CUSIPs, Trades and Par Value by Security Type
September 2016
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 105,708 94.4% 683,902 95.2% $133,263,893,516 44.8% $194,858
Long Note 1,919 1.7% 8,719 1.2% $8,180,697,292 2.7% $938,261
Short Note 386 0.3% 1,561 0.2% $2,767,030,512 0.9% $1,772,601
Long Variable 216 0.2% 2,106 0.3% $2,152,121,590 0.7% $1,021,900
Short Variable 2,847 2.5% 19,866 2.8% $129,463,786,157 43.5% $6,516,852
CP 738 0.7% 1,552 0.2% $21,226,433,000 7.1% $13,676,825
Other 109 0.1% 360 0.1% $736,705,220 0.2% $2,046,403
Total 111,923 100% 718,066 100% $297,790,667,287 100% $414,712
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 72,466 97.8% 268,287 98.4% $36,641,282,908 87.1% $136,575
Long Note 842 1.1% 1,819 0.7% $1,203,119,345 2.9% $661,418
Short Note 155 0.2% 344 0.1% $232,859,000 0.6% $676,916
Long Variable 109 0.1% 572 0.2% $185,213,348 0.4% $323,800
Short Variable 448 0.6% 1,530 0.6% $3,417,138,929 8.1% $2,233,424
CP 42 0.1% 76 0.0% $350,230,000 0.8% $4,608,289
Other 23 0.0% 59 0.0% $15,536,167 0.0% $263,325
Total 74,085 100% 272,687 100% $42,045,379,697 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 104,583 94.4% 415,615 93.3% $96,622,610,608 37.8% $232,481
Long Note 1,908 1.7% 6,900 1.5% $6,977,577,947 2.7% $1,011,243
Short Note 383 0.3% 1,217 0.3% $2,534,171,512 1.0% $2,082,310
Long Variable 216 0.2% 1,534 0.3% $1,966,908,242 0.8% $1,282,209
Short Variable 2,844 2.6% 18,336 4.1% $126,046,647,228 49.3% $6,874,272
CP 738 0.7% 1,476 0.3% $20,876,203,000 8.2% $14,143,769
Other 102 0.1% 301 0.1% $721,169,053 0.3% $2,395,910
Total 110,774 100% 445,379 100% $255,745,287,590 100%
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 92,384 94.1% 273,554 93.0% $65,226,883,641 42.4% $238,442
Long Note 1,822 1.9% 6,034 2.1% $4,681,367,331 3.0% $775,832
Short Note 377 0.4% 1,113 0.4% $1,857,346,512 1.2% $1,668,775
Long Variable 201 0.2% 1,051 0.4% $1,379,372,411 0.9% $1,312,438
Short Variable 2,550 2.6% 10,887 3.7% $63,597,008,299 41.3% $5,841,555
CP 733 0.7% 1,201 0.4% $16,640,644,000 10.8% $13,855,657
Other 88 0.1% 229 0.1% $464,890,276 0.3% $2,030,089
Total 98,155 100% 294,069 100% 153,847,512,470 100%
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 77,124 95.5% 142,061 93.9% $31,395,726,967 30.8% $221,002
Long Note 660 0.8% 866 0.6% $2,296,210,616 2.3% $2,651,513
Short Note 64 0.1% 104 0.1% $676,825,000 0.7% $6,507,933
Long Variable 174 0.2% 483 0.3% $587,535,831 0.6% $1,216,430
Short Variable 2,489 3.1% 7,449 4.9% $62,449,638,929 61.3% $8,383,627
CP 186 0.2% 275 0.2% $4,235,559,000 4.2% $15,402,033
Other 50 0.1% 72 0.0% $256,278,777 0.3% $3,559,427
Total 80,747 100% 151,310 100% 101,897,775,120 100%