CUSIPs, Trades and Par Value by Security Type
August 2017
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 115,599 95.6% 798,313 95.7% $146,898,756,470 59.7% $184,011
Long Note 1,861 1.5% 9,853 1.2% $11,060,288,392 4.5% $1,122,530
Short Note 265 0.2% 1,587 0.2% $1,685,370,322 0.7% $1,061,985
Long Variable 245 0.2% 2,154 0.3% $2,546,025,916 1.0% $1,181,999
Short Variable 2,188 1.8% 20,268 2.4% $68,108,601,405 27.7% $3,360,401
CP 646 0.5% 1,338 0.2% $15,200,005,000 6.2% $11,360,243
Other 83 0.1% 260 0.0% $441,308,680 0.2% $1,697,341
Total 120,887 100% 833,773 100% $245,940,356,185 100% $294,973
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 82,235 98.0% 321,877 98.5% $41,972,471,906 92.6% $130,399
Long Note 842 1.0% 2,020 0.6% $1,553,307,137 3.4% $768,964
Short Note 88 0.1% 223 0.1% $208,163,000 0.5% $933,466
Long Variable 156 0.2% 566 0.2% $263,550,435 0.6% $465,637
Short Variable 510 0.6% 1,891 0.6% $1,010,469,000 2.2% $534,357
CP 32 0.0% 43 0.0% $284,929,000 0.6% $6,626,256
Other 30 0.0% 68 0.0% $12,772,610 0.0% $187,833
Total 83,893 100% 326,688 100% $45,305,663,088 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 114,775 95.6% 476,436 94.0% $104,926,284,564 52.3% $220,232
Long Note 1,850 1.5% 7,833 1.5% $9,506,981,255 4.7% $1,213,709
Short Note 262 0.2% 1,364 0.3% $1,477,207,322 0.7% $1,082,997
Long Variable 244 0.2% 1,588 0.3% $2,282,475,481 1.1% $1,437,327
Short Variable 2,185 1.8% 18,377 3.6% $67,098,132,405 33.4% $3,651,202
CP 646 0.5% 1,295 0.3% $14,915,076,000 7.4% $11,517,433
Other 76 0.1% 192 0.0% $428,536,070 0.2% $2,231,959
Total 120,038 100% 507,085 100% $200,634,693,097 100%
Security Type Customer Sell Side CUSIPs % of Total Sales to Customers % of Total Par Value of Sales to Customers % of Total Average Size of Sales to Customers
Bond 101,205 95.3% 312,216 93.9% $67,688,429,987 53.0% $216,800
Long Note 1,748 1.6% 6,769 2.0% $8,817,498,607 6.9% $1,302,629
Short Note 257 0.2% 1,285 0.4% $1,371,672,322 1.1% $1,067,449
Long Variable 228 0.2% 1,043 0.3% $1,871,626,785 1.5% $1,794,465
Short Variable 1,996 1.9% 9,706 2.9% $33,906,925,405 26.6% $3,493,398
CP 644 0.6% 1,179 0.4% $13,572,597,000 10.6% $11,511,957
Other 64 0.1% 139 0.0% $385,974,427 0.3% $2,776,794
Total 106,142 100% 332,337 100% 127,614,724,533 100%
Security Type Customer Buy Side CUSIPs % of Total Purchases From Customers % of Total Par Value of Purchases From Customers % of Total Average Size of Purchases From Customers
Bond 90,243 96.7% 164,220 94.0% $37,237,854,577 51.0% $226,756
Long Note 756 0.8% 1,064 0.6% $689,482,648 0.9% $648,010
Short Note 47 0.1% 79 0.0% $105,535,000 0.1% $1,335,886
Long Variable 210 0.2% 545 0.3% $410,848,696 0.6% $753,851
Short Variable 1,926 2.1% 8,671 5.0% $33,191,207,000 45.5% $3,827,841
CP 84 0.1% 116 0.1% $1,342,479,000 1.8% $11,573,095
Other 38 0.0% 53 0.0% $42,561,643 0.1% $803,050
Total 93,304 100% 174,748 100% 73,019,968,564 100%