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