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