CUSIPs, Trades and Par Value by Security Type
January 2016
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 106,520 96.4% 694,750 97.9% $133,215,777,682 74.6% $191,746
Long Note 1,428 1.3% 4,414 0.6% $3,313,888,686 1.9% $750,768
Short Note 231 0.2% 546 0.1% $968,565,730 0.5% $1,773,930
Long Variable 182 0.2% 2,334 0.3% $1,301,578,765 0.7% $557,660
Short Variable 1,374 1.2% 6,025 0.8% $19,574,737,719 11.0% $3,248,919
CP 728 0.7% 1,110 0.2% $19,133,452,000 10.7% $17,237,344
Other 73 0.1% 222 0.0% $968,595,303 0.5% $4,363,042
Total 110,536 100% 709,401 100% $178,476,595,885 100% $251,588
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 73,775 98.6% 272,314 99.1% $44,217,514,794 94.5% $162,377
Long Note 592 0.8% 1,005 0.4% $668,634,700 1.4% $665,308
Short Note 62 0.1% 91 0.0% $55,603,046 0.1% $611,022
Long Variable 88 0.1% 339 0.1% $242,471,000 0.5% $715,254
Short Variable 264 0.4% 1,053 0.4% $1,513,766,924 3.2% $1,437,575
CP 7 0.0% 8 0.0% $34,730,000 0.1% $4,341,250
Other 20 0.0% 35 0.0% $60,415,000 0.1% $1,726,143
Total 74,808 100% 274,845 100% $46,793,135,464 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 105,629 96.4% 422,436 97.2% $88,998,262,888 67.6% $210,679
Long Note 1,414 1.3% 3,409 0.8% $2,645,253,986 2.0% $775,962
Short Note 231 0.2% 455 0.1% $912,962,684 0.7% $2,006,511
Long Variable 182 0.2% 1,995 0.5% $1,059,107,765 0.8% $530,881
Short Variable 1,368 1.2% 4,972 1.1% $18,060,970,795 13.7% $3,632,536
CP 728 0.7% 1,102 0.3% $19,098,722,000 14.5% $17,330,964
Other 73 0.1% 187 0.0% $908,180,303 0.7% $4,856,579
Total 109,625 100% 434,556 100% $131,683,460,421 100%
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 93,663 96.1% 275,806 97.0% $55,429,185,443 63.7% $200,972
Long Note 1,351 1.4% 2,730 1.0% $2,135,723,986 2.5% $782,316
Short Note 227 0.2% 415 0.1% $857,187,684 1.0% $2,065,512
Long Variable 169 0.2% 1,676 0.6% $865,194,600 1.0% $516,226
Short Variable 1,250 1.3% 2,632 0.9% $10,518,126,833 12.1% $3,996,249
CP 726 0.7% 962 0.3% $16,461,105,000 18.9% $17,111,336
Other 65 0.1% 154 0.1% $783,770,110 0.9% $5,089,416
Total 97,451 100% 284,375 100% 87,050,293,656 100%
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 83,188 97.6% 146,630 97.6% $33,569,077,445 75.2% $228,937
Long Note 569 0.7% 679 0.5% $509,530,000 1.1% $750,412
Short Note 32 0.0% 40 0.0% $55,775,000 0.1% $1,394,375
Long Variable 150 0.2% 319 0.2% $193,913,165 0.4% $607,878
Short Variable 1,132 1.3% 2,340 1.6% $7,542,843,962 16.9% $3,223,438
CP 122 0.1% 140 0.1% $2,637,617,000 5.9% $18,840,121
Other 26 0.0% 33 0.0% $124,410,193 0.3% $3,770,006
Total 85,219 100% 150,181 100% 44,633,166,765 100%