CUSIPs, Trades and Par Value by Security
Type |
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May 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 |
121,941 |
95.1% |
834,796 |
96.5% |
$134,641,378,443 |
51.8% |
$161,287
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Long Note |
1,464 |
1.1% |
4,742 |
0.5% |
$3,501,159,676 |
1.3% |
$738,330
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Short Note |
244 |
0.2% |
897 |
0.1% |
$826,712,573 |
0.3% |
$921,642
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Long Variable |
351 |
0.3% |
3,399 |
0.4% |
$2,035,712,000 |
0.8% |
$598,915
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Short Variable |
3,385 |
2.6% |
19,103 |
2.2% |
$98,377,386,000 |
37.8% |
$5,149,840
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CP |
748 |
0.6% |
1,321 |
0.2% |
$19,026,467,000 |
7.3% |
$14,403,079
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Other |
145 |
0.1% |
800 |
0.1% |
$1,642,105,313 |
0.6% |
$2,052,632
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Total |
128,278 |
100% |
865,058 |
100% |
$260,050,921,005 |
100% |
$300,617 |
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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 |
71,954 |
98.2% |
274,277 |
98.7% |
$38,809,044,326 |
90.1% |
$141,496 |
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Long Note |
510 |
0.7% |
1,123 |
0.4% |
$599,165,151 |
1.4% |
$533,540 |
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Short Note |
69 |
0.1% |
183 |
0.1% |
$134,375,000 |
0.3% |
$734,290 |
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Long Variable |
182 |
0.2% |
729 |
0.3% |
$219,389,000 |
0.5% |
$300,945 |
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Short Variable |
485 |
0.7% |
1,354 |
0.5% |
$2,815,552,000 |
6.5% |
$2,079,433 |
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CP |
61 |
0.1% |
88 |
0.0% |
$443,569,000 |
1.0% |
$5,040,557 |
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Other |
44 |
0.1% |
102 |
0.0% |
$40,975,000 |
0.1% |
$401,716 |
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Total |
73,305 |
100% |
277,856 |
100% |
$43,062,069,477 |
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 |
121,435 |
95.1% |
560,519 |
95.5% |
$95,832,334,117 |
44.2% |
$170,971 |
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Long Note |
1,458 |
1.1% |
3,619 |
0.6% |
$2,901,994,525 |
1.3% |
$801,877 |
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Short Note |
242 |
0.2% |
714 |
0.1% |
$692,337,573 |
0.3% |
$969,660 |
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Long Variable |
351 |
0.3% |
2,670 |
0.5% |
$1,816,323,000 |
0.8% |
$680,271 |
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Short Variable |
3,380 |
2.6% |
17,749 |
3.0% |
$95,561,834,000 |
44.0% |
$5,384,069 |
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CP |
748 |
0.6% |
1,233 |
0.2% |
$18,582,898,000 |
8.6% |
$15,071,288 |
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Other |
144 |
0.1% |
698 |
0.1% |
$1,601,130,313 |
0.7% |
$2,293,883 |
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Total |
127,758 |
100% |
587,202 |
100% |
$216,988,851,528 |
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 |
111,437 |
95.0% |
384,008 |
95.9% |
$55,689,582,825 |
43.1% |
$145,022 |
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Long Note |
1,420 |
1.2% |
2,930 |
0.7% |
$2,369,804,835 |
1.8% |
$808,807 |
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Short Note |
239 |
0.2% |
564 |
0.1% |
$540,782,573 |
0.4% |
$958,834 |
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Long Variable |
330 |
0.3% |
1,848 |
0.5% |
$1,391,690,000 |
1.1% |
$753,079 |
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Short Variable |
3,046 |
2.6% |
9,519 |
2.4% |
$53,152,665,000 |
41.2% |
$5,583,850 |
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CP |
736 |
0.6% |
980 |
0.2% |
$14,954,014,000 |
11.6% |
$15,259,198 |
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Other |
123 |
0.1% |
531 |
0.1% |
$1,058,341,870 |
0.8% |
$1,993,111 |
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Total |
117,331 |
100% |
400,380 |
100% |
129,156,881,103 |
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 |
96,188 |
96.3% |
176,511 |
94.5% |
$40,142,751,292 |
45.7% |
$227,424 |
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Long Note |
518 |
0.5% |
689 |
0.4% |
$532,189,690 |
0.6% |
$772,409 |
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Short Note |
20 |
0.0% |
150 |
0.1% |
$151,555,000 |
0.2% |
$1,010,367 |
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Long Variable |
291 |
0.3% |
822 |
0.4% |
$424,633,000 |
0.5% |
$516,585 |
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Short Variable |
2,522 |
2.5% |
8,230 |
4.4% |
$42,409,169,000 |
48.3% |
$5,152,997 |
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CP |
195 |
0.2% |
253 |
0.1% |
$3,628,884,000 |
4.1% |
$14,343,415 |
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Other |
106 |
0.1% |
167 |
0.1% |
$542,788,443 |
0.6% |
$3,250,230 |
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Total |
99,840 |
100% |
186,822 |
100% |
87,831,970,425 |
100% |
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