CUSIPs, Trades and Par Value by Security
Type |
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August 2012 |
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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 |
114,698 |
94.9% |
815,371 |
96.4% |
$139,751,080,202 |
47.9% |
$171,396 |
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Long Note |
1,698 |
1.4% |
9,526 |
1.1% |
$25,947,910,892 |
8.9% |
$2,723,904 |
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Short Note |
349 |
0.3% |
772 |
0.1% |
$1,116,422,986 |
0.4% |
$1,446,144 |
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Long Variable |
196 |
0.2% |
1,119 |
0.1% |
$269,458,000 |
0.1% |
$240,803 |
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Short Variable |
3,013 |
2.5% |
16,905 |
2.0% |
$102,482,877,000 |
35.1% |
$6,062,282 |
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CP |
784 |
0.6% |
1,254 |
0.1% |
$20,345,387,000 |
7.0% |
$16,224,392 |
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Other |
142 |
0.1% |
675 |
0.1% |
$1,734,096,205 |
0.6% |
$2,569,031 |
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Total |
120,880 |
100% |
845,622 |
100% |
$291,647,232,285 |
100% |
$344,891 |
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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 |
72,208 |
98.3% |
301,834 |
98.9% |
$48,031,634,649 |
84.1% |
$159,133 |
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Long Note |
561 |
0.8% |
1,589 |
0.5% |
$6,903,664,373 |
12.1% |
$4,344,660 |
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Short Note |
97 |
0.1% |
147 |
0.0% |
$103,148,035 |
0.2% |
$701,687 |
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Long Variable |
101 |
0.1% |
298 |
0.1% |
$68,077,000 |
0.1% |
$228,446 |
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Short Variable |
384 |
0.5% |
1,205 |
0.4% |
$1,541,992,000 |
2.7% |
$1,279,661 |
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CP |
54 |
0.1% |
88 |
0.0% |
$401,162,000 |
0.7% |
$4,558,659 |
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Other |
40 |
0.1% |
163 |
0.1% |
$96,061,000 |
0.2% |
$589,331 |
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Total |
73,445 |
100% |
305,324 |
100% |
$57,145,739,057 |
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 |
114,136 |
94.9% |
513,537 |
95.0% |
$91,719,445,553 |
39.1% |
$178,603 |
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Long Note |
1,682 |
1.4% |
7,937 |
1.5% |
$19,044,246,519 |
8.1% |
$2,399,426 |
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Short Note |
345 |
0.3% |
625 |
0.1% |
$1,013,274,951 |
0.4% |
$1,621,240 |
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Long Variable |
195 |
0.2% |
821 |
0.2% |
$201,381,000 |
0.1% |
$245,287 |
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Short Variable |
2,999 |
2.5% |
15,700 |
2.9% |
$100,940,885,000 |
43.0% |
$6,429,356 |
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CP |
784 |
0.7% |
1,166 |
0.2% |
$19,944,225,000 |
8.5% |
$17,104,824 |
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Other |
141 |
0.1% |
512 |
0.1% |
$1,638,035,205 |
0.7% |
$3,199,288 |
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Total |
120,282 |
100% |
540,298 |
100% |
$234,501,493,228 |
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 |
104,440 |
94.9% |
339,606 |
95.1% |
$60,801,489,582 |
39.7% |
$179,035 |
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Long Note |
1,655 |
1.5% |
7,297 |
2.0% |
$17,651,068,519 |
11.5% |
$2,418,949 |
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Short Note |
345 |
0.3% |
586 |
0.2% |
$823,234,951 |
0.5% |
$1,404,838 |
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Long Variable |
179 |
0.2% |
421 |
0.1% |
$115,908,000 |
0.1% |
$275,316 |
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Short Variable |
2,480 |
2.3% |
7,864 |
2.2% |
$54,710,429,000 |
35.8% |
$6,957,074 |
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CP |
780 |
0.7% |
1,005 |
0.3% |
$17,762,235,000 |
11.6% |
$17,673,866 |
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Other |
117 |
0.1% |
355 |
0.1% |
$1,158,366,879 |
0.8% |
$3,263,005 |
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Total |
109,996 |
100% |
357,134 |
100% |
153,022,731,931 |
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 |
88,702 |
96.3% |
173,931 |
95.0% |
$30,917,955,971 |
37.9% |
$177,760 |
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Long Note |
489 |
0.5% |
640 |
0.3% |
$1,393,178,000 |
1.7% |
$2,176,841 |
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Short Note |
30 |
0.0% |
39 |
0.0% |
$190,040,000 |
0.2% |
$4,872,821 |
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Long Variable |
181 |
0.2% |
400 |
0.2% |
$85,473,000 |
0.1% |
$213,683 |
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Short Variable |
2,452 |
2.7% |
7,836 |
4.3% |
$46,230,456,000 |
56.7% |
$5,899,752 |
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CP |
136 |
0.1% |
161 |
0.1% |
$2,181,990,000 |
2.7% |
$13,552,733 |
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Other |
88 |
0.1% |
157 |
0.1% |
$479,668,326 |
0.6% |
$3,055,212 |
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Total |
92,078 |
100% |
183,164 |
100% |
81,478,761,297 |
100% |
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