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