CUSIPs, Trades and Par Value by Security
Type |
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July 2013 |
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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 |
122,124 |
96.3% |
973,444 |
97.8% |
$165,339,640,536 |
64.2% |
$169,850 |
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Long Note |
1,426 |
1.1% |
4,018 |
0.4% |
$4,956,901,815 |
1.9% |
$1,233,674 |
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Short Note |
226 |
0.2% |
473 |
0.0% |
$1,236,189,801 |
0.5% |
$2,613,509 |
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Long Variable |
177 |
0.1% |
1,149 |
0.1% |
$2,406,911,695 |
0.9% |
$2,094,788 |
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Short Variable |
2,270 |
1.8% |
14,663 |
1.5% |
$71,275,153,367 |
27.7% |
$4,860,885 |
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CP |
520 |
0.4% |
872 |
0.1% |
$11,686,067,000 |
4.5% |
$13,401,453 |
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Other |
80 |
0.1% |
269 |
0.0% |
$708,205,789 |
0.3% |
$2,632,735 |
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Total |
126,823 |
100% |
994,888 |
100% |
$257,609,070,003 |
100% |
$258,933 |
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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 |
73,078 |
98.6% |
312,467 |
99.1% |
$48,340,968,499 |
91.5% |
$154,707 |
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Long Note |
418 |
0.6% |
728 |
0.2% |
$415,300,209 |
0.8% |
$570,467 |
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Short Note |
49 |
0.1% |
68 |
0.0% |
$86,075,000 |
0.2% |
$1,265,809 |
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Long Variable |
85 |
0.1% |
221 |
0.1% |
$94,884,044 |
0.2% |
$429,340 |
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Short Variable |
429 |
0.6% |
1,590 |
0.5% |
$3,700,615,000 |
7.0% |
$2,327,431 |
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CP |
19 |
0.0% |
39 |
0.0% |
$163,937,000 |
0.3% |
$4,203,513 |
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Other |
22 |
0.0% |
109 |
0.0% |
$31,086,264 |
0.1% |
$285,195 |
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Total |
74,100 |
100% |
315,222 |
100% |
$52,832,866,016 |
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 |
121,840 |
96.3% |
660,977 |
97.3% |
$116,998,672,037 |
57.1% |
$177,009 |
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Long Note |
1,419 |
1.1% |
3,290 |
0.5% |
$4,541,601,606 |
2.2% |
$1,380,426 |
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Short Note |
223 |
0.2% |
405 |
0.1% |
$1,150,114,801 |
0.6% |
$2,839,790 |
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Long Variable |
177 |
0.1% |
928 |
0.1% |
$2,312,027,651 |
1.1% |
$2,491,409 |
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Short Variable |
2,267 |
1.8% |
13,073 |
1.9% |
$67,574,538,367 |
33.0% |
$5,169,015 |
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CP |
520 |
0.4% |
833 |
0.1% |
$11,522,130,000 |
5.6% |
$13,832,089 |
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Other |
73 |
0.1% |
160 |
0.0% |
$677,119,525 |
0.3% |
$4,231,997 |
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Total |
126,519 |
100% |
679,666 |
100% |
$204,776,203,987 |
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 |
114,795 |
96.4% |
448,383 |
97.6% |
$72,431,775,714 |
57.9% |
$161,540 |
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Long Note |
1,390 |
1.2% |
2,664 |
0.6% |
$4,125,157,606 |
3.3% |
$1,548,483 |
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Short Note |
223 |
0.2% |
384 |
0.1% |
$1,107,669,801 |
0.9% |
$2,884,557 |
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Long Variable |
168 |
0.1% |
584 |
0.1% |
$2,078,055,389 |
1.7% |
$3,558,314 |
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Short Variable |
1,879 |
1.6% |
6,386 |
1.4% |
$34,967,270,405 |
27.9% |
$5,475,614 |
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CP |
520 |
0.4% |
709 |
0.2% |
$9,892,919,000 |
7.9% |
$13,953,341 |
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Other |
63 |
0.1% |
89 |
0.0% |
$541,250,431 |
0.4% |
$6,081,466 |
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Total |
119,038 |
100% |
459,199 |
100% |
125,144,098,346 |
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 |
101,625 |
97.5% |
212,594 |
96.4% |
$44,566,896,323 |
56.0% |
$209,634 |
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Long Note |
485 |
0.5% |
626 |
0.3% |
$416,444,000 |
0.5% |
$665,246 |
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Short Note |
19 |
0.0% |
21 |
0.0% |
$42,445,000 |
0.1% |
$2,021,190 |
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Long Variable |
154 |
0.1% |
344 |
0.2% |
$233,972,262 |
0.3% |
$680,152 |
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Short Variable |
1,844 |
1.8% |
6,687 |
3.0% |
$32,607,267,962 |
40.9% |
$4,876,218 |
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CP |
90 |
0.1% |
124 |
0.1% |
$1,629,211,000 |
2.0% |
$13,138,798 |
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Other |
41 |
0.0% |
71 |
0.0% |
$135,869,094 |
0.2% |
$1,913,649 |
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Total |
104,258 |
100% |
220,467 |
100% |
79,632,105,641 |
100% |
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