CUSIPs, Trades and Par Value by Security
Type |
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October 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 |
114,788 |
95.6% |
749,639 |
95.4% |
$139,751,530,420 |
58.8% |
$186,425 |
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Long Note |
1,772 |
1.5% |
8,665 |
1.1% |
$6,805,857,555 |
2.9% |
$785,442 |
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Short Note |
309 |
0.3% |
1,397 |
0.2% |
$1,778,339,042 |
0.7% |
$1,272,970 |
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Long Variable |
275 |
0.2% |
1,979 |
0.3% |
$1,948,393,000 |
0.8% |
$984,534 |
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Short Variable |
2,261 |
1.9% |
22,242 |
2.8% |
$72,162,060,433 |
30.4% |
$3,244,405 |
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CP |
571 |
0.5% |
1,434 |
0.2% |
$14,596,141,000 |
6.1% |
$10,178,620 |
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Other |
66 |
0.1% |
256 |
0.0% |
$563,758,430 |
0.2% |
$2,202,181 |
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Total |
120,042 |
100% |
785,612 |
100% |
$237,606,079,880 |
100% |
$302,447 |
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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 |
80,283 |
97.9% |
297,936 |
98.3% |
$39,668,420,083 |
92.6% |
$133,144 |
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Long Note |
904 |
1.1% |
2,207 |
0.7% |
$992,859,560 |
2.3% |
$449,868 |
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Short Note |
111 |
0.1% |
374 |
0.1% |
$265,964,129 |
0.6% |
$711,134 |
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Long Variable |
161 |
0.2% |
443 |
0.1% |
$169,270,000 |
0.4% |
$382,099 |
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Short Variable |
498 |
0.6% |
1,946 |
0.6% |
$1,334,706,579 |
3.1% |
$685,872 |
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CP |
44 |
0.1% |
73 |
0.0% |
$385,709,000 |
0.9% |
$5,283,685 |
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Other |
15 |
0.0% |
28 |
0.0% |
$21,005,000 |
0.0% |
$750,179 |
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Total |
82,016 |
100% |
303,007 |
100% |
$42,837,934,351 |
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 |
113,889 |
95.6% |
451,703 |
93.6% |
$100,083,110,337 |
51.4% |
$221,568 |
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Long Note |
1,762 |
1.5% |
6,458 |
1.3% |
$5,812,997,995 |
3.0% |
$900,124 |
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Short Note |
307 |
0.3% |
1,023 |
0.2% |
$1,512,374,913 |
0.8% |
$1,478,372 |
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Long Variable |
275 |
0.2% |
1,536 |
0.3% |
$1,779,123,000 |
0.9% |
$1,158,283 |
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Short Variable |
2,254 |
1.9% |
20,296 |
4.2% |
$70,827,353,854 |
36.4% |
$3,489,720 |
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CP |
571 |
0.5% |
1,361 |
0.3% |
$14,210,432,000 |
7.3% |
$10,441,170 |
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Other |
66 |
0.1% |
228 |
0.0% |
$542,753,430 |
0.3% |
$2,380,498 |
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Total |
119,124 |
100% |
482,605 |
100% |
$194,768,145,529 |
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 |
99,101 |
95.3% |
287,411 |
93.7% |
$64,259,965,886 |
52.2% |
$223,582 |
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Long Note |
1,611 |
1.5% |
5,226 |
1.7% |
$4,469,768,695 |
3.6% |
$855,294 |
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Short Note |
298 |
0.3% |
894 |
0.3% |
$1,309,111,913 |
1.1% |
$1,464,331 |
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Long Variable |
254 |
0.2% |
980 |
0.3% |
$1,427,943,000 |
1.2% |
$1,457,085 |
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Short Variable |
2,054 |
2.0% |
10,775 |
3.5% |
$38,386,392,268 |
31.2% |
$3,562,542 |
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CP |
564 |
0.5% |
1,221 |
0.4% |
$12,768,052,000 |
10.4% |
$10,457,045 |
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Other |
57 |
0.1% |
198 |
0.1% |
$504,513,430 |
0.4% |
$2,548,048 |
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Total |
103,939 |
100% |
306,705 |
100% |
123,125,747,192 |
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 |
88,278 |
96.5% |
164,292 |
93.4% |
$35,823,144,451 |
50.0% |
$218,046 |
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Long Note |
827 |
0.9% |
1,232 |
0.7% |
$1,343,229,300 |
1.9% |
$1,090,284 |
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Short Note |
65 |
0.1% |
129 |
0.1% |
$203,263,000 |
0.3% |
$1,575,682 |
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Long Variable |
243 |
0.3% |
556 |
0.3% |
$351,180,000 |
0.5% |
$631,619 |
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Short Variable |
1,948 |
2.1% |
9,521 |
5.4% |
$32,440,961,586 |
45.3% |
$3,407,306 |
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CP |
88 |
0.1% |
140 |
0.1% |
$1,442,380,000 |
2.0% |
$10,302,714 |
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Other |
19 |
0.0% |
30 |
0.0% |
$38,240,000 |
0.1% |
$1,274,667 |
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Total |
91,468 |
100% |
175,900 |
100% |
71,642,398,337 |
100% |
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