CUSIPs, Trades and Par Value by Security
Type |
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March 2017 |
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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 |
122,129 |
95.8% |
903,535 |
96.3% |
$169,353,402,323 |
59.7% |
$187,434 |
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Long Note |
1,777 |
1.4% |
8,873 |
0.9% |
$6,792,984,604 |
2.4% |
$765,579 |
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Short Note |
298 |
0.2% |
1,259 |
0.1% |
$1,099,402,414 |
0.4% |
$873,235 |
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Long Variable |
263 |
0.2% |
2,115 |
0.2% |
$1,792,340,132 |
0.6% |
$847,442 |
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Short Variable |
2,306 |
1.8% |
20,575 |
2.2% |
$88,962,734,000 |
31.4% |
$4,323,827 |
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CP |
669 |
0.5% |
1,263 |
0.1% |
$15,066,075,000 |
5.3% |
$11,928,800 |
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Other |
69 |
0.1% |
250 |
0.0% |
$391,199,079 |
0.1% |
$1,564,796 |
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Total |
127,511 |
100% |
937,870 |
100% |
$283,458,137,552 |
100% |
$302,236 |
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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 |
87,785 |
98.0% |
352,707 |
98.5% |
$42,144,395,429 |
90.5% |
$119,488 |
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Long Note |
941 |
1.1% |
2,221 |
0.6% |
$1,445,976,460 |
3.1% |
$651,047 |
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Short Note |
134 |
0.1% |
313 |
0.1% |
$223,478,162 |
0.5% |
$713,988 |
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Long Variable |
151 |
0.2% |
621 |
0.2% |
$211,602,522 |
0.5% |
$340,745 |
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Short Variable |
498 |
0.6% |
1,924 |
0.5% |
$2,218,400,000 |
4.8% |
$1,153,015 |
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CP |
35 |
0.0% |
87 |
0.0% |
$311,180,000 |
0.7% |
$3,576,782 |
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Other |
19 |
0.0% |
42 |
0.0% |
$5,818,132 |
0.0% |
$138,527 |
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Total |
89,563 |
100% |
357,915 |
100% |
$46,560,850,705 |
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 |
121,591 |
95.8% |
550,828 |
95.0% |
$127,209,006,894 |
53.7% |
$230,941 |
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Long Note |
1,766 |
1.4% |
6,652 |
1.1% |
$5,347,008,144 |
2.3% |
$803,820 |
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Short Note |
298 |
0.2% |
946 |
0.2% |
$875,924,252 |
0.4% |
$925,924 |
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Long Variable |
263 |
0.2% |
1,494 |
0.3% |
$1,580,737,610 |
0.7% |
$1,058,057 |
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Short Variable |
2,305 |
1.8% |
18,651 |
3.2% |
$86,744,334,000 |
36.6% |
$4,650,921 |
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CP |
669 |
0.5% |
1,176 |
0.2% |
$14,754,895,000 |
6.2% |
$12,546,679 |
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Other |
67 |
0.1% |
208 |
0.0% |
$385,380,947 |
0.2% |
$1,852,793 |
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Total |
126,959 |
100% |
579,955 |
100% |
$236,897,286,847 |
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 |
110,412 |
95.6% |
359,473 |
95.2% |
$77,827,099,983 |
55.1% |
$216,503 |
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Long Note |
1,661 |
1.4% |
5,438 |
1.4% |
$3,721,886,411 |
2.6% |
$684,422 |
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Short Note |
290 |
0.3% |
828 |
0.2% |
$653,174,252 |
0.5% |
$788,858 |
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Long Variable |
247 |
0.2% |
931 |
0.2% |
$1,044,400,305 |
0.7% |
$1,121,805 |
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Short Variable |
2,116 |
1.8% |
9,790 |
2.6% |
$44,385,428,000 |
31.4% |
$4,533,752 |
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CP |
666 |
0.6% |
1,081 |
0.3% |
$13,376,036,000 |
9.5% |
$12,373,761 |
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Other |
54 |
0.0% |
160 |
0.0% |
$362,161,882 |
0.3% |
$2,263,512 |
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Total |
115,446 |
100% |
377,701 |
100% |
141,370,186,833 |
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 |
99,801 |
96.8% |
191,355 |
94.6% |
$49,381,906,911 |
51.7% |
$258,064 |
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Long Note |
849 |
0.8% |
1,214 |
0.6% |
$1,625,121,733 |
1.7% |
$1,338,651 |
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Short Note |
68 |
0.1% |
118 |
0.1% |
$222,750,000 |
0.2% |
$1,887,712 |
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Long Variable |
230 |
0.2% |
563 |
0.3% |
$536,337,305 |
0.6% |
$952,642 |
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Short Variable |
2,064 |
2.0% |
8,861 |
4.4% |
$42,358,906,000 |
44.3% |
$4,780,375 |
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CP |
79 |
0.1% |
95 |
0.0% |
$1,378,859,000 |
1.4% |
$14,514,305 |
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Other |
30 |
0.0% |
48 |
0.0% |
$23,219,065 |
0.0% |
$483,731 |
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Total |
103,121 |
100% |
202,254 |
100% |
95,527,100,014 |
100% |
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