CUSIPs, Trades and Par Value by Security
Type |
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January 2014 |
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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 |
116,248 |
96.5% |
845,873 |
97.7% |
$160,990,593,691 |
66.3% |
$190,325 |
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Long Note |
1,239 |
1.0% |
3,649 |
0.4% |
$3,090,620,509 |
1.3% |
$846,977 |
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Short Note |
201 |
0.2% |
415 |
0.0% |
$670,111,725 |
0.3% |
$1,614,727 |
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Long Variable |
180 |
0.1% |
1,467 |
0.2% |
$1,446,972,483 |
0.6% |
$986,348 |
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Short Variable |
2,112 |
1.8% |
13,026 |
1.5% |
$64,138,079,400 |
26.4% |
$4,923,851 |
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CP |
462 |
0.4% |
720 |
0.1% |
$11,751,294,000 |
4.8% |
$16,321,242 |
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Other |
81 |
0.1% |
205 |
0.0% |
$666,444,540 |
0.3% |
$3,250,949 |
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Total |
120,523 |
100% |
865,355 |
100% |
$242,754,116,348 |
100% |
$280,525 |
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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 |
72,971 |
98.8% |
296,868 |
99.2% |
$51,788,185,541 |
93.4% |
$174,449 |
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Long Note |
371 |
0.5% |
680 |
0.2% |
$395,132,586 |
0.7% |
$581,077 |
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Short Note |
38 |
0.1% |
55 |
0.0% |
$26,713,877 |
0.0% |
$485,707 |
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Long Variable |
102 |
0.1% |
341 |
0.1% |
$236,502,740 |
0.4% |
$693,556 |
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Short Variable |
337 |
0.5% |
1,342 |
0.4% |
$2,966,907,000 |
5.3% |
$2,210,810 |
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CP |
11 |
0.0% |
15 |
0.0% |
$49,575,000 |
0.1% |
$3,305,000 |
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Other |
13 |
0.0% |
34 |
0.0% |
$1,355,440 |
0.0% |
$39,866 |
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Total |
73,843 |
100% |
299,335 |
100% |
$55,464,372,184 |
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 |
115,858 |
96.5% |
549,005 |
97.0% |
$109,202,408,150 |
58.3% |
$198,910 |
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Long Note |
1,230 |
1.0% |
2,969 |
0.5% |
$2,695,487,923 |
1.4% |
$907,877 |
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Short Note |
200 |
0.2% |
360 |
0.1% |
$643,397,848 |
0.3% |
$1,787,216 |
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Long Variable |
179 |
0.1% |
1,126 |
0.2% |
$1,210,469,743 |
0.6% |
$1,075,018 |
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Short Variable |
2,111 |
1.8% |
11,684 |
2.1% |
$61,171,172,400 |
32.7% |
$5,235,465 |
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CP |
462 |
0.4% |
705 |
0.1% |
$11,701,719,000 |
6.2% |
$16,598,183 |
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Other |
81 |
0.1% |
171 |
0.0% |
$665,089,100 |
0.4% |
$3,889,410 |
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Total |
120,121 |
100% |
566,020 |
100% |
$187,289,744,164 |
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 |
107,265 |
96.5% |
369,364 |
97.5% |
$64,928,799,192 |
58.9% |
$175,785 |
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Long Note |
1,188 |
1.1% |
2,282 |
0.6% |
$2,274,593,173 |
2.1% |
$996,754 |
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Short Note |
194 |
0.2% |
324 |
0.1% |
$620,438,848 |
0.6% |
$1,914,935 |
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Long Variable |
162 |
0.1% |
750 |
0.2% |
$883,274,046 |
0.8% |
$1,177,699 |
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Short Variable |
1,795 |
1.6% |
5,515 |
1.5% |
$30,762,816,700 |
27.9% |
$5,578,027 |
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CP |
461 |
0.4% |
612 |
0.2% |
$10,203,756,000 |
9.3% |
$16,672,804 |
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Other |
67 |
0.1% |
112 |
0.0% |
$528,119,676 |
0.5% |
$4,715,354 |
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Total |
111,132 |
100% |
378,959 |
100% |
110,201,797,635 |
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 |
93,977 |
97.3% |
179,641 |
96.0% |
$44,273,608,958 |
57.4% |
$246,456 |
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Long Note |
532 |
0.6% |
687 |
0.4% |
$420,894,750 |
0.5% |
$612,656 |
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Short Note |
31 |
0.0% |
36 |
0.0% |
$22,959,000 |
0.0% |
$637,750 |
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Long Variable |
157 |
0.2% |
376 |
0.2% |
$327,195,697 |
0.4% |
$870,201 |
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Short Variable |
1,772 |
1.8% |
6,169 |
3.3% |
$30,408,355,700 |
39.4% |
$4,929,220 |
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CP |
68 |
0.1% |
93 |
0.0% |
$1,497,963,000 |
1.9% |
$16,107,129 |
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Other |
39 |
0.0% |
59 |
0.0% |
$136,969,424 |
0.2% |
$2,321,516 |
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Total |
96,576 |
100% |
187,061 |
100% |
77,087,946,529 |
100% |
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