CUSIPs, Trades and Par Value by Security
Type |
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June 2011 |
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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 |
122,017 |
94.7% |
863,277 |
96.5% |
$141,665,668,552 |
49.4% |
$164,102
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Long Note |
1,801 |
1.4% |
6,487 |
0.7% |
$10,358,210,779 |
3.6% |
$1,596,764
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Short Note |
353 |
0.3% |
1,065 |
0.1% |
$2,973,158,971 |
1.0% |
$2,791,699
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Long Variable |
318 |
0.2% |
2,451 |
0.3% |
$2,291,453,000 |
0.8% |
$934,905
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Short Variable |
3,306 |
2.6% |
19,546 |
2.2% |
$104,327,750,800 |
36.4% |
$5,337,550
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CP |
939 |
0.7% |
1,535 |
0.2% |
$23,179,338,000 |
8.1% |
$15,100,546
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Other |
172 |
0.1% |
620 |
0.1% |
$2,206,103,085 |
0.8% |
$3,558,231
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Total |
128,906 |
100% |
894,981 |
100% |
$287,001,683,187 |
100% |
$320,679 |
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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 |
71,761 |
98.0% |
278,105 |
98.7% |
$39,822,182,733 |
86.5% |
$143,191 |
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Long Note |
611 |
0.8% |
1,377 |
0.5% |
$1,040,930,810 |
2.3% |
$755,941 |
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Short Note |
92 |
0.1% |
172 |
0.1% |
$270,443,417 |
0.6% |
$1,572,345 |
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Long Variable |
169 |
0.2% |
585 |
0.2% |
$192,665,000 |
0.4% |
$329,342 |
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Short Variable |
504 |
0.7% |
1,395 |
0.5% |
$3,958,138,000 |
8.6% |
$2,837,375 |
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CP |
73 |
0.1% |
83 |
0.0% |
$695,013,000 |
1.5% |
$8,373,651 |
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Other |
44 |
0.1% |
111 |
0.0% |
$76,835,000 |
0.2% |
$692,207 |
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Total |
73,254 |
100% |
281,828 |
100% |
$46,056,207,960 |
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 |
121,587 |
94.7% |
585,172 |
95.4% |
$101,843,485,819 |
42.3% |
$174,040 |
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Long Note |
1,791 |
1.4% |
5,110 |
0.8% |
$9,317,279,969 |
3.9% |
$1,823,342 |
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Short Note |
350 |
0.3% |
893 |
0.1% |
$2,702,715,554 |
1.1% |
$3,026,557 |
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Long Variable |
318 |
0.2% |
1,866 |
0.3% |
$2,098,788,000 |
0.9% |
$1,124,752 |
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Short Variable |
3,291 |
2.6% |
18,151 |
3.0% |
$100,369,612,800 |
41.7% |
$5,529,702 |
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CP |
939 |
0.7% |
1,452 |
0.2% |
$22,484,325,000 |
9.3% |
$15,485,072 |
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Other |
170 |
0.1% |
509 |
0.1% |
$2,129,268,085 |
0.9% |
$4,183,238 |
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Total |
128,446 |
100% |
613,153 |
100% |
$240,945,475,227 |
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 |
112,180 |
94.7% |
411,337 |
96.1% |
$63,772,664,959 |
42.9% |
$155,038 |
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Long Note |
1,741 |
1.5% |
4,346 |
1.0% |
$8,306,836,792 |
5.6% |
$1,911,375 |
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Short Note |
342 |
0.3% |
777 |
0.2% |
$2,214,615,554 |
1.5% |
$2,850,213 |
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Long Variable |
293 |
0.2% |
1,127 |
0.3% |
$1,623,725,000 |
1.1% |
$1,440,750 |
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Short Variable |
2,812 |
2.4% |
9,118 |
2.1% |
$52,859,683,900 |
35.5% |
$5,797,289 |
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CP |
922 |
0.8% |
1,210 |
0.3% |
$18,969,441,000 |
12.8% |
$15,677,224 |
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Other |
127 |
0.1% |
278 |
0.1% |
$1,029,238,085 |
0.7% |
$3,702,295 |
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Total |
118,417 |
100% |
428,193 |
100% |
148,776,205,290 |
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 |
95,578 |
96.1% |
173,835 |
94.0% |
$38,070,820,860 |
41.3% |
$219,005 |
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Long Note |
554 |
0.6% |
764 |
0.4% |
$1,010,443,177 |
1.1% |
$1,322,570 |
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Short Note |
29 |
0.0% |
116 |
0.1% |
$488,100,000 |
0.5% |
$4,207,759 |
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Long Variable |
271 |
0.3% |
739 |
0.4% |
$475,063,000 |
0.5% |
$642,846 |
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Short Variable |
2,702 |
2.7% |
9,033 |
4.9% |
$47,509,928,900 |
51.5% |
$5,259,596 |
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CP |
196 |
0.2% |
242 |
0.1% |
$3,514,884,000 |
3.8% |
$14,524,314 |
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Other |
128 |
0.1% |
231 |
0.1% |
$1,100,030,000 |
1.2% |
$4,762,035 |
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Total |
99,458 |
100% |
184,960 |
100% |
92,169,269,937 |
100% |
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