TRACE Fact Book 2009

Issue Information

TRACE Fact Book Table of Contents 1

Distribution of Active TRACE Issues by Rating Category in 2009 (excluding equity CUSIPs) 2

Distribution of Trades by Rating Category in 2009 (excluding equity CUSIPs) 3

Distribution of Par Value Traded by Rating Category in 2009 (excluding equity CUSIPs) 4

Issues (excluding convertible bonds and equity CUSIPs) 5

Convertible Bond Issues (excluding equity CUSIPs) 6

Top 50 Publicly Traded Investment-Grade Issues by Number of Trades Executed in 2009 (excluding convertible bonds, equity CUSIPs and 144As) 7

Top 50 Publicly Traded Investment-Grade Issues by Par Value Traded in 2009 (excluding convertible bonds, equity CUSIPs and 144As) 8

Top 50 Publicly Traded High-Yield Issues by Number of Trades Executed in 2009 (excluding convertible bonds, equity CUSIPs and 144As) 9

Top 50 Publicly Traded High-Yield Issues by Par Value Traded in 2009 (excluding convertible bonds, equity CUSIPs and 144As) 10

Top 25 Publicly Traded Convertible Bond Issues by Number of Trades Executed in 2009 (excluding equity CUSIPs and 144As) 11

Top 25 Publicly Traded Convertible Bond Issues by Par Value Traded in 2009(excluding equity CUSIPs and 144As) 12

Issue InformationGraphs and Data Tables

TRACE Fact Book Graphs 2

Distribution of Active TRACE Issues by Rating Category in 2009(excluding equity CUSIPs)

Issue Information Graphs

BB 5%B 4%BBB 18%

AAA 1%

AA 12%

A 26%

CCC 4%CC <.5%C <.5%

D <.5%

NA/NR 27%

TRACE Fact Book Graphs 3

Distribution of Trades by Rating Category in 2009(excluding equity CUSIPs)

BB 6%B 4%

BBB 27%

AAA 4%

AA 12%

A 36%

CCC 3%

CC 3%

C <.5%

D 1%

NA/NR3%

TRACE Fact Book Graphs 4

Distribution of Par Value Traded by Rating Category in 2009(excluding equity CUSIPs)

BB 8%

B 7%

BBB 21%

AAA 9%

AA 10%

A 24%CCC 7%

CC 3%

C .5%D 1%

NA/NR 7%

TRACE Fact Book Detailed Data Tables 5

Table 1 Issues (excluding convertible bonds and equity CUSIPs)

Issue Information Tables

Note: As of the last day of the period.

TRACE Fact Book Detailed Data Tables 6

Table 2 Convertible Bond Issues (excluding equity CUSIPs)

Note: As of the last day of the period.

TRACE Fact Book Detailed Data Tables 7

Table 3 Top 50 Publicly Traded Investment-Grade Issues by Number of Trades Executed in 2009 (excluding convertible bonds, equity CUSIPs and 144As)

TRACE Fact Book Detailed Data Tables 8

Table 4 Top 50 Publicly Traded Investment-Grade Issues by Par Value Traded in 2009 (excluding convertible bonds, equity CUSIPs and 144As)

*($000s)

TRACE Fact Book Detailed Data Tables 9

Table 5 Top 50 Publicly Traded High-Yield Issues by Number of Trades Executed in 2009 (excluding convertible bonds, equity CUSIPs and 144As)

*($000s)

TRACE Fact Book Detailed Data Tables 10TRACE Fact Book Detailed Data Tables 10

Table 6 Top 50 Publicly Traded High-Yield Issues by Par Value Traded In 2009 (excluding convertible bonds, equity CUSIPs and 144As)

*($000s)

TRACE Fact Book Detailed Data Tables 11

Table 7 Top 25 Publicly Traded Convertible Bond Issues by Number of Trades Executed in 2009 (excluding equity CUSIPs and 144As)

TRACE Fact Book Detailed Data Tables 12

Table 8 Top 25 Publicly Traded Convertible Bond Issues by Par Value Traded in 2009 (excluding equity CUSIPs and 144As)

*($000s)