CUSIPs, Trades and Par Value by Security Type
October 2017
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 114,788 95.6% 749,639 95.4% $139,751,530,420 58.8% $186,425
Long Note 1,772 1.5% 8,665 1.1% $6,805,857,555 2.9% $785,442
Short Note 309 0.3% 1,397 0.2% $1,778,339,042 0.7% $1,272,970
Long Variable 275 0.2% 1,979 0.3% $1,948,393,000 0.8% $984,534
Short Variable 2,261 1.9% 22,242 2.8% $72,162,060,433 30.4% $3,244,405
CP 571 0.5% 1,434 0.2% $14,596,141,000 6.1% $10,178,620
Other 66 0.1% 256 0.0% $563,758,430 0.2% $2,202,181
Total 120,042 100% 785,612 100% $237,606,079,880 100% $302,447
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 80,283 97.9% 297,936 98.3% $39,668,420,083 92.6% $133,144
Long Note 904 1.1% 2,207 0.7% $992,859,560 2.3% $449,868
Short Note 111 0.1% 374 0.1% $265,964,129 0.6% $711,134
Long Variable 161 0.2% 443 0.1% $169,270,000 0.4% $382,099
Short Variable 498 0.6% 1,946 0.6% $1,334,706,579 3.1% $685,872
CP 44 0.1% 73 0.0% $385,709,000 0.9% $5,283,685
Other 15 0.0% 28 0.0% $21,005,000 0.0% $750,179
Total 82,016 100% 303,007 100% $42,837,934,351 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 113,889 95.6% 451,703 93.6% $100,083,110,337 51.4% $221,568
Long Note 1,762 1.5% 6,458 1.3% $5,812,997,995 3.0% $900,124
Short Note 307 0.3% 1,023 0.2% $1,512,374,913 0.8% $1,478,372
Long Variable 275 0.2% 1,536 0.3% $1,779,123,000 0.9% $1,158,283
Short Variable 2,254 1.9% 20,296 4.2% $70,827,353,854 36.4% $3,489,720
CP 571 0.5% 1,361 0.3% $14,210,432,000 7.3% $10,441,170
Other 66 0.1% 228 0.0% $542,753,430 0.3% $2,380,498
Total 119,124 100% 482,605 100% $194,768,145,529 100%
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 99,101 95.3% 287,411 93.7% $64,259,965,886 52.2% $223,582
Long Note 1,611 1.5% 5,226 1.7% $4,469,768,695 3.6% $855,294
Short Note 298 0.3% 894 0.3% $1,309,111,913 1.1% $1,464,331
Long Variable 254 0.2% 980 0.3% $1,427,943,000 1.2% $1,457,085
Short Variable 2,054 2.0% 10,775 3.5% $38,386,392,268 31.2% $3,562,542
CP 564 0.5% 1,221 0.4% $12,768,052,000 10.4% $10,457,045
Other 57 0.1% 198 0.1% $504,513,430 0.4% $2,548,048
Total 103,939 100% 306,705 100% 123,125,747,192 100%
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 88,278 96.5% 164,292 93.4% $35,823,144,451 50.0% $218,046
Long Note 827 0.9% 1,232 0.7% $1,343,229,300 1.9% $1,090,284
Short Note 65 0.1% 129 0.1% $203,263,000 0.3% $1,575,682
Long Variable 243 0.3% 556 0.3% $351,180,000 0.5% $631,619
Short Variable 1,948 2.1% 9,521 5.4% $32,440,961,586 45.3% $3,407,306
CP 88 0.1% 140 0.1% $1,442,380,000 2.0% $10,302,714
Other 19 0.0% 30 0.0% $38,240,000 0.1% $1,274,667
Total 91,468 100% 175,900 100% 71,642,398,337 100%