CUSIPs, Trades and Par Value by Security
Type |
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October 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 |
112,317 |
95.8% |
731,309 |
97.0% |
$150,833,325,039 |
58.5% |
$206,251 |
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Long Note |
1,697 |
1.4% |
4,920 |
0.7% |
$3,988,935,768 |
1.5% |
$810,759 |
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Short Note |
372 |
0.3% |
749 |
0.1% |
$1,489,385,307 |
0.6% |
$1,988,498 |
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Long Variable |
171 |
0.1% |
1,401 |
0.2% |
$1,046,026,097 |
0.4% |
$746,628 |
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Short Variable |
2,161 |
1.8% |
14,346 |
1.9% |
$88,215,654,277 |
34.2% |
$6,149,146 |
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CP |
471 |
0.4% |
624 |
0.1% |
$11,960,179,000 |
4.6% |
$19,166,954 |
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Other |
86 |
0.1% |
285 |
0.0% |
$485,808,013 |
0.2% |
$1,704,590 |
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Total |
117,275 |
100% |
753,634 |
100% |
$258,019,313,501 |
100% |
$342,367 |
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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 |
75,426 |
98.3% |
278,307 |
98.7% |
$48,444,303,238 |
87.4% |
$174,068 |
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Long Note |
626 |
0.8% |
1,053 |
0.4% |
$554,700,300 |
1.0% |
$526,781 |
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Short Note |
108 |
0.1% |
163 |
0.1% |
$98,011,631 |
0.2% |
$601,298 |
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Long Variable |
106 |
0.1% |
415 |
0.1% |
$197,242,844 |
0.4% |
$475,284 |
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Short Variable |
389 |
0.5% |
1,950 |
0.7% |
$6,083,973,000 |
11.0% |
$3,119,986 |
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CP |
6 |
0.0% |
11 |
0.0% |
$51,720,000 |
0.1% |
$4,701,818 |
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Other |
34 |
0.0% |
73 |
0.0% |
$20,324,422 |
0.0% |
$278,417 |
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Total |
76,695 |
100% |
281,972 |
100% |
$55,450,275,435 |
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 |
111,417 |
95.8% |
453,002 |
96.0% |
$102,389,021,801 |
50.5% |
$226,023 |
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Long Note |
1,682 |
1.4% |
3,867 |
0.8% |
$3,434,235,468 |
1.7% |
$888,088 |
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Short Note |
372 |
0.3% |
586 |
0.1% |
$1,391,373,676 |
0.7% |
$2,374,358 |
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Long Variable |
171 |
0.1% |
986 |
0.2% |
$848,783,253 |
0.4% |
$860,835 |
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Short Variable |
2,160 |
1.9% |
12,396 |
2.6% |
$82,131,681,277 |
40.5% |
$6,625,660 |
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CP |
471 |
0.4% |
613 |
0.1% |
$11,908,459,000 |
5.9% |
$19,426,524 |
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Other |
86 |
0.1% |
212 |
0.0% |
$465,483,591 |
0.2% |
$2,195,677 |
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Total |
116,359 |
100% |
471,662 |
100% |
$202,569,038,066 |
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 |
100,374 |
95.7% |
287,500 |
96.3% |
$67,600,369,612 |
51.9% |
$235,132 |
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Long Note |
1,634 |
1.6% |
3,088 |
1.0% |
$2,928,529,468 |
2.2% |
$948,358 |
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Short Note |
371 |
0.4% |
553 |
0.2% |
$1,329,085,676 |
1.0% |
$2,403,410 |
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Long Variable |
162 |
0.2% |
586 |
0.2% |
$545,556,357 |
0.4% |
$930,984 |
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Short Variable |
1,792 |
1.7% |
6,110 |
2.0% |
$46,676,413,600 |
35.8% |
$7,639,348 |
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CP |
471 |
0.4% |
552 |
0.2% |
$10,899,215,000 |
8.4% |
$19,744,955 |
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Other |
71 |
0.1% |
133 |
0.0% |
$239,738,664 |
0.2% |
$1,802,546 |
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Total |
104,875 |
100% |
298,522 |
100% |
130,218,908,377 |
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 |
88,590 |
97.0% |
165,502 |
95.6% |
$34,788,652,189 |
48.1% |
$210,201 |
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Long Note |
572 |
0.6% |
779 |
0.4% |
$505,706,000 |
0.7% |
$649,173 |
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Short Note |
28 |
0.0% |
33 |
0.0% |
$62,288,000 |
0.1% |
$1,887,515 |
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Long Variable |
152 |
0.2% |
400 |
0.2% |
$303,226,896 |
0.4% |
$758,067 |
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Short Variable |
1,849 |
2.0% |
6,286 |
3.6% |
$35,455,267,677 |
49.0% |
$5,640,354 |
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CP |
55 |
0.1% |
61 |
0.0% |
$1,009,244,000 |
1.4% |
$16,544,984 |
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Other |
54 |
0.1% |
79 |
0.0% |
$225,744,927 |
0.3% |
$2,857,531 |
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Total |
91,300 |
100% |
173,140 |
100% |
72,350,129,689 |
100% |
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