CUSIPs, Trades and Par Value by Security
Type |
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September 2010 |
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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 |
115,788 |
93.7% |
771,237 |
95.6% |
$138,951,487,557 |
44.5% |
$180,167
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Long Note |
1,833 |
1.5% |
6,230 |
0.8% |
$9,295,334,674 |
3.0% |
$1,492,028
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Short Note |
354 |
0.3% |
1,139 |
0.1% |
$1,103,268,669 |
0.4% |
$968,629
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Long Variable |
314 |
0.3% |
2,839 |
0.4% |
$1,731,747,000 |
0.6% |
$609,985
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Short Variable |
4,003 |
3.2% |
22,433 |
2.8% |
$128,786,255,800 |
41.2% |
$5,740,929
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CP |
1,121 |
0.9% |
2,080 |
0.3% |
$31,582,752,000 |
10.1% |
$15,184,015
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Other |
147 |
0.1% |
602 |
0.1% |
$897,349,365 |
0.3% |
$1,490,614
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Total |
123,560 |
100% |
806,560 |
100% |
$312,348,195,065 |
100% |
$387,260 |
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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 |
65,859 |
97.5% |
239,505 |
98.3% |
$38,113,650,082 |
87.8% |
$159,135 |
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Long Note |
624 |
0.9% |
1,348 |
0.6% |
$896,300,300 |
2.1% |
$664,911 |
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Short Note |
117 |
0.2% |
254 |
0.1% |
$161,708,973 |
0.4% |
$636,650 |
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Long Variable |
181 |
0.3% |
684 |
0.3% |
$144,551,000 |
0.3% |
$211,332 |
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Short Variable |
637 |
0.9% |
1,663 |
0.7% |
$2,880,928,000 |
6.6% |
$1,732,368 |
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CP |
119 |
0.2% |
149 |
0.1% |
$1,096,074,000 |
2.5% |
$7,356,201 |
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Other |
44 |
0.1% |
122 |
0.1% |
$134,089,000 |
0.3% |
$1,099,090 |
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Total |
67,581 |
100% |
243,725 |
100% |
$43,427,301,355 |
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 |
115,240 |
93.7% |
531,732 |
94.5% |
$100,837,837,475 |
37.5% |
$189,640 |
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Long Note |
1,820 |
1.5% |
4,882 |
0.9% |
$8,399,034,374 |
3.1% |
$1,720,409 |
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Short Note |
350 |
0.3% |
885 |
0.2% |
$941,559,696 |
0.4% |
$1,063,909 |
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Long Variable |
312 |
0.3% |
2,155 |
0.4% |
$1,587,196,000 |
0.6% |
$736,518 |
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Short Variable |
3,995 |
3.2% |
20,770 |
3.7% |
$125,905,327,800 |
46.8% |
$6,061,884 |
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CP |
1,121 |
0.9% |
1,931 |
0.3% |
$30,486,678,000 |
11.3% |
$15,788,026 |
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Other |
146 |
0.1% |
480 |
0.1% |
$763,260,365 |
0.3% |
$1,590,126 |
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Total |
122,984 |
100% |
562,835 |
100% |
$268,920,893,710 |
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 |
104,387 |
93.7% |
369,541 |
95.2% |
$64,604,831,355 |
39.0% |
$174,825 |
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Long Note |
1,786 |
1.6% |
4,181 |
1.1% |
$6,826,534,530 |
4.1% |
$1,632,752 |
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Short Note |
349 |
0.3% |
850 |
0.2% |
$898,339,696 |
0.5% |
$1,056,870 |
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Long Variable |
295 |
0.3% |
1,360 |
0.4% |
$1,157,623,000 |
0.7% |
$851,193 |
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Short Variable |
3,370 |
3.0% |
10,374 |
2.7% |
$66,913,251,800 |
40.4% |
$6,450,092 |
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CP |
1,115 |
1.0% |
1,574 |
0.4% |
$24,641,695,000 |
14.9% |
$15,655,461 |
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Other |
120 |
0.1% |
284 |
0.1% |
$556,544,620 |
0.3% |
$1,959,664 |
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Total |
111,422 |
100% |
388,164 |
100% |
165,598,820,001 |
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 |
89,653 |
95.3% |
162,191 |
92.9% |
$36,233,006,120 |
35.1% |
$223,397 |
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Long Note |
512 |
0.5% |
701 |
0.4% |
$1,572,499,844 |
1.5% |
$2,243,224 |
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Short Note |
17 |
0.0% |
35 |
0.0% |
$43,220,000 |
0.0% |
$1,234,857 |
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Long Variable |
264 |
0.3% |
795 |
0.5% |
$429,573,000 |
0.4% |
$540,343 |
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Short Variable |
3,326 |
3.5% |
10,396 |
6.0% |
$58,992,076,000 |
57.1% |
$5,674,497 |
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CP |
235 |
0.2% |
357 |
0.2% |
$5,844,983,000 |
5.7% |
$16,372,501 |
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Other |
108 |
0.1% |
196 |
0.1% |
$206,715,745 |
0.2% |
$1,054,672 |
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Total |
94,115 |
100% |
174,671 |
100% |
103,322,073,709 |
100% |
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