CUSIPs, Trades and Par Value by Security
Type |
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January 2011 |
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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 |
130,625 |
95.3% |
1,006,364 |
96.8% |
$157,173,780,669 |
54.1% |
$156,180
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Long Note |
1,274 |
0.9% |
4,644 |
0.4% |
$3,634,522,142 |
1.3% |
$782,628
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Short Note |
195 |
0.1% |
1,507 |
0.1% |
$1,875,810,860 |
0.6% |
$1,244,732
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Long Variable |
382 |
0.3% |
4,121 |
0.4% |
$5,141,159,000 |
1.8% |
$1,247,551
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Short Variable |
3,607 |
2.6% |
20,602 |
2.0% |
$100,138,853,100 |
34.5% |
$4,860,637
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CP |
859 |
0.6% |
1,539 |
0.1% |
$21,524,505,000 |
7.4% |
$13,986,033
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Other |
175 |
0.1% |
1,085 |
0.1% |
$831,868,337 |
0.3% |
$766,699
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Total |
137,117 |
100% |
1,039,862 |
100% |
$290,320,499,108 |
100% |
$279,191 |
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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 |
78,969 |
98.2% |
320,180 |
98.6% |
$41,098,374,324 |
89.2% |
$128,360 |
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Long Note |
439 |
0.5% |
1,013 |
0.3% |
$397,697,871 |
0.9% |
$392,594 |
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Short Note |
49 |
0.1% |
396 |
0.1% |
$533,495,877 |
1.2% |
$1,347,212 |
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Long Variable |
222 |
0.3% |
993 |
0.3% |
$343,978,000 |
0.7% |
$346,403 |
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Short Variable |
599 |
0.7% |
1,722 |
0.5% |
$2,909,246,000 |
6.3% |
$1,689,458 |
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CP |
87 |
0.1% |
110 |
0.0% |
$693,290,000 |
1.5% |
$6,302,636 |
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Other |
71 |
0.1% |
385 |
0.1% |
$76,139,000 |
0.2% |
$197,764 |
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Total |
80,436 |
100% |
324,799 |
100% |
$46,052,221,072 |
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 |
130,342 |
95.3% |
686,184 |
96.0% |
$116,075,406,345 |
47.5% |
$169,161 |
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Long Note |
1,267 |
0.9% |
3,631 |
0.5% |
$3,236,824,271 |
1.3% |
$891,442 |
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Short Note |
195 |
0.1% |
1,111 |
0.2% |
$1,342,314,983 |
0.5% |
$1,208,204 |
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Long Variable |
382 |
0.3% |
3,128 |
0.4% |
$4,797,181,000 |
2.0% |
$1,533,626 |
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Short Variable |
3,603 |
2.6% |
18,880 |
2.6% |
$97,229,607,100 |
39.8% |
$5,149,873 |
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CP |
859 |
0.6% |
1,429 |
0.2% |
$20,831,215,000 |
8.5% |
$14,577,477 |
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Other |
175 |
0.1% |
700 |
0.1% |
$755,729,337 |
0.3% |
$1,079,613 |
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Total |
136,823 |
100% |
715,063 |
100% |
$244,268,278,036 |
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 |
119,118 |
95.4% |
480,257 |
96.8% |
$65,614,863,035 |
47.2% |
$136,624 |
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Long Note |
1,211 |
1.0% |
2,576 |
0.5% |
$2,236,031,935 |
1.6% |
$868,025 |
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Short Note |
191 |
0.2% |
840 |
0.2% |
$1,001,269,983 |
0.7% |
$1,191,988 |
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Long Variable |
351 |
0.3% |
1,973 |
0.4% |
$4,021,498,000 |
2.9% |
$2,038,266 |
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Short Variable |
2,985 |
2.4% |
9,021 |
1.8% |
$48,761,280,000 |
35.1% |
$5,405,308 |
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CP |
830 |
0.7% |
1,125 |
0.2% |
$16,854,369,000 |
12.1% |
$14,981,661 |
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Other |
147 |
0.1% |
488 |
0.1% |
$587,784,870 |
0.4% |
$1,204,477 |
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Total |
124,833 |
100% |
496,280 |
100% |
139,077,096,823 |
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 |
109,197 |
96.1% |
205,927 |
94.1% |
$50,460,543,310 |
48.0% |
$245,041 |
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Long Note |
708 |
0.6% |
1,055 |
0.5% |
$1,000,792,336 |
1.0% |
$948,618 |
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Short Note |
49 |
0.0% |
271 |
0.1% |
$341,045,000 |
0.3% |
$1,258,469 |
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Long Variable |
347 |
0.3% |
1,155 |
0.5% |
$775,683,000 |
0.7% |
$671,587 |
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Short Variable |
2,974 |
2.6% |
9,859 |
4.5% |
$48,468,327,100 |
46.1% |
$4,916,150 |
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CP |
220 |
0.2% |
304 |
0.1% |
$3,976,846,000 |
3.8% |
$13,081,730 |
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Other |
120 |
0.1% |
212 |
0.1% |
$167,944,467 |
0.2% |
$792,191 |
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Total |
113,615 |
100% |
218,783 |
100% |
105,191,181,213 |
100% |
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