CUSIPs, Trades and Par Value by Security
Type |
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August 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 |
101,652 |
95.7% |
691,233 |
97.0% |
$125,656,040,217 |
58.2% |
$181,785 |
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Long Note |
1,470 |
1.4% |
4,077 |
0.6% |
$8,832,622,127 |
4.1% |
$2,166,451 |
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Short Note |
277 |
0.3% |
523 |
0.1% |
$583,377,715 |
0.3% |
$1,115,445 |
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Long Variable |
175 |
0.2% |
2,409 |
0.3% |
$1,332,069,281 |
0.6% |
$552,955 |
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Short Variable |
1,994 |
1.9% |
12,916 |
1.8% |
$64,094,603,000 |
29.7% |
$4,962,419 |
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CP |
574 |
0.5% |
855 |
0.1% |
$14,320,632,000 |
6.6% |
$16,749,277 |
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Other |
112 |
0.1% |
287 |
0.0% |
$960,560,962 |
0.4% |
$3,346,902 |
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Total |
106,254 |
100% |
712,300 |
100% |
$215,779,905,302 |
100% |
$302,934 |
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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 |
70,084 |
98.5% |
269,967 |
98.9% |
$40,778,394,361 |
91.0% |
$151,050 |
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Long Note |
477 |
0.7% |
801 |
0.3% |
$477,645,111 |
1.1% |
$596,311 |
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Short Note |
56 |
0.1% |
77 |
0.0% |
$36,540,000 |
0.1% |
$474,545 |
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Long Variable |
98 |
0.1% |
389 |
0.1% |
$215,492,974 |
0.5% |
$553,967 |
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Short Variable |
330 |
0.5% |
1,690 |
0.6% |
$3,210,854,000 |
7.2% |
$1,899,914 |
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CP |
15 |
0.0% |
18 |
0.0% |
$88,141,000 |
0.2% |
$4,896,722 |
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Other |
58 |
0.1% |
79 |
0.0% |
$8,365,512 |
0.0% |
$105,893 |
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Total |
71,118 |
100% |
273,021 |
100% |
$44,815,432,958 |
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 |
100,569 |
95.7% |
421,266 |
95.9% |
$84,877,645,856 |
49.6% |
$201,482 |
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Long Note |
1,455 |
1.4% |
3,276 |
0.7% |
$8,354,977,016 |
4.9% |
$2,550,359 |
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Short Note |
274 |
0.3% |
446 |
0.1% |
$546,837,715 |
0.3% |
$1,226,094 |
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Long Variable |
175 |
0.2% |
2,020 |
0.5% |
$1,116,576,307 |
0.7% |
$552,761 |
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Short Variable |
1,989 |
1.9% |
11,226 |
2.6% |
$60,883,749,000 |
35.6% |
$5,423,459 |
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CP |
574 |
0.5% |
837 |
0.2% |
$14,232,491,000 |
8.3% |
$17,004,171 |
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Other |
82 |
0.1% |
208 |
0.0% |
$952,195,450 |
0.6% |
$4,577,863 |
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Total |
105,118 |
100% |
439,279 |
100% |
$170,964,472,344 |
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 |
91,043 |
95.5% |
273,642 |
95.9% |
$53,688,850,894 |
48.5% |
$196,201 |
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Long Note |
1,414 |
1.5% |
2,758 |
1.0% |
$7,396,411,986 |
6.7% |
$2,681,803 |
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Short Note |
273 |
0.3% |
419 |
0.1% |
$445,054,715 |
0.4% |
$1,062,183 |
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Long Variable |
167 |
0.2% |
1,651 |
0.6% |
$871,921,350 |
0.8% |
$528,117 |
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Short Variable |
1,772 |
1.9% |
5,908 |
2.1% |
$34,701,953,000 |
31.3% |
$5,873,723 |
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CP |
574 |
0.6% |
747 |
0.3% |
$12,819,520,000 |
11.6% |
$17,161,339 |
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Other |
75 |
0.1% |
148 |
0.1% |
$825,908,752 |
0.7% |
$5,580,465 |
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Total |
95,318 |
100% |
285,273 |
100% |
110,749,620,697 |
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 |
78,908 |
97.2% |
147,624 |
95.9% |
$31,188,794,962 |
51.8% |
$211,272 |
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Long Note |
421 |
0.5% |
518 |
0.3% |
$958,565,030 |
1.6% |
$1,850,512 |
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Short Note |
24 |
0.0% |
27 |
0.0% |
$101,783,000 |
0.2% |
$3,769,741 |
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Long Variable |
148 |
0.2% |
369 |
0.2% |
$244,654,957 |
0.4% |
$663,022 |
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Short Variable |
1,528 |
1.9% |
5,318 |
3.5% |
$26,181,796,000 |
43.5% |
$4,923,241 |
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CP |
69 |
0.1% |
90 |
0.1% |
$1,412,971,000 |
2.3% |
$15,699,678 |
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Other |
46 |
0.1% |
60 |
0.0% |
$126,286,698 |
0.2% |
$2,104,778 |
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Total |
81,144 |
100% |
154,006 |
100% |
60,214,851,647 |
100% |
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