CUSIPs, Trades and Par Value by Security
Type |
|
|
|
|
|
|
April 2014 |
|
|
|
|
|
|
|
|
Security Type |
CUSIPs |
% of Total |
Trades |
% of Total |
Par Value |
% of Total |
Average Size All Trades |
|
|
|
Bond |
109,027 |
95.8% |
737,350 |
97.2% |
$141,681,590,870 |
54.7% |
$192,150 |
|
|
|
Long Note |
1,305 |
1.1% |
3,619 |
0.5% |
$3,178,672,470 |
1.2% |
$878,329 |
|
|
Short Note |
238 |
0.2% |
697 |
0.1% |
$1,563,415,518 |
0.6% |
$2,243,064 |
|
|
Long Variable |
196 |
0.2% |
1,434 |
0.2% |
$2,407,360,772 |
0.9% |
$1,678,773 |
|
|
Short Variable |
2,452 |
2.2% |
14,673 |
1.9% |
$98,842,756,962 |
38.2% |
$6,736,370 |
|
|
CP |
450 |
0.4% |
701 |
0.1% |
$10,636,927,000 |
4.1% |
$15,173,933 |
|
|
Other |
132 |
0.1% |
474 |
0.1% |
$721,556,971 |
0.3% |
$1,522,272 |
|
|
|
|
|
|
|
|
|
|
|
|
Total |
113,800 |
100% |
758,948 |
100% |
$259,032,280,563 |
100% |
$341,304 |
|
|
|
|
|
|
|
|
Security
Type |
Inter-Dealer CUSIPs |
% of Total |
Inter-Dealer Trades |
% of Total |
Inter-Dealer Par |
% of Total |
Inter-Dealer Average Size |
|
|
Bond |
68,567 |
98.5% |
256,551 |
98.9% |
$45,232,057,984 |
87.8% |
$176,308 |
|
|
|
Long Note |
471 |
0.7% |
745 |
0.3% |
$445,466,135 |
0.9% |
$597,941 |
|
|
|
Short Note |
63 |
0.1% |
150 |
0.1% |
$503,834,194 |
1.0% |
$3,358,895 |
|
|
|
Long Variable |
108 |
0.2% |
353 |
0.1% |
$160,378,500 |
0.3% |
$454,330 |
|
|
|
Short Variable |
396 |
0.6% |
1,329 |
0.5% |
$5,040,138,000 |
9.8% |
$3,792,429 |
|
|
|
CP |
6 |
0.0% |
19 |
0.0% |
$52,585,000 |
0.1% |
$2,767,632 |
|
|
|
Other |
31 |
0.0% |
202 |
0.1% |
$77,204,072 |
0.1% |
$382,198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
69,642 |
100% |
259,349 |
100% |
$51,511,663,885 |
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security
Type |
Customer CUSIPs |
% of Total |
Customer Trades |
% of Total |
Customer Par |
% of Total |
Customer Average Size |
|
|
Bond |
108,551 |
95.8% |
480,799 |
96.2% |
$96,449,532,886 |
46.5% |
$200,603 |
|
|
Long Note |
1,292 |
1.1% |
2,874 |
0.6% |
$2,733,206,335 |
1.3% |
$951,011 |
|
|
Short Note |
231 |
0.2% |
547 |
0.1% |
$1,059,581,324 |
0.5% |
$1,937,077 |
|
|
Long Variable |
196 |
0.2% |
1,081 |
0.2% |
$2,246,982,272 |
1.1% |
$2,078,614 |
|
|
Short Variable |
2,447 |
2.2% |
13,344 |
2.7% |
$93,802,618,962 |
45.2% |
$7,029,573 |
|
|
CP |
450 |
0.4% |
682 |
0.1% |
$10,584,342,000 |
5.1% |
$15,519,563 |
|
|
Other |
125 |
0.1% |
272 |
0.1% |
$644,352,899 |
0.3% |
$2,368,944 |
|
|
|
|
|
|
|
|
|
|
|
|
Total |
113,292 |
100% |
499,599 |
100% |
$207,520,616,678 |
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 |
98,971 |
95.8% |
312,981 |
96.7% |
$58,853,180,503 |
47.9% |
$188,041 |
|
|
|
Long Note |
1,245 |
1.2% |
2,297 |
0.7% |
$2,209,961,335 |
1.8% |
$962,108 |
|
|
|
Short Note |
230 |
0.2% |
508 |
0.2% |
$808,596,324 |
0.7% |
$1,591,725 |
|
|
|
Long Variable |
178 |
0.2% |
710 |
0.2% |
$2,121,926,750 |
1.7% |
$2,988,629 |
|
|
|
Short Variable |
2,078 |
2.0% |
6,246 |
1.9% |
$49,012,605,981 |
39.9% |
$7,847,039 |
|
|
|
CP |
450 |
0.4% |
605 |
0.2% |
$9,486,530,000 |
7.7% |
$15,680,215 |
|
|
|
Other |
110 |
0.1% |
179 |
0.1% |
$498,914,187 |
0.4% |
$2,787,230 |
|
|
|
|
|
|
|
|
|
Total |
103,262 |
100% |
323,526 |
100% |
122,991,715,080 |
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 |
88,992 |
96.9% |
167,818 |
95.3% |
$37,596,352,383 |
44.5% |
$224,031 |
|
|
|
Long Note |
430 |
0.5% |
577 |
0.3% |
$523,245,000 |
0.6% |
$906,837 |
|
|
|
Short Note |
26 |
0.0% |
39 |
0.0% |
$250,985,000 |
0.3% |
$6,435,513 |
|
|
|
Long Variable |
166 |
0.2% |
371 |
0.2% |
$125,055,522 |
0.1% |
$337,077 |
|
|
|
Short Variable |
2,111 |
2.3% |
7,098 |
4.0% |
$44,790,012,981 |
53.0% |
$6,310,230 |
|
|
|
CP |
60 |
0.1% |
77 |
0.0% |
$1,097,812,000 |
1.3% |
$14,257,299 |
|
|
|
Other |
69 |
0.1% |
93 |
0.1% |
$145,438,712 |
0.2% |
$1,563,857 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
91,854 |
100% |
176,073 |
100% |
84,528,901,598 |
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|