CUSIPs, Trades and Par Value by Security Type
October 2016
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 106,865 95.1% 706,105 95.4% $149,486,444,998 55.5% $211,706
Long Note 1,917 1.7% 8,550 1.2% $5,996,780,155 2.2% $701,378
Short Note 408 0.4% 1,570 0.2% $1,504,243,887 0.6% $958,117
Long Variable 192 0.2% 2,150 0.3% $1,484,556,088 0.6% $690,491
Short Variable 2,376 2.1% 20,563 2.8% $95,249,657,275 35.3% $4,632,090
CP 527 0.5% 1,128 0.2% $14,614,097,000 5.4% $12,955,760
Other 102 0.1% 299 0.0% $1,139,215,535 0.4% $3,810,085
Total 112,387 100% 740,365 100% $269,474,994,938 100% $363,976
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 73,071 97.6% 278,270 98.0% $37,370,311,764 79.5% $134,295
Long Note 937 1.3% 2,057 0.7% $1,034,179,735 2.2% $502,761
Short Note 188 0.3% 341 0.1% $175,330,000 0.4% $514,164
Long Variable 105 0.1% 550 0.2% $174,871,305 0.4% $317,948
Short Variable 533 0.7% 2,492 0.9% $7,981,370,000 17.0% $3,202,797
CP 29 0.0% 54 0.0% $241,782,000 0.5% $4,477,444
Other 20 0.0% 45 0.0% $26,408,654 0.1% $586,859
Total 74,883 100% 283,809 100% $47,004,253,458 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 105,763 95.1% 427,835 93.7% $112,116,133,234 50.4% $262,055
Long Note 1,907 1.7% 6,493 1.4% $4,962,600,420 2.2% $764,300
Short Note 403 0.4% 1,229 0.3% $1,328,913,887 0.6% $1,081,297
Long Variable 192 0.2% 1,600 0.4% $1,309,684,783 0.6% $818,553
Short Variable 2,375 2.1% 18,071 4.0% $87,268,287,275 39.2% $4,829,190
CP 527 0.5% 1,074 0.2% $14,372,315,000 6.5% $13,382,044
Other 100 0.1% 254 0.1% $1,112,806,881 0.5% $4,381,129
Total 111,267 100% 456,556 100% $222,470,741,480 100%
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 91,979 94.6% 289,618 93.5% $80,056,184,476 54.3% $276,420
Long Note 1,809 1.9% 5,605 1.8% $3,845,393,621 2.6% $686,065
Short Note 392 0.4% 1,139 0.4% $1,150,458,887 0.8% $1,010,060
Long Variable 172 0.2% 1,153 0.4% $991,574,000 0.7% $859,995
Short Variable 2,283 2.3% 11,291 3.6% $48,460,944,400 32.9% $4,291,998
CP 525 0.5% 921 0.3% $12,185,654,000 8.3% $13,230,895
Other 92 0.1% 184 0.1% $777,131,485 0.5% $4,223,541
Total 97,252 100% 309,911 100% 147,467,340,869 100%
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 77,859 96.5% 138,217 94.3% $32,059,948,758 42.7% $231,954
Long Note 656 0.8% 888 0.6% $1,117,206,799 1.5% $1,258,116
Short Note 61 0.1% 90 0.1% $178,455,000 0.2% $1,982,833
Long Variable 160 0.2% 447 0.3% $318,110,783 0.4% $711,657
Short Variable 1,806 2.2% 6,780 4.6% $38,807,342,875 51.7% $5,723,797
CP 129 0.2% 153 0.1% $2,186,661,000 2.9% $14,291,902
Other 48 0.1% 70 0.0% $335,675,396 0.4% $4,795,363
Total 80,719 100% 146,645 100% 75,003,400,611 100%