CUSIPs, Trades and Par Value by Security
Type |
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February 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 |
105,423 |
96.0% |
688,166 |
97.4% |
$128,376,345,071 |
67.0% |
$186,549 |
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Long Note |
1,543 |
1.4% |
4,096 |
0.6% |
$2,614,415,061 |
1.4% |
$638,285 |
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Short Note |
313 |
0.3% |
633 |
0.1% |
$689,056,815 |
0.4% |
$1,088,557 |
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Long Variable |
164 |
0.1% |
1,510 |
0.2% |
$787,703,850 |
0.4% |
$521,658 |
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Short Variable |
1,738 |
1.6% |
10,917 |
1.5% |
$45,861,318,100 |
23.9% |
$4,200,909 |
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CP |
520 |
0.5% |
750 |
0.1% |
$12,658,331,000 |
6.6% |
$16,877,775 |
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Other |
106 |
0.1% |
381 |
0.1% |
$713,538,197 |
0.4% |
$1,872,804 |
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Total |
109,807 |
100% |
706,453 |
100% |
$191,700,708,094 |
100% |
$271,357 |
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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 |
72,289 |
98.5% |
260,535 |
98.7% |
$41,108,483,310 |
92.1% |
$157,785 |
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Long Note |
602 |
0.8% |
947 |
0.4% |
$295,084,144 |
0.7% |
$311,599 |
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Short Note |
89 |
0.1% |
129 |
0.0% |
$50,394,300 |
0.1% |
$390,653 |
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Long Variable |
79 |
0.1% |
531 |
0.2% |
$127,420,000 |
0.3% |
$239,962 |
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Short Variable |
324 |
0.4% |
1,771 |
0.7% |
$3,050,491,000 |
6.8% |
$1,722,468 |
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CP |
0 |
0.0% |
0 |
0.0% |
$0 |
0.0% |
- |
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Other |
30 |
0.0% |
58 |
0.0% |
$8,595,970 |
0.0% |
$148,206 |
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Total |
73,413 |
100% |
263,971 |
100% |
$44,640,468,724 |
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 |
104,796 |
96.0% |
427,631 |
96.6% |
$87,267,861,761 |
59.3% |
$204,073 |
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Long Note |
1,529 |
1.4% |
3,149 |
0.7% |
$2,319,330,917 |
1.6% |
$736,529 |
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Short Note |
312 |
0.3% |
504 |
0.1% |
$638,662,515 |
0.4% |
$1,267,188 |
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Long Variable |
164 |
0.2% |
979 |
0.2% |
$660,283,850 |
0.4% |
$674,447 |
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Short Variable |
1,737 |
1.6% |
9,146 |
2.1% |
$42,810,827,100 |
29.1% |
$4,680,825 |
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CP |
520 |
0.5% |
750 |
0.2% |
$12,658,331,000 |
8.6% |
$16,877,775 |
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Other |
104 |
0.1% |
323 |
0.1% |
$704,942,227 |
0.5% |
$2,182,484 |
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Total |
109,162 |
100% |
442,482 |
100% |
$147,060,239,370 |
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 |
95,056 |
95.9% |
286,138 |
96.8% |
$58,569,918,291 |
60.7% |
$204,691 |
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Long Note |
1,475 |
1.5% |
2,583 |
0.9% |
$1,850,963,567 |
1.9% |
$716,594 |
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Short Note |
312 |
0.3% |
473 |
0.2% |
$543,649,590 |
0.6% |
$1,149,365 |
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Long Variable |
144 |
0.1% |
683 |
0.2% |
$498,122,050 |
0.5% |
$729,315 |
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Short Variable |
1,486 |
1.5% |
4,943 |
1.7% |
$23,206,762,050 |
24.0% |
$4,694,874 |
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CP |
519 |
0.5% |
655 |
0.2% |
$11,197,027,000 |
11.6% |
$17,094,698 |
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Other |
98 |
0.1% |
270 |
0.1% |
$636,632,091 |
0.7% |
$2,357,897 |
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Total |
99,090 |
100% |
295,745 |
100% |
96,503,074,639 |
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 |
77,458 |
97.3% |
141,493 |
96.4% |
$28,697,943,470 |
56.8% |
$202,822 |
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Long Note |
441 |
0.6% |
566 |
0.4% |
$468,367,350 |
0.9% |
$827,504 |
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Short Note |
24 |
0.0% |
31 |
0.0% |
$95,012,925 |
0.2% |
$3,064,933 |
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Long Variable |
132 |
0.2% |
296 |
0.2% |
$162,161,800 |
0.3% |
$547,844 |
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Short Variable |
1,448 |
1.8% |
4,203 |
2.9% |
$19,604,065,050 |
38.8% |
$4,664,303 |
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CP |
72 |
0.1% |
95 |
0.1% |
$1,461,304,000 |
2.9% |
$15,382,147 |
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Other |
38 |
0.0% |
53 |
0.0% |
$68,310,136 |
0.1% |
$1,288,870 |
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Total |
79,613 |
100% |
146,737 |
100% |
50,557,164,731 |
100% |
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