CUSIPs, Trades and Par Value by Security
Type |
|
|
|
|
|
|
February 2014 |
|
|
|
|
|
|
|
|
Security Type |
CUSIPs |
% of Total |
Trades |
% of Total |
Par Value |
% of Total |
Average Size All Trades |
|
|
|
Bond |
102,690 |
96.2% |
728,207 |
97.7% |
$124,002,255,466 |
59.7% |
$170,284 |
|
|
|
Long Note |
1,109 |
1.0% |
3,082 |
0.4% |
$2,166,498,356 |
1.0% |
$702,952 |
|
|
Short Note |
184 |
0.2% |
396 |
0.1% |
$476,883,393 |
0.2% |
$1,204,251 |
|
|
Long Variable |
165 |
0.2% |
1,392 |
0.2% |
$816,384,219 |
0.4% |
$586,483 |
|
|
Short Variable |
1,980 |
1.9% |
11,535 |
1.5% |
$65,281,506,000 |
31.5% |
$5,659,428 |
|
|
CP |
506 |
0.5% |
780 |
0.1% |
$14,011,851,000 |
6.8% |
$17,963,912 |
|
|
Other |
90 |
0.1% |
214 |
0.0% |
$811,627,371 |
0.4% |
$3,792,651 |
|
|
|
|
|
|
|
|
|
|
|
|
Total |
106,724 |
100% |
745,606 |
100% |
$207,567,005,805 |
100% |
$278,387 |
|
|
|
|
|
|
|
|
Security
Type |
Inter-Dealer CUSIPs |
% of Total |
Inter-Dealer Trades |
% of Total |
Inter-Dealer Par |
% of Total |
Inter-Dealer Average Size |
|
|
Bond |
63,824 |
98.6% |
256,782 |
99.1% |
$40,511,077,948 |
91.4% |
$157,764 |
|
|
|
Long Note |
367 |
0.6% |
646 |
0.2% |
$349,078,087 |
0.8% |
$540,369 |
|
|
|
Short Note |
36 |
0.1% |
46 |
0.0% |
$18,180,000 |
0.0% |
$395,217 |
|
|
|
Long Variable |
85 |
0.1% |
366 |
0.1% |
$155,180,000 |
0.3% |
$423,989 |
|
|
|
Short Variable |
378 |
0.6% |
1,261 |
0.5% |
$3,252,377,000 |
7.3% |
$2,579,205 |
|
|
|
CP |
7 |
0.0% |
9 |
0.0% |
$51,590,000 |
0.1% |
$5,732,222 |
|
|
|
Other |
14 |
0.0% |
26 |
0.0% |
$8,514,138 |
0.0% |
$327,467 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
64,711 |
100% |
259,136 |
100% |
$44,345,997,173 |
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security
Type |
Customer CUSIPs |
% of Total |
Customer Trades |
% of Total |
Customer Par |
% of Total |
Customer Average Size |
|
|
Bond |
102,353 |
96.2% |
471,425 |
96.9% |
$83,491,177,518 |
51.2% |
$177,104 |
|
|
Long Note |
1,103 |
1.0% |
2,436 |
0.5% |
$1,817,420,269 |
1.1% |
$746,067 |
|
|
Short Note |
182 |
0.2% |
350 |
0.1% |
$458,703,393 |
0.3% |
$1,310,581 |
|
|
Long Variable |
165 |
0.2% |
1,026 |
0.2% |
$661,204,219 |
0.4% |
$644,449 |
|
|
Short Variable |
1,978 |
1.9% |
10,274 |
2.1% |
$62,029,129,000 |
38.0% |
$6,037,486 |
|
|
CP |
506 |
0.5% |
771 |
0.2% |
$13,960,261,000 |
8.6% |
$18,106,694 |
|
|
Other |
89 |
0.1% |
188 |
0.0% |
$803,113,233 |
0.5% |
$4,271,879 |
|
|
|
|
|
|
|
|
|
|
|
|
Total |
106,376 |
100% |
486,470 |
100% |
$163,221,008,632 |
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 |
94,385 |
96.3% |
311,532 |
97.3% |
$49,652,871,443 |
51.3% |
$159,383 |
|
|
|
Long Note |
1,074 |
1.1% |
1,979 |
0.6% |
$1,624,275,269 |
1.7% |
$820,756 |
|
|
|
Short Note |
182 |
0.2% |
320 |
0.1% |
$396,938,393 |
0.4% |
$1,240,432 |
|
|
|
Long Variable |
153 |
0.2% |
669 |
0.2% |
$514,262,436 |
0.5% |
$768,703 |
|
|
|
Short Variable |
1,685 |
1.7% |
5,040 |
1.6% |
$32,006,146,000 |
33.1% |
$6,350,426 |
|
|
|
CP |
504 |
0.5% |
656 |
0.2% |
$11,937,592,000 |
12.3% |
$18,197,549 |
|
|
|
Other |
72 |
0.1% |
132 |
0.0% |
$672,400,815 |
0.7% |
$5,093,946 |
|
|
|
|
|
|
|
|
|
Total |
98,055 |
100% |
320,328 |
100% |
96,804,486,356 |
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 |
82,839 |
97.3% |
159,893 |
96.2% |
$33,838,306,075 |
50.9% |
$211,631 |
|
|
|
Long Note |
377 |
0.4% |
457 |
0.3% |
$193,145,000 |
0.3% |
$422,637 |
|
|
|
Short Note |
26 |
0.0% |
30 |
0.0% |
$61,765,000 |
0.1% |
$2,058,833 |
|
|
|
Long Variable |
135 |
0.2% |
357 |
0.2% |
$146,941,783 |
0.2% |
$411,602 |
|
|
|
Short Variable |
1,660 |
1.9% |
5,234 |
3.2% |
$30,022,983,000 |
45.2% |
$5,736,145 |
|
|
|
CP |
91 |
0.1% |
115 |
0.1% |
$2,022,669,000 |
3.0% |
$17,588,426 |
|
|
|
Other |
40 |
0.0% |
56 |
0.0% |
$130,712,418 |
0.2% |
$2,334,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
85,168 |
100% |
166,142 |
100% |
66,416,522,276 |
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|