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