CUSIPs, Trades and Par Value by Security
Type |
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April 2015 |
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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 |
118,753 |
95.6% |
809,094 |
97.2% |
$139,386,860,285 |
54.5% |
$172,275 |
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Long Note |
1,961 |
1.6% |
5,494 |
0.7% |
$4,647,955,091 |
1.8% |
$846,006 |
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Short Note |
440 |
0.4% |
832 |
0.1% |
$1,107,321,144 |
0.4% |
$1,330,915 |
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Long Variable |
190 |
0.2% |
1,176 |
0.1% |
$1,057,044,340 |
0.4% |
$898,847 |
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Short Variable |
2,277 |
1.8% |
15,142 |
1.8% |
$97,932,123,932 |
38.3% |
$6,467,582 |
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CP |
417 |
0.3% |
626 |
0.1% |
$10,792,361,000 |
4.2% |
$17,240,193 |
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Other |
129 |
0.1% |
361 |
0.0% |
$992,445,435 |
0.4% |
$2,749,156 |
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Total |
124,167 |
100% |
832,725 |
100% |
$255,916,111,227 |
100% |
$307,324 |
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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 |
79,678 |
98.2% |
296,223 |
98.6% |
$42,106,241,297 |
80.9% |
$142,144 |
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Long Note |
778 |
1.0% |
1,355 |
0.5% |
$810,961,503 |
1.6% |
$598,496 |
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Short Note |
101 |
0.1% |
148 |
0.0% |
$46,807,000 |
0.1% |
$316,264 |
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Long Variable |
97 |
0.1% |
256 |
0.1% |
$64,214,800 |
0.1% |
$250,839 |
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Short Variable |
413 |
0.5% |
2,358 |
0.8% |
$8,964,902,000 |
17.2% |
$3,801,909 |
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CP |
4 |
0.0% |
4 |
0.0% |
$17,735,000 |
0.0% |
$4,433,750 |
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Other |
29 |
0.0% |
62 |
0.0% |
$49,303,868 |
0.1% |
$795,224 |
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Total |
81,100 |
100% |
300,406 |
100% |
$52,060,165,468 |
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 |
118,034 |
95.6% |
512,871 |
96.3% |
$97,280,618,988 |
47.7% |
$189,679 |
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Long Note |
1,930 |
1.6% |
4,139 |
0.8% |
$3,836,993,588 |
1.9% |
$927,034 |
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Short Note |
438 |
0.4% |
684 |
0.1% |
$1,060,514,144 |
0.5% |
$1,550,459 |
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Long Variable |
190 |
0.2% |
920 |
0.2% |
$992,829,540 |
0.5% |
$1,079,163 |
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Short Variable |
2,276 |
1.8% |
12,784 |
2.4% |
$88,967,221,932 |
43.6% |
$6,959,263 |
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CP |
417 |
0.3% |
622 |
0.1% |
$10,774,626,000 |
5.3% |
$17,322,550 |
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Other |
126 |
0.1% |
299 |
0.1% |
$943,141,567 |
0.5% |
$3,154,320 |
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Total |
123,411 |
100% |
532,319 |
100% |
$203,855,945,759 |
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 |
106,446 |
95.8% |
328,899 |
96.7% |
$67,117,817,855 |
53.9% |
$204,068 |
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Long Note |
1,867 |
1.7% |
3,313 |
1.0% |
$2,855,934,138 |
2.3% |
$862,039 |
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Short Note |
432 |
0.4% |
634 |
0.2% |
$824,423,144 |
0.7% |
$1,300,352 |
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Long Variable |
178 |
0.2% |
577 |
0.2% |
$841,088,846 |
0.7% |
$1,457,693 |
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Short Variable |
1,679 |
1.5% |
6,057 |
1.8% |
$43,171,930,882 |
34.7% |
$7,127,610 |
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CP |
417 |
0.4% |
536 |
0.2% |
$9,042,765,000 |
7.3% |
$16,870,830 |
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Other |
119 |
0.1% |
230 |
0.1% |
$737,720,185 |
0.6% |
$3,207,479 |
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Total |
111,138 |
100% |
340,246 |
100% |
124,591,680,050 |
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 |
89,134 |
96.8% |
183,972 |
95.8% |
$30,162,801,133 |
38.1% |
$163,953 |
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Long Note |
639 |
0.7% |
826 |
0.4% |
$981,059,450 |
1.2% |
$1,187,723 |
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Short Note |
41 |
0.0% |
50 |
0.0% |
$236,091,000 |
0.3% |
$4,721,820 |
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Long Variable |
154 |
0.2% |
343 |
0.2% |
$151,740,694 |
0.2% |
$442,393 |
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Short Variable |
2,013 |
2.2% |
6,727 |
3.5% |
$45,795,291,050 |
57.8% |
$6,807,684 |
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CP |
71 |
0.1% |
86 |
0.0% |
$1,731,861,000 |
2.2% |
$20,137,919 |
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Other |
41 |
0.0% |
69 |
0.0% |
$205,421,382 |
0.3% |
$2,977,121 |
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Total |
92,093 |
100% |
192,073 |
100% |
79,264,265,709 |
100% |
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