and Yankee bonds, but excludes CDs and federal agency debt. Federal Agency - Contains agency debt of Fannie Mae, Freddie Mac, Farmer Mac, FHLB, the Farm Credit System, and federal budget agencies (e.g., TVA). Beginning with 2004, Sallie Mae has been excluded due to privatization. Beginning in 2010 Q1, the Federal Reserve Flow of Funds is no longer our source of agency debt going forward due to FAS 166/167 changes. Municipal Due to the change in underlying sourcing from the Federal Reserve, muncipal securities outstanding has been restated from 2004 onward and revised upward by about $840 billion. Sources: Sources: Bloomberg, Dealogic, Thomson Reuters Eikon, Thomson Reuters SDC, U.S. Treasury, Fannie Mae, Freddie Mac, Ginnie Mae, Farmer Mac, Farm Credit, FHLB

The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks, and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation, and economic growth while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA). For more information, visit http://www.sifma.org/uploadedFiles/Research/Statistics/StatisticsFiles/Corporate-US-Corporate-Trading-Volume-SIFMA.xls?n=76693 Notes: Annual and quarterly figures are sourced from FINRA's yearbook when available. Monthly figures are sourced from daily reporting and are subject to a 5:15 pm cutoff which causes monthly volumes to be understated. 144A data is available only from July 2014 on. Publicly traded data includes non-convertible corporate debt, MTNs, and Yankee bonds, but excludes all issues with maturities of one or less and CDs.

FINRA TRACE Agency Volume: Includes all publicly traded (subject to cut off at 5:15pm) agency debt, but excludes all issues with maturities of one or less; data only available starting from March 2010.   Other FINRA TRACE Agency Volume includes: Farmer Mac, Federal Agricultural Mertgage Corporation, Department of Housing and Urban Deveopement, Federal Farm Credit Banks, Tennesee Valley Authority, Resolution Funding Corporation, Frivate Export Funding, Federal Judiciary Office Building Trust, National Credit Union Administration, and more.

Non seasonally adjusted data; data is subject to annual revisions by BLS. Finance and Insurance (NAICS 52) includes: Federal Reserve banks, credit intermediation, and related activities; securities, commodity contracts, and investments; insurance carriers and related activities; funds, trusts, and other financial vehicles Securities, Commodity Contracts, and Investments (NAICS 523) includes: investment banks; securities and commodity contracts dealers; securities and commodity contracts brokers; securities and commodity contracts exchanges; portfolio managers; investment advisors   US Industry Employment - Securities and Financial Industry, Monthly Update

Note: Latest data is not available for Free. - https://www.sifma.org/resources/research/sifma-securities-industry-databank/   The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation and economic growth, while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA). For more information, visit http://www.sifma.org/uploadedFiles/Research/Statistics/StatisticsFiles/FI-US-Industry-Financial-Results-SIFMA.xls?n=54233   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.