CUSIPs, Trades and Par Value by Security
Type |
|
|
|
|
|
|
July 2017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Type |
CUSIPs |
% of Total |
Trades |
% of Total |
Par Value |
% of Total |
Average Size All Trades |
|
|
|
|
|
|
Bond |
106,599 |
95.7% |
734,854 |
96.3% |
$125,878,886,568 |
58.4% |
$171,298 |
|
|
|
|
|
|
Long Note |
1,477 |
1.3% |
6,841 |
0.9% |
$5,088,515,695 |
2.4% |
$743,826 |
|
|
|
|
|
|
Short Note |
200 |
0.2% |
743 |
0.1% |
$812,709,412 |
0.4% |
$1,093,822 |
|
|
|
|
|
|
Long Variable |
221 |
0.2% |
1,586 |
0.2% |
$1,845,357,174 |
0.9% |
$1,163,529 |
|
|
|
|
|
|
Short Variable |
2,254 |
2.0% |
17,470 |
2.3% |
$67,484,419,800 |
31.3% |
$3,862,875 |
|
|
|
|
|
|
CP |
592 |
0.5% |
1,258 |
0.2% |
$13,537,680,000 |
6.3% |
$10,761,272 |
|
|
|
|
|
|
Other |
66 |
0.1% |
214 |
0.0% |
$741,578,091 |
0.3% |
$3,465,318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
111,409 |
100% |
762,966 |
100% |
$215,389,146,740 |
100% |
$282,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security
Type |
Inter-Dealer CUSIPs |
% of Total |
Inter-Dealer Trades |
% of Total |
Inter-Dealer Par |
% of Total |
Inter-Dealer Average Size |
|
|
|
|
|
|
Bond |
76,989 |
98.2% |
303,366 |
98.8% |
$38,580,322,455 |
94.2% |
$127,174 |
|
|
|
|
|
|
Long Note |
680 |
0.9% |
1,687 |
0.5% |
$798,899,434 |
1.9% |
$473,562 |
|
|
|
|
|
|
Short Note |
87 |
0.1% |
161 |
0.1% |
$120,860,000 |
0.3% |
$750,683 |
|
|
|
|
|
|
Long Variable |
127 |
0.2% |
342 |
0.1% |
$136,949,000 |
0.3% |
$400,436 |
|
|
|
|
|
|
Short Variable |
433 |
0.6% |
1,522 |
0.5% |
$1,019,388,000 |
2.5% |
$669,769 |
|
|
|
|
|
|
CP |
35 |
0.0% |
66 |
0.0% |
$317,272,000 |
0.8% |
$4,807,152 |
|
|
|
|
|
|
Other |
16 |
0.0% |
31 |
0.0% |
$3,690,000 |
0.0% |
$119,032 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
78,367 |
100% |
307,175 |
100% |
$40,977,380,889 |
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security
Type |
Customer CUSIPs |
% of Total |
Customer Trades |
% of Total |
Customer Par |
% of Total |
Customer Average Size |
|
|
|
|
|
|
Bond |
105,784 |
95.7% |
431,488 |
94.7% |
$87,298,564,113 |
50.1% |
$202,320 |
|
|
|
|
|
|
Long Note |
1,475 |
1.3% |
5,154 |
1.1% |
$4,289,616,261 |
2.5% |
$832,289 |
|
|
|
|
|
|
Short Note |
200 |
0.2% |
582 |
0.1% |
$691,849,412 |
0.4% |
$1,188,745 |
|
|
|
|
|
|
Long Variable |
220 |
0.2% |
1,244 |
0.3% |
$1,708,408,174 |
1.0% |
$1,373,318 |
|
|
|
|
|
|
Short Variable |
2,252 |
2.0% |
15,948 |
3.5% |
$66,465,031,800 |
38.1% |
$4,167,609 |
|
|
|
|
|
|
CP |
592 |
0.5% |
1,192 |
0.3% |
$13,220,408,000 |
7.6% |
$11,090,946 |
|
|
|
|
|
|
Other |
66 |
0.1% |
183 |
0.0% |
$737,888,091 |
0.4% |
$4,032,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
110,589 |
100% |
455,791 |
100% |
$174,411,765,851 |
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 |
94,778 |
95.4% |
290,945 |
94.8% |
$56,439,472,748 |
51.3% |
$193,987 |
|
|
|
|
|
|
Long Note |
1,404 |
1.4% |
4,352 |
1.4% |
$4,023,279,713 |
3.7% |
$924,467 |
|
|
|
|
|
|
Short Note |
192 |
0.2% |
539 |
0.2% |
$668,934,412 |
0.6% |
$1,241,066 |
|
|
|
|
|
|
Long Variable |
205 |
0.2% |
899 |
0.3% |
$1,375,692,000 |
1.3% |
$1,530,247 |
|
|
|
|
|
|
Short Variable |
2,117 |
2.1% |
8,880 |
2.9% |
$34,946,838,400 |
31.8% |
$3,935,455 |
|
|
|
|
|
|
CP |
591 |
0.6% |
1,091 |
0.4% |
$12,109,867,000 |
11.0% |
$11,099,786 |
|
|
|
|
|
|
Other |
54 |
0.1% |
136 |
0.0% |
$485,163,879 |
0.4% |
$3,567,381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
99,341 |
100% |
306,842 |
100% |
110,049,248,152 |
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 |
79,147 |
96.6% |
140,543 |
94.4% |
$30,859,091,365 |
47.9% |
$219,570 |
|
|
|
|
|
|
Long Note |
578 |
0.7% |
802 |
0.5% |
$266,336,548 |
0.4% |
$332,090 |
|
|
|
|
|
|
Short Note |
34 |
0.0% |
43 |
0.0% |
$22,915,000 |
0.0% |
$532,907 |
|
|
|
|
|
|
Long Variable |
174 |
0.2% |
345 |
0.2% |
$332,716,174 |
0.5% |
$964,395 |
|
|
|
|
|
|
Short Variable |
1,924 |
2.3% |
7,068 |
4.7% |
$31,518,193,400 |
49.0% |
$4,459,280 |
|
|
|
|
|
|
CP |
81 |
0.1% |
101 |
0.1% |
$1,110,541,000 |
1.7% |
$10,995,455 |
|
|
|
|
|
|
Other |
37 |
0.0% |
47 |
0.0% |
$252,724,212 |
0.4% |
$5,377,111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
81,975 |
100% |
148,949 |
100% |
64,362,517,699 |
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|