CUSIPs, Trades and Par Value by Security
Type |
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December 2010 |
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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 |
126,856 |
94.1% |
987,706 |
95.9% |
$162,424,978,246 |
48.0% |
$164,447
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Long Note |
1,742 |
1.3% |
6,984 |
0.7% |
$7,657,416,314 |
2.3% |
$1,096,423
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Short Note |
282 |
0.2% |
2,461 |
0.2% |
$5,811,801,836 |
1.7% |
$2,361,561
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Long Variable |
356 |
0.3% |
3,704 |
0.4% |
$4,127,566,000 |
1.2% |
$1,114,354
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Short Variable |
4,301 |
3.2% |
26,568 |
2.6% |
$130,160,391,800 |
38.5% |
$4,899,142
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CP |
1,057 |
0.8% |
1,982 |
0.2% |
$26,621,768,000 |
7.9% |
$13,431,770
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Other |
201 |
0.1% |
710 |
0.1% |
$1,402,360,271 |
0.4% |
$1,975,155
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Total |
134,795 |
100% |
1,030,115 |
100% |
$338,206,282,467 |
100% |
$328,319 |
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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 |
74,064 |
97.6% |
295,549 |
98.2% |
$39,619,836,173 |
84.7% |
$134,055 |
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Long Note |
647 |
0.9% |
1,686 |
0.6% |
$859,371,812 |
1.8% |
$509,710 |
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Short Note |
77 |
0.1% |
684 |
0.2% |
$1,047,109,150 |
2.2% |
$1,530,861 |
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Long Variable |
194 |
0.3% |
796 |
0.3% |
$312,000,000 |
0.7% |
$391,960 |
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Short Variable |
707 |
0.9% |
2,035 |
0.7% |
$3,762,946,000 |
8.0% |
$1,849,114 |
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CP |
121 |
0.2% |
157 |
0.1% |
$969,820,000 |
2.1% |
$6,177,197 |
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Other |
52 |
0.1% |
143 |
0.0% |
$199,705,000 |
0.4% |
$1,396,538 |
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Total |
75,862 |
100% |
301,050 |
100% |
$46,770,788,135 |
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 |
126,609 |
94.1% |
692,157 |
94.9% |
$122,805,142,073 |
42.1% |
$177,424 |
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Long Note |
1,741 |
1.3% |
5,298 |
0.7% |
$6,798,044,502 |
2.3% |
$1,283,134 |
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Short Note |
280 |
0.2% |
1,777 |
0.2% |
$4,764,692,686 |
1.6% |
$2,681,313 |
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Long Variable |
356 |
0.3% |
2,908 |
0.4% |
$3,815,566,000 |
1.3% |
$1,312,093 |
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Short Variable |
4,299 |
3.2% |
24,533 |
3.4% |
$126,397,445,800 |
43.4% |
$5,152,140 |
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CP |
1,057 |
0.8% |
1,825 |
0.3% |
$25,651,948,000 |
8.8% |
$14,055,862 |
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Other |
199 |
0.1% |
567 |
0.1% |
$1,202,655,271 |
0.4% |
$2,121,085 |
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Total |
134,541 |
100% |
729,065 |
100% |
$291,435,494,332 |
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 |
115,469 |
94.2% |
497,952 |
95.9% |
$77,602,422,616 |
43.3% |
$155,843 |
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Long Note |
1,691 |
1.4% |
4,206 |
0.8% |
$4,347,197,385 |
2.4% |
$1,033,570 |
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Short Note |
272 |
0.2% |
1,579 |
0.3% |
$3,218,533,686 |
1.8% |
$2,038,337 |
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Long Variable |
346 |
0.3% |
1,965 |
0.4% |
$3,167,845,000 |
1.8% |
$1,612,135 |
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Short Variable |
3,583 |
2.9% |
11,671 |
2.2% |
$68,372,307,900 |
38.2% |
$5,858,308 |
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CP |
1,051 |
0.9% |
1,491 |
0.3% |
$21,657,733,000 |
12.1% |
$14,525,643 |
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Other |
143 |
0.1% |
289 |
0.1% |
$725,915,001 |
0.4% |
$2,511,817 |
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Total |
122,555 |
100% |
519,153 |
100% |
179,091,954,588 |
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 |
103,053 |
95.3% |
194,205 |
92.5% |
$45,202,719,457 |
40.2% |
$232,758 |
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Long Note |
738 |
0.7% |
1,092 |
0.5% |
$2,450,847,117 |
2.2% |
$2,244,365 |
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Short Note |
49 |
0.0% |
198 |
0.1% |
$1,546,159,000 |
1.4% |
$7,808,884 |
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Long Variable |
295 |
0.3% |
943 |
0.4% |
$647,721,000 |
0.6% |
$686,873 |
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Short Variable |
3,669 |
3.4% |
12,862 |
6.1% |
$58,025,137,900 |
51.6% |
$4,511,362 |
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CP |
225 |
0.2% |
334 |
0.2% |
$3,994,215,000 |
3.6% |
$11,958,728 |
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Other |
159 |
0.1% |
278 |
0.1% |
$476,740,270 |
0.4% |
$1,714,893 |
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Total |
108,188 |
100% |
209,912 |
100% |
112,343,539,744 |
100% |
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